Meet the Economists
- Ph.D., Economics, University of California - Riverside, 2008
- M.A., Economics, Marmara University, 2002
- B.A., Economics, Marmara University, 2000
- Financial Stress and Short-term Funding Dynamics
- Monetary Policy Implementation
Board of Governors of the Federal Reserve System2015 - present
University of California, San Diego2017
Board of Governors of the Federal Reserve System2011 - 2015
Assistant Professor of Economics
University of New Hampshire2008 - 2011
- Yoldas, Emre, and Zeynep Senyuz (2018). "Financial Stress and Equilibrium Dynamics in Term Interbank Funding Markets," Journal of Financial Stability, vol. 34, pp. 136-149.
- Senyuz, Zeynep, and Manjola Tase (2017). "Overnight Reverse Repurchase (ON RRP) Operations and Uncertainty in the Repo Market," FEDS Notes 2017-10-19. Board of Governors of the Federal Reserve System (U.S.).
- Klee, Elizabeth, Zeynep Senyuz, and Emre Yoldas (2016). "Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets," Finance and Economics Discussion Series 2016-084. Board of Governors of the Federal Reserve System (U.S.).
- Carpenter, Seth B., Selva Demiralp, and Zeynep Senyuz (2016). "Volatility in the Federal Funds Market and Money Market Spreads During the Financial Crisis," Journal of Financial Stability, vol. 25, pp. 225-233.
- 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. Board of Governors of the Federal Reserve System (U.S.).
- 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.
- 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.
ASSA Annual Meeting IBEFA Session, Philadelphia
WFC, Sardinia; European Meeting of the Econometric Society, Lisbon; WFA-CFAR and JFI Conference, St. Louis; ECB Money Markets Workshop, Frankfurt
University of California, Riverside
IFABS Annual Conference, Barcelona; WEAI Conference, Portland
International Workshop on Financial Markets and Nonlinear Dynamics, Paris, France; ISF, Riverside
Federal Reserve Board; American University
SNDE Annual Symposium, NYC; Conference on Advances in Applied Macro-Finance and Forecasting, Istanbul
IFABS Annual Conference, Valencia
SNDE Symposium, Washington D.C.; St. Louis Fed Applied Time Series Econometrics Workshop; Computing in Economics and Finance, San Francisco; SEA, D.C.
The University of Queensland, Brisbane, Australia; Federal Reserve Board
ISF San Diego; Joint Statistical Meetings of the American Statistical Association, Vancouver
University of New Hampshire; Bentley University
SEA Annual Meetings, San Antonio; SNDE Symposium Atlanta
California State University, Sacramento; Pomona College; Bank of Canada
University of California, Riverside, CA
International Symposium on Forecasting (ISF), NYC; Far Eastern Meetings of the Econometric Society, Taipei
NBER-NSF Time Series Conference, Montreal
World Finance Conference
Honorable Mention in the Best Paper Award
University of California, Riverside
Outstanding Teaching Assistant Award
International Institute of Forecasters
Conference Travel Grant
- Economics Letters
- Empirical Economics
- Finance Research Letters
- International Journal of Forecasting
- International Finance
- Journal of Applied Econometrics
- Journal of Banking and Finance
- Journal of Business and Economic Statistics
- Journal of Economic Dynamics and Control
- Journal of Macroeconomics
- Journal of Quantitative Economics
- Macroeconomic Dynamics
- Studies in Nonlinear Dynamics and Econometrics