Dongho Song : Citation Profile

Are you Dongho Song?

Johns Hopkins University

9

H index

9

i10 index

542

Citations

RESEARCH PRODUCTION:

7

Articles

30

Papers

RESEARCH ACTIVITY:

   12 years (2011 - 2023). See details.
   Cites by year: 45
   Journals where Dongho Song has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 18 (3.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso450
   Updated: 2024-01-16    RAS profile: 2023-06-07    
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Relations with other researchers

Works with:

Chernov, Mikhail (5)

Bianchi, Francesco (3)

Schorfheide, Frank (3)

Doh, Taeyoung (2)

Augustin, Patrick (2)

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

Is cited by:

Koop, Gary (22)

Marcellino, Massimiliano (20)

Poon, Aubrey (19)

Foroni, Claudia (15)

Mitchell, James (14)

McIntyre, Stuart (13)

Stevanovic, Dalibor (11)

Guérin, Pierre (11)

Clark, Todd (10)

Miranda-Agrippino, Silvia (10)

Baumeister, Christiane (10)

Cites to:

Diebold, Francis (22)

Aruoba, S. Boragan (17)

Schorfheide, Frank (16)

Singleton, Kenneth (16)

Campbell, John (13)

Duffie, Darrell (11)

KRISHNAMURTHY, ARVIND (10)

Gorodnichenko, Yuriy (10)

Coibion, Olivier (10)

Weber, Michael (10)

Reis, Ricardo (10)

Main data

Where Dongho Song has published?

Journals with more than one article published# docs
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc12
Working Papers / Federal Reserve Bank of Philadelphia4
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Research Working Paper / Federal Reserve Bank of Kansas City2

Recent works citing Dongho Song (2024 and 2023)

YearTitle of citing document
2023Are the Effects of Uncertainty Shocks Big or Small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea ; Alessandri, Piergiorgio. In: Working Papers. RePEc:aoz:wpaper:244.

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2023Generic Identifiability for REMIS: The Cointegrated Unit Root VAR. (2022). Deistler, Manfred ; Soegner, Leopold ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2204.05952.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2023On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618.

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2023Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Utiliser la presse pour construire un nouvel indicateur de perception d’inflation en France. (2023). Pierre-Antoine, Robert ; Annabelle, De Gaye ; Alexandre, Dhenin ; Julien, Denes ; Jean-Charles, Bricongne ; Olivier, De Bandt. In: Working papers. RePEc:bfr:banfra:921.

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2023Can Central Banks Be Heard Over the Sound of Gunfire?. (2023). Talavera, Oleksandr ; Nikolsko-Rzhevskyy, Alex ; Gao, GE. In: Discussion Papers. RePEc:bir:birmec:23-09.

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2023.

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2023Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280.

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2023READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting. (2023). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10315.

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2023Eine Analyse der Konjunkturzyklen für die deutschen Bundesländer. (2023). Lehmann, Robert ; Wikman, Ida. In: ifo Dresden berichtet. RePEc:ces:ifodre:v:30:y:2023:i:02:p:15-21.

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2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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2023Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264.

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2023The effectiveness of labor market indicators for conducting monetary policy: Evidence from the Korean economy. (2023). Kim, Tae Bong ; Lee, Hangyu. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003352.

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2023Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972.

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2023Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566.

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2023Modelling monetary policy’s impact on labour markets under Covid-19. (2023). Evgenidis, Anastasios ; Fasianos, Apostolos. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002665.

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2023Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34.

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2023Nowcasting in a pandemic using non-parametric mixed frequency VARs. (2023). onorante, luca ; Koop, Gary ; Huber, Florian ; Pfarrhofer, Michael ; Schreiner, Josef. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:52-69.

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2023Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598.

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2023High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628.

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2023Large stochastic volatility in mean VARs. (2023). Poon, Aubrey ; Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s030440762300163x.

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2023Are the effects of uncertainty shocks big or small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni ; Alessandri, Piergiorgio. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300154x.

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2023Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340.

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2023Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2023). Javed, Farrukh ; Nguyen, Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:272-292.

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2023Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters. (2023). Yemba, Boniface ; Biswas, Nabaneeta ; Tang, Biyan ; Otunuga, Olusegun Michael. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007474.

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2023The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

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2023Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476.

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2023Macro-financial spillovers. (2023). Yilmaz, Kamil ; Hallam, Mark ; Cotter, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000256.

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2023Government debt and risk premia. (2023). Liu, Yang. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:18-34.

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2023Hedging demand and near-zero swap spreads: Evidence from the Chinese interest rate swap market. (2023). Shang, Yuhuang ; Zhu, Chunhui ; Li, Shaoyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:170-185.

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2023The Discrepancy Between Expenditure- and Income-Side Estimates of US Output. (2023). Lunsford, Kurt. In: Economic Commentary. RePEc:fip:fedcec:95479.

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2023Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000.

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2023Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114.

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2023Industry Volatility and Employment Extreme Risk Transmission: Evidence from China. (2023). Zhong, Xuan ; Zhang, Zuominyang ; Li, Jin ; Lin, Ling. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:17:p:12916-:d:1226148.

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2023Extreme Inflation and Time-Varying Expected Consumption Growth. (2023). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2972-3002.

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2023Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation. (2023). Qian, Liang ; Palomino, Francisco ; Hsu, Alex. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:3025-3047.

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2023Have Credit Card Services Become Important to Monetary Aggregation? An Application of Sign Restricted Bayesian VAR. (2023). Park, Hyun ; Barnett, William. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202304.

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2023Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth. (2023). Qureshi, Shafiullah ; Chu, BA. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10312-z.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023The Term Structure of Equity Risk Premia: Levered Noise and New Estimates*. (2023). Simutin, Mikhail ; Fisher, Adlai ; Carlson, Murray ; Boguth, Oliver. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1155-1182..

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2023Application of Markov-Switching MIDAS models to nowcasting of GDP and its components. (2023). Stankevich, Ivan. In: Applied Econometrics. RePEc:ris:apltrx:0474.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: CEIS Research Paper. RePEc:rtv:ceisrp:559.

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2023Economic forecasting in a pandemic: some evidence from Singapore. (2023). Choy, Keen Meng ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02311-8.

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2023Global and local components of output gaps. (2023). Muhlebach, Nina ; Eckert, Florian. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02419-5.

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2023The impact of labour market shocks on mental health: evidence from the Covid-19 first wave. (2023). Bogliacino, Francesco ; Lupiaez-Villanueva, Francisco ; Folkvord, Frans ; Codagnone, Cristiano. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:40:y:2023:i:3:d:10.1007_s40888-023-00304-z.

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2023Bayesian VARs of the U.S. economy before and during the pandemic. (2023). Sznajderska, Anna ; Haug, Alfred A. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00229-9.

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2023Unrestricted factor analysis: A powerful alternative to confirmatory factor analysis. (2023). Maydeu-Olivares, Alberto. In: Journal of the Academy of Marketing Science. RePEc:spr:joamsc:v:51:y:2023:i:1:d:10.1007_s11747-022-00888-1.

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2023Forecasting a Commodity-Exporting Small Open Developing Economy Using DSGE and DSGE-BVAR. (2023). Konebayev, Erlan. In: International Economic Journal. RePEc:taf:intecj:v:37:y:2023:i:1:p:39-70.

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2023Essays in empirical finance. (2023). Jankauskas, Tomas. In: Other publications TiSEM. RePEc:tiu:tiutis:4c319f87-ba97-44be-897e-1ec56a50ff3a.

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2023Neural networks for estimating Macro Asset Pricing model in football clubs. (2023). Salas, Belen M ; Esteban, Ignacio ; Alaminos, David. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:30:y:2023:i:2:p:57-75.

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2023Estimation of short?run predictive factor for US growth using state employment data. (2023). Basistha, Arabinda. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:34-50.

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2023Treasury Safety, Liquidity, and Money Premium Dynamics: Evidence from Debt Limit Impasses. (2023). Klee, Elizabeth ; Syron, Erin E ; Cashin, David. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:6:p:1475-1506.

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2023The macroeconomic effects of inflation uncertainty. (2023). Prieto, Esteban ; Metiu, Norbert. In: Discussion Papers. RePEc:zbw:bubdps:280419.

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2023Frühjahr 2023: Kaufkraftentzug bremst die konjunkturelle Erholung in Deutschland. (2023). Schacht, Philip ; Kirsch, Florian ; Jessen, Robin ; Isaak, Niklas ; Grozea-Helmenstein, Daniela ; Dirks, Maximilian ; Blagov, Boris ; Benner, Niklas ; Barabas, Gyorgy ; Schmidt, Torsten ; Weyerstrass, Klaus. In: RWI Konjunkturberichte. RePEc:zbw:rwikon:277813.

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2023Uncertainty, risk, and capital growth. (2023). Shaliastovich, Ivan ; Segal, Gill. In: SAFE Working Paper Series. RePEc:zbw:safewp:388.

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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]		paper64
2017Bond Market Exposures to Macroeconomic and Monetary Policy Risks.(2017) In: Review of Financial Studies.
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This paper has nother version. Agregated cites: 64		article
2014Bond Market Exposures to Macroeconomic and Monetary Policy Risks.(2014) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 64		paper
2018Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper18
2018Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 18		paper
2020The term structure of CIP violations In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2020The term structure of CIP violations.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2020The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates In: CEPR Discussion Papers.
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2023The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates.(2023) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 10		article
2020The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 10		paper
2016Improving GDP measurement: A measurement-error perspective In: Journal of Econometrics.
[Full Text][Citation analysis]		article64
2013Improving GDP measurement: a measurement-error perspective.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 64		paper
2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 64		paper
2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 64		paper
2021Benchmark interest rates when the government is risky In: Journal of Financial Economics.
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2019Benchmark Interest Rates When the Government is Risky.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 6		paper
2021The term structure of equity risk premia In: Journal of Financial Economics.
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2019The Term Structure of Equity Risk Premia.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 16		paper
2018News-driven uncertainty fluctuations In: Working Papers.
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2020Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements In: Research Working Paper.
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2022Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance In: Research Working Paper.
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2012Real-time forecasting with a mixed-frequency VAR In: Working Papers.
[Full Text][Citation analysis]		paper205
2013Real-Time Forecasting with a Mixed-Frequency VAR.(2013) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 205		paper
2015Real-Time Forecasting With a Mixed-Frequency VAR.(2015) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 205		article
2011Improving GDP measurement: a forecast combination perspective In: Working Papers.
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2011Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 11		paper
2011Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 11		paper
2013Identifying long-run risks: a bayesian mixed-frequency approach In: Working Papers.
[Full Text][Citation analysis]		paper84
2014Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 84		paper
2013Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2013) In: 2013 Meeting Papers.
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This paper has nother version. Agregated cites: 84		paper
2018Identifying Long?Run Risks: A Bayesian Mixed?Frequency Approach.(2018) In: Econometrica.
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This paper has nother version. Agregated cites: 84		article
2020Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic In: Working Papers.
[Full Text][Citation analysis]		paper49
2021Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic.(2021) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 49		paper
2020Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic.(2020) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 49		paper
2021The Real Channel for Nominal Bond-Stock Puzzles In: NBER Working Papers.
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2023Inflation and Real Activity over the Business Cycle In: NBER Working Papers.
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2017Fearing the Fed: How Wall Street Reads Main Street In: 2017 Meeting Papers.
[Full Text][Citation analysis]		paper6

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