Follow
Dongho Song
Dongho Song
Johns Hopkins University Carey Business School
Verified email at jhu.edu - Homepage
Title
Cited by
Cited by
Year
Real-time forecasting with a mixed-frequency VAR
F Schorfheide, D Song
Journal of Business & Economic Statistics 33 (3), 366-380, 2015
4152015
Identifying long‐run risks: A Bayesian mixed‐frequency approach
F Schorfheide, D Song, A Yaron
Econometrica 86 (2), 617-654, 2018
2952018
Bond market exposures to macroeconomic and monetary policy risks
D Song
The Review of Financial Studies 30 (8), 2761-2817, 2017
1552017
Real-time forecasting with a (standard) mixed-frequency VAR during a pandemic
F Schorfheide, D Song
National Bureau of Economic Research, 2021
1322021
Improving GDP measurement: A measurement-error perspective
SB Aruoba, FX Diebold, J Nalewaik, F Schorfheide, D Song
Journal of Econometrics 191 (2), 384-397, 2016
1292016
The term structure of equity risk premia
R Bansal, S Miller, D Song, A Yaron
Journal of Financial Economics 142 (3), 1209-1228, 2021
1262021
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates
F Bianchi, G Bianchi, D Song
Journal of Economic Dynamics and Control 146, 104581, 2023
1192023
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads
P Augustin, M Chernov, D Song
Journal of Financial Economics 137 (1), 129-151, 2020
882020
The participation of North Korean households in the informal economy: Size, determinants, and effect
BY Kim, D Song
Seoul Journal of Economics 21 (2), 361-385, 2008
722008
Fearing the fed: How wall street reads main street
V Elenev, TH Law, D Song, A Yaron
Journal of Financial Economics 153, 103790, 2024
65*2024
Benchmark interest rates when the government is risky
P Augustin, M Chernov, L Schmid, D Song
Journal of Financial Economics 140 (1), 74-100, 2021
432021
Improving US GDP measurement: A forecast combination perspective
SB Aruoba, FX Diebold, J Nalewaik, F Schorfheide, D Song
Recent Advances and Future Directions in Causality, Prediction, and …, 2012
412012
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements
T Doh, D Song, SK Yang
312020
The term structure of covered interest rate parity violations
P Augustin, M Chernov, L Schmid, D Song
The Journal of Finance, 2022
29*2022
The real channel for nominal bond-stock puzzles
M Chernov, LA Lochstoer, D Song
National Bureau of Economic Research, 2021
23*2021
Inflation and real activity over the business cycle
F Bianchi, G Nicolò, D Song
National Bureau of Economic Research, 2023
162023
Macroeconomic bond risks at the zero lower bound
N Branger, C Schlag, I Shaliastovich, D Song
Available at SSRN 2820207, 2016
142016
News-driven uncertainty fluctuations
D Song, J Tang
Journal of Business & Economic Statistics 41 (3), 968-982, 2023
122023
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects
J Fernández-Villaverde, T Mineyama, D Song
92024
The Comovement of Voter Preferences: Insights from US Presidential Election Prediction Markets Beyond Polls
M Chernov, V Elenev, D Song
2024
The system can't perform the operation now. Try again later.
Articles 1–20