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 1 4 19 22 8 20 85 102
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects 0 0 23 23 2 4 27 28
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects 1 4 19 19 5 20 68 71
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects 0 0 4 4 1 3 15 15
Benchmark Interest Rates When the Government is Risky 0 1 1 26 2 3 3 65
Benchmark interest rates when the government is risky 0 0 0 7 1 2 3 30
Bond Market Exposures to Macroeconomic and Monetary Policy Risks 0 0 0 47 1 1 8 140
Bond Market Exposures to Macroeconomic and Monetary Policy Risks 0 0 0 78 0 0 0 203
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements 1 1 1 55 2 3 7 147
Fearing the Fed: How Wall Street Reads Main Street 0 0 1 25 1 1 5 77
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach 0 0 0 77 1 1 2 217
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach 1 1 1 26 1 1 3 105
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 2 12 280
Improving GDP Measurement: A Measurement-Error Perspective 0 0 1 70 1 1 6 158
Improving GDP Measurement: A Measurement-Error Perspective 0 0 0 53 0 0 2 168
Improving GDP measurement: a forecast combination perspective 0 0 0 71 0 0 1 130
Improving GDP measurement: a measurement-error perspective 0 0 0 45 0 0 1 207
Inflation and Real Activity over the Business Cycle 0 2 4 28 1 3 18 54
Inflation and Real Activity over the Business Cycle 0 1 3 10 2 3 10 24
Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance 1 1 1 30 1 1 5 19
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 2 44 0 1 12 105
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 1 4 123 4 5 18 300
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 1 1 13 1 2 6 38
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 0 2 9 0 1 7 30
Real-Time Forecasting with a Mixed-Frequency VAR 0 1 4 111 0 1 7 267
Real-time forecasting with a mixed-frequency VAR 0 0 5 289 0 4 15 770
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 4 5 90 1 8 17 210
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 1 1 31 0 2 5 109
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 0 0 9 9 0 0 11 11
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 Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates 0 0 0 5 0 0 6 70
The Real Channel for Nominal Bond-Stock Puzzles 0 0 1 24 1 1 5 60
The Term Structure of Covered Interest Rate Parity Violations 0 0 1 40 0 0 8 142
The Term Structure of Equity Risk Premia 0 0 0 20 2 3 4 98
The real channel for nominal bond-stock puzzles 0 0 1 2 0 0 2 9
The term structure of CIP violations 0 0 0 11 0 1 4 42
Total Working Papers 5 23 115 1,768 39 98 411 4,950


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 1 2 3 19 3 9 17 80
Bond Market Exposures to Macroeconomic and Monetary Policy Risks 0 1 2 15 0 1 6 94
Fearing the Fed: How wall street reads main street 0 0 2 5 2 2 10 20
Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach 0 0 0 12 1 1 3 98
Improving GDP measurement: A measurement-error perspective 0 0 4 81 0 1 12 366
News-Driven Uncertainty Fluctuations 0 0 0 3 0 0 0 8
Real-Time Forecasting With a Mixed-Frequency VAR 2 5 19 233 5 22 73 615
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 3 6 9 9 10 27 58 58
The Term Structure of Covered Interest Rate Parity Violations 0 0 8 9 1 4 23 28
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates 0 0 1 6 0 0 5 19
The term structure of equity risk premia 0 0 0 15 1 1 5 55
Total Journal Articles 6 14 48 407 23 68 212 1,441


Statistics updated 2025-08-05