S. Dong
Economics and Econometrics · with Ang · 2007–2011
A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 32 citations into it; #10,847 of 23,481 by trust here, #10,133 by citations
- Finance — 23 citations into it; #9,388 of 10,518 by trust here, #7,575 by citations
Whom S. Dong trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jean Boivin
- G. Duffee
- Qiang Dai
- Timothy Cogley
- James H. Stock
- Athanasios Orphanides
- Andrew Ang
- Kenneth J. Singleton
- Thomas J. Sargent
- Christian Gouriéroux
Who trusts S. Dong overall
Papers from S. Dong's perspective
Ordered by how strongly the researchers S. Dong trusts endorse each paper. Same corpus, a different order for every researcher.
- Expectation puzzles, time-varying risk premia, and affine models of the term structure
- Term premia and interest rate forecasts in affine models
- The Term Structure of Real Rates and Expected Inflation
- Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.
- Asset Pricing under the Quadratic Class (Journal of Financial and Quantitative Analysis)
- Whishart Quadratic Term Structure Models
- Has Monetary Policy Become More Effective? (Review of Economics and Statistics)
- Forecasting, Structural Time Series Models and the Kalman Filter.
- Monetary policy rules based on real-time data
- Evolving Post-World War II U.S. Inflation Dynamics (NBER macroeconomics annual)
Their papers
- Monetary Policy Shifts and the Term Structure (2011) — 161 citations
- No-Arbitrage Taylor Rules (2007) — 272 citations