Dongho Song
Johns Hopkins University
Carey Business School
100 International Drive
Baltimore, MD 21202
E-Mail: 
Institutional Affiliation: Johns Hopkins University
Information about this author at RePEc
NBER Working Papers and Publications
| November 2019 | Benchmark Interest Rates When the Government is Risky
with Patrick Augustin, Mikhail Chernov, Lukas Schmid: w26429
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| March 2019 | The Term Structure of Equity Risk Premia
with Ravi Bansal, Shane Miller, Amir Yaron: w25690
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| April 2018 | Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads
with Patrick Augustin, Mikhail Chernov: w24506
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| July 2014 | Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach
with Frank Schorfheide, Amir Yaron: w20303
Published: Frank Schorfheide & Dongho Song & Amir Yaron, 2018. "Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach," Econometrica, Econometric Society, vol. 86(2), pages 617-654, March. citation courtesy of 
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| December 2013 | Real-Time Forecasting with a Mixed-Frequency VAR
with Frank Schorfheide: w19712
Published: Frank Schorfheide & Dongho Song, 2015. "Real-Time Forecasting With a Mixed-Frequency VAR," Journal of Business & Economic Statistics, vol 33(3), pages 366-380. citation courtesy of
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| April 2013 | Improving GDP Measurement: A Measurement-Error Perspective
with S. Boraǧan Aruoba, Francis X. Diebold, Jeremy Nalewaik, Frank Schorfheide: w18954
Published: Aruoba, S. Borağan & Diebold, Francis X. & Nalewaik, Jeremy & Schorfheide, Frank & Song, Dongho, 2016. "Improving GDP measurement: A measurement-error perspective," Journal of Econometrics, Elsevier, vol. 191(2), pages 384-397. citation courtesy of
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| September 2011 | Improving GDP Measurement: A Forecast Combination Perspective
with S. Boragan Aruoba, Francis X. Diebold, Jeremy Nalewaik, Frank Schorfheide: w17421
Published: "Improving GDP Measurement: A Forecast Combination Perspective," in X. Chen and N. Swanson (eds.), Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis: Essays in Honor of Halbert L. White Jr., Springer, 1- 26, 2012. With B. Aruoba, J. Nalewaik, F. Schorfheide and D. Song,
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