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jme-data-analysis

Use when building or stress-testing the empirical/quantitative analysis for a Journal of Monetary Economics (JME) manuscript — VAR/SVAR, local projections, DSGE estimation, moment matching, IRFs, and FEVDs — to monetary-economics and macroeconomics norms. Covers estimation choices, inference, and robustness.

Journal-of-Monetary-Economics-Skills/skills/jme-data-analysis/SKILL.md

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Repository stars (not skill ratings): 1,409
Repository last updated: Sep 27, 2026
License: MIT

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# Data & Quantitative Analysis (jme-data-analysis)

## When to trigger

- The estimation runs but referees will question the specification or inference
- You must decide between a VAR, a proxy-SVAR, and local projections
- A DSGE is estimated/calibrated and needs convergence and fit diagnostics
- The robustness battery for a macro paper is unclear

## Macro-empirical norms at JME

JME analysis is **aggregate and policy-relevant**, so the workhorses are different from micro-econometrics. The core toolkit:

- **VAR / SVAR / proxy-SVAR** for dynamic responses to identified shocks; report **impulse responses with confidence/credible bands**, lag selection, stability, and **forecast-error variance decompositions (FEVDs)**.