Table 5 IRF results: ICEA to other...

Table 5

IRF results: ICEA to other factors

Period	ɛUCRY Policy	ɛUCRY Price	ɛGlobalEPU	ɛVix	ɛBCO	ɛBitcoin	ɛGTU	ɛIP
Coefficient
1	1.967227e−01	1.573877e−01	−3.6054517648	0.564613645	2.431872e+00	4.532492050	−2.263866353	0.2070491361
2	9.341305e−02	1.161612e−01	−2.2286375015	3.247607047	1.372654e+00	0.600119949	−2.015212309	0.1449969521
3	5.389113e−02	4.060097e−02	0.0789649023	0.486476717	1.290752e−01	0.906651708	0.044657879	−0.0690251379
4	1.500594e−02	2.165431e−02	−0.4326260907	0.410123320	2.976474e−01	−0.046155858	−0.653205380	−0.0122017362
5	7.728590e−03	3.496902e−03	−0.0528110136	0.031277900	1.162584e−01	0.265830932	0.116642558	−0.0132848803
6	2.528420e−03	4.767345e−03	−0.0827874951	0.096946522	1.081316e−01	−0.015186549	−0.207127224	0.0139845174
7	2.315880e−03	9.501722e−04	−0.0406714504	−0.010919173	1.773529e−02	0.090336949	0.039689807	−0.0007224514
8	8.731235e−04	1.662775e−03	−0.0146625118	0.049370468	1.778323e−02	−0.013292748	−0.044079287	0.0032294855
9	6.254303e−04	1.542177e−04	−0.0008523798	−0.007404554	−1.879768e−03	0.020868499	0.012914503	−0.0019150588
10	9.428352e−05	3.596596e−04	−0.0053248613	0.011152507	5.279797e−03	−0.007008390	−0.013534873	0.0005060190
Lower band, CI = 0.90
1	0.1112917081	0.0827074277	−6.0730578	−4.10278190	0.85762736	0.669928727	−5.54589351	−0.045004094
2	0.0320516493	0.0546557018	−4.6870304	−1.47929927	−0.56636702	−2.813431675	−5.04883455	−0.144093421
3	0.0015471222	−0.0097556622	−1.7807244	−1.82177607	−1.23538621	−1.077125025	−2.16587653	−0.309136493
4	−0.0154264267	−0.0096015665	−1.7904876	−0.72037657	−0.55879766	−1.226770701	−2.40944142	−0.158824653
5	−0.0093799568	−0.0125498385	−0.6823626	−0.79669168	−0.33831834	−0.391982498	−0.56079341	−0.083617159
6	−0.0071106876	−0.0036926814	−0.6144655	−0.33732328	−0.10351854	−0.451769558	−0.80151882	−0.030424609
7	−0.0032263080	−0.0060956529	−0.3426064	−0.37759386	−0.09290785	−0.055275309	−0.19267036	−0.021987691
8	−0.0032541741	−0.0010427703	−0.2673422	−0.12583288	−0.03518261	−0.105085098	−0.35061714	−0.009040284
9	−0.0007344432	−0.0021091802	−0.1379752	−0.14473565	−0.04793141	−0.019247300	−0.10031658	−0.010821758
10	−0.0011331546	−0.0004306747	−0.1089770	−0.05395104	−0.01048233	−0.047351654	−0.13961812	−0.003301702
Upper Band, CI = 0.90
1	0.264827892	0.213127489	−1.09492012	3.75429238	4.08608082	8.8272914	1.09871793	0.470445632
2	0.136926629	0.161255150	0.37069148	6.37146245	3.19813943	3.7612103	1.20450537	0.478372534
3	0.103442486	0.087842423	1.95377602	2.38625480	1.52743450	3.4933862	2.41941541	0.210212243
4	0.046738243	0.055442642	0.53710708	1.74401149	1.42720700	1.7523379	0.45381529	0.144902969
5	0.036156102	0.031841978	0.71470115	0.80431079	0.70653907	1.4925940	0.93859147	0.076735037
6	0.022300459	0.022847091	0.32855129	0.61025248	0.55979072	0.8256394	0.17511838	0.069120356
7	0.017412213	0.017089298	0.17415472	0.21969593	0.31687888	0.7024221	0.47098785	0.025427726
8	0.010673702	0.011019437	0.10424717	0.31919301	0.26864251	0.4525078	0.08319119	0.029870606
9	0.008034058	0.007633812	0.06713752	0.08366046	0.15845819	0.3183578	0.16385723	0.010965419
10	0.005095490	0.005234231	0.04271068	0.13759478	0.12416192	0.2255538	0.05167892	0.010712580

Period	ɛUCRY Policy	ɛUCRY Price	ɛGlobalEPU	ɛVix	ɛBCO	ɛBitcoin	ɛGTU	ɛIP
Coefficient
1	1.967227e−01	1.573877e−01	−3.6054517648	0.564613645	2.431872e+00	4.532492050	−2.263866353	0.2070491361
2	9.341305e−02	1.161612e−01	−2.2286375015	3.247607047	1.372654e+00	0.600119949	−2.015212309	0.1449969521
3	5.389113e−02	4.060097e−02	0.0789649023	0.486476717	1.290752e−01	0.906651708	0.044657879	−0.0690251379
4	1.500594e−02	2.165431e−02	−0.4326260907	0.410123320	2.976474e−01	−0.046155858	−0.653205380	−0.0122017362
5	7.728590e−03	3.496902e−03	−0.0528110136	0.031277900	1.162584e−01	0.265830932	0.116642558	−0.0132848803
6	2.528420e−03	4.767345e−03	−0.0827874951	0.096946522	1.081316e−01	−0.015186549	−0.207127224	0.0139845174
7	2.315880e−03	9.501722e−04	−0.0406714504	−0.010919173	1.773529e−02	0.090336949	0.039689807	−0.0007224514
8	8.731235e−04	1.662775e−03	−0.0146625118	0.049370468	1.778323e−02	−0.013292748	−0.044079287	0.0032294855
9	6.254303e−04	1.542177e−04	−0.0008523798	−0.007404554	−1.879768e−03	0.020868499	0.012914503	−0.0019150588
10	9.428352e−05	3.596596e−04	−0.0053248613	0.011152507	5.279797e−03	−0.007008390	−0.013534873	0.0005060190
Lower band, CI = 0.90
1	0.1112917081	0.0827074277	−6.0730578	−4.10278190	0.85762736	0.669928727	−5.54589351	−0.045004094
2	0.0320516493	0.0546557018	−4.6870304	−1.47929927	−0.56636702	−2.813431675	−5.04883455	−0.144093421
3	0.0015471222	−0.0097556622	−1.7807244	−1.82177607	−1.23538621	−1.077125025	−2.16587653	−0.309136493
4	−0.0154264267	−0.0096015665	−1.7904876	−0.72037657	−0.55879766	−1.226770701	−2.40944142	−0.158824653
5	−0.0093799568	−0.0125498385	−0.6823626	−0.79669168	−0.33831834	−0.391982498	−0.56079341	−0.083617159
6	−0.0071106876	−0.0036926814	−0.6144655	−0.33732328	−0.10351854	−0.451769558	−0.80151882	−0.030424609
7	−0.0032263080	−0.0060956529	−0.3426064	−0.37759386	−0.09290785	−0.055275309	−0.19267036	−0.021987691
8	−0.0032541741	−0.0010427703	−0.2673422	−0.12583288	−0.03518261	−0.105085098	−0.35061714	−0.009040284
9	−0.0007344432	−0.0021091802	−0.1379752	−0.14473565	−0.04793141	−0.019247300	−0.10031658	−0.010821758
10	−0.0011331546	−0.0004306747	−0.1089770	−0.05395104	−0.01048233	−0.047351654	−0.13961812	−0.003301702
Upper Band, CI = 0.90
1	0.264827892	0.213127489	−1.09492012	3.75429238	4.08608082	8.8272914	1.09871793	0.470445632
2	0.136926629	0.161255150	0.37069148	6.37146245	3.19813943	3.7612103	1.20450537	0.478372534
3	0.103442486	0.087842423	1.95377602	2.38625480	1.52743450	3.4933862	2.41941541	0.210212243
4	0.046738243	0.055442642	0.53710708	1.74401149	1.42720700	1.7523379	0.45381529	0.144902969
5	0.036156102	0.031841978	0.71470115	0.80431079	0.70653907	1.4925940	0.93859147	0.076735037
6	0.022300459	0.022847091	0.32855129	0.61025248	0.55979072	0.8256394	0.17511838	0.069120356
7	0.017412213	0.017089298	0.17415472	0.21969593	0.31687888	0.7024221	0.47098785	0.025427726
8	0.010673702	0.011019437	0.10424717	0.31919301	0.26864251	0.4525078	0.08319119	0.029870606
9	0.008034058	0.007633812	0.06713752	0.08366046	0.15845819	0.3183578	0.16385723	0.010965419
10	0.005095490	0.005234231	0.04271068	0.13759478	0.12416192	0.2255538	0.05167892	0.010712580

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