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 0 3 14 14 3 11 75 75
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects 2 5 19 19 3 9 18 18
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects 1 2 3 3 3 7 10 10
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects 3 4 15 15 5 13 41 41
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 1 1 2 28
Bond Market Exposures to Macroeconomic and Monetary Policy Risks 0 0 0 47 3 4 6 137
Bond Market Exposures to Macroeconomic and Monetary Policy Risks 0 0 0 78 0 0 2 203
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements 0 0 2 54 1 1 6 143
Fearing the Fed: How Wall Street Reads Main Street 0 0 1 25 0 1 5 75
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach 0 0 1 25 0 1 5 104
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach 0 0 1 77 0 0 3 216
Identifying long-run risks: a bayesian mixed-frequency approach 0 0 1 26 0 0 1 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 3 3 10 277
Improving GDP Measurement: A Measurement-Error Perspective 0 0 1 53 1 1 3 168
Improving GDP Measurement: A Measurement-Error Perspective 0 0 1 70 2 3 6 157
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 1 1 2 207
Inflation and Real Activity over the Business Cycle 0 1 3 26 4 7 16 49
Inflation and Real Activity over the Business Cycle 0 1 2 8 0 3 9 18
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 1 1 4 121 3 8 17 294
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 1 5 9 0 2 12 27
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 0 0 12 1 3 6 35
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 1 6 44 0 2 21 101
Real-Time Forecasting with a Mixed-Frequency VAR 0 1 4 108 0 2 12 263
Real-time forecasting with a mixed-frequency VAR 0 5 7 289 1 7 11 764
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 0 1 86 0 0 12 195
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 0 0 30 2 2 7 107
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 1 9 9 9 5 10 10 10
The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates 0 0 0 25 0 1 3 105
The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates 0 0 0 5 0 3 8 70
The Real Channel for Nominal Bond-Stock Puzzles 0 1 1 24 1 2 3 58
The Term Structure of Covered Interest Rate Parity Violations 0 0 2 40 7 7 16 142
The Term Structure of Equity Risk Premia 0 0 2 20 0 1 4 95
The real channel for nominal bond-stock puzzles 0 1 1 2 0 1 1 8
The term structure of CIP violations 0 0 0 11 2 2 5 41
Total Working Papers 8 36 108 1,732 52 119 377 4,795


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 1 1 17 1 4 6 68
Bond Market Exposures to Macroeconomic and Monetary Policy Risks 0 0 1 14 0 1 6 92
Fearing the Fed: How wall street reads main street 0 1 5 5 1 3 17 17
Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach 0 0 0 12 1 2 2 97
Improving GDP measurement: A measurement-error perspective 0 1 3 80 1 3 16 364
News-Driven Uncertainty Fluctuations 0 0 1 3 0 0 2 8
Real-Time Forecasting With a Mixed-Frequency VAR 0 5 26 225 8 22 76 581
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 0 1 1 5 10 19 19
The Term Structure of Covered Interest Rate Parity Violations 4 5 9 9 7 9 24 24
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates 0 1 3 6 0 1 9 19
The term structure of equity risk premia 0 0 0 15 0 1 6 53
Total Journal Articles 4 14 50 387 24 56 183 1,342


Statistics updated 2025-03-03