jfi-identification-strategy
Use when auditing the core analytical engine of a Journal of Financial Intermediation (JFI) paper — for empirics, the causal design that separates credit supply from demand in banking data; for theory, the assumptions, equilibrium discipline, and proof exposition. It pressure-tests the design; it does not run the analysis.
Profile →npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jfi-identification-strategy --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# Identification Strategy (jfi-identification-strategy) ## When to trigger - Setting up or defending the empirical design of a banking/intermediation paper - Setting up or defending the assumptions and propositions of a theory paper ## Empirical track (applied banking / credit) JFI referees are unforgiving on identification in bank data. Build a credible **causal design** and defend it: - **Source of variation:** a regulatory change, supervisory shock, branching deregulation, a discontinuity in capital/eligibility rules, or a plausibly exogenous credit-supply shifter. - **Modern estimators:** staggered DID with heterogeneity-robust estimators (Callaway–Sant'Anna, Sun–Abraham, de Chaisemartin–D'Haultfœuille), IV with weak-IV-robust inference, or RDD with the rdrobust toolkit. - **Bank-data-specific threats:** bank selection into treatment, borrower–firm sorting, balance-sheet timing and mechanical reverse causality, and the **lending-channel separation** of credit supply from demand (firm×time fixed effects in matched lender–borrower panels). - **Inference:** cluster at the level of treatment assignment (often bank or market); wild-cluster bootstrap when clusters are few. ## Theory
- When to trigger
- Empirical track (applied banking / credit)
- Theory track (intermediation models)
- The within-firm benchmark, and when it is not enough
- Design selection for common intermediation shocks
- Worked contrast: one estimate, two readings (illustrative)
- Execution bridge (StatsPAI / Stata MCP)
- Anti-patterns
- Output format
What does the jfi-identification-strategy skill do?
Use when auditing the core analytical engine of a Journal of Financial Intermediation (JFI) paper — for empirics, the causal design that separates credit supply from demand in banking data; for theory, the assumptions, equilibrium discipline, and proof exposition. It pressure-tests the design; it does not run the analysis.
How do I install it?
Run `npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jfi-identification-strategy --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.