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Photo of Zeynep Senyuz

Zeynep Senyuz

Principal Economist

Money Market Analysis Section

Monetary Affairs

202-973-7499
zeynep.senyuz@frb.gov
Education
  • Ph.D., Economics, University of California - Riverside, 2008
  • M.A., Economics, Marmara University, 2002
  • B.A., Economics, Marmara University, 2000
  • Current Research Topics

  • Financial Volatility and Business Cycles
  • Modeling Time-variation in Money Markets
    • Principal Economist

      Board of Governors of the Federal Reserve System

    • 2015 - present
    • Senior Economist

      Board of Governors of the Federal Reserve System

    • 2013 - 2015
    • Economist

      Board of Governors of the Federal Reserve System

    • 2011 - 2013
    • Assistant Professor of Economics

      University of New Hampshire

    • 2008 - 2011
  • Carpenter, Seth, Selva Demiralp, and Zeynep Senyuz (Forthcoming). "Volatility in the Federal Funds Market and Money Market Spreads during the Financial Crisis," Journal of Financial Stability.
  • Chauvet, Marcelle, and Zeynep Senyuz (2016). "A Dynamic Factor Model of the Yield Curve Components as a Predictor of the Economy," International Journal of Forecasting, vol. 32, no. 2, pp. 324-343.
  • Senyuz, Zeynep, Emre Yoldas and Marcelle Chauvet (2015). "What Does Financial Volatility Tell Us About Macroeconomic Fluctuations?," Journal of Economic Dynamics & Control, vol. 52, pp. 340-360.
  • Klee, Elizabeth, Zeynep Senyuz, and Emre Yoldas (2015). "Dynamics of Overnight Money Markets: What Has Changed at the Zero Lower Bound?" FEDS Notes 2015-12-21. Board of Governors of the Federal Reserve System (U.S.).
  • Yoldas, Emre, and Zeynep Senyuz (2015). "Financial Stress and Equilibrium Dynamics in Money Markets," Finance and Economics Discussion Series 2015-091. Washington: Board of Governors of the Federal Reserve System.
  • Carpenter, Seth, Selva Demiralp, Bernd Schlusche, and Zeynep Senyuz (2014). "Measuring Stress in Money Markets: A Dynamic Factor Approach," Economics Letters, vol. 125, no. 1, pp. 101-106.
  • Senyuz, Zeynep, Emre Yoldas, and I. Onur Baycan (2014). "Cyclical Dynamics of the Turkish Economy and the Stock Market," International Economic Journal, vol. 28, no. 3, pp. 405-423.
  • 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, vol. 22, pp. 16-29.
  • 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.).
  • Chauvet, Marcelle, and Zeynep Senyuz (2012). "A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy," Finance and Economics Discussion Series 2012-32. Board of Governors of the Federal Reserve System (U.S.).
  • Senyuz, Zeynep (2011). "Factor Analysis of Permanent and Transitory Dynamics of the US Economy and the Stock Market," Journal of Applied Econometrics, vol. 26, no. 6, pp. 975-998.
  • Gonzalez-Rivera, Gloria, Zeynep Senyuz, and Emre Yoldas (2011). "Autocontours: Dynamic Specification Testing," Journal of Business & Economic Statistics, vol. 29, no. 1, pp. 186-200.
  • conference

    June 2015

    Annual International Symposium on Forecasting (ISF), Riverside, CA

  • conference

    June 2015

    International Workshop on Financial Markets and Nonlinear Dynamics, Paris, France

  • seminar

    October 2014

    American University, Washington D.C.

  • conference

    September 2014

    Conference on Advances in Applied Macro-Finance and Forecasting, Istanbul, Turkey

  • seminar

    June 2014

    Federal Reserve Board

  • conference

    April 2014

    Society for Nonlinear Dynamics and Econometrics (SNDE) Annual Symposium, New York City

  • conference

    June 2012

    International Finance and Banking Society Annual Conference on Rethinking Banking and Finance, Valencia, Spain

  • conference

    November 2011

    Southern Economic Association Annual Meetings, Washington D.C.

  • conference

    June 2011

    International Conference on Computing in Economics and Finance, San Francisco, CA

  • seminar

    April 2011

    St. Louis Fed Applied Time Series Econometrics Workshop

  • conference

    March 2011

    Society for Nonlinear Dynamics and Econometrics (SNDE) Annual Symposium, Washington D.C.

  • seminar

    February 2011

    Federal Reserve Board

  • seminar

    February 2011

    The University of Queensland, Brisbane, Australia

  • conference

    August 2010

    Joint Statistical Meetings of the American Statistical Association, Vancouver, Canada

  • conference

    June 2010

    Annual International Symposium on Forecasting (ISF), San Diego, CA

  • seminar

    March 2010

    Bentley University, Waltham, MA

  • conference

    April 2009

    Society for Nonlinear Dynamics and Econometrics (SNDE) Annual Symposium, Atlanta, GA

  • seminar

    April 2010

    University of New Hampshire, Durham, NH

  • conference

    November 2009

    Southern Economic Association Annual Meetings, San Antonio, TX

  • seminar

    February 2008

    Bank of Canada, Ottawa, Canada

  • seminar

    January 2008

    Pomona College, Claremont, CA

  • seminar

    January 2008

    California State University, Sacramento, CA

  • seminar

    October 2007

    University of California, Riverside, CA

  • conference

    July 2007

    Far Eastern Meetings of the Econometric Society, Taipei, Taiwan

  • conference

    June 2007

    Annual International Symposium on Forecasting (ISF), New York City

  • conference

    October 2006

    NBER-NSF Time Series Conference, Montreal, Canada

  • conference

    September 2002

    ERC/METU International Conference in Economics, Ankara, Turkey

Awards

  • 2007

    University of California, Riverside

    Outstanding Teaching Assistant Award

  • 2007

    International Institute of Forecasters

    Conference Travel Grant

  • 2007

    Phi Beta Kappa Alumni Association

    Phi Beta Kappa Alumni International Scholarship

  • 2006

    Graduate Student Association of UC Riverside

    Conference Travel Grant

Referee

  • Journal of Applied Econometrics
  • Macroeconomic Dynamics
  • Empirical Economics
  • Studies in Nonlinear Dynamics and Econometrics
  • Journal of Macroeconomics
  • Economics Letters
  • Journal of Quantitative Economics
  • International Finance
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Last update: April 11, 2016