Dongho Song
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Identifer
Contact
Affiliations
-
Johns Hopkins University
/ Carey Business School
Research profile
author of:
- The Term Structure of Covered Interest Rate Parity Violations
Journal of Finance, American Finance Association (2024)
by Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song
(ReDIF-article, bla:jfinan:v:79:y:2024:i:3:p:2077-2114) - Bond Market Exposures to Macroeconomic and Monetary Policy Risks
Boston College Working Papers in Economics, Boston College Department of Economics (2016)
by Dongho Song
(ReDIF-paper, boc:bocoec:915) - Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects
CESifo Working Paper Series, CESifo (2024)
by Jésus Fernández-Villaverde & Tomohide Mineyama & Dongho Song & Jesús Fernández-Villaverde
(ReDIF-paper, ces:ceswps:_11192) - Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Chernov, Mikhail & Augustin, Patrick & Song, Dongho
(ReDIF-paper, cpr:ceprdp:12857) - Benchmark interest rates when the government is risky
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
by Chernov, Mikhail & Augustin, Patrick & Schmid, Lukas & Song, Dongho
(ReDIF-paper, cpr:ceprdp:14105) - The term structure of CIP violations
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Chernov, Mikhail & Augustin, Patrick & Schmid, Lukas & Song, Dongho
(ReDIF-paper, cpr:ceprdp:14774) - The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Bianchi, Francesco & Bianchi, Giada & Song, Dongho
(ReDIF-paper, cpr:ceprdp:15605) - The real channel for nominal bond-stock puzzles
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
by Chernov, Mikhail & Lochstoer, Lars & Song, Dongho
(ReDIF-paper, cpr:ceprdp:16381) - Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
by Schorfheide, Frank & Song, Dongho
(ReDIF-paper, cpr:ceprdp:16760) - Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)
by Fernández-Villaverde, Jesús & Mineyama, Tomohide & Song, Dongho
(ReDIF-paper, cpr:ceprdp:19184) - The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates
Journal of Economic Dynamics and Control, Elsevier (2023)
by Bianchi, Francesco & Bianchi, Giada & Song, Dongho
(ReDIF-article, eee:dyncon:v:146:y:2023:i:c:s0165188922002846) - Improving GDP measurement: A measurement-error perspective
Journal of Econometrics, Elsevier (2016)
by Aruoba, S. Borağan & Diebold, Francis X. & Nalewaik, Jeremy & Schorfheide, Frank & Song, Dongho
(ReDIF-article, eee:econom:v:191:y:2016:i:2:p:384-397) - Benchmark interest rates when the government is risky
Journal of Financial Economics, Elsevier (2021)
by Augustin, P. & Chernov, M. & Schmid, L. & Song, D.
(ReDIF-article, eee:jfinec:v:140:y:2021:i:1:p:74-100) - The term structure of equity risk premia
Journal of Financial Economics, Elsevier (2021)
by Bansal, Ravi & Miller, Shane & Song, Dongho & Yaron, Amir
(ReDIF-article, eee:jfinec:v:142:y:2021:i:3:p:1209-1228) - Fearing the Fed: How wall street reads main street
Journal of Financial Economics, Elsevier (2024)
by Elenev, Vadim & Law, Tzuo-Hann & Song, Dongho & Yaron, Amir
(ReDIF-article, eee:jfinec:v:153:y:2024:i:c:s0304405x24000138) - News-driven uncertainty fluctuations
Working Papers, Federal Reserve Bank of Boston (2018)
by Dongho Song & Jenny Tang
(ReDIF-paper, fip:fedbwp:18-3) - Inflation and Real Activity over the Business Cycle
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2023)
by Francesco Bianchi & Giovanni Nicolo & Dongho Song
(ReDIF-paper, fip:fedgfe:96640) - Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements
Research Working Paper, Federal Reserve Bank of Kansas City (2020)
by Taeyoung Doh & Dongho Song & Shu-Kuei X. Yang
(ReDIF-paper, fip:fedkrw:88946) - Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance
Research Working Paper, Federal Reserve Bank of Kansas City (2022)
by Taeyoung Doh & Joseph W. Gruber & Dongho Song
(ReDIF-paper, fip:fedkrw:94764) - Real-time forecasting with a mixed-frequency VAR
Working Papers, Federal Reserve Bank of Minneapolis (2012)
by Frank Schorfheide & Dongho Song
(ReDIF-paper, fip:fedmwp:701) - Improving GDP measurement: a forecast combination perspective
Working Papers, Federal Reserve Bank of Philadelphia (2011)
by S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song
(ReDIF-paper, fip:fedpwp:11-41) - Improving GDP measurement: a measurement-error perspective
Working Papers, Federal Reserve Bank of Philadelphia (2013)
by S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song
(ReDIF-paper, fip:fedpwp:13-16) - Identifying long-run risks: a bayesian mixed-frequency approach
Working Papers, Federal Reserve Bank of Philadelphia (2013)
by Frank Schorfheide & Dongho Song & Amir Yaron
(ReDIF-paper, fip:fedpwp:13-39) - Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic
Working Papers, Federal Reserve Bank of Philadelphia (2020)
by Frank Schorfheide & Dongho Song
(ReDIF-paper, fip:fedpwp:88332) - Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic
International Journal of Central Banking, International Journal of Central Banking (2024)
by Frank Schorfheide & Dongho Song
(ReDIF-article, ijc:ijcjou:y:2024:q:4:a:5) - Improving GDP Measurement: A Forecast Combination Perspective
NBER Working Papers, National Bureau of Economic Research, Inc (2011)
by S. Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song
(ReDIF-paper, nbr:nberwo:17421) - Improving GDP Measurement: A Measurement-Error Perspective
NBER Working Papers, National Bureau of Economic Research, Inc (2013)
by S. Boraǧan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song
(ReDIF-paper, nbr:nberwo:18954) - Real-Time Forecasting with a Mixed-Frequency VAR
NBER Working Papers, National Bureau of Economic Research, Inc (2013)
by Frank Schorfheide & Dongho Song
(ReDIF-paper, nbr:nberwo:19712) - Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
NBER Working Papers, National Bureau of Economic Research, Inc (2014)
by Frank Schorfheide & Dongho Song & Amir Yaron
(ReDIF-paper, nbr:nberwo:20303) - Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads
NBER Working Papers, National Bureau of Economic Research, Inc (2018)
by Patrick Augustin & Mikhail Chernov & Dongho Song
(ReDIF-paper, nbr:nberwo:24506) - The Term Structure of Equity Risk Premia
NBER Working Papers, National Bureau of Economic Research, Inc (2019)
by Ravi Bansal & Shane Miller & Dongho Song & Amir Yaron
(ReDIF-paper, nbr:nberwo:25690) - Benchmark Interest Rates When the Government is Risky
NBER Working Papers, National Bureau of Economic Research, Inc (2019)
by Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song
(ReDIF-paper, nbr:nberwo:26429) - The Term Structure of Covered Interest Rate Parity Violations
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song
(ReDIF-paper, nbr:nberwo:27231) - The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Francesco Bianchi & Giada Bianchi & Dongho Song
(ReDIF-paper, nbr:nberwo:28304) - The Real Channel for Nominal Bond-Stock Puzzles
NBER Working Papers, National Bureau of Economic Research, Inc (2021)
by Mikhail Chernov & Lars A. Lochstoer & Dongho Song
(ReDIF-paper, nbr:nberwo:29085) - Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic
NBER Working Papers, National Bureau of Economic Research, Inc (2021)
by Frank Schorfheide & Dongho Song
(ReDIF-paper, nbr:nberwo:29535) - Inflation and Real Activity over the Business Cycle
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Francesco Bianchi & Giovanni Nicolò & Dongho Song
(ReDIF-paper, nbr:nberwo:31075) - Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effect
NBER Working Papers, National Bureau of Economic Research, Inc (2024)
by Jesús Fernández-Villaverde & Tomohide Mineyama & Dongho Song
(ReDIF-paper, nbr:nberwo:32638) - The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls
NBER Working Papers, National Bureau of Economic Research, Inc (2025)
by Mikhail Chernov & Vadim Elenev & Dongho Song
(ReDIF-paper, nbr:nberwo:33339) - Bond Market Exposures to Macroeconomic and Monetary Policy Risks
The Review of Financial Studies, Society for Financial Studies (2017)
by Dongho Song
(ReDIF-article, oup:rfinst:v:30:y:2017:i:8:p:2761-2817.) - Improving GDP Measurement: A Forecast Combination Perspective
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2011)
by Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song
(ReDIF-paper, pen:papers:11-028) - Improving GDP Measurement: A Measurement-Error Perspective
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013)
by Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song
(ReDIF-paper, pen:papers:13-016) - Bond Market Exposures to Macroeconomic and Monetary Policy Risks
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2014)
by Dongho Song
(ReDIF-paper, pen:papers:14-017) - Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2020)
by Frank Schorfheide & Dongho Song
(ReDIF-paper, pen:papers:20-039) - Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2024)
by Jesus Fernandez-Villaverde & Tomohide Mineyama & Dongho Song
(ReDIF-paper, pen:papers:24-015) - Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
2013 Meeting Papers, Society for Economic Dynamics (2013)
by Dongho Song & Amir Yaron & Frank Schorfheide
(ReDIF-paper, red:sed013:580) - Fearing the Fed: How Wall Street Reads Main Street
2017 Meeting Papers, Society for Economic Dynamics (2017)
by Tzuo Hann Law & Dongho Song & Amir Yaron
(ReDIF-paper, red:sed017:1632) - Real-Time Forecasting With a Mixed-Frequency VAR
Journal of Business & Economic Statistics, Taylor & Francis Journals (2015)
by Frank Schorfheide & Dongho Song
(ReDIF-article, taf:jnlbes:v:33:y:2015:i:3:p:366-380) - News-Driven Uncertainty Fluctuations
Journal of Business & Economic Statistics, Taylor & Francis Journals (2023)
by Dongho Song & Jenny Tang
(ReDIF-article, taf:jnlbes:v:41:y:2023:i:3:p:968-982) - Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach
Econometrica, Econometric Society (2018)
by Frank Schorfheide & Dongho Song & Amir Yaron
(ReDIF-article, wly:emetrp:v:86:y:2018:i:2:p:617-654)