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aejmac-identification

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Use when the empirical identification of a macro shock or dynamic causal effect is the bottleneck for an American Economic Journal: Macroeconomics (AEJ: Macro) manuscript — SVAR, local projections, narrative, high-frequency/proxy-VAR, or micro-data macro designs. Stress-tests the identification to the AEJ: Macro broad-interest quantitative bar; for model-parameter identification see aejmac-theory-model.

AEJ-Macroeconomics-Skills/skills/aejmac-identification/SKILL.md

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Nov 9, 2026

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# Empirical Identification (aejmac-identification)

## When to trigger

- The macro effect rests on a recursive (Cholesky) SVAR with no defense of the ordering
- A monetary/fiscal "shock" is plausibly anticipated or endogenous to the cycle
- Local projections are run but lag length, controls, and inference are ad hoc
- A narrative or high-frequency instrument is used but its exogeneity/relevance is unargued
- You are unsure the design clears AEJ: Macro's identified-empirical bar

## The AEJ: Macro identification bar

AEJ: Macro publishes identified-empirical macro, so the **mapping from data to the dynamic causal object** (an impulse response, a multiplier, a pass-through) must be explicit and defended. The aggregate, time-series setting makes identification harder than in micro: few effective observations, anticipation, simultaneity, and structural breaks. State the **shock you claim to identify**, the **assumption that delivers it**, and the **horizon and object** you report. Report **standard errors / confidence bands** (the AEA house style; significance asterisks are conventional in AEA tables but the band/SE must carry the inference, not the stars).
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