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Dongho Song

Personal Details

First Name:Dongho
Middle Name:
Last Name:Song
Suffix:
RePEc Short-ID:pso450
http://www.donghosong.com

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. 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.
  2. 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.
  3. Patrick Augustin & Mikhail Chernov & Dongho Song, 2018. "Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads," NBER Working Papers 24506, National Bureau of Economic Research, Inc.
  4. Dongho Song & Jenny Tang, 2018. "News-driven uncertainty fluctuations," Working Papers 18-3, Federal Reserve Bank of Boston, revised 01 Jan 2018.
  5. 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.
  6. Frank Schorfheide & Dongho Song & Amir Yaron, 2014. "Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach," NBER Working Papers 20303, National Bureau of Economic Research, Inc.
  7. Dongho Song, 2014. "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," PIER Working Paper Archive 14-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  8. S. Boraǧan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2013. "Improving GDP Measurement: A Measurement-Error Perspective," NBER Working Papers 18954, National Bureau of Economic Research, Inc.
  9. Frank Schorfheide & Dongho Song, 2012. "Real-time forecasting with a mixed-frequency VAR," Working Papers 701, Federal Reserve Bank of Minneapolis, revised 2012.
  10. S. Boragan Aruoba & Francis X. Diebold & Jeremy Nalewaik & Frank Schorfheide & Dongho Song, 2011. "Improving GDP Measurement: A Forecast Combination Perspective," NBER Working Papers 17421, National Bureau of Economic Research, Inc.

Articles

  1. 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.
  2. 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.
  3. 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.
  4. 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 18 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 (15) 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. Author is listed
  2. NEP-FOR: Forecasting (6) 2011-09-16 2011-09-22 2011-10-09 2012-09-16 2013-10-18 2013-12-15. Author is listed
  3. NEP-CBA: Central Banking (4) 2011-09-16 2011-09-22 2011-10-09 2014-05-04
  4. NEP-MON: Monetary Economics (3) 2014-05-04 2016-07-30 2018-04-30
  5. NEP-MST: Market Microstructure (3) 2012-09-16 2013-12-15 2018-04-09
  6. NEP-ECM: Econometrics (2) 2011-10-09 2012-09-16
  7. NEP-FMK: Financial Markets (2) 2014-05-04 2018-04-30
  8. NEP-IFN: International Finance (2) 2018-04-09 2018-04-30
  9. NEP-OPM: Open Economy Macroeconomics (2) 2018-04-30 2018-04-30
  10. NEP-BEC: Business Economics (1) 2011-09-16
  11. NEP-EEC: European Economics (1) 2018-04-30
  12. NEP-ETS: Econometric Time Series (1) 2012-09-16
  13. NEP-HIS: Business, Economic & Financial History (1) 2018-08-13
  14. NEP-RMG: Risk Management (1) 2019-04-01
  15. NEP-UPT: Utility Models & Prospect Theory (1) 2018-08-13

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