Details about David M. Arseneau

Access statistics for papers by David M. Arseneau.

Last updated 2024-11-06. Update your information in the RePEc Author Service.

Short-id: par64

Working Papers

2025

1. Central bank liquidity facilities around the world
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2023

2. Central Bank Mandates and Communication about Climate Change: Evidence from A Large Dataset of Central Bank Speeches
   Bank of Japan Working Paper Series, Bank of Japan View citations (2)

2022

3. A Macroprudential Perspective on the Regulatory Boundaries of U.S. Financial Assets
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
   See also Journal Article A Macroprudential Perspective on the Regulatory Boundaries of US Financial Assets, Journal of Financial Crises, Yale Program on Financial Stability (YPFS) (2023) (2023)
4. Central Bank Communication about Climate Change
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

2021

5. COVID Response: The Main Street Lending Program
   Staff Reports, Federal Reserve Bank of New York View citations (1)
6. The Main Street Lending Program
   Current Policy Perspectives, Federal Reserve Bank of Boston
   See also Journal Article The Main Street Lending Program, Economic Policy Review, Federal Reserve Bank of New York (2022) (2022)

2020

7. Central Bank Communication with a Financial Stability Objective
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
8. How Would US Banks Fare in a Negative Interest Rate Environment?
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (6)
   See also Journal Article How Would U.S. Banks Fare in a Negative Interest Rate Environment?, International Journal of Central Banking, International Journal of Central Banking (2020) View citations (3) (2020)

2018

9. Efficient Mismatch
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2017

10. Offshoring, Mismatch, and Labor Market Outcomes
    MPRA Paper, University Library of Munich, Germany
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2014) View citations (4)
11. Private and Public Liquidity Provision in Over-the-Counter Markets
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
    See also Journal Article Private and public liquidity provision in over-the-counter markets, Theoretical Economics, Econometric Society (2020) (2020)

2015

12. Secondary Market Liquidity and the Optimal Capital Structure
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
    Also in 2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (8)

2014

13. The Role of Financial Imbalances in Assessing the State of the Economy
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (15)
14. The Welfare Costs of Skill-Mismatch Employment
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (12)

2013

15. Optimal Fiscal and Monetary Policy in Customer Markets
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (7)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2008) View citations (7)
    2008 Meeting Papers, Society for Economic Dynamics (2008) View citations (6)
    See also Journal Article Optimal Fiscal and Monetary Policy in Customer Markets, Journal of Money, Credit and Banking, Blackwell Publishing (2015) View citations (5) (2015)

2012

16. Commodity price movements in a general equilibrium model of storage
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
    See also Journal Article Commodity Price Movements in a General Equilibrium Model of Storage, IMF Economic Review, Palgrave Macmillan (2013) View citations (20) (2013)
17. Threatening to Offshore in a Search Model of the Labor Market
    2012 Meeting Papers, Society for Economic Dynamics View citations (5)

2011

18. Explaining the energy consumption portfolio in a cross-section of countries: are the BRICs different?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

2009

19. Asset Value Constraints in Models of Incomplete Factor Taxation
    Cahiers de recherche, CIRPEE
20. Optimal Capital Taxation in an Economy with Capital Allocation Frictions
    2009 Meeting Papers, Society for Economic Dynamics View citations (7)
21. Tax Smoothing in Frictional Labor Markets
    2009 Meeting Papers, Society for Economic Dynamics View citations (6)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2009) View citations (4)
    See also Journal Article Tax Smoothing in Frictional Labor Markets, Journal of Political Economy, University of Chicago Press (2012) View citations (82) (2012)

2008

22. Competitive search equilibrium in a DSGE model
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)

2007

23. Bargaining, fairness, and price rigidity in a DSGE environment
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (10)
24. Optimal fiscal and monetary policy with costly wage bargaining
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (15)
    See also Journal Article Optimal fiscal and monetary policy with costly wage bargaining, Journal of Monetary Economics, Elsevier (2008) View citations (55) (2008)

2006

25. Ramsey Meets Hosios: The Optimal Capital Tax and Labor Market Efficiency
    2006 Meeting Papers, Society for Economic Dynamics View citations (11)
    Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (16)
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006) View citations (14)

2004

26. Expectation traps in a New Keynesian open economy model
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
    See also Journal Article Expectation traps in a new Keynesian open economy model, Economic Theory, Springer (2012) View citations (3) (2012)
27. Optimal Inflation in an Open Economy
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (2)
28. Optimal inflation in an open economy with imperfect competition
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (5)

Journal Articles

2023

1. A Macroprudential Perspective on the Regulatory Boundaries of US Financial Assets
   Journal of Financial Crises, 2023, 5, (1), 1-24
   See also Working Paper A Macroprudential Perspective on the Regulatory Boundaries of U.S. Financial Assets, Finance and Economics Discussion Series (2022) View citations (2) (2022)
2. Tax Smoothing in Frictional Labor Markets: A Reply
   Journal of Political Economy, 2023, 131, (5), 1372 - 1382 View citations (1)

2022

3. The Main Street Lending Program
   Economic Policy Review, 2022, 28, (1)
   See also Working Paper The Main Street Lending Program, Current Policy Perspectives (2021) (2021)

2020

4. How Would U.S. Banks Fare in a Negative Interest Rate Environment?
   International Journal of Central Banking, 2020, 16, (5), 269-308 View citations (3)
   See also Working Paper How Would US Banks Fare in a Negative Interest Rate Environment?, Finance and Economics Discussion Series (2020) View citations (6) (2020)
5. Private and public liquidity provision in over-the-counter markets
   Theoretical Economics, 2020, 15, (4)
   See also Working Paper Private and Public Liquidity Provision in Over-the-Counter Markets, Finance and Economics Discussion Series (2017) View citations (2) (2017)

2015

6. Optimal Fiscal and Monetary Policy in Customer Markets
   Journal of Money, Credit and Banking, 2015, 47, (4), 617-672 View citations (5)
   See also Working Paper Optimal Fiscal and Monetary Policy in Customer Markets, Boston College Working Papers in Economics (2013) View citations (7) (2013)

2013

7. Commodity Price Movements in a General Equilibrium Model of Storage
   IMF Economic Review, 2013, 61, (1), 199-224 View citations (20)
   See also Working Paper Commodity price movements in a general equilibrium model of storage, International Finance Discussion Papers (2012) View citations (9) (2012)

2012

8. Expectation traps in a new Keynesian open economy model
   Economic Theory, 2012, 49, (1), 81-112 View citations (3)
   See also Working Paper Expectation traps in a New Keynesian open economy model, Finance and Economics Discussion Series (2004) View citations (4) (2004)
9. International Trade with Equilibrium Unemployment – By Carl Davidson and Steven J. Matusz
   Review of International Economics, 2012, 20, (3), 654-656
10. Tax Smoothing in Frictional Labor Markets
    Journal of Political Economy, 2012, 120, (5), 926 - 985 View citations (82)
    See also Working Paper Tax Smoothing in Frictional Labor Markets, 2009 Meeting Papers (2009) View citations (6) (2009)

2008

11. Optimal fiscal and monetary policy with costly wage bargaining
    Journal of Monetary Economics, 2008, 55, (8), 1401-1414 View citations (55)
    See also Working Paper Optimal fiscal and monetary policy with costly wage bargaining, International Finance Discussion Papers (2007) View citations (15) (2007)

2007

12. The Inflation Tax in an Open Economy with Imperfect Competition
    Review of Economic Dynamics, 2007, 10, (1), 126-147 View citations (18)