Dongho Song
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Identifer
Contact
Affiliations
-
Johns Hopkins University
/ Carey Business School
Research profile
author of:
- Bond Market Exposures to Macroeconomic and Monetary Policy Risks (RePEc:boc:bocoec:915)
by Dongho Song - Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads (RePEc:cpr:ceprdp:12857)
by Augustin, Patrick & Chernov, Mikhail & Song, Dongho - The term structure of CIP violations (RePEc:cpr:ceprdp:14774)
by Augustin, Patrick & Schmid, Lukas & Song, Dongho - The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates (RePEc:cpr:ceprdp:15605)
by Bianchi, Francesco & Bianchi, Giada & Song, Dongho - The real channel for nominal bond-stock puzzles (RePEc:cpr:ceprdp:16381)
by Lochstoer, Lars & Song, Dongho - Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic (RePEc:cpr:ceprdp:16760)
by Song, Dongho - The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates (RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002846)
by Bianchi, Francesco & Bianchi, Giada & Song, Dongho - Improving GDP measurement: A measurement-error perspective (RePEc:eee:econom:v:191:y:2016:i:2:p:384-397)
by Aruoba, S. Borağan & Diebold, Francis X. & Nalewaik, Jeremy & Schorfheide, Frank & Song, Dongho - Benchmark interest rates when the government is risky (RePEc:eee:jfinec:v:140:y:2021:i:1:p:74-100)
by Augustin, P. & Chernov, M. & Schmid, L. & Song, D. - The term structure of equity risk premia (RePEc:eee:jfinec:v:142:y:2021:i:3:p:1209-1228)
by Bansal, Ravi & Miller, Shane & Song, Dongho & Yaron, Amir - News-driven uncertainty fluctuations (RePEc:fip:fedbwp:18-3)
by Dongho Song & Jenny Tang - Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements (RePEc:fip:fedkrw:88946)
by Taeyoung Doh & Dongho Song & Shu-Kuei X. Yang - Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance (RePEc:fip:fedkrw:94764)
by Taeyoung Doh & Joseph W. Gruber & Dongho Song - Real-time forecasting with a mixed-frequency VAR (RePEc:fip:fedmwp:701)
by Frank Schorfheide & Dongho Song - Improving GDP measurement: a forecast combination perspective (RePEc:fip:fedpwp:11-41)
by S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song - Improving GDP measurement: a measurement-error perspective (RePEc:fip:fedpwp:13-16)
by S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song - Identifying long-run risks: a bayesian mixed-frequency approach (RePEc:fip:fedpwp:13-39)
by Frank Schorfheide & Dongho Song & Amir Yaron - Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic (RePEc:fip:fedpwp:88332)
by Frank Schorfheide & Dongho Song - Improving GDP Measurement: A Forecast Combination Perspective (RePEc:nbr:nberwo:17421)
by S. Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song - Improving GDP Measurement: A Measurement-Error Perspective (RePEc:nbr:nberwo:18954)
by S. Boraǧan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song - Real-Time Forecasting with a Mixed-Frequency VAR (RePEc:nbr:nberwo:19712)
by Frank Schorfheide & Dongho Song - Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach (RePEc:nbr:nberwo:20303)
by Frank Schorfheide & Dongho Song & Amir Yaron - Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads (RePEc:nbr:nberwo:24506)
by Patrick Augustin & Mikhail Chernov & Dongho Song - The Term Structure of Equity Risk Premia (RePEc:nbr:nberwo:25690)
by Ravi Bansal & Shane Miller & Dongho Song & Amir Yaron - Benchmark Interest Rates When the Government is Risky (RePEc:nbr:nberwo:26429)
by Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song - The term structure of CIP violations (RePEc:nbr:nberwo:27231)
by Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song - The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates (RePEc:nbr:nberwo:28304)
by Francesco Bianchi & Giada Bianchi & Dongho Song - The Real Channel for Nominal Bond-Stock Puzzles (RePEc:nbr:nberwo:29085)
by Mikhail Chernov & Lars A. Lochstoer & Dongho Song - Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic (RePEc:nbr:nberwo:29535)
by Frank Schorfheide & Dongho Song - Inflation and Real Activity over the Business Cycle (RePEc:nbr:nberwo:31075)
by Francesco Bianchi & Giovanni Nicolò & Dongho Song - Bond Market Exposures to Macroeconomic and Monetary Policy Risks (RePEc:oup:rfinst:v:30:y:2017:i:8:p:2761-2817.)
by Dongho Song - Improving GDP Measurement: A Forecast Combination Perspective (RePEc:pen:papers:11-028)
by Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song - Improving GDP Measurement: A Measurement-Error Perspective (RePEc:pen:papers:13-016)
by Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song - Bond Market Exposures to Macroeconomic and Monetary Policy Risks (RePEc:pen:papers:14-017)
by Dongho Song - Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic (RePEc:pen:papers:20-039)
by Frank Schorfheide & Dongho Song - Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach (RePEc:red:sed013:580)
by Dongho Song & Amir Yaron & Frank Schorfheide - Fearing the Fed: How Wall Street Reads Main Street (RePEc:red:sed017:1632)
by Tzuo Hann Law & Dongho Song & Amir Yaron - Real-Time Forecasting With a Mixed-Frequency VAR (RePEc:taf:jnlbes:v:33:y:2015:i:3:p:366-380)
by Frank Schorfheide & Dongho Song - Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach (RePEc:wly:emetrp:v:86:y:2018:i:2:p:617-654)
by Frank Schorfheide & Dongho Song & Amir Yaron