jie-identification-strategy
GitHub针对JIE论文识别或建模策略瓶颈提供建议，涵盖重力模型、贸易政策冲击、Shift-share设计、汇率传递及结构模型。通过压力测试确保设计符合国际经济学领域的可信度标准。
Trigger Scenarios
Install
npx skills add brycewang-stanford/Awesome-Journal-Skills --skill jie-identification-strategy -g -y
SKILL.md
Frontmatter
{
"name": "jie-identification-strategy",
"description": "Use when the identification or modelling strategy is the bottleneck for a Journal of International Economics (JIE) manuscript — gravity\/PPML, trade-policy (tariff\/RTA) shocks, shift-share\/Bartik exposure, exchange-rate pass-through, or a structural open-economy model whose discipline against data is the \"identification.\" Stress-tests the design to the JIE field bar before tables are drafted."
}
Identification / Modelling Strategy (jie-identification-strategy)
When to trigger
- Your gravity regression is log-OLS and a referee will ask about zeros and heteroskedasticity
- A trade-policy effect is identified off staggered RTA/tariff timing with plain TWFE
- A shift-share (China-shock-style) design lacks a share- or shift-exogeneity argument
- An open-economy/structural model's mapping to the data is not disciplined
- You are unsure your design clears JIE's field-level credibility bar
The JIE identification bar
JIE judges credibility by the standards of international economics, where "identification" can be either a quasi-experimental design or the discipline a structural model imposes on the data. Both halves of the field have their own conventions; pick the branch that matches your paper.
Branch A: Gravity (the workhorse of empirical trade)
- Use PPML (
ppmlhdfe,fixest::fepois), not log-OLS: it handles zeros and the heteroskedasticity that Santos Silva–Tenreyro showed bias log-linear gravity. - Control multilateral resistance with importer×time and exporter×time fixed effects; for policy effects add country-pair fixed effects.
- Report the elasticity with an economic interpretation, not just a t-stat.
Branch B: Trade-policy shocks (tariffs, RTAs, NTMs)
- Staggered agreement/tariff adoption → move beyond TWFE: Callaway–Sant'Anna, Sun–Abraham, or de Chaisemartin–D'Haultfœuille; show pre-trends with an event study.
- Address anticipation and phase-in (agreements take effect over years).
- Falsification: effects absent for trade flows the policy should not touch.
Branch C: Shift-share / Bartik exposure (e.g., the China shock)
- State whether identification rests on exogenous shares or exogenous shifts.
- Use design-based inference: Adao–Kolesar–Morales standard errors or the Borusyak–Hull–Jaravel shift-level approach.
- Show the exposure measure is not proxying for a confounding local trend.
Branch D: Exchange rates, pass-through, international pricing
- Specify horizon (impulse responses / local projections) and control for currency of invoicing.
- Distinguish the exchange-rate movement's source (the "disconnect" problem); a raw correlation is not pass-through.
Branch E: Structural / open-economy macro (model is the identification)
- Map the model to targeted moments (spreads, cyclicality of the current account, pass-through elasticities) and report untargeted moments it also matches.
- For sovereign default (Eaton–Gersovitz / Arellano) or small-open-economy DSGE, state calibration vs estimation and show sensitivity to key elasticities (trade elasticity, risk aversion).
- Counterfactuals (often via exact-hat algebra in trade) must be robust to the elasticity you cannot pin down precisely.
Execution bridge (StatsPAI / Stata MCP)
Estimate and audit the design, don't only describe it. Full map:
execution-with-mcp. JIE is international trade/macro; cross-country/firm panels — emphasize identification and clustering.
detect_design→recommend→ fit withas_handle=true→audit_result.- Observational causal claims: staggered DiD (
callaway_santanna/sun_abraham+bacon_decomposition+honest_did_from_result); IV (effective_f_test+anderson_rubin_ci); RDD (rdrobust+mccrary_test). - Experiments: randomization-based inference +
romano_wolffor many-outcome control. - Sensitivity:
oster_delta/sensemakrfor observational claims.
Report the magnitude in interpretable units; route the full battery to the appendix. A run end-to-end (synthetic data, real returns) is in the JF execution walkthrough.
Checklist
- Design/branch named and matched to scope half (trade vs macro-finance)
- Gravity uses PPML with multilateral-resistance fixed effects (if applicable)
- Staggered policy timing uses a modern DID estimator with pre-trends (if applicable)
- Shift-share share/shift exogeneity argued with design-based inference (if applicable)
- Structural model disciplined against targeted + untargeted moments (if applicable)
- Inference matched to the design; counterfactuals shown robust to key elasticities
- The claim never exceeds what the design or model supports
Anti-patterns
- Log-OLS gravity that drops zeros and ignores heteroskedasticity
- TWFE on staggered RTA/tariff adoption with no heterogeneity-bias discussion
- A shift-share design with conventional standard errors and no exogeneity argument
- A calibrated model that matches one moment and is sold as validated
- A local trade/pass-through estimate oversold as a structural global parameter
Referee-pushback patterns with the venue fix
The four objections that sink identification at JIE, and the move that answers each: "gravity without multilateral resistance / on log-OLS" → PPML with importer×time and exporter×time fixed effects, zeros retained, elasticity reported; "trade-policy timing is endogenous" → pair fixed effects, a pre-trend event study, modelled phase-in, and a falsification on untouched flows; "shift-share exposure proxies a local trend" → an explicit share-vs-shift exogeneity claim with Adao–Kolesar–Morales or Borusyak–Hull–Jaravel inference; "the quantitative model is not disciplined by the data" → targeted and untargeted moments side by side, plus a counterfactual that survives a sweep over the un-pinned-down trade elasticity. Naming the branch (A–E) and pre-empting its signature objection in the design section is what separates a credible JIE identification from one a referee can puncture in a paragraph.
Output format
【Branch】gravity / trade-policy shock / shift-share / pass-through / structural
【Scope half】trade / macro-finance
【Identifying variation or model discipline】one sentence
【Diagnostics done】[PPML+FE, pre-trends, AKM inference, moment fit, ...]
【Diagnostics missing】[...]
【Counterfactual robustness】key elasticities varied? [Y/N]
【Next step】jie-data-analysis
Supplementary resources
../../resources/external_tools.md—ppmlhdfe/fepois, modern DID estimators, AKM inference, Dynare/Julia structural toolkits../../resources/official-source-map.md— scope and editor-roster sources
Version History
- 1839142 Current 2026-07-05 13:43
