What is the strategy to identify natural experiment as a PhD student?
Don't sit in your cubicle!

Go to the library (a physical one assuming you have one still). Read the newspapers (physical ones are easier to browse but you can do this on line).  Look at the controversies, the scandals, that are emerging daily on the news: political lies, child abuse, discriminative policies, public funding, privatization, quantitative easing, bank bail outs. Look at states with different parties in control. Get hold of the latest and previous census data. Get hold of the Enron emails. Get access to the data that companies are building up through loyalty cards and credit cards.  Talk to you med school or a disability charity about mining their data.  Have a look at the data mining literature - talk to the people at your university who do this and what contacts they have...