Volgen
Dongho Song
Dongho Song
Johns Hopkins Carey Business School
Geverifieerd e-mailadres voor jhu.edu - Homepage
Titel
Geciteerd door
Geciteerd door
Jaar
Real-time forecasting with a mixed-frequency VAR
F Schorfheide, D Song
Journal of Business & Economic Statistics 33 (3), 366-380, 2015
3052015
Identifying long‐run risks: A Bayesian mixed‐frequency approach
F Schorfheide, D Song, A Yaron
Econometrica 86 (2), 617-654, 2018
235*2018
Bond market exposures to macroeconomic and monetary policy risks
D Song
The Review of Financial Studies 30 (8), 2761-2817, 2017
1162017
Improving GDP measurement: A measurement-error perspective
SB Aruoba, FX Diebold, J Nalewaik, F Schorfheide, D Song
Journal of Econometrics 191 (2), 384-397, 2016
972016
The participation of North Korean households in the informal economy: Size, determinants, and effect
BY Kim, D Song
Seoul Journal of Economics 21, 2008
682008
The term structure of equity risk premia
R Bansal, S Miller, D Song, A Yaron
Journal of Financial Economics 142 (3), 1209-1228, 2021
572021
Real-time forecasting with a (standard) mixed-frequency VAR during a pandemic
F Schorfheide, D Song
National Bureau of Economic Research, 2021
532021
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads
P Augustin, M Chernov, D Song
Journal of Financial Economics 137 (1), 129-151, 2020
492020
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates
F Bianchi, G Bianchi, D Song
National Bureau of Economic Research, 2021
482021
Fearing the fed: How wall street reads main street
TH Law, D Song, A Yaron
Available at SSRN 3092629, 2018
382018
Improving US GDP measurement: A forecast combination perspective
SB Aruoba, FX Diebold, J Nalewaik, F Schorfheide, D Song
Recent advances and future directions in causality, prediction, and …, 2013
332013
Benchmark interest rates when the government is risky
P Augustin, M Chernov, L Schmid, D Song
Journal of Financial Economics 140 (1), 74-100, 2021
172021
The term structure of CIP violations
P Augustin, M Chernov, L Schmid, D Song
National Bureau of Economic Research, 2020
11*2020
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements
T Doh, D Song, SK Yang
112020
Macroeconomic bond risks at the zero lower bound
N Branger, C Schlag, I Shaliastovich, D Song
Available at SSRN 2820207, 2016
92016
News-driven uncertainty fluctuations
D Song, J Tang
Journal of Business & Economic Statistics, 1-35, 2022
82022
The real channel for nominal bond-stock puzzles
M Chernov, LA Lochstoer, D Song
National Bureau of Economic Research, 2021
6*2021
Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance
T Doh, J Gruber, D Song
Federal Reserve Bank of Kansas City Working Paper No. RWP, 22-11, 2022
2022
Dynamic Priors for VARs
T Mineyama, D Song, J Tang
2018
Het systeem kan de bewerking nu niet uitvoeren. Probeer het later opnieuw.
Artikelen 1–19