Thomas Siemsen

Ludwig Maximilian University of Munich (LMU)

PhD Student

Geschwister-Scholl-Platz 1

Munich, DE Bavaria 80539

Germany

SCHOLARLY PAPERS

8

DOWNLOADS

570

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

The Monetary Policy of the ECB: A Robin Hood Approach?

CESifo Working Paper Series No. 4178
Number of pages: 35 Posted: 05 Apr 2013
Marcus Drometer, Thomas Siemsen and Sebastian Watzka
Ludwig Maximilian University of Munich (LMU), Ludwig Maximilian University of Munich (LMU) and Ludwig Maximilian University of Munich (LMU)
Downloads 149 (275,730)

Abstract:

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decision rule, aggregation rule, counterfactual interest rate path, ECB, Bundesbank

2.

On a Quest for Robustness: About Model Risk, Randomness and Discretion in Credit Risk Stress Tests

Deutsche Bundesbank Discussion Paper No. 31/2018
Number of pages: 59 Posted: 17 Sep 2018 Last Revised: 18 Nov 2021
Thomas Siemsen and Johannes Vilsmeier
Ludwig Maximilian University of Munich (LMU) and European Central Bank (ECB)
Downloads 92 (387,991)

Abstract:

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model uncertainty, stress test, Bayesian model averaging, quantile mapping, credit risk

3.

Smells Like Fiscal Policy? Assessing the Potential Effectiveness of the ECB's OMT Program

CESifo Working Paper Series No. 4628
Number of pages: 32 Posted: 06 Mar 2014
CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, Munich University of Applied Sciences, Ludwig Maximilian University of Munich (LMU) and Ifo Institute for Economic Research
Downloads 91 (390,727)

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European Central Bank, OMT program, time varying parameter vector autoregressive model, interest rate pass-through

4.

A Stress Test Framework for the German Residential Mortgage Market: Methodology and Application

Bundesbank Discussion Paper No. 37/2017
Number of pages: 40 Posted: 08 Jan 2018
Thomas Siemsen and Johannes Vilsmeier
Ludwig Maximilian University of Munich (LMU) and European Central Bank (ECB)
Downloads 78 (428,277)
Citation 1

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stress test, Bayesian model averaging, quantile mapping, survey data, German residential mortgage market, model uncertainty

5.

Forward Guidance in a Simple Model with a Zero Lower Bound

CESifo Working Paper Series No. 4702
Number of pages: 21 Posted: 16 Apr 2014
Gerhard Illing and Thomas Siemsen
Ludwig Maximilian University of Munich (LMU) - Faculty of Economics and Ludwig Maximilian University of Munich (LMU)
Downloads 68 (461,171)

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zero lower bound, forward guidance, commitment, optimal policy

6.

Fiscal Multipliers and the Choice of Zero Lower Bound Modeling

CESifo Working Paper Series No. 4342
Number of pages: 9 Posted: 30 Jul 2013
Thomas Siemsen and Sebastian Watzka
Ludwig Maximilian University of Munich (LMU) and Ludwig Maximilian University of Munich (LMU)
Downloads 53 (519,793)

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zero lower bound, fiscal multipliers, fiscal policy, monetary policy

7.

Interbank Risk Assessment – A Simulation Approach

Deutsche Bundesbank Discussion Paper No. 23/2020
Number of pages: 23 Posted: 21 Apr 2020
Maximilian Jager, Thomas Siemsen and Johannes Vilsmeier
University of Mannheim - Department of Economics, Ludwig Maximilian University of Munich (LMU) and European Central Bank (ECB)
Downloads 38 (592,742)
Citation 1

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Interbank contagion, credit risk, systemic risk, loss simulation

8.

The Monetary Policy of the ECB: Caring for the Weakest Links

Kyklos, Vol. 71, Issue 4, pp. 537-556, 2018
Number of pages: 20 Posted: 15 Oct 2018
Marcus Drometer, Thomas Siemsen and Sebastian Watzka
affiliation not provided to SSRN, Ludwig Maximilian University of Munich (LMU) and Ludwig Maximilian University of Munich (LMU)
Downloads 1 (912,649)

Abstract:

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