"The koko will give you bad dreams if you don't keep quiet"
This was a situation which I observed a parent trying to silence their kid. I do not know how that would actually make the kid silent unless they just came out of a horror movie. But it is situation like this where it would leave a lasting impression.
While it might make the kid quiet, he might inadvertently have a fear for older brothers thinking that bad dreams can enter their sleep if they misbehaved.
I remember when I was young, I was told that if I pointed to the moon I will wake up with scars. While there were times it happened, and we all know it is definitely not due to the moon, but why would someone say such things? It is a very strange way to silence someone who at that age is the age of exploration and understanding. While thankfully I did not have a fear of the moon but somehow this event keeps replaying in me and whenever I come across a parent trying to silence their kids with ridiculous statements I just feel like telling them that the kid might actually remember that for life.
While there may be times when it may be too difficult to answer a kids pestering of questions or misbehavings, I still honestly think that a truthful remark or statement is better than nonsensical fiction that may hamper a kid's growth.