Details about Sergei Seleznev

Access statistics for papers by Sergei Seleznev.

Last updated 2025-03-17. Update your information in the RePEc Author Service.

Short-id: pse588

Working Papers

2024

1. Reconstructing the publication history of Russia’s GDP and its components
   Bank of Russia Working Paper Series, Bank of Russia

2023

2. A Feasible Approach to Projecting Household Demand For The Digital Ruble in Russia
   Bank of Russia Working Paper Series, Bank of Russia
3. Amortized Neural Networks for Agent-Based Model Forecasting
   Bank of Russia Working Paper Series, Bank of Russia
   Also in Papers, arXiv.org (2023)

2022

4. Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference
   Papers, arXiv.org View citations (2)
   Also in Bank of Russia Working Paper Series, Bank of Russia (2022)

2021

5. A Real-Time Historical Database of Macroeconomic Indicators for Russia
   Bank of Russia Working Paper Series, Bank of Russia View citations (1)
   See also Journal Article A Real-Time Historical Database of Macroeconomic Indicators for Russia, Russian Journal of Money and Finance, Bank of Russia (2022) View citations (4) (2022)

2020

6. Seasonal adjustment of the Bank of Russia Payment System financial flows data
   Bank of Russia Working Paper Series, Bank of Russia View citations (1)
7. Stochastic Gradient Variational Bayes and Normalizing Flows for Estimating Macroeconomic Models
   Bank of Russia Working Paper Series, Bank of Russia View citations (4)

2019

8. Truncated priors for tempered hierarchical Dirichlet process vector autoregression
   Bank of Russia Working Paper Series, Bank of Russia

2018

9. Forecasting the implications of foreign exchange reserve accumulation with an agent-based model
   Bank of Russia Working Paper Series, Bank of Russia View citations (1)
10. Macro-financial linkages: the role of liquidity dependence
    BIS Working Papers, Bank for International Settlements
    Also in Bank of Russia Working Paper Series, Bank of Russia (2017) View citations (2)

2017

11. DSGE Model of the Russian Economy with the Banking Sector
    Bank of Russia Working Paper Series, Bank of Russia View citations (9)

2016

12. Solving DSGE models with stochastic trends
    Bank of Russia Working Paper Series, Bank of Russia View citations (1)
13. The equilibrium interest rate: a measurement for Russia
    Bank of Russia Working Paper Series, Bank of Russia View citations (2)

Journal Articles

2022

1. A Real-Time Historical Database of Macroeconomic Indicators for Russia
   Russian Journal of Money and Finance, 2022, 81, (1), 88-103 View citations (4)
   See also Working Paper A Real-Time Historical Database of Macroeconomic Indicators for Russia, Bank of Russia Working Paper Series (2021) View citations (1) (2021)
2. Forecasting the implications of foreign exchange reserve accumulation with a microsimulation model
   Journal of Simulation, 2022, 16, (3), 298-311

2018

3. Forecasting for the Russian Economy Using Small-Scale DSGE Models
   Russian Journal of Money and Finance, 2018, 77, (2), 51-67 View citations (13)

Chapters

2022

1. Applications of variational inference in the Bank of Russia
   A chapter in Machine learning in central banking, 2022, vol. 57