Dongho Song

Improving GDP Measurement: A Forecast Combination Perspective

Year: 2011
Journal: No Journal Matched
Authors: S. Boragan Aruoba; Francis X. Diebold; Jeremy Nalewaik; Frank Schorfheide; Dongho Song

Improving GDP Measurement: A Measurement-Error Perspective

Year: 2013
Journal: Journal of Econometrics
Authors: S. Boraan Aruoba; Francis X. Diebold; Jeremy Nalewaik; Frank Schorfheide; Dongho Song

Realtime Forecasting with a Mixed-Frequency VAR

Year: 2013
Journal: No Journal Matched
Authors: Frank Schorfheide; Dongho Song

Identifying Longrun Risks: A Bayesian Mixed-Frequency Approach

Year: 2014
Journal: Econometrica
Authors: Frank Schorfheide; Dongho Song; Amir Yaron

Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads

Year: 2018
Journal: Journal of Financial Economics
Authors: Patrick Augustin; Mikhail Chernov; Dongho Song

Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads

Year: 2018
Journal: No Journal Matched
Authors: Mikhail Chernov; Patrick Augustin; Dongho Song

Benchmark Interest Rates When the Government is Risky

Year: 2019
Journal: Journal of Financial Economics
Authors: Patrick Augustin; Mikhail Chernov; Lukas Schmid; Dongho Song

The Term Structure of Equity Risk Premia

Year: 2019
Journal: Journal of Financial Economics
Authors: Ravi Bansal; Shane Miller; Dongho Song; Amir Yaron

Benchmark Interest Rates When the Government is Risky

Year: 2019
Journal: No Journal Matched
Authors: Patrick Augustin; Mikhail Chernov; Lukas Schmid; Dongho Song

The Term Structure of CIP Violations

Year: 2020
Journal: Journal of Finance
Authors: Patrick Augustin; Mikhail Chernov; Lukas Schmid; Dongho Song

The Term Structure of CIP Violations

Year: 2020
Journal: No Journal Matched
Authors: Patrick Augustin; Mikhail Chernov; Lukas Schmid; Dongho Song

The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates

Year: 2020
Journal: No Journal Matched
Authors: Francesco Bianchi; Giada Bianchi; Dongho Song

The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates

Year: 2020
Journal: Journal of Economic Dynamics and Control
Authors: Francesco Bianchi; Giada Bianchi; Dongho Song

Realtime Forecasting with a Standard Mixed-Frequency VAR During a Pandemic

Year: 2021
Journal: No Journal Matched
Authors: Frank Schorfheide; Dongho Song

The Real Channel for Nominal Bond-Stock Puzzles

Year: 2021
Journal: No Journal Matched
Authors: Mikhail Chernov; Lars Lochstoer; Dongho Song

Realtime Forecasting with a Standard Mixed-Frequency VAR During a Pandemic

Year: 2021
Journal: No Journal Matched
Authors: Frank Schorfheide; Dongho Song

The Real Channel for Nominal Bond-Stock Puzzles

Year: 2021
Journal: No Journal Matched
Authors: Mikhail Chernov; Lars A. Lochstoer; Dongho Song

Inflation and Real Activity over the Business Cycle

Year: 2023
Journal: No Journal Matched
Authors: Francesco Bianchi; Giovanni Nicol; Dongho Song