Agent skill · Data & Analytics

jimf-empirical-design

Use when the cross-country/time-series data construction, sample, frequency, or measurement of a Journal of International Money and Finance (JIMF) manuscript is the bottleneck. Builds the international dataset and measurement; it does not establish causality (jimf-identification) or run robustness (jimf-robustness).

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

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

Facts
Files in the skill folder: 1
SKILL.md size: 10 KB
Bundled scripts: none
Path: Journal-of-International-Money-and-Finance-Skills/skills/jimf-empirical-design/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

# Empirical Design (jimf-empirical-design) ## When to trigger - A cross-country panel is unbalanced, mixes incompatible series, or pools regimes that should be separated - Frequency and alignment are unclear (daily FX vs. monthly flows vs. quarterly macro) and the design glosses the mismatch - Key variables (exchange rate, capital flows, sovereign spread, pass-through) are measured in a way a referee will dispute - Country coverage, the advanced-vs-emerging split, or sample period drives the result and is not justified - Standard data quirks (USD vs. trade-weighted FX, gross vs. net flows, BoP vs. EPFR, nominal vs. real) are not pinned down ## The JIMF data-design bar International-finance referees scrutinize **measurement and comparability** as hard as identification, because cross-country data are heterogeneous and easy to mis-align. Three recurring fault lines: (1) *which series* — there are several defensible measures of every JIMF object, and the choice matters; (2) *which countries and period* — advanced vs. emerging, pre- vs. post-GFC, in-vs-out of a crisis window; (3) *what frequency and alignment* — mixing frequencies without saying how. Make each explicit and defend it be

What's inside
Steps it walks through
  1. When to trigger
  2. The JIMF data-design bar
  3. Design moves that read as JIMF-competent
  4. Execution bridge (StatsPAI / Stata MCP)
  5. Checklist
  6. Anti-patterns
  7. Worked vignette (illustrative)
  8. Referee pushback mapped to the design fix
  9. A note on sources international-finance referees trust
  10. Pre-analysis design questions to settle first
  11. Output format
More from Awesome-Journal-Skills
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About this skill
What does the jimf-empirical-design skill do?

Use when the cross-country/time-series data construction, sample, frequency, or measurement of a Journal of International Money and Finance (JIMF) manuscript is the bottleneck. Builds the international dataset and measurement; it does not establish causality (jimf-identification) or run robustness (jimf-robustness).

How do I install it?

Run `npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jimf-empirical-design --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