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jmcb-robustness

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Use when a Journal of Money, Credit and Banking (JMCB) result may be specification-, sample-, or inference-sensitive and you need to plan checks that each kill a specific threat. Builds a threat-mapped robustness suite; it does not re-run the core identification or write the prose.

Journal-of-Money-Credit-and-Banking-Skills/skills/jmcb-robustness/SKILL.md

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# Robustness Strategy (jmcb-robustness)

## When to trigger

- The headline (an IRF, an elasticity, a counterfactual welfare number) might flip under nearby choices
- A referee will ask "is this the recursion ordering / lag length / sample window talking?"
- Standard errors look too tight for a bank×time panel or for serially correlated macro data
- The result depends on one regime (a crisis, the ZLB) and you have not shown sub-sample stability
- You have a pile of "robustness" tables but cannot say which threat each one rules out

## The JMCB robustness logic

JMCB referees do not reward a wall of additional regressions; they reward checks that are **mapped to a named threat to the specific identification**. A robustness suite is a list of "the result could be wrong because X — here is the check that rules out X." Given the journal's monetary/banking focus, the recurring threats are: shock contamination, specification dependence (lags, ordering, controls), inference understatement on panels and serially correlated series, and regime/sample instability around crises and policy transitions.
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