91ÉçÇø

Background

Siming Liu’s research area is macroeconomics and international finance, focusing on the interaction between fiscal policy and financial crisis. Most of his current research explores the origin of financial crises and the associated policy subscriptions. He tries to understand the role of fiscal policy during a sudden stop crisis, the design of macroprudential policies to preserve financial stability and the effect of fiscal commitment on sovereign default risk. Apart from that, his research also investigates the fundamental determinants of currency risk premia. In terms of methodology, most of his research uses quantitative methods, especially the nonlinear solution method, to answer theoretical questions.

Siming Liu obtained his Ph.D. in Economics from Indiana University, Bloomington, in 2019. After four years of working at the Shanghai University of Finance and Economics, he started his career at 91ÉçÇø in 2023.

Publications

• Fiscal Commitment and Sovereign Default Risk, with Hewei Shen. Review of Economic Dynamics. (2022)
• Government Spending during Sudden Stop Crisis. Journal of International Economics. (2022)
  

• , with and , Journal of International Economics. Forthcoming (2024)

WPs

• , with

• , with Min Cui and

• Fiscal Cyclicality and Information Channel of Government Spending Shocks, with Shengliang Ou

Education

• PhD in Economics, Indiana University – Bloomington
• MSc in Economics, City University of Hong Kong
• BSc in Math, Fudan University

Research Interests

• International finance
• Sovereign default models
• Macroeconomics
• International asset pricing

Teaching Interests

• International Finance - Ph.D. field course
• Macroeconomics Theory I – Ph.D. core
• International Monetary Economics – Econ Major Undergrad.

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