11
H index
12
i10 index
678
Citations
Johns Hopkins University | 11 H index 12 i10 index 678 Citations RESEARCH PRODUCTION: 11 Articles 36 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dongho Song. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
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| Journal of Financial Economics | 3 |
| Journal of Business & Economic Statistics | 2 |
| Working Papers Series with more than one paper published | # docs |
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| NBER Working Papers / National Bureau of Economic Research, Inc | 14 |
| Working Papers / Federal Reserve Bank of Philadelphia | 4 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 4 |
| Research Working Paper / Federal Reserve Bank of Kansas City | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2025 | Accounting for the Multiple Sources of Inflation: an Agent-Based Model Investigation. (2025). Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia ; Ciambezi, Leonardo. In: FEEM Working Papers. RePEc:ags:feemwp:355302. Full description at Econpapers || Download paper | |
| 2025 | Effects of Geoeconomic Fragmentation: BRICS vs G7. (2025). Vishnevsky, Valentine ; Makovetsky, Sergey A ; Vishnevskaya, Elena N. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:24:y:2025:i:1:p:6-33. Full description at Econpapers || Download paper | |
| 2025 | Global Financial Spillovers of ChineseMacroeconomic Surprises. (2025). Turen, Javier ; Gutierrez, Camila ; Vicondoa, Alejandro. In: Working Papers. RePEc:aoz:wpaper:366. Full description at Econpapers || Download paper | |
| 2024 | Tilting Approximate Models. (2024). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869. Full description at Econpapers || Download paper | |
| 2024 | A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper | |
| 2024 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2024). Wilms, Ines ; Hecq, Alain ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers || Download paper | |
| 2024 | On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2024). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998. Full description at Econpapers || Download paper | |
| 2024 | Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model. (2024). Tiozzo Pezzoli, Luca ; Pfarrhofer, Michael ; onorante, luca ; Huber, Florian ; Hirschbühl, Dominik ; Barbaglia, Luca ; Hauzenberger, Niko ; Frattarolo, Lorenzo ; Hirschbuehl, Dominik. In: Papers. RePEc:arx:papers:2401.10054. Full description at Econpapers || Download paper | |
| 2024 | Dynamic Programming: Finite States. (2024). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2401.10473. Full description at Econpapers || Download paper | |
| 2025 | Geopolitical Barriers to Globalization. (2025). Fan, Tianyu ; Xiang, Wei ; Wo, Mai. In: Papers. RePEc:arx:papers:2509.12084. Full description at Econpapers || Download paper | |
| 2025 | Optimal Consumption-Investment with Epstein-Zin Utility under Leverage Constraint. (2025). Tian, Dejian ; Zhou, Jianjun ; Zhu, Zimu. In: Papers. RePEc:arx:papers:2509.21929. Full description at Econpapers || Download paper | |
| 2025 | España | Los cortos retardos de la política monetaria. (2025). Ortiz, Alvaro ; Duarte, Joao ; Corsetti, Giancarlo ; Carvalho, Vasco ; Buda, Gergely ; Hansen, Stephen ; da Silva, Afonso Pereira ; Rodrguez, Jos V ; Rodrigo, Tomasa. In: Working Papers. RePEc:bbv:wpaper:2502. Full description at Econpapers || Download paper | |
| 2025 | España | Los breves desfases de la Política Monetaria. (2025). Research, Bbva. In: Working Papers. RePEc:bbv:wpaper:2508. Full description at Econpapers || Download paper | |
| 2024 | The recent weakness in the German manufacturing sector. (2024). Flaccadoro, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_902_24. Full description at Econpapers || Download paper | |
| 2024 | Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24. Full description at Econpapers || Download paper | |
| 2024 | FraNK: fragmentation in the NK model. (2024). Nispi Landi, Valerio ; Moro, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1475_24. Full description at Econpapers || Download paper | |
| 2024 | Business Cycles when Consumers Learn by Shopping. (2024). Gutiérrez-Daza, Ángelo ; Gutierrez-Daza, Angelo. In: Working Papers. RePEc:bdm:wpaper:2024-12. Full description at Econpapers || Download paper | |
| 2025 | Monetary policy transmission in Mexico: an overview and banking channels insights using granular data. (2025). de Mexico, Banco. In: BIS Papers chapters. RePEc:bis:bisbpc:157-14. Full description at Econpapers || Download paper | |
| 2025 | Geopolitics meets monetary policy: decoding their impact on cross-border bank lending. (2025). Takats, Elod ; Stebunovs, Viktors ; Pradhan, Swapan-Kumar ; Temesvary, Judit. In: BIS Working Papers. RePEc:bis:biswps:1247. Full description at Econpapers || Download paper | |
| 2025 | Inflation cycles: evidence from international data. (2025). Schmieder, Christian ; Rees, Daniel ; Americo, Alberto ; Godoy, Douglas Kiarelly ; Nilsen, Sjur ; Damp, Johannes ; Schmidt, Rafael. In: BIS Working Papers. RePEc:bis:biswps:1264. Full description at Econpapers || Download paper | |
| 2025 | Nowcasting Russian GDP in a Mixed-Frequency DSGE Model with a Panel of Non-Modelled Variables. (2025). Eliseev, Alexander. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:3:p:63-93. Full description at Econpapers || Download paper | |
| 2024 | Treasury Richness. (2024). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2797-2844. Full description at Econpapers || Download paper | |
| 2024 | Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter. (2024). Verona, Fabio ; Martins, Manuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:811-832. Full description at Econpapers || Download paper | |
| 2024 | Risky Business Cycles. (2024). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029. Full description at Econpapers || Download paper | |
| 2025 | Monetary Policy, Fear, and the Stock Market. (2025). Borenstein, Eliezer. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.03. Full description at Econpapers || Download paper | |
| 2025 | The Short Lags of Monetary Policy. (2025). Ortiz, Alvaro ; Duarte, Joao ; Hansen, S ; Corsetti, G ; Carvalho, V M ; Buda, G ; Rodrigo, T ; da Silva, Alves G ; Rodraiguez, J V ; Moura, A S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2509. Full description at Econpapers || Download paper | |
| 2025 | The Short Lags of Monetary Policy. (2025). Ortiz, Alvaro ; Duarte, Joao ; Moura, A S ; Hansen, S ; Corsetti, G ; Carvalho, V M ; Buda, G ; da Silva, Alves G ; Rodraiguez, J V ; Rodrigo, T. In: Janeway Institute Working Papers. RePEc:cam:camjip:2504. Full description at Econpapers || Download paper | |
| 2024 | Stagflationary Stock Returns. (2024). Timmer, Yannick ; Knox, Ben. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11236. Full description at Econpapers || Download paper | |
| 2024 | Geoeconomics. (2024). Trebesch, Christoph ; Mohr, Cathrin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11564. Full description at Econpapers || Download paper | |
| 2024 | Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806. Full description at Econpapers || Download paper | |
| 2025 | Notes on inflationary news and the equity premium puzzle in a two-asset incomplete-markets model. (2025). Rosso, Biagio. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00118. Full description at Econpapers || Download paper | |
| 2025 | Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012. Full description at Econpapers || Download paper | |
| 2025 | Supply shocks and inflation: timely insights from financial markets. (2025). Minesso, Massimo Ferrari ; Cassinis, Maria Giulia ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20253096. Full description at Econpapers || Download paper | |
| 2025 | Decomposing US economic fluctuations: a trend-cycle approach. (2025). Fosso, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20253138. Full description at Econpapers || Download paper | |
| 2024 | The intertemporal choice study of individual water-saving irrigation construction under three water pricing and subsidy scenarios. (2024). Yang, Yang ; He, Weijun ; Ramsey, Thomas Stephen ; Xu, Shasha ; Jiang, Ningye ; Yuan, Liang. In: Agricultural Water Management. RePEc:eee:agiwat:v:295:y:2024:i:c:s0378377424000957. Full description at Econpapers || Download paper | |
| 2024 | Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x. Full description at Econpapers || Download paper | |
| 2024 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063. Full description at Econpapers || Download paper | |
| 2025 | Modeling inflation expectations in forward-looking interest rate and money growth rules. (2025). chen, zhengyang ; Valcarcel, Victor J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s016518892400191x. Full description at Econpapers || Download paper | |
| 2025 | Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240. Full description at Econpapers || Download paper | |
| 2025 | Learning integrated inflation forecasts in a simple multi-agent macroeconomic model. (2025). Lebaron, Blake ; Smith, Karen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:172:y:2025:i:c:s0165188924001714. Full description at Econpapers || Download paper | |
| 2025 | Unveiling the shadows: The effects of financial conditions on the tail risks of Chinas macroeconomic activities. (2025). Zhuo, Xingxuan ; Wang, Lijun ; Liu, Han. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1-14. Full description at Econpapers || Download paper | |
| 2024 | Trends and cycles during the COVID-19 pandemic period. (2024). Maria, José ; Júlio, Paulo ; Julio, Paulo. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001871. Full description at Econpapers || Download paper | |
| 2025 | Effects of wage compensation and containment policies on Labor supply during pandemics. (2025). Maldonado, Wilfredo ; Fiorini, Luciana C. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000252. Full description at Econpapers || Download paper | |
| 2025 | Housing rare disaster events and asset prices. (2025). Poncet, Patrice ; Chibane, Messaoud. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000653. Full description at Econpapers || Download paper | |
| 2024 | Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy. (2024). Wang, Hailong ; Hu, Duni. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000688. Full description at Econpapers || Download paper | |
| 2024 | Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683. Full description at Econpapers || Download paper | |
| 2024 | Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500. Full description at Econpapers || Download paper | |
| 2024 | Time-varying multivariate causal processes. (2024). GAO, Jiti ; Yan, Yayi ; Wu, Wei Biao ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174. Full description at Econpapers || Download paper | |
| 2025 | Time-varying stock return correlation, news shocks, and business cycles. (2025). Metiu, Norbert ; Prieto, Esteban. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002459. Full description at Econpapers || Download paper | |
| 2024 | Certainty of uncertainty for asset pricing. (2024). Meng, Lingchao ; Kang, Jie ; Jiang, Fuwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000367. Full description at Econpapers || Download paper | |
| 2024 | Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects. (2024). Attilio, Luccas Assis ; Mollick, Andre Varella. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003517. Full description at Econpapers || Download paper | |
| 2025 | Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981. Full description at Econpapers || Download paper | |
| 2024 | The international dimension of trend inflation. (2024). Ascari, Guido ; Fosso, Luca. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000205. Full description at Econpapers || Download paper | |
| 2024 | Bond convenience curves and funding costs. (2024). Sihvonen, Markus ; Nissinen, Juuso. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000965. Full description at Econpapers || Download paper | |
| 2025 | Changing global linkages: A new Cold War?. (2025). Topalova, Petia ; Presbitero, Andrea ; Gourinchas, Pierre-Olivier ; Gopinath, Gita. In: Journal of International Economics. RePEc:eee:inecon:v:153:y:2025:i:c:s0022199624001697. Full description at Econpapers || Download paper | |
| 2025 | Term premia and credit risk in emerging markets: The role of U.S. monetary policy. (2025). Sols, Pavel. In: Journal of International Economics. RePEc:eee:inecon:v:154:y:2025:i:c:s0022199625000017. Full description at Econpapers || Download paper | |
| 2024 | Limits to arbitrage and the term structure of CIP violations. (2024). Chen, Xiaohong ; Wohlfarth, Paul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000970. Full description at Econpapers || Download paper | |
| 2024 | Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. (2024). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:626-640. Full description at Econpapers || Download paper | |
| 2024 | Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fan, Xinyue ; Jin, Wei ; Zheng, Tingguo ; Fang, Kuangnan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:746-761. Full description at Econpapers || Download paper | |
| 2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper | |
| 2024 | A multi-task encoder-dual-decoder framework for mixed frequency data prediction. (2024). Lin, Jiahe ; Michailidis, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:942-957. Full description at Econpapers || Download paper | |
| 2025 | Asymmetric uncertainty: Nowcasting using skewness in real-time data. (2025). Labonne, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:229-250. Full description at Econpapers || Download paper | |
| 2025 | The short-duration premium and news announcements. (2025). Meyerhof, Paul ; Beckmeyer, Heiner. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000652. Full description at Econpapers || Download paper | |
| 2024 | Asset pricing with time preference shocks: Existence and uniqueness. (2024). Wilms, Ole ; Zhang, Junnan ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:216:y:2024:i:c:s0022053123001771. Full description at Econpapers || Download paper | |
| 2024 | Interest rate dynamics and commodity prices. (2024). Ma, Qingyin ; Gouel, Christophe ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001212. Full description at Econpapers || Download paper | |
| 2024 | Demand-and-supply imbalance risk and long-term swap spreads. (2024). Hanson, Samuel G ; Venter, Gyuri ; Malkhozov, Aytek. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000370. Full description at Econpapers || Download paper | |
| 2024 | The pricing of U.S. Treasury floating rate notes. (2024). Jermann, Urban ; Hartley, Jonathan S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000564. Full description at Econpapers || Download paper | |
| 2024 | Concealed carry. (2024). Andrews, Spencer ; Colacito, Riccardo ; Croce, Mariano M ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000977. Full description at Econpapers || Download paper | |
| 2024 | Borrow now, pay even later: A quantitative analysis of student debt payment plans. (2024). Clara, Nuno ; Boutros, Michael ; Gomes, Francisco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001211. Full description at Econpapers || Download paper | |
| 2025 | Fed information effects: Evidence from the equity term structure. (2025). Golez, Benjamin ; Matthies, Ben. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x24002113. Full description at Econpapers || Download paper | |
| 2025 | Yield drifts when issuance comes before macro news. (2025). Üslü, Semih ; Pinter, Gabor ; Lou, Dong ; Walker, Danny. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000017. Full description at Econpapers || Download paper | |
| 2025 | Back to the 1980s or not? The drivers of inflation and real risks in Treasury bonds. (2025). Pflueger, Carolin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000352. Full description at Econpapers || Download paper | |
| 2025 | Main Street’s Pain, Wall Street’s Gain. (2025). You, Yang ; Xu, Nancy R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000455. Full description at Econpapers || Download paper | |
| 2024 | Prices and returns: Role of inflation. (2024). Sun, Yulong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001360. Full description at Econpapers || Download paper | |
| 2024 | International comparisons of COVID-19 pandemic management: What can be learned from activity analysis techniques?. (2024). Tortosa-Ausina, Emili ; Prior, Diego ; Gimenez, Victor ; Thieme, Claudio. In: Omega. RePEc:eee:jomega:v:122:y:2024:i:c:s0305048323001305. Full description at Econpapers || Download paper | |
| 2024 | Estimating the output gap in times of COVID-19. (2024). Fornero, Jorge ; Durand, Luigi. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000115. Full description at Econpapers || Download paper | |
| 2024 | Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630. Full description at Econpapers || Download paper | |
| 2025 | Equilibrium yield curves with imperfect information. (2025). Tanaka, Hiroatsu. In: Journal of Monetary Economics. RePEc:eee:moneco:v:149:y:2025:i:c:s0304393224000746. Full description at Econpapers || Download paper | |
| 2025 | Managing financial investments in supply chain networks: The roles of network power and control. (2025). Fan, Yanmei ; Gao, DI ; Zhou, Jing. In: International Journal of Production Economics. RePEc:eee:proeco:v:280:y:2025:i:c:s0925527324003335. Full description at Econpapers || Download paper | |
| 2024 | Assessing the impact of the COVID-19 crisis on sovereign default risk. (2024). Kanno, Masayasu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003240. Full description at Econpapers || Download paper | |
| 2024 | Artificial Intelligence: Intensifying or mitigating unemployment?. (2024). Wan, Yue ; Qin, Meng ; Su, Chi Wei ; Dou, Junyi. In: Technology in Society. RePEc:eee:teinso:v:79:y:2024:i:c:s0160791x24003038. Full description at Econpapers || Download paper | |
| 2024 | Equilibrium Yield Curves with Imperfect Information. (2022). Tanaka, Hiroatsu. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-86. Full description at Econpapers || Download paper | |
| 2025 | “Good” Inflation, “Bad” Inflation: Implications for Risky Asset Prices. (2025). Palazzo, Berardino ; Bonelli, Diego ; Yamarthy, Ram S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-02. Full description at Econpapers || Download paper | |
| 2025 | Decoding Equity Market Reactions to Macroeconomic News. (2025). Palazzo, Berardino ; Modugno, Michele. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-07. Full description at Econpapers || Download paper | |
| 2025 | Geopolitics Meets Monetary Policy: Decoding Their Impact on Cross-Border Bank Lending. (2025). Temesvary, Judit ; Takats, Elod ; Stebunovs, Viktors ; Pradhan, Swapan-Kumar ; Takts, Eld. In: International Finance Discussion Papers. RePEc:fip:fedgif:1403. Full description at Econpapers || Download paper | |
| 2025 | Measuring Geopolitical Fragmentation: Implications for Trade, Financial Flows, and Economic Policy. (2025). Santacreu, Ana Maria ; de Soyres, François ; Richards, Keith ; Airaudo, Florencia. In: International Finance Discussion Papers. RePEc:fip:fedgif:1408. Full description at Econpapers || Download paper | |
| 2025 | Core Inflation in the Advanced Economies: A Regional Perspective. (2025). Beltran, Daniel ; Ortiz, Julio L. In: International Finance Discussion Papers. RePEc:fip:fedgif:1421. Full description at Econpapers || Download paper | |
| 2024 | Downward Nominal Rigidities and Bond Premia. (2024). Ngo, Phuong ; Gourio, Francois. In: Working Paper Series. RePEc:fip:fedhwp:98104. Full description at Econpapers || Download paper | |
| 2025 | Measuring Geopolitical Fragmentation: Implications for Trade, Financial Flows, and Economic Policy. (2025). Santacreu, Ana Maria ; de Soyres, François ; Airaudo, Florencia ; Richards, Keith. In: Review. RePEc:fip:fedlrv:101660. Full description at Econpapers || Download paper | |
| 2025 | Macroeconomic Modeling in Post-pandemic Times. (2025). Nersisyan, Karen A ; Votinov, Anton I ; Polshchikova, Julia A. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:250104:p:62-73. Full description at Econpapers || Download paper | |
| 2025 | An Adaptive Evolutionary Causal Dynamic Factor Model. (2025). Wei, Qian ; Zhang, Heng-Guo. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1891-:d:1672599. Full description at Econpapers || Download paper | |
| 2024 | From Disruption to Sustainability: The Event Industry’s Journey through the COVID-19 Pandemic. (2024). Park, Keeyeon Ki-Cheon ; Kim, Jong-Min ; Chun, Dong-Suk. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:14:p:6013-:d:1434937. Full description at Econpapers || Download paper | |
| 2025 | Nowcasting Perus GDP with Machine Learning Methods. (2025). Tang, Juan ; Flores Audante, Jairo ; Ruelas-Huanca, Walter ; Gonzaga, Bruno. In: IHEID Working Papers. RePEc:gii:giihei:heidwp01-2025. Full description at Econpapers || Download paper | |
| 2025 | Identifying Useful Indicators for Nowcasting GDP in Sweden. (2025). Mazur, Stepan ; Karlsson, Sune ; Raftab, Mariya. In: Working Papers. RePEc:hhs:oruesi:2025_004. Full description at Econpapers || Download paper | |
| 2025 | Inflation forecasting in turbulent times. (2025). Kunst, Robert ; Sgner, Leopold ; Koch, Sebastian P ; Hlouskova, Jaroslava ; Fortin, Ines ; Ertl, Martin. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09633-z. Full description at Econpapers || Download paper | |
| 2025 | Putting Economics Back Into Geoeconomics. (2025). Maggiori, Matteo ; Clayton, Christopher ; Schreger, Jesse. In: NBER Chapters. RePEc:nbr:nberch:15136. Full description at Econpapers || Download paper | |
| 2025 | Monetary Policy, Carbon Transition Risk, and Firm Valuation. (2025). Lam, Adrian ; Dttling, Robin. In: OSF Preprints. RePEc:osf:osfxxx:kqdar_v2. Full description at Econpapers || Download paper | |
| 2025 | The Information Cliff. (2025). Wang, Chen ; Li, YE. In: SocArXiv. RePEc:osf:socarx:bf8cx_v1. Full description at Econpapers || Download paper | |
| 2025 | Putting Economics Back into Geoeconomics. (2025). Maggiori, Matteo ; Schreger, Jesse ; Clayton, Christopher. In: SocArXiv. RePEc:osf:socarx:cxrtz_v1. Full description at Econpapers || Download paper | |
| 2025 | The Effect of Aggregation on Seasonal Cointegration in Mixed Frequency data. (2025). del Barrio Castro, Tomás ; Bauer, Dietmar. In: MPRA Paper. RePEc:pra:mprapa:126066. Full description at Econpapers || Download paper | |
| 2025 | The business cycle of the Portuguese economy in the post-pandemic period. (2025). Maria, José ; Duarte, Cláudia ; Sazedj, Sharmin. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:re202508. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2024 | The Term Structure of Covered Interest Rate Parity Violations In: Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2020 | The Term Structure of Covered Interest Rate Parity Violations.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | Bond Market Exposures to Macroeconomic and Monetary Policy Risks In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 78 |
| 2017 | Bond Market Exposures to Macroeconomic and Monetary Policy Risks.(2017) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | article | |
| 2014 | Bond Market Exposures to Macroeconomic and Monetary Policy Risks.(2014) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
| 2024 | Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
| 2024 | Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effect.(2024) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2024 | Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects.(2024) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2018 | Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2018 | Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2019 | Benchmark interest rates when the government is risky In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
| 2021 | Benchmark interest rates when the government is risky.(2021) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2019 | Benchmark Interest Rates When the Government is Risky.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2020 | The term structure of CIP violations In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2020 | The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
| 2023 | The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates.(2023) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2020 | The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2016 | Improving GDP measurement: A measurement-error perspective In: Journal of Econometrics. [Full Text][Citation analysis] | article | 68 |
| 2013 | Improving GDP measurement: a measurement-error perspective.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
| 2013 | Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
| 2013 | Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
| 2021 | The term structure of equity risk premia In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 21 |
| 2019 | The Term Structure of Equity Risk Premia.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2024 | Fearing the Fed: How wall street reads main street In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 14 |
| 2017 | Fearing the Fed: How Wall Street Reads Main Street.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2018 | News-driven uncertainty fluctuations In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2023 | News-Driven Uncertainty Fluctuations.(2023) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2023 | Inflation and Real Activity over the Business Cycle In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 9 |
| 2023 | Inflation and Real Activity over the Business Cycle.(2023) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2020 | Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements In: Research Working Paper. [Full Text][Citation analysis] | paper | 9 |
| 2022 | Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance In: Research Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Real-time forecasting with a mixed-frequency VAR In: Working Papers. [Full Text][Citation analysis] | paper | 229 |
| 2013 | Real-Time Forecasting with a Mixed-Frequency VAR.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 229 | paper | |
| 2015 | Real-Time Forecasting With a Mixed-Frequency VAR.(2015) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 229 | article | |
| 2011 | Improving GDP measurement: a forecast combination perspective In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2011 | Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2011 | Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2013 | Identifying long-run risks: a bayesian mixed-frequency approach In: Working Papers. [Full Text][Citation analysis] | paper | 93 |
| 2014 | Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 2013 | Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2013) In: 2013 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 2018 | Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach.(2018) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | article | |
| 2020 | Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic In: Working Papers. [Full Text][Citation analysis] | paper | 72 |
| 2024 | Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic.(2024) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | article | |
| 2021 | Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
| 2020 | Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic.(2020) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
| 2021 | The Real Channel for Nominal Bond-Stock Puzzles In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2025 | The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team