Meet the Economists
- Ph.D., Economics, University of California - Riverside, 2008
- M.A., Economics, Marmara University, 2002
- B.A., Economics, Marmara University, 2000
- Financial Volatility and Business Cycles
- Modeling Time-variation in Money Markets
Board of Governors of the Federal Reserve System2015 - present
Board of Governors of the Federal Reserve System2011 - 2015
Assistant Professor of Economics
University of New Hampshire2008 - 2011
- 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. 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.
- 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.
Western Economic Association International (WEAI) Conference, Portland, OR
International Finance and Banking Society (IFABS) Annual Conference, Barcelona, Spain
Annual International Symposium on Forecasting (ISF), Riverside, CA
International Workshop on Financial Markets and Nonlinear Dynamics, Paris, France
American University, Washington D.C.
Conference on Advances in Applied Macro-Finance and Forecasting, Istanbul, Turkey
Federal Reserve Board
Society for Nonlinear Dynamics and Econometrics (SNDE) Annual Symposium, New York City
International Finance and Banking Society (IFABS) Annual Conference, Valencia, Spain
Southern Economic Association Annual Meetings, Washington D.C.
International Conference on Computing in Economics and Finance, San Francisco, CA
St. Louis Fed Applied Time Series Econometrics Workshop
Society for Nonlinear Dynamics and Econometrics (SNDE) Annual Symposium, Washington D.C.
Federal Reserve Board
The University of Queensland, Brisbane, Australia
Joint Statistical Meetings of the American Statistical Association, Vancouver, Canada
Annual International Symposium on Forecasting (ISF), San Diego, CA
Bentley University, Waltham, MA
Society for Nonlinear Dynamics and Econometrics (SNDE) Annual Symposium, Atlanta, GA
University of New Hampshire, Durham, NH
Southern Economic Association (SEA) Annual Meetings, San Antonio, TX
Bank of Canada, Ottawa, Canada
Pomona College, Claremont, CA
California State University, Sacramento, CA
University of California, Riverside, CA
Far Eastern Meetings of the Econometric Society, Taipei, Taiwan
Annual International Symposium on Forecasting (ISF), New York City
NBER-NSF Time Series Conference, Montreal, Canada
ERC/METU International Conference in Economics, Ankara, Turkey
University of California, Riverside
Outstanding Teaching Assistant Award
International Institute of Forecasters
Conference Travel Grant
- Economics Letters
- Empirical Economics
- International Journal of Forecasting
- International Finance
- Journal of Applied Econometrics
- Journal of Banking and Finance
- Journal of Economic Dynamics and Control
- Journal of Macroeconomics
- Journal of Quantitative Economics
- Macroeconomic Dynamics
- Studies in Nonlinear Dynamics and Econometrics