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Dongho Song

Personal Details

First Name:Dongho
Middle Name:
Last Name:Song
Suffix:
RePEc Short-ID:pso450
[This author has chosen not to make the email address public]
http://www.donghosong.com
Terminal Degree:2014 Department of Economics; University of Pennsylvania (from RePEc Genealogy)

Affiliation

Carey Business School
Johns Hopkins University

Baltimore, Maryland (United States)
http://www.carey.jhu.edu/
RePEc:edi:bsjhuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Francesco Bianchi & Giovanni Nicolò & Dongho Song, 2023. "Inflation and Real Activity over the Business Cycle," NBER Working Papers 31075, National Bureau of Economic Research, Inc.
  2. Taeyoung Doh & Joseph W. Gruber & Dongho Song, 2022. "Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance," Research Working Paper RWP 22-11, Federal Reserve Bank of Kansas City.
  3. Chernov, Mikhail & Lochstoer, Lars & Song, Dongho, 2021. "The real channel for nominal bond-stock puzzles," CEPR Discussion Papers 16381, C.E.P.R. Discussion Papers.
  4. Schorfheide, Frank & Song, Dongho, 2021. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," CEPR Discussion Papers 16760, C.E.P.R. Discussion Papers.
  5. Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2020. "The Term Structure of Covered Interest Rate Parity Violations," NBER Working Papers 27231, National Bureau of Economic Research, Inc.
  6. Bianchi, Francesco & Bianchi, Giada & Song, Dongho, 2020. "The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates," CEPR Discussion Papers 15605, C.E.P.R. Discussion Papers.
  7. Chernov, Mikhail & Augustin, Patrick & Schmid, Lukas & Song, Dongho, 2020. "The term structure of CIP violations," CEPR Discussion Papers 14774, C.E.P.R. Discussion Papers.
  8. Taeyoung Doh & Dongho Song & Shu-Kuei X. Yang, 2020. "Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements," Research Working Paper RWP 20-14, Federal Reserve Bank of Kansas City.
  9. Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2019. "Benchmark Interest Rates When the Government is Risky," NBER Working Papers 26429, National Bureau of Economic Research, Inc.
  10. Ravi Bansal & Shane Miller & Dongho Song & Amir Yaron, 2019. "The Term Structure of Equity Risk Premia," NBER Working Papers 25690, National Bureau of Economic Research, Inc.
  11. Chernov, Mikhail & Augustin, Patrick & Song, Dongho, 2018. "Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads," CEPR Discussion Papers 12857, C.E.P.R. Discussion Papers.
  12. Dongho Song & Jenny Tang, 2018. "News-driven uncertainty fluctuations," Working Papers 18-3, Federal Reserve Bank of Boston.
  13. Tzuo Hann Law & Dongho Song & Amir Yaron, 2017. "Fearing the Fed: How Wall Street Reads Main Street," 2017 Meeting Papers 1632, Society for Economic Dynamics.
  14. Dongho Song, 2016. "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," Boston College Working Papers in Economics 915, Boston College Department of Economics, revised 19 Jul 2016.
  15. S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP measurement: a measurement-error perspective," Working Papers 13-16, Federal Reserve Bank of Philadelphia.
  16. Frank Schorfheide & Dongho Song & Amir Yaron, 2013. "Identifying long-run risks: a bayesian mixed-frequency approach," Working Papers 13-39, Federal Reserve Bank of Philadelphia.
  17. Frank Schorfheide & Dongho Song, 2012. "Real-time forecasting with a mixed-frequency VAR," Working Papers 701, Federal Reserve Bank of Minneapolis.
  18. S. Boragan Aruoba & Francis X. Diebold & Jeremy J. Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP measurement: a forecast combination perspective," Working Papers 11-41, Federal Reserve Bank of Philadelphia.

Articles

  1. Bianchi, Francesco & Bianchi, Giada & Song, Dongho, 2023. "The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  2. Augustin, P. & Chernov, M. & Schmid, L. & Song, D., 2021. "Benchmark interest rates when the government is risky," Journal of Financial Economics, Elsevier, vol. 140(1), pages 74-100.
  3. Bansal, Ravi & Miller, Shane & Song, Dongho & Yaron, Amir, 2021. "The term structure of equity risk premia," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1209-1228.
  4. Frank Schorfheide & Dongho Song & Amir Yaron, 2018. "Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach," Econometrica, Econometric Society, vol. 86(2), pages 617-654, March.
  5. Dongho Song, 2017. "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," Review of Financial Studies, Society for Financial Studies, vol. 30(8), pages 2761-2817.
  6. Aruoba, S. Borağan & Diebold, Francis X. & Nalewaik, Jeremy & Schorfheide, Frank & Song, Dongho, 2016. "Improving GDP measurement: A measurement-error perspective," Journal of Econometrics, Elsevier, vol. 191(2), pages 384-397.
  7. Frank Schorfheide & Dongho Song, 2015. "Real-Time Forecasting With a Mixed-Frequency VAR," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 366-380, July.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 28 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (24) 2011-09-16 2011-09-22 2011-10-09 2013-04-13 2013-04-20 2013-05-19 2014-05-04 2014-07-28 2016-07-30 2018-04-09 2018-04-30 2018-04-30 2018-08-13 2019-04-01 2019-11-11 2020-06-29 2020-07-27 2020-11-09 2021-01-18 2021-05-17 2021-06-28 2021-08-23 2022-01-17 2023-05-08. Author is listed
  2. NEP-FOR: Forecasting (8) 2011-09-16 2011-09-22 2011-10-09 2012-09-16 2013-10-18 2013-12-15 2020-07-27 2022-01-17. Author is listed
  3. NEP-CBA: Central Banking (6) 2011-09-16 2011-09-22 2011-10-09 2014-05-04 2020-11-09 2023-05-15. Author is listed
  4. NEP-MON: Monetary Economics (6) 2014-05-04 2016-07-30 2018-04-30 2020-11-09 2023-05-08 2023-05-15. Author is listed
  5. NEP-ECM: Econometrics (3) 2011-10-09 2012-09-16 2022-01-17
  6. NEP-FMK: Financial Markets (3) 2014-05-04 2018-04-30 2021-08-23
  7. NEP-MST: Market Microstructure (3) 2012-09-16 2013-12-15 2018-04-09
  8. NEP-ORE: Operations Research (3) 2020-07-27 2021-08-23 2022-01-17
  9. NEP-BIG: Big Data (2) 2020-11-09 2023-05-15
  10. NEP-ETS: Econometric Time Series (2) 2012-09-16 2020-07-27
  11. NEP-IFN: International Finance (2) 2018-04-09 2018-04-30
  12. NEP-OPM: Open Economy Macroeconomics (2) 2018-04-30 2018-04-30
  13. NEP-BEC: Business Economics (1) 2011-09-16
  14. NEP-CMP: Computational Economics (1) 2020-11-09
  15. NEP-EEC: European Economics (1) 2018-04-30
  16. NEP-HIS: Business, Economic and Financial History (1) 2018-08-13
  17. NEP-ISF: Islamic Finance (1) 2021-08-23
  18. NEP-LAB: Labour Economics (1) 2021-01-18
  19. NEP-RMG: Risk Management (1) 2019-04-01
  20. NEP-UPT: Utility Models and Prospect Theory (1) 2018-08-13

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