Panel A: Selected descriptive statistics
Variables			SD		Min	Mean		Max
uncertainty			12.456		0	56.316		100
Δuncertainty			10.149		-37.86	0.0408		40.1
CSI 300			563.718		3530.31	4598.087		5807.72
SZESI			205.184		2157.29	2578.002		3001.4
Panel B: SVAR results
Part I
lag	LL	LR	df	p	FPE	AIC	HQIC	SBIC
0	-898.969				2.00E+10	3.22E+01	32.2553	32.3217
1	-799.113	199.71	9	0	7.70E+08*	28.9683*	29.1366*	29.4023*
2	-795.594	7.0393	9	0.633	9.30E+08	29.1641	29.4585	29.9236
3	-791.651	7.8859	9	0.546	1.10E+09	29.3447	29.7653	30.4297
4	-778.32	26.662*	9	0.002	9.80E+08	29.19	29.7369	30.6005
Part II
		Coef.	Std.	Err.	z	P>z	[95% Conf. Interval]
Matrix A
		a 21	2.11	.694	3.04	0.002	.75	3.471
		a 31	1.074	.429	2.50	0.012	.233	1.916
		a 31	-.3706	.077	-4.84	0	-.521	-.221
Matrix B
		b 11	9.986	.944	10.58	0	8.137	11.836
		b 22	56.078	5.299	10.58	0	45.693	66.464
		b 33	51.867	4.9	10.58	0	42.261	61.472