David M. Arseneau

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

22

DOWNLOADS

1,148

SSRN CITATIONS
Rank 17,699

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Top 17,699

in Total Papers Citations

37

CROSSREF CITATIONS

24

Scholarly Papers (22)

Secondary Market Liquidity and the Optimal Capital Structure

FEDS Working Paper No. 2015-31
Posted: 09 Jul 2021
Board of Governors of the Federal Reserve System, affiliation not provided to SSRN and Board of Governors of the Federal Reserve System

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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, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 105 (330,883)

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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, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 63 (449,700)
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 150 (252,521)
Citation 5

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Banking conditions, Net interest margins, Unconventional monetary policy

3.

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

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 86 (373,351)
Citation 9

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Optimal fiscal policy, labor search, Hosios condition

4.

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 84 (378,693)
Citation 2

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

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 78 (395,491)
Citation 1

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Optimal monetary policy, Friedman rule, international monetary policy coordination

6.

Bargaining, Fairness, and Price Rigidity in a DSGE Environment

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 76 (401,365)

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Sticky prices, fair pricing, customer markets, search models

7.

Competitive Search Equilibrium in a DSGE Model

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 75 (404,356)

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Search models, customer markets, business cycle fluctuations

8.

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

Number of pages: 36 Posted: 09 Mar 2011
David M. Arseneau
Board of Governors of the Federal Reserve System
Downloads 65 (436,594)

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Energy and development, energy ladder hypothesis, structural transformation

9.

Tax Smoothing in Frictional Labor Markets

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 51 (489,090)
Citation 17

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Labor market frictions, optimal taxation

10.

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 49 (497,528)

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

11.

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

FEDS Working Paper No. 2017-33
Number of pages: 72 Posted: 03 Apr 2017
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 48 (501,881)

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12.

Optimal Fiscal and Monetary Policy in Customer Markets

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 46 (510,710)
Citation 2

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Inflation stability, Ramsey model, search models

13.

Optimal Fiscal and Monetary Policy With Costly Wage Bargaining

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 40 (538,922)
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

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 35 (564,616)
Citation 3

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15.

Offshoring, Mismatch, and Labor Market Outcomes

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
Downloads 20 (659,390)
Citation 1

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labor market frictions, globalization, trade liberalization, heterogeneous

16.

The Main Street Lending Program

Federal Reserve Bank of Boston Research Paper Series Current Policy Perspectives Paper No. 93068
Number of pages: 43 Posted: 29 Sep 2021
Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve Systemaffiliation not provided to SSRN, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System
Downloads 18 (673,877)

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Main Street Lending Program, COVID-19, emergency lending facilities, credit demand, bank loans, bank capital, small business

17.

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
Downloads 15 (696,201)

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

18.

A Macroprudential Perspective on the Regulatory Boundaries of U.S. Financial Assets

FEDS Working Paper No. 2022-2
Number of pages: 26 Posted: 21 Jan 2022
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Independent, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 12 (719,944)

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Regulation, Regulatory reach, Boundary problem, Financial institutions

19.

COVID Response: The Main Street Lending Program

FRB of New York Staff Report No. 984
Number of pages: 44 Posted: 29 Sep 2021
Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve Systemaffiliation not provided to SSRN, Federal Reserve Bank of New York and Board of Governors of the Federal Reserve System
Downloads 12 (719,944)

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Main Street Lending Program, COVID-19, credit demand, bank loans, bank capital, small businesses, Federal Reserve lending programs

20.

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 Andre Kurmann
Board of Governors of the Federal Reserve System, University of Maryland and Drexel University
Downloads 12 (719,944)

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Ramsey equilibrium, incomplete factor taxation

21.

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 8 (751,964)

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

The Role of Financial Imbalances in Assessing the State of the Economy

FEDS Notes No. 2014-04-18
Posted: 09 Jul 2021
David M. Arseneau and Michael T. Kiley
Board of Governors of the Federal Reserve System and affiliation not provided to SSRN

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The Role of Financial Imbalances in Assessing the State of the Economy

FEDS Notes No. 2014-04-18 https://doi.org/10.17016/2380-7172.0015
Posted: 16 Dec 2014
David M. Arseneau and Michael T. Kiley
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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