Tempering the polylogarithm

We show that the function Li_s(e^x) extends to an entire function of the complex variable s, taking values in tempered distributions in x on the whole real line. That the classical polylogarithm extends similarly, as an entire function taking values in distributions on compactly-supported functions on the positive real axis, is a corollary. We then identify the singularities of Li_s(e^x) in terms of distribution powers of x; this leads to a simple proof of the smoothness of the `modified' polylogarithm of Bloch, Ramakrishnan, Wigner, Wojtkowiak, Zagier, and others.