Michael Siemer

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

http://www.michael-siemer.com

SCHOLARLY PAPERS

6

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1,497

CITATIONS
Rank 16,910

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Top 16,910

in Total Papers Citations

20

Scholarly Papers (6)

Firm Entry and Employment Dynamics in the Great Recession

Number of pages: 57 Posted: 09 Nov 2012 Last Revised: 02 May 2016
Michael Siemer
Board of Governors of the Federal Reserve System
Downloads 466 (49,612)

Abstract:

employment, firm entry, financial crisis, small business, financial friction, business cycles, slow recovery

Firm Entry and Employment Dynamics in the Great Recession

FEDS Working Paper No. 2014-56
Number of pages: 57 Posted: 15 Aug 2014
Michael Siemer
Board of Governors of the Federal Reserve System
Downloads 82 (259,208)

Abstract:

Employment, firm entry, financial crisis, small business, financial friction, slow recovery, start-ups

2.

International Risk Cycles

Number of pages: 49 Posted: 03 Sep 2010 Last Revised: 07 Nov 2014
Francois Gourio, Michael Siemer and Adrien Verdelhan
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 453 (44,873)
Citation 10

Abstract:

Learning, Rare Disasters, and Asset Prices

Number of pages: 35 Posted: 01 Jan 2012 Last Revised: 02 May 2016
Yang K. Lu and Michael Siemer
Hong Kong University of Science & Technology (HKUST) and Board of Governors of the Federal Reserve System
Downloads 102 (224,309)

Abstract:

rare events, disaster, Bayesian learning, time-varying risk premia, return predictability

Learning, Rare Disasters, and Asset Prices

Board of Governors of the Federal Reserve System Research Paper Series - FEDS Paper No. 2013-85
Number of pages: 34 Posted: 06 Dec 2013
Yang K. Lu and Michael Siemer
Hong Kong University of Science & Technology (HKUST) and Board of Governors of the Federal Reserve System
Downloads 29 (417,873)

Abstract:

Rare disasters, Bayesian learning, equity premium puzzle, time-varying risk premia, return predictability

4.

Uncertainty and International Capital Flows

Number of pages: 60 Posted: 05 Jul 2015 Last Revised: 09 Oct 2015
François Gourio, Michael Siemer and Adrien Verdelhan
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 49 (102,851)

Abstract:

international capital flows, political risk, expropriation, gross flows, volatility, uncertainty

Firm Entry and Macroeconomic Dynamics: A State-Level Analysis

FEDS Working Paper No. 2016-043
Number of pages: 9 Posted: 18 May 2016
François Gourio, Todd Messer and Michael Siemer
Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System
Downloads 24 (444,179)

Abstract:

Productivity, Business dynamics, Employment, Firm entry, Missing generation, New business formation

Firm Entry and Macroeconomic Dynamics: A State-Level Analysis

FRB of Chicago Working Paper No. WP-2016-1
Number of pages: 14 Posted: 22 Feb 2016
François Gourio, Todd Messer and Michael Siemer
Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System
Downloads 20 (467,174)

Abstract:

Business cycles, Firms entry, Firms dynamics, Gross Domestic Product, macroeconomics, productivity, population

6.

International Risk Cycles

NBER Working Paper No. w17277
Number of pages: 50 Posted: 08 Aug 2011 Last Revised: 18 Aug 2011
Francois Gourio, Michael Siemer and Adrien Verdelhan
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 12 (477,851)
Citation 10

Abstract: