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Board of Governors of the Federal Reserve System
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TheEconomists

Photo of Emre Yoldas
202-973-7302
emre.yoldas@frb.gov
Education
  • Ph.D., Economics, University of California - Riverside, 2008
  • M.A., Economics, Marmara University, 2002
  • B.A., Finance and Accounting, Marmara University, 2000
  • Current Research Topics

  • Financial volatility and macroeconomic activity
  • Effects of public debt and inflation on growth
    • Economist

      Board of Governors of the Federal Reserve System

    • 2011 - present
    • Assistant Professor

      Bentley University

    • 2009 - 2011
  • Chauvet, Marcelle, Zeynep Senyuz, and Emre Yoldas (2013). "What does Financial Volatility Tell Us about Macroeconomic Fluctuations?" Finance and Economics Discussion Series 2013-61. Board of Governors of the Federal Reserve System (U.S.).
  • Akay, Ozgur, Zeynep Senyuz, and Emre Yoldas (2013). "Hedge Fund Contagion and Risk-Adjusted Returns: A Markov-Switching Dynamic Factor Approach," Journal of Empirical Finance, 22, pp. 16-29.
  • Baglan, Deniz, and Emre Yoldas (2013). "Government Debt and Macroeconomic Activity: A Predictive Analysis for Advanced Economies," Finance and Economics Discussion Series 2013-05. Board of Governors of the Federal Reserve System (U.S.).
  • Yoldas, Emre (2012). "Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications," Studies in Nonlinear Dynamics & Econometrics, Vol. 16, no. 5.
  • Gonzalez-Rivera, Gloria, and Emre Yoldas (2012). "Autocontour-Based Evaluation of Multivariate Predictive Densities," International Journal of Forecasting, vol. 28, no. 2, pp. 328-342.
  • González-Rivera, Gloria, Zeynep Senyuz, and Emre Yoldas (2011). "Autocontours: Dynamic Specification Testing," Journal of Business & Economic Statistics, vol. 29, no. 1, pp. 186-200.
  • Gonzalez-Rivera, Gloria, and Emre Yoldas (2010). "Multivariate Autocontours for Specification Testing in Multivariate GARCH Models," in Engle, Robert,F. ed., Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle. Edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson. Advanced Texts in Econometrics. Oxford and New York: Oxford University Press, pp. 213-230.
  • González-Rivera, Gloria, Emre Yoldas, and Tae-Hwy Lee (2007). "Optimality of the Risk Metrics Model," Finance Research Letters, vol. 4, no. 3, pp. 137-145.
  • conference

    October 2012

    FRBSt. Louis Applied Time Series Econometrics Workshop

    Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach

  • conference

    June 2011

    International Conference on Computing in Economics and Finance

    Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach

  • conference

    March 2011

    Annual Symposium of the Society for Nonlinear Dynamics and Econometrics

    Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach

  • seminar

    February 2011

    University of Queensland

    What Does Financial Volatility Tell Us about Macroeconomic Fluctuations?

  • conference

    October 2010

    Conference on Real-Time Data Analysis, Methods, and Applications (Federal Reserve Bank of Philadelphia)

    What Does Financial Volatility Tell Us about Macroeconomic Fluctuations?

  • conference

    August 2010

    Joint Statistical Meetings

    Autocontour-based Evaluation of Multivariate Predictive Densities

  • conference

    June 2010

    International Symposium on Forecasting

    Autocontour-based Evaluation of Multivariate Predictive Densities

  • seminar

    August 2009

    Sabanci University

    Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications

  • conference

    April 2008

    Annual Symposium of the Society for Nonlinear Dynamics and Econometrics

    Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications

  • seminar

    January 2008

    University of Connecticut

    Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications

  • conference

    July 2007

    Far Eastern Meetings of the Econometric Society

    Autocontours: Dynamic Specification Testing

  • conference

    October 2006

    NBER-NSF Time Series Conference

    Autocontours: Dynamic Specification Testing

Awards

  • 2008

    SNDE

    James B. Ramsey Prize

  • 2008

    University of California - Riverside

    Outstanding Teaching Assistant Award

  • 2008

    IIF

    Forecasting Research Grant

  • 2007

    Phi Beta Kappa Alumni Association

    Phi Beta Kappa Alumni International Scholarship

  • 2003

    University of California - Riverside

    Dean's Fellowship

Referee

  • Econometric Reviews
  • Empirical Economics
  • Journal of Quantitative Economics
  • Macroeconomic Dynamics
  • Studies in Nonlinear Dynamics & Econometrics

Professional Affiliation

  • American Economic Association
  • Western Economic Association
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Last update: October 6, 2014