Dongho Song : Citation Profile

Are you Dongho Song?

Johns Hopkins University

6

H index

4

i10 index

182

Citations

RESEARCH PRODUCTION:

4

Articles

18

Papers

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 26
   Journals where Dongho Song has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 11 (5.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso450
   Updated: 2019-11-10    RAS profile: 2018-08-31    
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Relations with other researchers

Works with:

Schorfheide, Frank (10)

Diebold, Francis (4)

Aruoba, S. Boragan (4)

Chernov, Mikhail (2)

Augustin, Patrick (2)

Yaron, Amir (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dongho Song.

Is cited by:

Marcellino, Massimiliano (10)

Guérin, Pierre (7)

Götz, Thomas (6)

Baumeister, Christiane (6)

Kilian, Lutz (6)

Foroni, Claudia (6)

Clark, Todd (5)

Williams, John (5)

Hecq, Alain (5)

Carriero, Andrea (4)

Leiva-Leon, Danilo (4)

Cites to:

Aruoba, S. Boragan (11)

Diebold, Francis (11)

Singleton, Kenneth (6)

Schorfheide, Frank (6)

Duffie, Darrell (4)

Scotti, Chiara (3)

Campbell, John (3)

Reinhart, Carmen (3)

Yaron, Amir (3)

Augustin, Patrick (3)

Marcellino, Massimiliano (3)

Main data

Where Dongho Song has published?

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Philadelphia3

Recent works citing Dongho Song (2019 and 2018)

YearTitle of citing document
2019Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1912.

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2017Influence of jump-at-default in IR and FX on Quanto CDS prices. (2017). Itkin, Andrey ; Veygman, A ; Shcherbakov, V. In: Papers. RePEc:arx:papers:1711.07133.

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2018Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows. (2018). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:1802.00793.

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2019Simulation smoothing for nowcasting with large mixed-frequency VARs. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1907.01075.

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2018Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo. In: Discussion Papers. RePEc:bca:bocadp:18-9.

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2018Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:18-24.

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2018Short term forecasts of economic activity: are fortnightly factors useful?. (2018). Raponi, Valentina ; Monteforte, Libero. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1177_18.

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2018Macroeconomics determinants of the correlation between stocks and bonds. (2018). Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1198_18.

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2018Does sovereign risk in local and foreign currency differ?. (2018). Amstad, Marlene ; Shek, Jimmy ; Packer, Frank. In: BIS Working Papers. RePEc:bis:biswps:709.

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2018MEASUREMENT ERROR IN MACROECONOMIC DATA AND ECONOMICS RESEARCH: DATA REVISIONS, GROSS DOMESTIC PRODUCT, AND GROSS DOMESTIC INCOME. (2018). Li, Phillip ; Chang, Andrew C. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1846-1869.

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2017Should we sample a time series more frequently?: decision support via multirate spectrum estimation. (2017). Nason, Guy P ; Smith, Paul A ; Elliott, Duncan ; Powell, Ben. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:353-407.

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2018Temporal disaggregation of economic time series: The view from the trenches. (2018). Quilis, Enrique M. In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:447-470.

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2019Trend Growth Shocks and Asset Prices. (2019). Lee, Nam Gang. In: Working Papers. RePEc:bok:wpaper:1904.

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2018State-Dependent Transmission of Monetary Policy in the Euro Area. (2018). Neuenkirch, Matthias ; Nockel, Matthias ; Burgard, Jan Pablo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7074.

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2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

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2017Normality Tests for Latent Variables. (2017). Sentana, Enrique ; Amengual, Dante ; Almuzara, Tincho. In: Working Papers. RePEc:cmf:wpaper:wp2017_1708.

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2017Normality Tests for Latent Variables. (2017). Sentana, Enrique ; Amengual, Dante ; Almuzara, Tincho. In: Working Papers. RePEc:cmf:wpaper:wp2018_1708.

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2017Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions. (2017). Wieland, Volker ; Lieberknecht, Philipp ; Quintana, Jorge ; Binder, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12013.

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2018Intermediation markups and monetary policy pass-through. (2018). Schrimpf, Andreas ; Malamud, Semyon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12623.

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2018Real Interest Rates, Inflation, and Default. (2018). Hur, Sewon ; Perri, Fabrizio ; Kondo, Illenin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13388.

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2018Mixed frequency models with MA components. (2018). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20182206.

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2019Forecasting daily electricity prices with monthly macroeconomic variables. (2019). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20192250.

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2017Disaster risk and preference shifts in a New Keynesian model. (2017). Szczerbowicz, Urszula ; Isoré, Marlène. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:97-125.

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2018Fitting and forecasting yield curves with a mixed-frequency affine model: Evidence from China. (2018). Shang, Yuhuang ; Zheng, Tingguo . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:145-154.

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2019Redenomination-risk spillovers in the Eurozone. (2019). Borri, Nicola. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:173-178.

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2017Simulated minimum distance estimation of dynamic models with errors-in-variables. (2017). Ng, Serena ; Komunjer, Ivana ; Gospodinov, Nikolay. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:181-193.

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2018A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2018). Grammig, Joachim ; Kuchlin, Eva-Maria. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:6-33.

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2017Federal Reserve credibility and the term structure of interest rates. (2017). Lakdawala, Aeimit ; Wu, Shu. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:364-389.

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2017The equity-like behaviour of sovereign bonds. (2017). Dufour, Alfonso ; Varotto, Simone ; Stancu, Andrei . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:25-46.

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2018Using low frequency information for predicting high frequency variables. (2018). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:774-787.

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2018Doubts and variability: A robust perspective on exotic consumption series. (2018). Bidder, Rhys ; Smith, M E. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:689-712.

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2017News implied volatility and disaster concerns. (2017). Manela, Asaf ; Moreira, Alan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:1:p:137-162.

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2019Asset pricing with time varying pessimism and rare disasters. (2019). Wu, Ji ; Liu, Hening ; Kong, Dongmin ; Zhang, Jian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:165-175.

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2019The quanto theory of exchange rates. (2019). Martin, Ian ; Kremens, Lukas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:89839.

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2017Measurement error of global production. (2017). Bergeijk, Peter. In: ISS Working Papers - General Series. RePEc:ems:euriss:100849.

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2017Asset Co-movements: Features and Challenges. (2017). Gospodinov, Nikolay. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-11.

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2017Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter. (2017). Martinez, Andrew. In: Working Papers (Old Series). RePEc:fip:fedcwp:1717.

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2018Inflation, Debt, and Default. (2018). Perri, Fabrizio ; Kondo, Illenin ; Hur, Sewon. In: Working Papers (Old Series). RePEc:fip:fedcwp:1812.

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2017Shocks and Adjustments. (2017). Nechio, Fernanda ; Jorda, Oscar ; Fernald, John ; Daly, Mary. In: Working Paper Series. RePEc:fip:fedfwp:2013-32.

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2017Common Factors, Trends, and Cycles in Large Datasets. (2017). Luciani, Matteo ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-111.

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2017Macro Risks and the Term Structure of Interest Rates. (2017). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-58.

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2017Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Bok, Brandyn ; Caratelli, Daniele. In: Staff Reports. RePEc:fip:fednsr:830.

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2018The Conductive and Predictive Effect of Oil Price Fluctuations on China’s Industry Development Based on Mixed-Frequency Data. (2018). Chai, Jian ; Su, Siping ; Chen, Xiaofeng ; Lai, Kin Keung ; Zhou, Xiaoyang ; Cao, Puju. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:6:p:1372-:d:149403.

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2019Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles. In: Working Papers. RePEc:hal:wpaper:halshs-02091035.

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2019Forecasting Public Investment Using Daily Stock Returns. (2019). Morita, Hiroshi. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-88.

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2018Does Sovereign Risk in Local and Foreign Currency Differ?. (2018). Amstad, Marlene ; Shek, Jimmy ; Packer, Frank. In: IMES Discussion Paper Series. RePEc:ime:imedps:18-e-01.

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2019Nowcasting GDP Growth for Small Open Economies with a Mixed-Frequency Structural Model. (2019). Hueng, C. ; Yau, Ruey . In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9697-1.

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2017Mixed-Frequency Macro-Financial Spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1704.

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2017Time-varying mixed frequency forecasting: A real-time experiment. (2017). Neuwirth, Stefan. In: KOF Working papers. RePEc:kof:wpskof:17-430.

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2018Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2018). Mitchell, James ; McIntyre, Stuart ; Koop, Gary ; Poon, Aubrey. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-14.

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2017Resolving the Spanning Puzzle in Macro-Finance Term Structure Models. (2017). Rudebusch, Glenn ; Bauer, Michael. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:2:p:511-553..

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2017Federal Reserve Credibility and the Term Structure of Interest Rates. (2017). Lakdawala, Aeimit ; Wu, Shu. In: MPRA Paper. RePEc:pra:mprapa:78253.

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2018Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes. (2018). Hecq, Alain ; Götz, Thomas ; Goetz, Thomas. In: MPRA Paper. RePEc:pra:mprapa:87746.

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2019Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis. (2019). Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Hassani, Hossein ; Rua, Antonio. In: Working Papers. RePEc:ptu:wpaper:w201913.

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2017Zeroing in: Asset Pricing at the Zero Lower Bound. (2017). Bilal, Mohsan . In: 2017 Meeting Papers. RePEc:red:sed017:377.

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2018Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles). (2018). Feldman, David ; Xu, Xin. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-1972-8.

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2017Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts. (2017). Ravazzolo, Francesco ; Clark, Todd ; Kruger, Fabian. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:3:p:470-485.

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2017Essays in empirical finance and monetary policy. (2017). van Holle, Frederiek. In: Other publications TiSEM. RePEc:tiu:tiutis:30d11a4b-7bc9-4c81-ad24-5ca36f83e31f.

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2017Mixed-frequency macro-financial spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john. In: Working Papers. RePEc:ucd:wpaper:201704.

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2017Making Data Measurement Errors Transparent: The Case of the IMF. (2017). Bergeijk, Peter ; PEter, . In: World Economics. RePEc:wej:wldecn:679.

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2019Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2019). Mitchell, James ; McIntyre, Stuart ; Koop, Gary ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:20.

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2018Mixed frequency models with MA components. (2018). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: Discussion Papers. RePEc:zbw:bubdps:022018.

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2019Extreme inflation and time-varying consumption growth. (2019). Meinerding, Christoph ; Schlag, Christian ; Dergunov, Ilya . In: Discussion Papers. RePEc:zbw:bubdps:162019.

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2018Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations. (2018). Pinkwart, Nicolas . In: Discussion Papers. RePEc:zbw:bubdps:362018.

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2018Large mixed-frequency VARs with a parsimonious time-varying parameter structure. (2018). Götz, Thomas ; Hauzenberger, Klemens ; Gotz, Thomas B. In: Discussion Papers. RePEc:zbw:bubdps:402018.

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2017A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2017). Kuchlin, Eva-Maria ; Grammig, Joachim. In: CFR Working Papers. RePEc:zbw:cfrwps:1701.

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2017A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2017). Kuchlin, Eva-Maria ; Grammig, Joachim. In: CFS Working Paper Series. RePEc:zbw:cfswop:572.

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2019Quantifying the transmission of European sovereign default risk. (2019). Holden, Tom ; DUMITRU, ANA-MARIA. In: EconStor Preprints. RePEc:zbw:esprep:193632.

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2017Model uncertainty in macroeconomics: On the implications of financial frictions. (2017). Wieland, Volker ; Lieberknecht, Philipp ; Quintana, Jorge ; Binder, Michael. In: IMFS Working Paper Series. RePEc:zbw:imfswp:114.

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2017Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? German evidence. (2017). Scheufele, Rolf ; Heinisch, Katja. In: IWH Discussion Papers. RePEc:zbw:iwhdps:52017.

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2018Central bank-driven mispricing. (2018). Pelizzon, Loriana ; Uno, Jun ; Tomio, Davide ; Subrahmanyam, Marti G. In: SAFE Working Paper Series. RePEc:zbw:safewp:226.

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Works by Dongho Song:

YearTitleTypeCited
2016Bond Market Exposures to Macroeconomic and Monetary Policy Risks In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper24
2017Bond Market Exposures to Macroeconomic and Monetary Policy Risks.(2017) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		article
2014Bond Market Exposures to Macroeconomic and Monetary Policy Risks.(2014) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2018Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2018Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 7		paper
2016Improving GDP measurement: A measurement-error perspective In: Journal of Econometrics.
[Full Text][Citation analysis]		article25
2013Improving GDP measurement: a measurement-error perspective.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2018News-driven uncertainty fluctuations In: Working Papers.
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2012Real-time forecasting with a mixed-frequency VAR In: Working Papers.
[Full Text][Citation analysis]		paper91
2013Real-Time Forecasting with a Mixed-Frequency VAR.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 91		paper
2015Real-Time Forecasting With a Mixed-Frequency VAR.(2015) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 91		article
2011Improving GDP measurement: a forecast combination perspective In: Working Papers.
[Full Text][Citation analysis]		paper6
2011Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2011Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2013Identifying long-run risks: a bayesian mixed-frequency approach In: Working Papers.
[Full Text][Citation analysis]		paper25
2014Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 25		paper
2013Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2013) In: 2013 Meeting Papers.
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This paper has another version. Agregated cites: 25		paper
2019The Term Structure of Equity Risk Premia In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2017Fearing the Fed: How Wall Street Reads Main Street In: 2017 Meeting Papers.
[Full Text][Citation analysis]		paper1
2018Identifying Long†Run Risks: A Bayesian Mixed†Frequency Approach In: Econometrica.
[Full Text][Citation analysis]		article3

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