Agent skill · Data & Analytics

jbf-data-analysis

Use when building or auditing the empirical data and estimation pipeline for a Journal of Banking & Finance manuscript, including financial datasets, bank panels, winsorization, fixed effects, robustness, and reproducible scripts.

brycew6m878★ · +32/wk · 1 repos on radarProfile →
claude-codeMIT
Install
npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jbf-data-analysis --agent claude-code

Same command for any agent — swap --agent for codex, cursor, copilot.

Facts
Files in the skill folder: 1
SKILL.md size: 6 KB
Bundled scripts: none
Path: Journal-of-Banking-and-Finance-Skills/skills/jbf-data-analysis/SKILL.md
Open the folder on GitHub →
Where it comes from
Stars: 909 · +31 this week
Language: Stata
Read our review of the source →

Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.

From the SKILL.md

# Data Analysis (jbf-data-analysis) ## When to trigger - You are constructing the sample, variables, or estimation pipeline - Results need robustness, heterogeneity, mechanism, or economic-magnitude checks - Proprietary finance datasets require a reproducible but non-redistributable workflow ## Data construction 1. **Document every source**: CRSP, Compustat, Call Reports, BankFocus, Dealscan, TRACE, OptionMetrics, FDIC, SEC EDGAR, FRED, or private hand-collected data. 2. **Define the unit of observation**: bank-quarter, firm-year, loan facility, security-day, country-year, event-firm, etc. 3. **Show sample attrition**: raw data, filters, merges, missing variables, winsorization, final sample. 4. **Name variable construction rules**: scaling, deflation, lagging, exchange rates, identifiers, and industry/bank classifications. 5. **Separate proprietary raw data from shareable code** so the replication package can be legal and useful. ## Estimation checklist - Use fixed effects and clustering that match the design. - Report economic magnitudes in finance units: basis points, percentage of assets, capital ratio points, loan-spread basis points, abnormal returns, default odds. - Provide

What's inside
Steps it walks through
  1. When to trigger
  2. Data construction
  3. Estimation checklist
  4. Reproducibility
  5. Bank-panel stress checks
  6. Dataset-to-question matrix
  7. Worked sample build (illustrative)
  8. Pipeline skeleton
  9. Economic-magnitude benchmarks for bank panels
  10. Referee data pushbacks
  11. Execution bridge (StatsPAI / Stata MCP)
  12. Output format
More from Awesome-Journal-Skills
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About this skill
What does the jbf-data-analysis skill do?

Use when building or auditing the empirical data and estimation pipeline for a Journal of Banking & Finance manuscript, including financial datasets, bank panels, winsorization, fixed effects, robustness, and reproducible scripts.

How do I install it?

Run `npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jbf-data-analysis --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.

Where does this skill come from?

From brycewang-stanford/Awesome-Journal-Skills, a repository with 909 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.

Is a popular skill a good skill?

Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.

Keep going