Dongho Song

Johns Hopkins University
Carey Business School
100 International Drive
Baltimore, MD 21202

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
Institutional Affiliation: Johns Hopkins University

NBER Working Papers and Publications

May 2020A No-Arbitrage Perspective on Global Arbitrage Opportunities
with Patrick Augustin, Mikhail Chernov, Lukas Schmid: w27231
November 2019Benchmark Interest Rates When the Government is Risky
with Patrick Augustin, Mikhail Chernov, Lukas Schmid: w26429
March 2019The Term Structure of Equity Risk Premia
with Ravi Bansal, Shane Miller, Amir Yaron: w25690
April 2018Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads
with Patrick Augustin, Mikhail Chernov: w24506

Published: Patrick Augustin & Mikhail Chernov & Dongho Song, 2019. "Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads," Journal of Financial Economics, .

July 2014Identifying 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

December 2013Real-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

April 2013Improving 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

September 2011Improving 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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