aejmac-robustness
brycewang-stanford/Awesome-Journal-Skills
A comprehensive framework designed to rigorously test the stability of key macroeconomic findings. This program addresses potential biases arising from specification choices, sample periods (e.g., Great Moderation, ZLB, COVID breaks), and methodological variations (SVAR vs. LP). It ensures that the reported headline quantity remains robust even when challenged by a skeptical academic referee, providing a targeted defense rather than simply listing extra tables. Ideal for high-stakes empirical macro papers.