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aejmac-identification

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Use when the empirical identification of a macro shock or dynamic causal effect is the bottleneck for an American Economic Journal: Macroeconomics (AEJ: Macro) manuscript — SVAR, local projections, narrative, high-frequency/proxy-VAR, or micro-data macro designs. Stress-tests the identification to the AEJ: Macro broad-interest quantitative bar; for model-parameter identification see aejmac-theory-model.

When to use

• SVAR identification
• local projections
• narrative identification
• high-frequency/proxy-VAR
• micro-data macro designs
• dynamic causal effect identification

When not to use

• model-parameter identification

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