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aejmac-robustness

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Use when the headline result of an American Economic Journal: Macroeconomics (AEJ: Macro) manuscript must be shown stable across specification, sample, identification, and tuning choices. Builds the robustness program a macro referee will demand; it does not establish the primary identification or model (use aejmac-identification / aejmac-theory-model first).

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

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# Robustness Program (aejmac-robustness)

## When to trigger

- The headline number rests on one specification, one sample, one lag length, or one grid
- A referee could ask "is this an artifact of [choice]?" and you have no panel of alternatives
- The empirical IRF and the model-implied response are compared but only at the baseline
- A structural/calibrated result has never been re-run under alternative targets

## The AEJ: Macro robustness bar

Macro inference is fragile in characteristic ways: **short effective samples**, **structural breaks** (Great Moderation, ZLB, COVID), **specification forks** (lag length, detrending, prior, calibration target), and **method dependence** (SVAR vs. LP; perturbation vs. global). The AEJ: Macro robustness bar is to show the **headline quantity survives the choices a skeptical macro referee would flip**, and to be honest where it does not. Robustness is not a graveyard of extra tables — it is a targeted defense of the specific number the paper claims.

## A macro robustness program (build the panel)
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