Skill UI

A comprehensive guide for establishing rigorous causal claims in international macro-finance. This skill addresses complex econometric challenges such as global confounders, policy endogeneity, and high-frequency surprises in open-economy models. It provides methodologies for cross-country panel data, capital control analysis, and advanced inference, ensuring results meet the high standards of top-tier international finance journals.

Provides a comprehensive guide for structuring the robustness section of international macro-finance papers, specifically tailored for JIMF submissions. It maps empirical checks to named international-finance threats (e.g., US-centrism, global episodes, regime dependence) to ensure results are stable and credible. Covers advanced econometric techniques like Driscoll–Kraay and time fixed effects.

Provides comprehensive guidelines on structuring and formatting academic exhibits (tables and figures) for international finance and macroeconomics submissions. It ensures that the main findings (headline coefficients) are immediately clear, adhering to best practices for cross-country panels, event studies, and heterogeneity displays.

A guide for researchers on determining if their macro or finance paper has a load-bearing international or open-economy dimension. It provides specific tests and reframing techniques to ensure the core contribution is cross-border, preventing misrouted submissions to top academic journals.

This skill acts as a comprehensive router for developing manuscripts intended for the Journal of International Money and Finance (JIMF). It guides authors through the entire research lifecycle, from initial topic selection and literature positioning to rigorous empirical design, robustness checks, figure creation, and final rebuttal planning. It ensures the paper meets the high standards required for open-economy macro-finance submissions.

A comprehensive guide to constructing rigorous empirical datasets for academic papers in finance and banking. It covers best practices for handling complex data sources (e.g., bank micro-data, central bank reports, macro series), addressing measurement biases, and ensuring full replicability, adhering to the standards of top-tier economic journals. Focus areas include merger tracking, regime transitions, and variable definition consistency.

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.

A comprehensive guide for economists and researchers on determining if their work concerning monetary policy, banking, credit, or macro-finance is a suitable fit for the Journal of Money, Credit and Banking (JMCB). It teaches how to structure arguments, identify clear policy stakes, and differentiate the unique scope of JMCB from similar academic outlets.

A comprehensive guide detailing the quantitative and econometric standards required for submissions to top-tier monetary and macroeconomic journals. It covers advanced techniques like VAR/SVAR, Local Projections, and DSGE modeling, focusing on proper inference, robustness checks, and diagnostic reporting to ensure scholarly rigor.

This guide details the rigorous identification methods required for submitting macro-financial papers to top-tier journals like the Journal of Monetary Economics (JME). It covers techniques such as separating pure monetary shocks from information effects, implementing various Structural VARs (SVARs), using local projections, and conducting model-based identification, ensuring your claims meet the highest academic standards.

This skill helps researchers evaluate whether their macro-financial research question meets the scope and standards of the Journal of Monetary Economics (JME). It guides the identification of clear monetary, macro, or policy payoffs, ensuring the work addresses aggregate outcomes rather than narrow micro-effects, thereby significantly improving submission quality and target journal alignment.

This comprehensive guide outlines the strict formatting and stylistic requirements for submitting manuscripts to the Journal of Monetary Economics (JME). It covers mandatory details such as abstract word limits (under 100 words, no 'This paper' or 'We'), author-date citation rules, required formatting (double-spaced, line numbers, footnotes), and structural improvements for macroeconomists.