From jbf-skills
Builds or audits empirical data and estimation pipelines for Journal of Banking & Finance manuscripts: financial datasets, bank panels, winsorization, fixed effects, robustness checks, and reproducible scripts.
How this skill is triggered — by the user, by Claude, or both
Slash command
/jbf-skills:jbf-data-analysisThe summary Claude sees in its skill listing — used to decide when to auto-load this skill
- You are constructing the sample, variables, or estimation pipeline
run_all entry point that regenerates tables and figures.For bank/intermediation panels, add targeted checks for:
Report which checks are main-text, appendix, or archive-only.
| Source | Unit | JBF expectation | Caveat to pre-empt |
|---|---|---|---|
| US Call Reports / FR Y-9C | bank- or BHC-quarter | merger-adjusted series; top-holder aggregation choice stated | identifier breaks across RSSD changes |
| Orbis Bank Focus (ex-BankScope) | bank-year, cross-country | consolidation-code filters documented | duplicated statements across consolidation levels |
| DealScan | loan facility | facility vs package level stated; lead-arranger roles defined | borrower link tables need documented match rates |
| FDIC SDI / failure data | bank-quarter | survivorship handling for failed and acquired banks | de novo entrants and charter conversions |
| Cross-country regulation surveys | country-wave | survey-wave timing matched to the outcome window | self-reported regulation measures |
Target: bank-quarter panel for a liquidity-regulation study, 2005Q1–2019Q4.
01_pull_callreports.* # raw downloads, data vintage recorded
02_merger_adjust.* # RSSD link table + asset-jump audit
03_build_panel.* # ratios, lags, winsorization flags
04_baseline.* # FE + clustering per jbf-identification-strategy
05_robustness.* # crisis splits, large-bank drops, alt definitions
06_export_exhibits.* # tables/figures numbered as in the manuscript
[Sample] unit + period + observations
[Data sources] ...
[Key variables] ...
[Main estimator] ...
[Robustness queue] ...
[Reproducibility gaps] ...
[Next step] jbf-tables-figures
npx claudepluginhub brycewang-stanford/awesome-journal-skills --plugin jbf-skillsHardens data construction, measurement, and sample design for JMCB manuscripts using bank/central-bank micro-data, monetary series, or supervisory sources.
Guides analysis planning for JFI papers: bank/loan-level panel empirics, demand-absorbing specifications, robustness batteries, and numerical examples for theory.
Runs and documents empirical finance analysis for JFQA papers: data construction (CRSP/Compustat/TAQ/IBES), winsorizing, fixed effects, clustered/Newey-West standard errors, robustness, and reproducibility.