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jme-data-analysis

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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.

When to use

• building empirical/quantitative analysis for JME manuscripts
• stress-testing VAR/SVAR and local projections
• DSGE estimation and calibration diagnostics
• moment matching and IRF reporting
• forecast-error variance decompositions (FEVDs)
• macro-empirical robustness batteries
• inference matching for time-series regressions
• real-time data usage in policy analysis

When not to use

• micro-econometrics
• DSGE/calibration outside the StatsPAI toolchain
• prose polishing without design audit
• submission-ready advice without checking official source maps

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