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Dongho Song
Dongho Song
Johns Hopkins Carey Business School
Bestätigte E-Mail-Adresse bei jhu.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Real-time forecasting with a mixed-frequency VAR
F Schorfheide, D Song
Journal of Business & Economic Statistics 33 (3), 366-380, 2015
4002015
Identifying long‐run risks: A Bayesian mixed‐frequency approach
F Schorfheide, D Song, A Yaron
Econometrica 86 (2), 617-654, 2018
2772018
Bond market exposures to macroeconomic and monetary policy risks
D Song
The Review of Financial Studies 30 (8), 2761-2817, 2017
1402017
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
1232016
Real-time forecasting with a (standard) mixed-frequency VAR during a pandemic
F Schorfheide, D Song
National Bureau of Economic Research, 2021
1142021
The term structure of equity risk premia
R Bansal, S Miller, D Song, A Yaron
Journal of Financial Economics 142 (3), 1209-1228, 2021
1092021
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
982023
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
762020
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
59*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
392021
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
382012
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements
T Doh, D Song, SK Yang
282020
The term structure of CIP violations
P Augustin, M Chernov, L Schmid, D Song
National Bureau of Economic Research, 2020
24*2020
The real channel for nominal bond-stock puzzles
M Chernov, LA Lochstoer, D Song
National Bureau of Economic Research, 2021
16*2021
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
112023
Inflation and real activity over the business cycle
F Bianchi, G Nicolò, D Song
National Bureau of Economic Research, 2023
72023
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and its Causal Effects
J Fernández-Villaverde, T Mineyama, D Song
2024
Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance
T Doh, J Gruber, D Song
Federal Reserve Bank of Kansas City Working Paper No. RWP, 22-11, 2022
2022
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