Skill UI

This comprehensive guide provides advanced methodological strategies for authors submitting to the Journal of Economic Geography (JEG). It addresses critical challenges in establishing causal inference using spatial data, such as spatial autocorrelation, spillover effects (SUTVA violations), and structural elasticity identification. It covers modern techniques for spatial DID, Network Equilibrium Models (NEG), and qualitative case studies, ensuring methodological rigor.

A comprehensive guide for authors publishing in economic geography journals, detailing how to structure manuscripts to satisfy both economic and geographical communities. It provides methodological advice on transitioning between formal NEG/quantitative-spatial models and conceptual/evolutionary frameworks, ensuring that the underlying mechanisms and assumptions are transparent and testable.

A comprehensive academic guide for refining research questions intended for the Journal of Economic Geography (JEG). It implements a rigorous "two-community test," ensuring the topic successfully bridges geographical economics (quantitative models) and human geography (place-based studies). Use this checklist before major data collection to validate the mechanism and justify the spatial role of the research.

A comprehensive guide for designing and stress-testing asset-pricing empirical models, tailored for submissions to top-tier finance journals. Covers methodologies like Fama–MacBeth regressions, factor model comparisons, handling standard-error subtleties, and rigorous out-of-sample validation. Essential for ensuring results survive academic scrutiny, addressing issues like multiple testing and economic magnitude.

A comprehensive guide for planning and stress-testing empirical analysis in financial intermediation, specifically for high-impact journals. It covers the construction of bank/loan-level panel datasets, defining variables (growth vs. levels), implementing advanced econometric specifications (e.g., fixed effects), and executing substantial robustness checks (placebo periods, alternative clustering). It also guides the planning of reproducible numerical illustrations for theoretical models.

This skill guides researchers in assessing whether a manuscript's core contribution centers on banking, financial intermediation, or market frictions. It helps determine the research's scope, guiding decisions on whether the paper is theory-led (models of friction) or empirics-led (causal designs on credit data). Use this to maximize publication chances in specialized finance journals.

This router guides researchers through the entire lifecycle of a manuscript submitted to the Journal of Financial Markets (JFM). It provides a structured sequence of skills, from topic selection and literature positioning to empirical design, robustness checking, and rebuttal preparation. It ensures the focus remains strictly on market microstructure mechanisms, preventing common pitfalls like over-reliance on corporate finance models.

A comprehensive guide for constructing and applying structural models in health economics, particularly for interpreting empirical estimates or running policy counterfactuals. It covers core archetypes—including demand-selection, provider incentives, and human capital—and emphasizes critical rigor, such as parameter identification, adherence to institutional rules (e.g., risk adjustment), and defending policy-invariance (Lucas critique).

This guide provides comprehensive methodological frameworks for conducting rigorous empirical analyses in international trade and macroeconomics, particularly tailored to the standards of top-tier journals like the JIE. It covers assembling bilateral trade and cross-country panels, estimating gravity models using PPML, implementing local projections, and calibrating structural open-economy models. It ensures analyses are robust, replicable, and address common referee criticisms.

This guide provides comprehensive, advanced econometric strategies for ensuring robust identification in international economics manuscripts, specifically for high-impact journals. It covers modern approaches for gravity models (using PPML), staggered trade-policy shocks (Callaway-Sant'Anna), shift-share analyses, and structural open-economy modeling. It helps authors stress-test their research designs against rigorous academic standards.

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.

A guide for formalizing complex institutional arguments into rigorous, testable economic models, specifically tailored for submission to top journals like JLEO. It covers foundational lineages—such as transaction-cost economics, property rights, and principal-agent problems—teaching researchers how to right-size models, justify assumptions institutionally, and ensure comparative statics are the primary deliverable for empirical testing.