Real-time forecasting with a mixed-frequency VAR F Schorfheide, D Song Journal of Business & Economic Statistics 33 (3), 366-380, 2015 | 403 | 2015 |
Identifying long‐run risks: A Bayesian mixed‐frequency approach F Schorfheide, D Song, A Yaron Econometrica 86 (2), 617-654, 2018 | 280 | 2018 |
Bond market exposures to macroeconomic and monetary policy risks D Song The Review of Financial Studies 30 (8), 2761-2817, 2017 | 144 | 2017 |
Improving GDP measurement: A measurement-error perspective SB Aruoba, FX Diebold, J Nalewaik, F Schorfheide, D Song Journal of Econometrics 191 (2), 384-397, 2016 | 126 | 2016 |
Real-time forecasting with a (standard) mixed-frequency VAR during a pandemic F Schorfheide, D Song National Bureau of Economic Research, 2021 | 122 | 2021 |
The term structure of equity risk premia R Bansal, S Miller, D Song, A Yaron Journal of Financial Economics 142 (3), 1209-1228, 2021 | 115 | 2021 |
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates F Bianchi, G Bianchi, D Song Journal of Economic Dynamics and Control 146, 104581, 2023 | 107 | 2023 |
Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads P Augustin, M Chernov, D Song Journal of Financial Economics 137 (1), 129-151, 2020 | 83 | 2020 |
The participation of North Korean households in the informal economy: Size, determinants, and effect BY Kim, D Song Seoul Journal of Economics 21 (2), 361-385, 2008 | 71 | 2008 |
Fearing the fed: How wall street reads main street V Elenev, TH Law, D Song, A Yaron Journal of Financial Economics 153, 103790, 2024 | 61* | 2024 |
Benchmark interest rates when the government is risky P Augustin, M Chernov, L Schmid, D Song Journal of Financial Economics 140 (1), 74-100, 2021 | 40 | 2021 |
Improving US GDP measurement: A forecast combination perspective SB Aruoba, FX Diebold, J Nalewaik, F Schorfheide, D Song Recent Advances and Future Directions in Causality, Prediction, and …, 2012 | 38 | 2012 |
Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements T Doh, D Song, SK Yang | 28 | 2020 |
The term structure of covered interest rate parity violations P Augustin, M Chernov, L Schmid, D Song The Journal of Finance, 2022 | 27* | 2022 |
The real channel for nominal bond-stock puzzles M Chernov, LA Lochstoer, D Song National Bureau of Economic Research, 2021 | 17* | 2021 |
Inflation and real activity over the business cycle F Bianchi, G Nicolò, D Song National Bureau of Economic Research, 2023 | 14 | 2023 |
Macroeconomic bond risks at the zero lower bound N Branger, C Schlag, I Shaliastovich, D Song Available at SSRN 2820207, 2016 | 14 | 2016 |
News-driven uncertainty fluctuations D Song, J Tang Journal of Business & Economic Statistics 41 (3), 968-982, 2023 | 10 | 2023 |
Are We Fragmented Yet? Measuring Geopolitical Fragmentation and its Causal Effects J Fernández-Villaverde, T Mineyama, D Song | | 2024 |
Leaning Against the Data: Policymaker Communications under State-Based Forward Guidance T Doh, J Gruber, D Song Federal Reserve Bank of Kansas City Working Paper No. RWP, 22-11, 2022 | | 2022 |