Access Statistics for Dongho Song

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effect 3 4 18 18 4 10 82 82
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects 0 3 15 15 5 15 51 51
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects 1 2 4 4 1 5 12 12
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects 1 6 23 23 2 9 24 24
Benchmark Interest Rates When the Government is Risky 0 0 0 25 0 0 0 62
Benchmark interest rates when the government is risky 0 0 0 7 0 1 1 28
Bond Market Exposures to Macroeconomic and Monetary Policy Risks 0 0 0 78 0 0 0 203
Bond Market Exposures to Macroeconomic and Monetary Policy Risks 0 0 0 47 2 5 8 139
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements 0 0 1 54 1 2 6 144
Fearing the Fed: How Wall Street Reads Main Street 0 0 1 25 0 1 5 76
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach 0 0 1 25 0 0 5 104
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach 0 0 0 77 0 0 1 216
Identifying long-run risks: a bayesian mixed-frequency approach 0 0 0 26 0 0 0 94
Improving GDP Measurement: A Forecast Combination Perspective 0 0 1 57 0 0 2 189
Improving GDP Measurement: A Forecast Combination Perspective 0 0 0 80 0 4 11 278
Improving GDP Measurement: A Measurement-Error Perspective 0 0 0 53 0 1 2 168
Improving GDP Measurement: A Measurement-Error Perspective 0 0 1 70 0 2 5 157
Improving GDP measurement: a forecast combination perspective 0 0 0 71 0 0 2 130
Improving GDP measurement: a measurement-error perspective 0 0 0 45 0 1 1 207
Inflation and Real Activity over the Business Cycle 0 0 3 26 0 6 17 51
Inflation and Real Activity over the Business Cycle 1 1 3 9 1 3 10 21
Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance 0 0 1 29 0 0 5 18
News-driven uncertainty fluctuations 0 0 0 43 0 0 0 61
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 0 4 9 0 2 11 29
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 2 5 122 0 4 16 295
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 0 5 44 2 3 20 104
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 0 0 12 1 2 5 36
Real-Time Forecasting with a Mixed-Frequency VAR 2 2 6 110 2 3 12 266
Real-time forecasting with a mixed-frequency VAR 0 0 7 289 2 3 13 766
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 0 1 86 5 7 17 202
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 0 0 30 0 2 7 107
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 0 1 9 9 0 6 11 11
The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates 0 0 0 5 0 0 8 70
The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates 0 0 0 25 0 0 1 105
The Real Channel for Nominal Bond-Stock Puzzles 0 0 1 24 0 2 4 59
The Term Structure of Covered Interest Rate Parity Violations 0 0 2 40 0 7 15 142
The Term Structure of Equity Risk Premia 0 0 1 20 0 0 3 95
The real channel for nominal bond-stock puzzles 0 0 1 2 1 1 2 9
The term structure of CIP violations 0 0 0 11 0 2 4 41
Total Working Papers 8 21 114 1,745 29 109 399 4,852


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Benchmark interest rates when the government is risky 0 0 1 17 1 4 9 71
Bond Market Exposures to Macroeconomic and Monetary Policy Risks 0 0 1 14 1 1 7 93
Fearing the Fed: How wall street reads main street 0 0 4 5 0 2 12 18
Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach 0 0 0 12 0 1 2 97
Improving GDP measurement: A measurement-error perspective 1 1 4 81 1 2 14 365
News-Driven Uncertainty Fluctuations 0 0 1 3 0 0 2 8
Real-Time Forecasting With a Mixed-Frequency VAR 2 3 23 228 6 20 75 593
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 1 2 3 3 6 17 31 31
The Term Structure of Covered Interest Rate Parity Violations 0 4 9 9 0 7 24 24
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates 0 0 3 6 0 0 8 19
The term structure of equity risk premia 0 0 0 15 1 1 5 54
Total Journal Articles 4 10 49 393 16 55 189 1,373


Statistics updated 2025-05-12