Dongho Song : Citation Profile

Johns Hopkins University

12

H index

14

i10 index

774

Citations

RESEARCH PRODUCTION:

11

Articles

39

Papers

RESEARCH ACTIVITY:

   15 years (2011 - 2026). See details.
   Cites by year: 51
   Journals where Dongho Song has often published
   Relations with other researchers
   Recent citing documents: 208.    Total self citations: 20 (2.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso450
   Updated: 2026-11-07    RAS profile: 2026-01-12    
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Relations with other researchers

Works with:

Fernandez-Villaverde, Jesus (6)

Chernov, Mikhail (6)

Bianchi, Francesco (5)

Augustin, Patrick (4)

Schorfheide, Frank (4)

Doh, Taeyoung (2)

Elenev, Vadim (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 (20)

Koop, Gary (19)

Poon, Aubrey (19)

Foroni, Claudia (15)

Huber, Florian (13)

Mitchell, James (12)

Pfarrhofer, Michael (11)

Guérin, Pierre (11)

Stevanovic, Dalibor (11)

Clark, Todd (10)

Baumeister, Christiane (10)

Cites to:

Diebold, Francis (20)

Singleton, Kenneth (18)

Aruoba, S. Boragan (18)

Schorfheide, Frank (16)

Duffie, Darrell (15)

KRISHNAMURTHY, ARVIND (14)

Giannone, Domenico (13)

Fernandez-Villaverde, Jesus (11)

Campbell, John (11)

Gorodnichenko, Yuriy (10)

Reis, Ricardo (10)

Main data

Where Dongho Song has published?

Journals with more than one article published# docs
Journal of Financial Economics3
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc15
CEPR Discussion Papers / Centre for Economic Policy Research5
Working Papers / Federal Reserve Bank of Philadelphia4
Research Working Paper / Federal Reserve Bank of Kansas City2

Recent works citing Dongho Song (2026 and 2025)

YearTitle of citing document
2025Accounting 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.

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2025Effects 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.

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2025Geoeconomics. (2025). Trebesch, Christoph ; Mohr, Cathrin. In: Annual Review of Economics. RePEc:anr:reveco:v:17:y:2025:p:563-587.

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2025Global Financial Spillovers of ChineseMacroeconomic Surprises. (2025). Turen, Javier ; Gutierrez, Camila ; Vicondoa, Alejandro. In: Working Papers. RePEc:aoz:wpaper:366.

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2024Tilting Approximate Models. (2024). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2024A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146.

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2026Smoothing volatility targeting. (2022). Bianchi, Daniele ; Bianco, Nicolas ; Bernardi, Mauro. In: Papers. RePEc:arx:papers:2212.07288.

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2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2024). Wilms, Ines ; Hecq, Alain ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2024On 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.

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2024Nowcasting 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.

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2024Dynamic Programming: Finite States. (2024). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2401.10473.

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2026Geopolitical Barriers to Globalization. (2025). Fan, Tianyu ; Xiang, Wei ; Wo, Mai. In: Papers. RePEc:arx:papers:2509.12084.

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2025Optimal Consumption-Investment with Epstein-Zin Utility under Leverage Constraint. (2025). Tian, Dejian ; Zhou, Jianjun ; Zhu, Zimu. In: Papers. RePEc:arx:papers:2509.21929.

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2026Isomorphic Dynamic Programs. (2026). Zhang, Junnan ; Stachurski, John. In: Papers. RePEc:arx:papers:2605.22076.

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2026When and Why Na\ive Diversification Works: A Simple Diagnostic Strategy. (2026). Huang, Difang ; Feng, Han ; Zhang, Zhengjun ; Wang, Jue. In: Papers. RePEc:arx:papers:2607.11054.

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2025Monetary Policy Shocks: A New Hope. Large Language Models and Central Bank Communication.. (2025). Fernndez-Fuertes, Rubn. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25257.

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2026Direct Gaussian Process Predictive Regressions with Mixed Frequency Data. (2026). Massimiliano, Niko Hauzenberger. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26265.

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2026Consumption Anchors Stock Prices. (2026). Carlo, Alessandro Melone. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26287.

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2025España | 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.

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2025España | Los breves desfases de la Política Monetaria. (2025). Research, Bbva. In: Working Papers. RePEc:bbv:wpaper:2508.

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2026Global | Geopolítica, geoeconomía y riesgo soberano: diferentes shocks, diferentes canales. (2026). Research, Bbva. In: Working Papers. RePEc:bbv:wpaper:2604.

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2024The recent weakness in the German manufacturing sector. (2024). Flaccadoro, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_902_24.

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2024Oil 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.

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2024FraNK: fragmentation in the NK model. (2024). Nispi Landi, Valerio ; Moro, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1475_24.

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2024Business Cycles when Consumers Learn by Shopping. (2024). Gutiérrez-Daza, Ángelo ; Gutierrez-Daza, Angelo. In: Working Papers. RePEc:bdm:wpaper:2024-12.

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2026Inflation and Growth Risk: Balancing the Scales with Surveys. (2026). Tschopp, Adrien ; Mouabbi, Sarah ; Renne, Jean-Paul. In: Working papers. RePEc:bfr:banfra:1036.

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2025Monetary 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.

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2025Geopolitics 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.

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2025Inflation 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.

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2026Geopolitical risk in the euro area: measurement and transmission. (2026). Schueler, Yves ; Rottner, Matthias ; Lewis, Vivien ; Kang, Nayeon ; Bondarenko, Yevheniia. In: BIS Working Papers. RePEc:bis:biswps:1348.

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2026Geopolitical risk and emerging market sovereign risk premia. (2026). Romero, José ; Gamboa-Estrada, Fredy. In: BIS Working Papers. RePEc:bis:biswps:1368.

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2025Nowcasting 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.

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2025MOSES: Macroeconomic Forecasting with Models and Sentiment Synthesis. (2025). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:4:p:63-84.

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2024Treasury Richness. (2024). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2797-2844.

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2024Forecasting 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.

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2024Risky Business Cycles. (2024). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2025Trading relationships in FX derivatives: lessons from Credit Suisse’s collapse. (2025). Hall, Helene ; Ferrera, Gerardo. In: Bank of England working papers. RePEc:boe:boeewp:023276.

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2025Monetary Policy, Fear, and the Stock Market. (2025). Borenstein, Eliezer. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.03.

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2025The Innovation Long-Run Risk Component. (2025). Franceschini, Fabio. In: Working Papers. RePEc:bol:bodewp:wp1215.

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2026The 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.

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2025U.S. Risk and Treasury Convenience. (2025). Ostry, Daniel ; Marin, E ; Lloyd, S ; Corsetti, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2570.

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2025The 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.

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2025U.S. Risk and Treasury Convenience. (2025). Ostry, Daniel ; Lloyd, S ; Corsetti, G ; Marin, E. In: Janeway Institute Working Papers. RePEc:cam:camjip:2526.

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2024Stagflationary Stock Returns. (2024). Timmer, Yannick ; Knox, Ben. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11236.

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2024Geoeconomics. (2024). Trebesch, Christoph ; Mohr, Cathrin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11564.

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2026Mixed Frequency Data in a Heterogenous Sticky Price Model. (2026). Nilsen, Ivind Anti ; Skaug, Hans J ; Andersson, Jonas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12379.

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2026The Effects of Geopolitical Oil Price Shocks. (2026). Zanetti, Francesco ; Verduzco-Bustos, Guillermo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12606.

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2026The Effects of Geopolitical Oil Price Shocks. (2026). Zanetti, Francesco ; Verduzco-Bustos, Guillermo. In: CIGS Working Paper Series. RePEc:cnn:wpaper:26-005e.

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2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

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2025Notes 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.

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2025Time-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.

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2025Supply 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.

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2025Decomposing US economic fluctuations: a trend-cycle approach. (2025). Fosso, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20253138.

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2026Fiscal monitoring with VARs. (2026). Sokol, Andrej ; Monti, Francesca ; Lenza, Michele ; Giannone, Domenico ; Cimadomo, Jacopo. In: Working Paper Series. RePEc:ecb:ecbwps:20263186.

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2026A SPOT in the dark: using AI to assess financial stability risks. (2026). Rusnák, Marek ; Nagy, Lukas Joseph ; Rusnk, Marek ; Lang, Jan Hannes ; Kellner, Domenic. In: Working Paper Series. RePEc:ecb:ecbwps:20263262.

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2026Forecasting the euro area job vacancy rate with earnings calls data. (2026). Schroeder, Christofer ; Lissona, Claudio ; Foroni, Claudia ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20263269.

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2024The 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.

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2026Time-varying risk aversion and the equity term structure. (2026). de Vries, Martijn A. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:49:y:2026:i:c:s2214635026000031.

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2024Risks 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.

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2024Non-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.

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2025Modeling 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.

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2025Is 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.

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2025Learning 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.

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2025Accounting for the multiple sources of inflation: An agent-based model investigation. (2025). Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia ; Ciambezi, Leonardo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:178:y:2025:i:c:s0165188925001058.

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2025The role of external habits and preference heterogeneity in the equity term structure. (2025). Gil, Hamilton Galindo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:178:y:2025:i:c:s016518892500123x.

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2025SVAR identification with nowcasted macroeconomic data. (2025). Longo, Luigi ; Corsi, Fulvio ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:179:y:2025:i:c:s0165188925001423.

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2026Two main business cycle shocks are better than one. (2026). Granese, Antonio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:182:y:2026:i:c:s0165188925001976.

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2025Unveiling 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.

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2024Trends 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.

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2025Effects 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.

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2025Housing rare disaster events and asset prices. (2025). Poncet, Patrice ; Chibane, Messaoud. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000653.

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2026Supply chain finance participation and outward FDI: The roles of productivity, financial frictions, and information asymmetry. (2026). Zhao, Chenglin ; Xu, Yuheng ; Huang, Xinfei ; Chen, Haitao. In: Economic Modelling. RePEc:eee:ecmode:v:159:y:2026:i:c:s026499932600088x.

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2024Heterogeneous 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.

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2025The FED model: Is it still with us?. (2025). McMillan, David G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000889.

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2026Equity risk premiums across horizons and their link to inflation: A quadratic Gaussian approach. (2026). Kikuchi, Kentaro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:85:y:2026:i:c:s1062940826000641.

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2025Are revisions to state-level GDP data in the US well behaved?. (2025). Shiroff, Taylor ; Mitchell, James. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002447.

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2025What does the equity term structure tell us about Trump 2.0′s first 100 days in office?. (2025). Matthies, Ben ; Kelly, Peter ; Golez, Benjamin. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002976.

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2025Geoeconomic fragmentation and the role of non-aligned countries. (2025). Fuest, Clemens ; Flach, Lisandra ; Baur, Andreas ; Dorn, Florian. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003702.

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2024Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683.

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2024Advances 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.

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2024Time-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.

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2025Taking advantage of biased proxies for forecast evaluation. (2025). Ren, Roberto ; Buccheri, Giuseppe ; Vocalelli, Giorgio. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001228.

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2026Large Bayesian matrix autoregressions. (2026). Chan, Joshua ; Qi, Yaling. In: Journal of Econometrics. RePEc:eee:econom:v:256:y:2026:i:pb:s0304407625000090.

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2026Bayesian model comparison for large Bayesian VARs after the COVID-19 pandemic. (2026). Chan, Joshua ; Zhang, Wei ; Yu, Xuewen. In: Journal of Econometrics. RePEc:eee:econom:v:256:y:2026:i:pb:s0304407625001265.

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2025Time-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.

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2026Unveiling inflation: Oil shocks, supply chain pressures, and expectations. (2026). Bjørnland, Hilde ; Aastveit, Knut Are ; Cross, Jamie L ; Bjrnland, Hilde C ; Kalstad, Helene O. In: European Economic Review. RePEc:eee:eecrev:v:181:y:2026:i:c:s0014292125002429.

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2026Inputs in distress: Geoeconomic fragmentation and firms’ sourcing. (2026). Timini, Jacopo ; Linarello, Andrea ; Essers, Dennis ; Tofani, Peonare Caka ; Borin, Alessandro ; Mancini, Michele ; Lebastard, Laura ; Panon, Ludovic ; Requena, Francisco ; Padellini, Tullia ; Gentili, Elena ; Cariola, Gianmarco. In: European Economic Review. RePEc:eee:eecrev:v:187:y:2026:i:c:s0014292126000991.

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2024Certainty 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.

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2024Assessing 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.

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2025On the time-varying relation between monetary policy uncertainty and bond risk premia. (2025). Yin, Ximing ; Li, Luyang ; Yu, Deshui. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925005526.

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2025Non-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.

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2026Decoding underprediction and anchoring in BEAs GDP backcasts. (2026). Theodossiou, Panayiotis ; Ellina, Polina ; Booth, Geoffrey G. In: Journal of Financial Stability. RePEc:eee:finsta:v:83:y:2026:i:c:s1572308926000112.

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2026Where the trees fall: Macroeconomic forecasts for forest-reliant states. (2026). Gendron, Jonathan ; Daigneault, Adam ; Crawley, Andrew. In: Forest Policy and Economics. RePEc:eee:forpol:v:186:y:2026:i:c:s1389934126000444.

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2024The 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.

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2024Bond 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.

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2025Changing 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.

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2025Term 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.

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2025The role of US bank liquidity and regulations in Covered Interest Parity deviations. (2025). Winkelried, Diego ; Terrones, Marco ; Ortiz, Marco ; Bazn-Palomino, Walter. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000630.

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2026Stock-bond return correlation: Understanding the changing behaviour. (2026). McMillan, David G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:106:y:2026:i:c:s1042443125001325.

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2024Limits 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.

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2024Using 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.

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More than 100 citations found, this list is not complete...

Works by Dongho Song:

YearTitleTypeCited
2024The Term Structure of Covered Interest Rate Parity Violations In: Journal of Finance.
[Full Text][Citation analysis]		article5
2020The Term Structure of Covered Interest Rate Parity Violations.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2016Bond Market Exposures to Macroeconomic and Monetary Policy Risks In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper84
2017Bond 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: 84		article
2014Bond 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: 84		paper
2024Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper33
2024Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects.(2024) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2024Are 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: 33		paper
2024Are 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: 33		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2019Benchmark interest rates when the government is risky In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
2021Benchmark 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
2019Benchmark 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
2020The term structure of CIP violations In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2020The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper19
2023The 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: 19		article
2020The 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: 19		paper
2016Improving GDP measurement: A measurement-error perspective In: Journal of Econometrics.
[Full Text][Citation analysis]		article74
2013Improving GDP measurement: a measurement-error perspective.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 74		paper
2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 74		paper
2013Improving GDP Measurement: A Measurement-Error Perspective.(2013) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 74		paper
2021The term structure of equity risk premia In: Journal of Financial Economics.
[Full Text][Citation analysis]		article31
2019The Term Structure of Equity Risk Premia.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2024Fearing the Fed: How wall street reads main street In: Journal of Financial Economics.
[Full Text][Citation analysis]		article17
2017Fearing the Fed: How Wall Street Reads Main Street.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2018News-driven uncertainty fluctuations In: Working Papers.
[Full Text][Citation analysis]		paper3
2023News-Driven Uncertainty Fluctuations.(2023) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2023Inflation and Real Activity over the Business Cycle In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper15
2023Inflation and Real Activity over the Business Cycle.(2023) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2023Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements In: Research Working Paper.
[Full Text][Citation analysis]		paper11
2022Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance In: Research Working Paper.
[Full Text][Citation analysis]		paper0
2012Real-time forecasting with a mixed-frequency VAR In: Working Papers.
[Full Text][Citation analysis]		paper249
2013Real-Time Forecasting with a Mixed-Frequency VAR.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 249		paper
2015Real-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: 249		article
2011Improving GDP measurement: a forecast combination perspective In: Working Papers.
[Full Text][Citation analysis]		paper11
2011Improving GDP Measurement: A Forecast Combination Perspective.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2011Improving 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
2013Identifying long-run risks: a bayesian mixed-frequency approach In: Working Papers.
[Full Text][Citation analysis]		paper100
2014Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 100		paper
2013Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach.(2013) In: 2013 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 100		paper
2018Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach.(2018) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 100		article
2020Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic In: Working Papers.
[Full Text][Citation analysis]		paper85
2024Real-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: 85		article
2021Real-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: 85		paper
2020Real-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: 85		paper
2021The Real Channel for Nominal Bond-Stock Puzzles In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2025The Comovement of Voter Preferences: Insights from U.S. Presidential Election Prediction Markets Beyond Polls In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2026How Globalization Unravels: A Ricardian Model of Endogenous Trade Policy In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2026How Globalization Unravels: A Ricardian Model of Endogenous Trade Policy.(2026) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 4 2026. Contact: CitEc Team