Of course it's impossible to "prove" which measures had which impact without running the same experiment 10000 times on 10000 different Earths.
But here's almost a (horrible) controlled experiment, as close to an apples-to-apples comparison we'll ever get:
Sweden, famously praised by some U.S. politicians for its non-intervention response to COVID, suffered significantly more both in terms of loss of human lives (10x (!) more people (per 100,000) killed than in neighboring countries), and economically (more , than its direct neighbors:
"Sweden has also recorded around 145 COVID-19 deaths for every 100,000 people — around three times more than Denmark, eight times more than Finland, and nearly 10 times more than Norway."
"Plus, Sweden's economy still shrank 8.6% from April to June of last year — its largest quarterly fall in at least 40 years. By comparison, Denmark's economy shrank 7.4% during that time, Norway's 5.1%, and Finland's just 3.2%."
"Sweden's unemployment rate also rose from 6.6% in March 2020 to 9.5% in March 2021. Norway, Denmark, and Finland all saw unemployment rise by smaller margins: around one percentage point, on average."
[1] https://www.businessinsider.com/sweden-covid-no-lockdown-str...