Zobrazeno 1 - 10
of 28
pro vyhledávání: '"David M. Arseneau"'
Autor:
David M. Arseneau, Sanjay K. Chugh
Publikováno v:
Journal of Political Economy. 131:1372-1382
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::17ae47692b79cee868f4b8538e82daa0
https://doi.org/10.1086/722416
https://doi.org/10.1086/722416
Publikováno v:
Finance and Economics Discussion Series. :1-49
This paper applies natural language processing to a large corpus of central bank speeches to identify those related to climate change. We analyze these speeches to better understand how central banks communicate about climate change. By all accounts,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cce7df76076f6c13ccbe8ed9433a3608
https://doi.org/10.17016/feds.2022.031
https://doi.org/10.17016/feds.2022.031
Autor:
David M. Arseneau, Grace Brang, Matt Darst, Jacob M. M. Faber, David E. Rappoport, Alexandros Vardoulakis
Publikováno v:
Finance and Economics Discussion Series. 2022:1-26
This paper uses data from the Financial Accounts of the United States to map out the regulatory boundaries of assets held by U.S. financial institutions from a macroprudential perspective. We provide a quantitative measure of the regulatory perimeter
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd6af9d0c95b781157adf810f6687657
https://doi.org/10.17016/feds.2022.002
https://doi.org/10.17016/feds.2022.002
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0f1314b818c02631c84ede6870249a57
https://doi.org/10.2139/ssrn.4155535
https://doi.org/10.2139/ssrn.4155535
Autor:
David M. Arseneau
Publikováno v:
Finance and Economics Discussion Series. 2017
The effectiveness of negative interest rates as a monetary policy tool depends importantly on the response of the banking sector. This paper offers unique new insights for U.S. banks by using supervisory data to examine bank-level expectations regard
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2416da51a3b1be4e37e7bb4a29a66ffe
https://doi.org/10.17016/feds.2017.030r1
https://doi.org/10.17016/feds.2017.030r1
We show that trade frictions in over‐the‐counter (OTC) markets result in inefficient private liquidity provision. We develop a dynamic model of market‐based financial intermediation with a two‐way interaction between primary credit markets an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::36bfe8c8e45911c6e1869b90764476a9
https://hdl.handle.net/10419/253461
https://hdl.handle.net/10419/253461
Autor:
David M. Arseneau, Brendan Epstein
Publikováno v:
Finance and Economics Discussion Series. 2018
This paper presents a model in which mismatch employment arises in a constrained efficient equilibrium. In the decentralized economy, however, mismatch gives rise to a congestion externality whereby heterogeneous job seekers fail to internalize how t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::750bbae875f19da4826c1dee111adf6e
https://doi.org/10.17016/feds.2018.037
https://doi.org/10.17016/feds.2018.037
Publikováno v:
Finance and Economics Discussion Series. 2017
We show that trade frictions in OTC markets result in inefficient private liquidity provision. We develop a dynamic model of market-based financial intermediation with a two-way interaction between primary credit markets and secondary OTC markets. Pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dda6c71d4ac4f2893eecad284c6fb5cb
https://doi.org/10.17016/feds.2017.033
https://doi.org/10.17016/feds.2017.033
Autor:
David M. Arseneau, Sylvain Leduc
Publikováno v:
IMF Economic Review. 61:199-224
We embed the canonical rational expectations competitive storage model into a general equilibrium framework thereby allowing the non-linear commodity price dynamics implied by the competitive storage model to interact with the broader macroeconomy. O
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::10bef571f41e6d9329d161cea8c95a89
http://www.palgrave-journals.com/imfer/journal/v61/n1/pdf/imfer20139a.pdf
http://www.palgrave-journals.com/imfer/journal/v61/n1/pdf/imfer20139a.pdf
Autor:
David M. Arseneau
Publikováno v:
Review of Economic Dynamics. 10:126-147
This paper studies the national welfare maximizing inflation tax in an open economy with imperfect competition. It shows that the presence of a monopolistic distortion dampens the incentive to engage in strategic use of the inflation tax. If this dam
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9383003874c80fb726ecd8376c901617
https://doi.org/10.1016/j.red.2006.08.004
https://doi.org/10.1016/j.red.2006.08.004