jmcb-identification
brycewang-stanford/Awesome-Journal-Skills
A comprehensive guide for establishing rigorous identification strategies in monetary, banking, and macro-financial modeling. It details the standards required for publishing causal claims in top-tier journals (like JMCB), covering three branches: macro shock identification (SVAR), structural parameter identification, and micro-banking causal designs (e.g., staggered regulations). Learn how to defend against information effects, address endogeneity, and ensure policy relevance.