Individual skill
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).
Journal-of-International-Money-and-Finance-Skills/skills/jimf-empirical-design/SKILL.md
Source commit 932eb23331721b16e967c59f093781be1928b498
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- Observed behavior
- Network or broad shell
- Last checked
- Nov 9, 2026
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- Repository stars (not skill ratings)
- 1,405
- Repository last updated
- Sep 27, 2026
- License
- MIT
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# 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 before the result.
