Individual skill
jfr-identification
Use when the identification strategy is the bottleneck for a 《金融研究》 (Journal of Financial Research) manuscript — policy shocks (MPA / 资管新规 / LPR / 注册制), high-frequency monetary-policy surprises, DID, IV, RDD — stress-testing the design before drafting tables.
Journal-of-Financial-Research-Skills/skills/jfr-identification/SKILL.md
Source commit 932eb23331721b16e967c59f093781be1928b498
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- Yes
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- Observed behavior
- Network or broad shell
- Last checked
- Nov 9, 2026
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Repository context
- Repository stars (not skill ratings)
- 1,405
- Repository last updated
- Sep 27, 2026
- License
- MIT
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- academic-writing Repository topic
- agent-skills Repository topic
- journal Repository topic
- academic-research Repository topic
- ai-agents Repository topic
- anthropic Repository topic
- awesome-list Repository topic
- claude Repository topic
- claude-code Repository topic
- economics Repository topic
- design Derived category
- finance Derived category
- testing Derived category
- research Derived category
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SKILL.mdcore · 6,626 bytes
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# 因果识别策略（jfr-identification）
## 触发时机
- 实证主体仅 OLS + 控制变量，谈"相关"不谈"因果"
- 宏观题靠时间序列相关讲故事，缺冲击识别
- DID 用 TWFE 但没回应异质性处理批评
- IV 第一阶段弱 / 排他性存疑
## 设计优先级（《金融研究》口味，强 → 弱）
1. **自然实验式政策冲击 + DID**（MPA 考核、资管新规、LPR 改革、注册制等监管/政策变动）
2. **高频识别**：货币政策意外（政策公告窗口的利率/价格高频反应）
3. **断点回归**（清晰的监管门槛：资本充足率、规模、评级阈值）