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Details about Dongho Song

E-mail:
Homepage:http://www.donghosong.com
Workplace:Carey Business School, Johns Hopkins University, (more information at EDIRC)

Access statistics for papers by Dongho Song.

Last updated 2019-11-23. Update your information in the RePEc Author Service.

Short-id: pso450


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Working Papers

2019

  1. Benchmark Interest Rates When the Government is Risky
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. The Term Structure of Equity Risk Premia
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2018

  1. News-driven uncertainty fluctuations
    Working Papers, Federal Reserve Bank of Boston Downloads
  2. Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (3)

2017

  1. Fearing the Fed: How Wall Street Reads Main Street
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)

2016

  1. Bond Market Exposures to Macroeconomic and Monetary Policy Risks
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2014) Downloads View citations (14)

    See also Journal Article in Review of Financial Studies (2017)

2014

  1. Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2013) Downloads View citations (12)
    2013 Meeting Papers, Society for Economic Dynamics (2013) Downloads View citations (3)

    See also Journal Article in Econometrica (2018)

2013

  1. Improving GDP Measurement: A Measurement-Error Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013) Downloads View citations (10)
    Working Papers, Federal Reserve Bank of Philadelphia (2013) Downloads View citations (21)

    See also Journal Article in Journal of Econometrics (2016)
  2. Real-Time Forecasting with a Mixed-Frequency VAR
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (51)
    Also in Working Papers, Federal Reserve Bank of Minneapolis (2012) Downloads View citations (10)

    See also Journal Article in Journal of Business & Economic Statistics (2015)

2011

  1. Improving GDP Measurement: A Forecast Combination Perspective
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (1)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2011) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (9)

Journal Articles

2018

  1. Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach
    Econometrica, 2018, 86, (2), 617-654 Downloads View citations (3)
    See also Working Paper (2014)

2017

  1. Bond Market Exposures to Macroeconomic and Monetary Policy Risks
    Review of Financial Studies, 2017, 30, (8), 2761-2817 Downloads View citations (7)
    See also Working Paper (2016)

2016

  1. Improving GDP measurement: A measurement-error perspective
    Journal of Econometrics, 2016, 191, (2), 384-397 Downloads View citations (8)
    See also Working Paper (2013)

2015

  1. Real-Time Forecasting With a Mixed-Frequency VAR
    Journal of Business & Economic Statistics, 2015, 33, (3), 366-380 Downloads View citations (38)
    See also Working Paper (2013)
 
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