Browse reusable Agent Skills, each with a clear purpose and practical guidance.
Use when the causal identification or inference design is the bottleneck for a Journal of Financial Economics (JFE) manuscript — natural experiments, IV, staggered DID, RDD, and explicit endogeneity/selection treatment. Stress-tests the design before drafting tables; it does not finalize factor construction or estimators (see jfe-empirical-design).
Use when a Journal of Financial Economics (JFE) result needs the exhaustive robustness battery the journal is known for — alternative measures, subsamples, specifications, and falsification. Builds the stress-test plan; it does not choose the core estimator (jfe-empirical-design) or the identification design (jfe-identification).
Use when scoping or framing a topic for a Journal of Financial Economics (JFE) manuscript and you need to test fit and contribution before investing in data work. Pressure-tests the question and contribution; it does not write the literature review or design the empirics.
Use when planning or stress-testing the analysis behind a Journal of Financial Intermediation (JFI) paper — bank/loan-level panel work, demand-absorbing specifications, and the robustness battery for empirics, or numerical examples and calibrated illustrations for theory. It guides the analysis plan; it does not replace running the code.
Use when auditing the core analytical engine of a Journal of Financial Intermediation (JFI) paper — for empirics, the causal design that separates credit supply from demand in banking data; for theory, the assumptions, equilibrium discipline, and proof exposition. It pressure-tests the design; it does not run the analysis.
Use when working on a Journal of Financial Intermediation manuscript to stake the contribution against the banking and financial-intermediation frontier — name the closest intermediation papers and the precise mechanism gap you fill. It positions; it does not write a standalone survey.
Use when the market-data design and microstructure measurement are the bottleneck for a Journal of Financial Markets (JFM) manuscript — TAQ/order-book cleaning, liquidity and price-impact construction, sample filters. Hardens measurement; it does not invent evidence or citations.
Use when the identification argument is the bottleneck for a Journal of Financial Markets (JFM) manuscript — causal effects on market quality, or what pins down a microstructure model. Stress-tests the design against JFM's microstructure-insider bar before exhibits are finalized.
Use when positioning a Journal of Financial Markets (JFM) manuscript against the microstructure frontier and its broad-finance siblings — staking a contribution the markets-literature insiders will recognize. Positions; it does not invent evidence or citations.
Use when anticipating the microstructure referee's objections for a Journal of Financial Markets (JFM) manuscript — a pre-submission pre-mortem and, post-decision, a triage of the report. Anticipates and triages; it does not invent evidence or citations.