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 4 18 18 6 13 88 88
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects 0 0 15 15 2 12 53 53
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects 0 1 4 4 1 3 13 13
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects 0 4 23 23 1 7 25 25
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 29
Bond Market Exposures to Macroeconomic and Monetary Policy Risks 0 0 0 47 0 2 8 139
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 0 0 0 54 1 2 5 145
Fearing the Fed: How Wall Street Reads Main Street 0 0 1 25 0 1 4 76
Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach 0 0 1 25 0 0 4 104
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 1 2 11 279
Improving GDP Measurement: A Measurement-Error Perspective 0 0 1 70 0 0 5 157
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 2 130
Improving GDP measurement: a measurement-error perspective 0 0 0 45 0 0 1 207
Inflation and Real Activity over the Business Cycle 0 1 2 9 0 3 8 21
Inflation and Real Activity over the Business Cycle 1 1 4 27 1 3 18 52
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 3 9 1 3 10 30
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 1 1 1 13 1 2 6 37
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 1 3 122 0 1 14 295
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 0 4 44 0 3 19 104
Real-Time Forecasting with a Mixed-Frequency VAR 1 3 5 111 1 4 10 267
Real-time forecasting with a mixed-frequency VAR 0 0 6 289 1 3 13 767
Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads 2 2 3 88 4 11 19 206
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 1 1 1 31 1 1 6 108
The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls 0 0 9 9 0 1 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 8 70
The Real Channel for Nominal Bond-Stock Puzzles 0 0 1 24 0 1 4 59
The Term Structure of Covered Interest Rate Parity Violations 0 0 1 40 0 0 12 142
The Term Structure of Equity Risk Premia 0 0 0 20 1 1 2 96
The real channel for nominal bond-stock puzzles 0 0 1 2 0 1 2 9
The term structure of CIP violations 0 0 0 11 1 1 5 42
Total Working Papers 6 19 109 1,751 25 82 399 4,877


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 4 7 13 75
Bond Market Exposures to Macroeconomic and Monetary Policy Risks 1 1 2 15 1 2 8 94
Fearing the Fed: How wall street reads main street 0 0 2 5 0 1 8 18
Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach 0 0 0 12 0 0 2 97
Improving GDP measurement: A measurement-error perspective 0 1 4 81 0 1 12 365
News-Driven Uncertainty Fluctuations 0 0 1 3 0 0 1 8
Real-Time Forecasting With a Mixed-Frequency VAR 2 5 22 230 6 18 70 599
Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic 0 2 3 3 5 17 36 36
The Term Structure of Covered Interest Rate Parity Violations 0 0 9 9 3 3 26 27
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates 0 0 2 6 0 0 7 19
The term structure of equity risk premia 0 0 0 15 0 1 5 54
Total Journal Articles 3 9 46 396 19 50 188 1,392


Statistics updated 2025-06-06