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 24 1 5 50 107
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects 0 0 11 19 12 22 74 93
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects 1 1 10 24 3 10 31 38
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects 2 6 10 10 5 12 25 27
Benchmark Interest Rates When the Government is Risky 0 0 1 26 1 1 4 66
Benchmark interest rates when the government is risky 0 0 0 7 0 1 4 31
Bond Market Exposures to Macroeconomic and Monetary Policy Risks 0 1 1 48 0 2 10 142
Bond Market Exposures to Macroeconomic and Monetary Policy Risks 0 0 0 78 1 1 1 204
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements 1 1 2 56 1 6 12 153
Fearing the Fed: How Wall Street Reads Main Street 0 1 1 26 2 4 8 81
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach 0 0 1 26 2 2 5 107
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach 0 0 0 77 0 0 1 217
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 1 1 1 190
Improving GDP Measurement: A Forecast Combination Perspective 0 0 0 80 1 2 8 282
Improving GDP Measurement: A Measurement-Error Perspective 0 0 0 53 1 2 3 170
Improving GDP Measurement: A Measurement-Error Perspective 0 0 0 70 1 2 6 160
Improving GDP measurement: a forecast combination perspective 0 0 0 71 1 1 2 131
Improving GDP measurement: a measurement-error perspective 0 0 0 45 0 0 1 207
Inflation and Real Activity over the Business Cycle 1 1 4 11 5 8 17 32
Inflation and Real Activity over the Business Cycle 0 0 4 28 43 46 59 100
Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance 0 0 1 30 0 0 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 6 105
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 1 2 10 1 2 7 32
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 0 1 13 0 2 8 40
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 0 3 123 0 0 14 300
Real-Time Forecasting with a Mixed-Frequency VAR 0 0 4 111 2 4 10 271
Real-time forecasting with a mixed-frequency VAR 0 0 5 289 2 5 19 775
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 0 1 5 91 1 5 20 215
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 1 1 2 32 1 2 6 111
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 0 1 10 10 2 5 16 16
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 Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates 0 0 0 25 1 2 3 107
The Real Channel for Nominal Bond-Stock Puzzles 0 0 1 24 0 1 5 61
The Term Structure of Covered Interest Rate Parity Violations 0 0 0 40 2 2 9 144
The Term Structure of Equity Risk Premia 0 0 0 20 0 0 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 43
Total Working Papers 7 17 96 1,785 93 160 460 5,110


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 3 19 1 3 19 83
Bond Market Exposures to Macroeconomic and Monetary Policy Risks 0 0 1 15 0 0 3 94
Fearing the Fed: How wall street reads main street 2 3 5 8 4 7 16 27
Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach 0 0 0 12 1 1 4 99
Improving GDP measurement: A measurement-error perspective 0 0 3 81 0 10 18 376
News-Driven Uncertainty Fluctuations 0 0 0 3 0 0 0 8
Real-Time Forecasting With a Mixed-Frequency VAR 3 9 23 242 11 22 81 637
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 1 4 13 13 6 25 80 83
The Term Structure of Covered Interest Rate Parity Violations 0 1 7 10 2 4 19 32
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates 0 0 1 6 3 4 6 23
The term structure of equity risk premia 1 1 1 16 4 7 10 62
Total Journal Articles 7 18 57 425 32 83 256 1,524


Statistics updated 2025-11-08