Dear Stata members,
For replicating a paper, I have chosen 2 variables, cash divided by total assets and economic policy uncertainty index (EPU).
I have the following descriptive statistics for the above 2.

Code:
 summarize  cash_ta_w epu

    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
   cash_ta_w |     31696    .0545121    .0756915   .0006936   .4169685
         epu |     30566     93.8854    39.70486    49.4826    185.465
Also, I ran a panel regression with these 2 variables with firm fixed effects. My panel id indicates firms' and in every year all firms will have same EPU (EPU is macro indicator in the model). I have the following results

Code:
. xtreg cash_ta_w L.epu,fe

Fixed-effects (within) regression               Number of obs      =     25801
Group variable: id                              Number of groups   =      2868

R-sq:  within  = 0.0002                         Obs per group: min =         1
       between = 0.0015                                        avg =       9.0
       overall = 0.0000                                        max =        16

                                                F(1,22932)         =      5.31
corr(u_i, Xb)  = -0.0073                        Prob > F           =    0.0212

------------------------------------------------------------------------------
   cash_ta_w |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         epu |
         L1. |   .0000175   7.61e-06     2.31   0.021     2.63e-06    .0000325
             |
       _cons |   .0533294   .0007907    67.45   0.000     .0517795    .0548792
-------------+----------------------------------------------------------------
     sigma_u |  .06317561
     sigma_e |  .04796038
         rho |  .63438748   (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0:     F(2867, 22932) =    14.52         Prob > F = 0.0000
Question-1: Is the economic significance of variable of interest (Lagged EPU) incredibly low since the coefficient is .0000175?
Question-2: Also can I interpret this as One standard deviation increase in Lagged EPU, on an average produces a, .0694835% (.0000175* 39.70486*100) increase independent variable?
Question-3 : Is there any transformation/change applicable to make the results more appealing to a general audience