Descriptive statistics
| Variable | Count | Mean | Standard deviation | Median | Trimmed mean | Mean absolute deviation | Minimum | Maximum | Range | Skew | Kurtosis | Standard error | J-B | Source |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ICEA | 86 | 99.88 | 0.62 | 99.67 | 99.76 | 0.41 | 99.39 | 102.61 | 3.22 | 1.86 | 4.03 | 0.07 | 114.75*** | LexisNexis News & Business |
| UCRY Policy | 86 | 99.89 | 0.67 | 99.72 | 99.76 | 0.34 | 99.22 | 103.20 | 3.97 | 2.78 | 9.03 | 0.07 | 425.59*** | LexisNexis News & Business |
| UCRY Price | 86 | 99.89 | 0.71 | 99.69 | 99.76 | 0.46 | 99.19 | 102.91 | 3.72 | 2.15 | 5.11 | 0.08 | 169.28*** | LexisNexis News & Business |
| GlobalEPU | 86 | 193.29 | 78.62 | 171.36 | 186.00 | 86.14 | 86.16 | 429.60 | 343.45 | 0.73 | −0.27 | 8.48 | 7.969** | policyuncertainty.com |
| VIX | 86 | 17.58 | 7.49 | 15.18 | 16.31 | 4.53 | 9.51 | 53.54 | 44.03 | 2.13 | 5.74 | 0.81 | 194.19*** | Yahoo Finance |
| BCO | 86 | 61.57 | 19.46 | 57.54 | 59.33 | 13.64 | 25.27 | 111.96 | 86.69 | 1.01 | 0.64 | 2.10 | 16.972*** | Yahoo Finance |
| Bitcoin | 86 | 5,464.53 | 7,454.22 | 3,151.87 | 4,114.64 | 4,226.66 | 229.67 | 45,137.77 | 44,908.10 | 2.84 | 10.52 | 803.81 | 540.74*** | Yahoo Finance |
| GTU | 86 | 0.08 | 0.02 | 0.08 | 0.08 | 0.02 | 0.05 | 0.12 | 0.08 | 0.38 | −0.40 | 0.00 | 2.5095** | Berkeley Earth |
| IP | 86 | 101.92 | 3.67 | 101.56 | 102.21 | 3.18 | 84.53 | 106.47 | 21.94 | −1.75 | 6.05 | 0.40 | 185.79*** | OECD |
| Variable | Count | Mean | Standard deviation | Median | Trimmed mean | Mean absolute deviation | Minimum | Maximum | Range | Skew | Kurtosis | Standard error | J-B | Source |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ICEA | 86 | 99.88 | 0.62 | 99.67 | 99.76 | 0.41 | 99.39 | 102.61 | 3.22 | 1.86 | 4.03 | 0.07 | 114.75*** | LexisNexis News & Business |
| UCRY Policy | 86 | 99.89 | 0.67 | 99.72 | 99.76 | 0.34 | 99.22 | 103.20 | 3.97 | 2.78 | 9.03 | 0.07 | 425.59*** | LexisNexis News & Business |
| UCRY Price | 86 | 99.89 | 0.71 | 99.69 | 99.76 | 0.46 | 99.19 | 102.91 | 3.72 | 2.15 | 5.11 | 0.08 | 169.28*** | LexisNexis News & Business |
| GlobalEPU | 86 | 193.29 | 78.62 | 171.36 | 186.00 | 86.14 | 86.16 | 429.60 | 343.45 | 0.73 | −0.27 | 8.48 | 7.969** | policyuncertainty.com |
| VIX | 86 | 17.58 | 7.49 | 15.18 | 16.31 | 4.53 | 9.51 | 53.54 | 44.03 | 2.13 | 5.74 | 0.81 | 194.19*** | Yahoo Finance |
| BCO | 86 | 61.57 | 19.46 | 57.54 | 59.33 | 13.64 | 25.27 | 111.96 | 86.69 | 1.01 | 0.64 | 2.10 | 16.972*** | Yahoo Finance |
| Bitcoin | 86 | 5,464.53 | 7,454.22 | 3,151.87 | 4,114.64 | 4,226.66 | 229.67 | 45,137.77 | 44,908.10 | 2.84 | 10.52 | 803.81 | 540.74*** | Yahoo Finance |
| GTU | 86 | 0.08 | 0.02 | 0.08 | 0.08 | 0.02 | 0.05 | 0.12 | 0.08 | 0.38 | −0.40 | 0.00 | 2.5095** | Berkeley Earth |
| IP | 86 | 101.92 | 3.67 | 101.56 | 102.21 | 3.18 | 84.53 | 106.47 | 21.94 | −1.75 | 6.05 | 0.40 | 185.79*** | OECD |
Sharing content requires targeting cookies to be enabled. Please update your cookie preferences to use this feature.