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 2 15 23 2 12 61 106
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects 3 4 8 8 5 8 21 22
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects 0 0 10 23 1 9 29 35
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects 0 1 12 19 5 15 67 81
Benchmark Interest Rates When the Government is Risky 0 0 1 26 0 2 3 65
Benchmark interest rates when the government is risky 0 0 0 7 1 2 4 31
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 1 1 48 0 3 10 142
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements 0 1 1 55 0 7 11 152
Fearing the Fed: How Wall Street Reads Main Street 0 1 2 26 0 3 7 79
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach 0 0 0 77 0 1 1 217
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach 0 1 1 26 0 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 0 57 0 0 0 189
Improving GDP Measurement: A Forecast Combination Perspective 0 0 0 80 1 1 12 281
Improving GDP Measurement: A Measurement-Error Perspective 0 0 0 70 0 2 5 159
Improving GDP Measurement: A Measurement-Error Perspective 0 0 0 53 0 1 3 169
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 0 3 10 1 5 13 27
Inflation and Real Activity over the Business Cycle 0 0 4 28 1 4 19 57
Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance 0 1 1 30 0 1 1 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 1 44 0 0 7 105
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 1 1 3 10 1 1 7 31
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 0 1 13 1 3 8 40
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 0 4 123 0 4 15 300
Real-Time Forecasting with a Mixed-Frequency VAR 0 0 4 111 0 2 8 269
Real-time forecasting with a mixed-frequency VAR 0 0 5 289 0 3 18 773
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 1 1 5 91 3 5 19 214
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 0 0 1 31 0 1 6 110
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 1 1 10 10 3 3 14 14
The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates 0 0 0 25 0 1 2 106
The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates 0 0 0 5 0 1 4 71
The Real Channel for Nominal Bond-Stock Puzzles 0 0 1 24 1 2 6 61
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 0 2 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 1 1 4 43
Total Working Papers 7 15 96 1,778 27 106 404 5,017


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 3 19 1 5 18 82
Bond Market Exposures to Macroeconomic and Monetary Policy Risks 0 0 2 15 0 0 4 94
Fearing the Fed: How wall street reads main street 0 1 3 6 0 5 12 23
Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach 0 0 0 12 0 1 3 98
Improving GDP measurement: A measurement-error perspective 0 0 3 81 9 10 19 376
News-Driven Uncertainty Fluctuations 0 0 0 3 0 0 0 8
Real-Time Forecasting With a Mixed-Frequency VAR 5 8 20 239 5 16 74 626
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 3 6 12 12 10 29 77 77
The Term Structure of Covered Interest Rate Parity Violations 1 1 7 10 2 3 19 30
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates 0 0 1 6 0 1 6 20
The term structure of equity risk premia 0 0 0 15 2 4 7 58
Total Journal Articles 9 17 51 418 29 74 239 1,492


Statistics updated 2025-10-06