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

7

DOWNLOADS
Rank 24,628

SSRN RANKINGS

Top 24,628

in Total Papers Downloads

1,761

CITATIONS
Rank 16,773

SSRN RANKINGS

Top 16,773

in Total Papers Citations

20

Scholarly Papers (7)

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 558 (44,351)

Abstract:

Loading...

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 89 (271,072)

Abstract:

Loading...

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 535 (47,375)
Citation 10

Abstract:

Loading...

3.

Uncertainty and International Capital Flows

Number of pages: 60 Posted: 05 Jul 2015 Last Revised: 09 Oct 2015
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 333 (84,062)

Abstract:

Loading...

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

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 128 (209,340)

Abstract:

Loading...

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 32 (441,913)

Abstract:

Loading...

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

Firm Entry and Macroeconomic Dynamics: A State-Level Analysis

FEDS Working Paper No. 2016-043
Number of pages: 9 Posted: 18 May 2016
Francois 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 27 (467,073)

Abstract:

Loading...

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
Francois 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 22 (496,211)

Abstract:

Loading...

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

6.

The Great Recession and a Missing Generation of Exporters

FEDS Working Paper No. 2017-108
Number of pages: 52 Posted: 05 Nov 2017
Claremont McKenna College - Robert Day School of Economics and Finance, Federal Reserve Board and Board of Governors of the Federal Reserve System
Downloads 20 (491,700)

Abstract:

Loading...

Business cycles, Entry, Exit, Exports, Financial crisis, Firm dynamics, Great recession, Recession

7.

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 17 (508,134)
Citation 10

Abstract:

Loading...