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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. Jésus Fernández-Villaverde & Tomohide Mineyama & Dongho Song & Jesús Fernández-Villaverde, 2024. "Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects," CESifo Working Paper Series 11192, CESifo.
  2. Francesco Bianchi & Giovanni Nicolo & Dongho Song, 2023. "Inflation and Real Activity over the Business Cycle," Finance and Economics Discussion Series 2023-038, Board of Governors of the Federal Reserve System (U.S.).
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Chernov, Mikhail & Augustin, Patrick & Schmid, Lukas & Song, Dongho, 2019. "Benchmark interest rates when the government is risky," CEPR Discussion Papers 14105, C.E.P.R. Discussion Papers.
  11. 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.
  12. 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.
  13. Dongho Song & Jenny Tang, 2018. "News-driven uncertainty fluctuations," Working Papers 18-3, Federal Reserve Bank of Boston.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. Frank Schorfheide & Dongho Song, 2012. "Real-time forecasting with a mixed-frequency VAR," Working Papers 701, Federal Reserve Bank of Minneapolis.
  19. 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. Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2024. "The Term Structure of Covered Interest Rate Parity Violations," Journal of Finance, American Finance Association, vol. 79(3), pages 2077-2114, June.
  2. Elenev, Vadim & Law, Tzuo-Hann & Song, Dongho & Yaron, Amir, 2024. "Fearing the Fed: How wall street reads main street," Journal of Financial Economics, Elsevier, vol. 153(C).
  3. Frank Schorfheide & Dongho Song, 2024. "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," International Journal of Central Banking, International Journal of Central Banking, vol. 20(4), pages 275-320, October.
  4. Dongho Song & Jenny Tang, 2023. "News-Driven Uncertainty Fluctuations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 968-982, July.
  5. 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).
  6. 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.
  7. 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.
  8. 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.
  9. Dongho Song, 2017. "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," The Review of Financial Studies, Society for Financial Studies, vol. 30(8), pages 2761-2817.
  10. 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.
  11. 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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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Recursive Impact Factor
  3. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  5. Number of Journal Pages, Weighted by Simple Impact Factor
  6. Number of Journal Pages, Weighted by Recursive Impact Factor
  7. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

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 33 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 (25) 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 2020-08-10 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-MON: Monetary Economics (7) 2014-05-04 2016-07-30 2018-04-30 2020-11-09 2023-05-08 2023-05-15 2023-10-16. Author is listed
  4. 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
  5. NEP-OPM: Open Economy Macroeconomics (5) 2018-04-30 2018-04-30 2024-07-22 2024-07-29 2024-08-26. Author is listed
  6. NEP-ECM: Econometrics (3) 2011-10-09 2012-09-16 2022-01-17
  7. NEP-FMK: Financial Markets (3) 2014-05-04 2018-04-30 2021-08-23
  8. NEP-INT: International Trade (3) 2024-07-22 2024-07-29 2024-08-26
  9. NEP-MST: Market Microstructure (3) 2012-09-16 2013-12-15 2018-04-09
  10. NEP-ORE: Operations Research (3) 2020-07-27 2021-08-23 2022-01-17
  11. NEP-URE: Urban and Real Estate Economics (3) 2024-07-22 2024-07-29 2024-08-26
  12. NEP-BIG: Big Data (2) 2020-11-09 2023-05-15
  13. NEP-ETS: Econometric Time Series (2) 2012-09-16 2020-07-27
  14. NEP-IFN: International Finance (2) 2018-04-09 2018-04-30
  15. NEP-BEC: Business Economics (1) 2011-09-16
  16. NEP-CMP: Computational Economics (1) 2020-11-09
  17. NEP-EEC: European Economics (1) 2018-04-30
  18. NEP-FDG: Financial Development and Growth (1) 2023-10-16
  19. NEP-GER: German Papers (1) 2023-10-16
  20. NEP-HIS: Business, Economic and Financial History (1) 2018-08-13
  21. NEP-ISF: Islamic Finance (1) 2021-08-23
  22. NEP-LAB: Labour Economics (1) 2021-01-18
  23. NEP-RMG: Risk Management (1) 2019-04-01
  24. NEP-UPT: Utility Models and Prospect Theory (1) 2018-08-13

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