Meet the Economists
Zeynep Senyuz
[email protected]
Education
- Ph.D., Economics, University of California - Riverside, 2008
- M.A., Economics, Marmara University, 2002
- B.A., Economics, Marmara University, 2000
- Monetary Policy Implementation
- Financial Stress and Short-term Funding Dynamics
Deputy Associate Director
Board of Governors of the Federal Reserve System
2021 - presentAssistant Director
Board of Governors of the Federal Reserve System
2018 - 2021Visiting Scholar
University of California, San Diego
2017Principal Economist
Board of Governors of the Federal Reserve System
2015 - 2018Economist
Board of Governors of the Federal Reserve System
2011 - 2015Assistant Professor of Economics
University of New Hampshire
2008 - 2011
- How Has Monetary and Regulatory Policy Affected Trading Relationships in the U.S. Repo Market?
Sriya Anbil and Zeynep Senyuz
International Journal of Central Banking (Forthcoming) - An Analysis of the Interest Rate Risk of the Federal Reserve’s Balance Sheet, Part 2: Projections under Alternative Interest Rate Paths
Alyssa Anderson, Philippa Marks, Dave Na, Bernd Schlusche, and Zeynep Senyuz
FEDS Notes (2022)
https://doi.org/10.17016/2380-7172.3174 - An Analysis of the Interest Rate Risk of the Federal Reserve’s Balance Sheet, Part 1: Background and Historical Perspective
Alyssa Anderson, Dave Na, Bernd Schlusche, and Zeynep Senyuz
FEDS Notes (2022)
https://doi.org/10.17016/2380-7172.3173 - Are Repo Markets Fragile? Evidence from September 2019
Sriya Anbil, Alyssa Anderson, and Zeynep Senyuz
Finance and Economics Discussion Series (2021)
https://doi.org/10.17016/FEDS.2021.028 - Implementing Monetary Policy in an "Ample-Reserves" Regime: When in Crisis (Note 3 of 3)
Jane Ihrig, Zeynep Senyuz, and Gretchen C. Weinbach
FEDS Notes (2020)
https://doi.org/10.17016/2380-7172.2744 - Implementing Monetary Policy in an "Ample-Reserves" Regime: Maintaining an Ample Quantity of Reserves (Note 2 of 3)
Jane Ihrig, Zeynep Senyuz, and Gretchen C. Weinbach
FEDS Notes (2020)
https://doi.org/10.17016/2380-7172.2553 - Implementing Monetary Policy in an "Ample-Reserves" Regime: The Basics (Note 1 of 3)
Jane Ihrig, Zeynep Senyuz, and Gretchen C. Weinbach
FEDS Notes (2020)
https://doi.org/10.17016/2380-7172.2552 - What Happened in Money Markets in September 2019?
Sriya Anbil, Alyssa Anderson, and Zeynep Senyuz
FEDS Notes (2020)
https://doi.org/10.17016/2380-7172.2527 - The Fed’s “Ample-Reserves” Approach to Implementing Monetary Policy
Jane Ihrig, Zeynep Senyuz, and Gretchen C. Weinbach
Finance and Economics Discussion Series (2020)
https://doi.org/10.17016/FEDS.2020.022 - Effects of Changing Monetary and Regulatory Policy on Money Markets
Elizabeth Klee, Zeynep Senyuz, and Emre Yoldas
International Journal of Central Banking (2019)
See also » FRB Working Paper (2016) - The Regulatory and Monetary Policy Nexus in the Repo Market
Sriya Anbil and Zeynep Senyuz
Finance and Economics Discussion Series (2018)
https://doi.org/10.17016/FEDS.2018.027 - Financial Stress and Equilibrium Dynamics in Term Interbank Funding Markets
Emre Yoldas and Zeynep Senyuz
Journal of Financial Stability (2018)
https://doi.org/10.1016/j.jfs.2018.01.002 - Overnight Reverse Repurchase (ON RRP) Operations and Uncertainty in the Repo Market
Zeynep Senyuz and Manjola Tase
FEDS Notes (2017)
https://doi.org/10.17016/2380-7172.2069 - Volatility in the Federal Funds Market and Money Market Spreads During the Financial Crisis
Seth B. Carpenter, Selva Demiralp, and Zeynep Senyuz
Journal of Financial Stability (2016)
https://doi.org/10.1016/j.jfs.2016.01.004 - A Dynamic Factor Model of the Yield Curve Components as a Predictor of the Economy
Marcelle Chauvet and Zeynep Senyuz
International Journal of Forecasting (2016)
https://doi.org/10.1016/j.ijforecast.2015.05.007
See also » FRB Working Paper (2012) - Dynamics of Overnight Money Markets: What Has Changed at the Zero Lower Bound?
Elizabeth Klee, Zeynep Senyuz, and Emre Yoldas
FEDS Notes (2015)
https://doi.org/10.17016/2380-7172.1676 - What Does Financial Volatility Tell Us About Macroeconomic Fluctuations?
Zeynep Senyuz, Emre Yoldas, and Marcelle Chauvet
Journal of Economic Dynamics & Control (2015)
https://doi.org/10.1016/j.jedc.2015.01.002
See also » FRB Working Paper (2012) - Measuring Stress in Money Markets: A Dynamic Factor Approach
Seth Carpenter, Selva Demiralp, Bernd Schlusche, and Zeynep Senyuz
Economics Letters (2014)
https://doi.org/10.1016/j.econlet.2014.08.017 - Cyclical Dynamics of the Turkish Economy and the Stock Market
Zeynep Senyuz, Emre Yoldas, and I. Onur Baycan
International Economic Journal (2014)
https://doi.org/10.1080/10168737.2013.825307 - Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach
Ozgur Akay, Zeynep Senyuz, and Emre Yoldas
Journal of Empirical Finance (2013)
https://doi.org/10.1016/j.jempfin.2013.02.005 - Factor Analysis of Permanent and Transitory Dynamics of the US Economy and the Stock Market
Zeynep Senyuz
Journal of Applied Econometrics (2011)
https://doi.org/10.1002/jae.1193 - Autocontours: Dynamic Specification Testing
Gloria Gonzalez-Rivera, Zeynep Senyuz, and Emre Yoldas
Journal of Business & Economic Statistics (2011)
https://doi.org/10.1198/jbes.2010.08144
conference
2018ASSA Annual Meeting, IBEFA, Philadelphia
conference
2017World Finance Conference, Sardinia; Econometric Society, Lisbon; WFA-CFAR and JFI Conf., St. Louis; ECB Money Markets Workshop, Frankfurt
seminar
2017University of California, Riverside
conference
2016IFABS Annual Conference, Barcelona; WEAI Conference, Portland
conference
2015International Workshop on Financial Markets and Nonlinear Dynamics, Paris, France; ISF, Riverside
seminar
2014Federal Reserve Board; American University
conference
2014SNDE Annual Symposium, NYC; Conference on Advances in Applied Macro-Finance and Forecasting, Istanbul
conference
2012IFABS Annual Conference, Valencia
conference
2011SNDE Symposium, Washington D.C.; St. Louis Fed Applied Time Series Econometrics Workshop; Computing in Economics and Finance, San Francisco; SEA, D.C.
seminar
2011The University of Queensland, Brisbane, Australia; Federal Reserve Board
conference
2010ISF San Diego; Joint Statistical Meetings of the American Statistical Association, Vancouver
seminar
2010University of New Hampshire; Bentley University
conference
2009SEA Annual Meetings, San Antonio; SNDE Symposium Atlanta
seminar
2008California State University, Sacramento; Pomona College; Bank of Canada
conference
2007International Symposium on Forecasting (ISF), NYC; Far Eastern Meetings of the Econometric Society, Taipei
conference
2006NBER-NSF Time Series Conference, Montreal
Awards
- 2018
Monetary Affairs, Federal Reserve Board
Division Director's Award
- 2017
World Finance Conference
Honorable Mention in the Best Paper Award
- 2007
University of California, Riverside
Outstanding Teaching Assistant Award
- 2007
International Institute of Forecasters
Conference Travel Grant
Referee
- 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