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
2252015
Identifying long-run risks: A Bayesian mixed-frequency approach
F Schorfheide, D Song, A Yaron
Econometrica 86 (2), 617-654, 2018
151*2018
Bond market exposures to macroeconomic and monetary policy risks
D Song
The Review of Financial Studies 30 (8), 2761-2817, 2017
802017
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
642016
The participation of North Korean households in the informal economy: Size, determinants, and effect
BY Kim, D Song
Seoul Journal of Economics, 2008
632008
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads
P Augustin, M Chernov, D Song
National Bureau of Economic Research Working Paper Series, 2018
292018
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
272013
The term structure of equity risk premia
R Bansal, S Miller, D Song, A Yaron
National Bureau of Economic Research Working Paper Series, 2019
192019
Fearing the fed: How wall street reads main street
TH Law, D Song, A Yaron
Available at SSRN 3092629, 2018
192018
Benchmark interest rates when the government is risky
P Augustin, M Chernov, L Schmid, D Song
Journal of Financial Economics, 2020
102020
Real-time forecasting with a (standard) mixed-frequency var during a pandemic
F Schorfheide, D Song
University of Pennsylvania, mimeo, 2020
72020
Macroeconomic bond risks at the zero lower bound
N Branger, C Schlag, I Shaliastovich, D Song
Available at SSRN 2820207, 2016
72016
News-driven uncertainty fluctuations
D Song, J Tang
FRB of Boston Working Paper, 2018
52018
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
12020
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
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