Individual skill
jimf-identification
Use when the identification argument is the bottleneck for a Journal of International Money and Finance (JIMF) manuscript — open-economy causal designs, high-frequency policy/FX surprises, capital-control natural experiments, or parameter identification in an open-economy model. Stress-tests the strategy to JIMF's international-finance bar.
Journal-of-International-Money-and-Finance-Skills/skills/jimf-identification/SKILL.md
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# Identification Strategy (jimf-identification)
## When to trigger
- A cross-country result rests on OLS-plus-controls and a referee will call it a correlation
- A high-frequency event study's "surprise" measure may be contaminated (information channel, anticipation, overlapping windows)
- A capital-control / FX-intervention / regime-switch design lacks a credible control group
- An open-economy model is estimated but it is unclear *what in the data* identifies each parameter
- You are unsure the design clears JIMF's bar for an international causal claim
## The JIMF identification bar
JIMF judges identification through an **open-economy lens**: the threat to causality usually comes from a *global* confounder (the global financial cycle, a common US monetary shock, world risk appetite) or from *policy endogeneity* (countries impose controls or intervene precisely when flows or the exchange rate move). State the data-to-object mapping in one sentence, then defend it against the international-specific confounder. Pick the branch.
