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jmcb-identification

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Use when the identification argument is the bottleneck for a Journal of Money, Credit and Banking (JMCB) manuscript — macro shock identification (SVAR, narrative, sign/high-frequency monetary surprises), parameter identification in a monetary/banking model, or a micro-banking causal design. Stress-tests the data-to-object mapping to the JMCB bar before exhibits are finalized.

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

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# Identification Strategy (jmcb-identification)

## When to trigger

- A monetary-policy "shock" is just a residual from a regression, with no defense against the information effect
- An SVAR's ordering / sign restrictions are unstated or unmotivated by theory
- A bank/loan-level causal claim rests on OLS + controls, or TWFE on staggered regulation
- A banking-model parameter is "calibrated" with no statement of what in the data pins it
- You are unsure the identification clears JMCB's policy-relevant, mechanism-explicit bar

## The JMCB identification bar

JMCB referees are monetary/banking economists who judge identification by **whether the data-to-object mapping is explicit, theory-disciplined, and robust to the field's known critiques**. Because the journal spans macro and micro, "identification" means different things by engine — pick the engine and make the argument transparent, with timing and institutions on the page. The dominant failure mode JMCB punishes is a "shock" or "treatment" that is not exogenous to the thing it is supposed to move.
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