Details about Sergey Egiev

Access statistics for papers by Sergey Egiev.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: peg51

Working Papers

2024

1. Liquidity Traps: A Unified Theory of the Great Depression and Great Recession
   NBER Working Papers, National Bureau of Economic Research, Inc

2020

2. A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
   See also Journal Article A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2021) View citations (11) (2021)

2016

3. On Persistence of Uncertainty Shocks
   HSE Working papers, National Research University Higher School of Economics

Journal Articles

2021

1. A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration
   Review of Economic Dynamics, 2021, 41, 121-173 View citations (11)
   See also Software Item Code and data files for "A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration", Computer Codes (2021) (2021)
   Working Paper A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration, NBER Working Papers (2020) View citations (8) (2020)

Software Items

2021

1. Code and data files for "A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article A Toolkit for Solving Models with a Lower Bound on Interest Rates of Stochastic Duration, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2021) View citations (11) (2021)