Sergei Seleznev

Bank of Russia

12 Neglinnaya Street

Moscow, 107016

Russia

SCHOLARLY PAPERS

5

DOWNLOADS

258

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Macro-Financial Linkages: The Role of Liquidity Dependence

BIS Working Paper No. 716
Number of pages: 34 Posted: 02 May 2018
Alexey A. Ponomarenko, Anna Rozhkova and Sergei Seleznev
Central Bank of Russia, Bank of Russia and Bank of Russia
Downloads 89 (546,081)

Abstract:

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liquidity dependence, macro-financial linkages, Smooth Transition Bayesian VAR

2.

A Feasible Approach to Projecting Household Demand for the Digital Ruble in Russia

Number of pages: 39 Posted: 17 Feb 2023 Last Revised: 16 Aug 2023
Vadim Grishchenko, Alexey Ponomarenko and Sergei Seleznev
Bank of Russia, Bank of Russia and Bank of Russia
Downloads 61 (672,635)

Abstract:

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Central Bank Digital Currency, Digital Ruble, payment instruments, ordered probit, banknotes, bank cards, Russia

3.

Forecasting the Implications of Foreign Exchange Reserve Accumulation With an Agent-Based Model

Bank of Russia Working Paper Series No. 37
Number of pages: 30 Posted: 06 Dec 2018
Ramis Khabibullin, Alexey Ponomarenko and Sergei Seleznev
Bank of Russia, Bank of Russia and Bank of Russia
Downloads 46 (762,045)
Citation 1

Abstract:

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Money Supply, Foreign Exchange Reserves, Forecasting, Agent-Based Model, Russia

4.

Amortized Neural Networks for Agent-Based Model Forecasting

Number of pages: 27 Posted: 27 Jul 2023
Denis Koshelev, Alexey Ponomarenko and Sergei Seleznev
Bank of Russia, Bank of Russia and Bank of Russia
Downloads 31 (877,094)

Abstract:

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agent-based models, amortized simulation-based inference, Bayesian models, forecasting, neural networks

5.

Macro-Financial Linkages: The Role of Liquidity Dependence

Bank of Russia Working Paper Series No. 24
Number of pages: 29 Posted: 01 Dec 2017
Alexey Ponomarenko, Anna Rozhkova and Sergei Seleznev
Bank of Russia, Bank of Russia and Bank of Russia
Downloads 31 (877,094)

Abstract:

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liquidity dependence, macro-financial linkages, Smooth Transition Bayesian VAR