David M. Arseneau

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

18

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978

SSRN CITATIONS
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Top 17,066

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29

CROSSREF CITATIONS

31

Scholarly Papers (18)

Secondary Market Liquidity and the Optimal Capital Structure

FEDS Working Paper No. 2015-031, http://dx.doi.org/10.17016/FEDS.2015.031
Number of pages: 68 Posted: 31 May 2015
Board of Governors of the Federal Reserve System, Federal Reserve Board and Board of Governors of the Federal Reserve System
Downloads 86 (330,828)

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Capital structure, Market liquidity, Quantitiative easing, Secondary markets

Secondary Market Liquidity and the Optimal Capital Structure

Number of pages: 69 Posted: 16 Apr 2015 Last Revised: 19 May 2016
Board of Governors of the Federal Reserve System, Federal Reserve Board and Board of Governors of the Federal Reserve System
Downloads 61 (402,213)
Citation 1

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Market liquidity, secondary markets, capital structure, quantitative easing

2.

How Would Us Banks Fare in a Negative Interest Rate Environment?

FEDS Working Paper No. 2017-030
Number of pages: 30 Posted: 26 Mar 2017
David M. Arseneau
Board of Governors of the Federal Reserve System
Downloads 103 (292,223)
Citation 3

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Banking conditions, Net interest margins, Unconventional monetary policy

3.

Expectation Traps in a New Keynesian Open Economy Model

Number of pages: 26 Posted: 16 Nov 2004
David M. Arseneau
Board of Governors of the Federal Reserve System
Downloads 81 (340,096)
Citation 2

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Discretionary monetary policy, expectation traps, Friedman rule, time consistency problem

4.

Ramsey Meets Hosios: The Optimal Capital Tax and Labor Market Efficiency

FRB International Finance Discussion Paper No. 870
Number of pages: 42 Posted: 05 Dec 2006
David M. Arseneau and Sanjay K. Chugh
Board of Governors of the Federal Reserve System and University of Maryland
Downloads 76 (352,891)
Citation 10

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Optimal fiscal policy, labor search, Hosios condition

5.

Optimal Inflation in an Open Economy with Imperfect Competition

Number of pages: 28 Posted: 22 Sep 2004
David M. Arseneau
Board of Governors of the Federal Reserve System
Downloads 75 (355,625)
Citation 1

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Optimal monetary policy, Friedman rule, international monetary policy coordination

6.

Competitive Search Equilibrium in a DSGE Model

FRB International Finance Discussion Paper No. 929
Number of pages: 28 Posted: 30 Apr 2008
David M. Arseneau and Sanjay K. Chugh
Board of Governors of the Federal Reserve System and University of Maryland
Downloads 72 (363,744)

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Search models, customer markets, business cycle fluctuations

7.

Bargaining, Fairness, and Price Rigidity in a DSGE Environment

FRB International Finance Discussion Paper No. 900
Number of pages: 77 Posted: 11 Sep 2007
David M. Arseneau and Sanjay K. Chugh
Board of Governors of the Federal Reserve System and University of Maryland
Downloads 71 (366,510)
Citation 3

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Sticky prices, fair pricing, customer markets, search models

8.

Explaining the Energy Consumption Portfolio in a Cross-Section of Countries: Are the BRICs Different?

FRB International Finance Discussion Paper No. 1015
Number of pages: 36 Posted: 09 Mar 2011
David M. Arseneau
Board of Governors of the Federal Reserve System
Downloads 64 (387,217)

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Energy and development, energy ladder hypothesis, structural transformation

9.

Tax Smoothing in Frictional Labor Markets

FRB International Finance Discussion Paper No. 965
Number of pages: 62 Posted: 12 Mar 2009
David M. Arseneau and Sanjay K. Chugh
Board of Governors of the Federal Reserve System and University of Maryland
Downloads 49 (438,755)
Citation 21

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Labor market frictions, optimal taxation

10.

Private and Public Liquidity Provision in Over-the-Counter Markets

FEDS Working Paper No. 2017-033
Number of pages: 72 Posted: 03 Apr 2017
Board of Governors of the Federal Reserve System, Federal Reserve Board and Board of Governors of the Federal Reserve System
Downloads 45 (454,403)

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Liquidity provision, Market liquidity, Over-the-counter markets, OTC, Quantitative easing, Quantitative tightening, Monetary policy normalization

11.

Optimal Fiscal and Monetary Policy in Customer Markets

FRB International Finance Discussion Paper No. 919
Number of pages: 55 Posted: 14 Feb 2008
David M. Arseneau and Sanjay K. Chugh
Board of Governors of the Federal Reserve System and University of Maryland
Downloads 44 (458,582)
Citation 2

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Inflation stability, Ramsey model, search models

12.

The Welfare Costs of Skill-Mismatch Employment

FEDS Working Paper No. 2014-42
Number of pages: 41 Posted: 11 Jun 2014
David M. Arseneau
Board of Governors of the Federal Reserve System
Downloads 41 (471,129)

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Job-to-job transitions, labor market frictions, skill premium

13.

Optimal Fiscal and Monetary Policy With Costly Wage Bargaining

FRB International Finance Discussion Paper No. 893
Number of pages: 60 Posted: 10 Jun 2007
David M. Arseneau and Sanjay K. Chugh
Board of Governors of the Federal Reserve System and University of Maryland
Downloads 39 (479,935)
Citation 16

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inflation stability, real wage, Ramsey model, labor search, Friedman Rule

14.

Commodity Price Movements in a General Equilibrium Model of Storage

FRB International Finance Discussion Paper No. 1054
Number of pages: 38 Posted: 30 May 2017
David M. Arseneau and Sylvain Leduc
Board of Governors of the Federal Reserve System and Federal Reserve Banks - Federal Reserve Bank of San Francisco
Downloads 27 (540,302)
Citation 2

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15.

Offshoring, Mismatch, and Labor Market Outcomes

FRB International Finance Discussion Paper No. 1118
Number of pages: 43 Posted: 08 Feb 2015
David M. Arseneau and Brendan Epstein
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System - Advanced Foreign Economies Section
Downloads 19 (591,028)
Citation 1

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labor market frictions, globalization, trade liberalization, heterogeneous

16.

Efficient Mismatch

FEDS Working Paper No. 2018-037
Number of pages: 48 Posted: 15 Jun 2018 Last Revised: 29 Apr 2020
David M. Arseneau and Brendan Epstein
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System - Advanced Foreign Economies Section
Downloads 12 (638,939)

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Competitive search equilibrium, Crowding in/out, Labor market frictions, Skill-mismatch

17.

Asset Value Contsraints in Models of Incomplete Factor Taxation

CIRPEE Working Paper 09-49
Number of pages: 15 Posted: 13 Nov 2009
David M. Arseneau, Sanjay K. Chugh and André Kurmann
Board of Governors of the Federal Reserve System, University of Maryland and Drexel University - LeBow College of Business
Downloads 10 (653,226)

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Ramsey equilibrium, incomplete factor taxation

18.

Central Bank Communication with a Financial Stability Objective

FEDS Working Paper No. 2020-087
Number of pages: 38 Posted: 19 Oct 2020
David M. Arseneau
Board of Governors of the Federal Reserve System
Downloads 3 (705,517)

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Financial stability report, Information disclosure, Survey of economic projections, Time inconsistency problem, Transparency