Photo of Zeynep Senyuz

Zeynep Senyuz

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 Stress and Short-term Funding Dynamics
  • Monetary Policy Implementation
  • Principal Economist

    Board of Governors of the Federal Reserve System

    2015 - present
  • Visiting Scholar

    University of California, San Diego

    2017
  • Economist

    Board of Governors of the Federal Reserve System

    2011 - 2015
  • Assistant Professor of Economics

    University of New Hampshire

    2008 - 2011
  • Anbil, Sriya, and Zeynep Senyuz (2018). "The Regulatory and Monetary Policy Nexus in the Repo Market," Finance and Economics Discussion Series 2018-027. Board of Governors of the Federal Reserve System (U.S.).
  • 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.
  • conference

    2018

    ASSA Annual Meeting, IBEFA, Philadelphia

  • conference

    2017

    World Finance Conference, Sardinia; Econometric Society, Lisbon; WFA-CFAR and JFI Conf., St. Louis; ECB Money Markets Workshop, Frankfurt

  • seminar

    2017

    University of California, Riverside

  • conference

    2016

    IFABS Annual Conference, Barcelona; WEAI Conference, Portland

  • conference

    2015

    International Workshop on Financial Markets and Nonlinear Dynamics, Paris, France; ISF, Riverside

  • seminar

    2014

    Federal Reserve Board; American University

  • conference

    2014

    SNDE Annual Symposium, NYC; Conference on Advances in Applied Macro-Finance and Forecasting, Istanbul

  • conference

    2012

    IFABS Annual Conference, Valencia

  • conference

    2011

    SNDE Symposium, Washington D.C.; St. Louis Fed Applied Time Series Econometrics Workshop; Computing in Economics and Finance, San Francisco; SEA, D.C.

  • seminar

    2011

    The University of Queensland, Brisbane, Australia; Federal Reserve Board

  • conference

    2010

    ISF San Diego; Joint Statistical Meetings of the American Statistical Association, Vancouver

  • seminar

    2010

    University of New Hampshire; Bentley University

  • conference

    2009

    SEA Annual Meetings, San Antonio; SNDE Symposium Atlanta

  • seminar

    2008

    California State University, Sacramento; Pomona College; Bank of Canada

  • conference

    2007

    International Symposium on Forecasting (ISF), NYC; Far Eastern Meetings of the Econometric Society, Taipei

  • conference

    2006

    NBER-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
Last update: April 23, 2018