| Real-time forecasting with a mixed-frequency VAR F Schorfheide, D Song Journal of Business & Economic Statistics 33 (3), 366-380, 2015 | 233 | 2015 |
| Identifying long-run risks: A Bayesian mixed-frequency approach F Schorfheide, D Song, A Yaron Econometrica 86 (2), 617-654, 2018 | 161* | 2018 |
| Bond market exposures to macroeconomic and monetary policy risks D Song The Review of Financial Studies 30 (8), 2761-2817, 2017 | 82 | 2017 |
| 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 | 65 | 2016 |
| The participation of North Korean households in the informal economy: Size, determinants, and effect BY Kim, D Song Seoul Journal of Economics 21, 2008 | 63 | 2008 |
| 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 | 32 | 2020 |
| 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 …, 2013 | 26 | 2013 |
| Fearing the fed: How wall street reads main street TH Law, D Song, A Yaron Available at SSRN 3092629, 2018 | 22 | 2018 |
| The term structure of equity risk premia R Bansal, S Miller, D Song, A Yaron National Bureau of Economic Research Working Paper Series, 2019 | 20 | 2019 |
| Benchmark interest rates when the government is risky P Augustin, M Chernov, L Schmid, D Song Journal of Financial Economics, 2020 | 9 | 2020 |
| Real-time forecasting with a (standard) mixed-frequency var during a pandemic F Schorfheide, D Song PIER Working Paper, 2020 | 9 | 2020 |
| Macroeconomic bond risks at the zero lower bound N Branger, C Schlag, I Shaliastovich, D Song Available at SSRN 2820207, 2016 | 6 | 2016 |
| News-driven uncertainty fluctuations D Song, J Tang FRB of Boston Working Paper, 2018 | 5 | 2018 |
| A no-arbitrage perspective on global arbitrage opportunities P Augustin, M Chernov, L Schmid, D Song National Bureau of Economic Research Working Paper Series, 2020 | 2 | 2020 |
| The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates F Bianchi, G Bianchi, D Song National Bureau of Economic Research, 2021 | | 2021 |
| Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements T Doh, D Song, SK Yang | | 2020 |
| Dynamic Priors for VARs T Mineyama, D Song, J Tang | | 2018 |
| The term structure of CIP violations P Augustin, M Chernov, L Schmid, D Song | | |
Frank SchorfheideProfessor of Economics, University of PennsylvaniaVerified email at ssc.upenn.edu
