skip to main navigation skip to secondary navigation skip to content
Board of Governors of the Federal Reserve System
skip to content

TheEconomists

Photo of Emre Yoldas
202-973-7302
emre.yoldas@frb.gov
Education
  • Ph.D., Economics, University of California - Riverside, 2008
  • M.A., Economics, Marmara University, 2002
  • B.A., Finance and Accounting, Marmara University, 2000
  • Current Research Topics

  • Money market dynamics
  • Financial industry risk
    • Principal Economist

      Board of Governors of the Federal Reserve System

    • 2015 - present
    • Economist

      Board of Governors of the Federal Reserve System

    • 2011 - 2015
    • Assistant Professor

      Bentley University

    • 2009 - 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. Washington: Board of Governors of the Federal Reserve System (U.S.).
  • Baglan, Deniz, and Emre Yoldas (2016). "Public Debt and Macroeconomic Activity: A Predictive Analysis for Advanced Economies," Studies in Nonlinear Dynamics & Econometrics, vol. 20, no. 3, pp. 301-324.
  • 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.
  • 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.
  • Baglan, Deniz, and Emre Yoldas (2014). "Non-Linearity in the Inflation-Growth Relationship in Developing Economies: Evidence from a Semiparametric Panel Model," Economics Letters, vol. 125, no. 1, pp. 93-96.
  • 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.
  • Baglan, Deniz, and Emre Yoldas (2013). "Government Debt and Macroeconomic Activity: A Predictive Analysis for Advanced Economies," Finance and Economics Discussion Series 2013-05. Board of Governors of the Federal Reserve System (U.S.).
  • 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.
  • Yoldas, Emre (2012). "Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications," Studies in Nonlinear Dynamics & Econometrics, Vol. 16, no. 5.
  • Gonzalez-Rivera, Gloria, and Emre Yoldas (2012). "Autocontour-Based Evaluation of Multivariate Predictive Densities," International Journal of Forecasting, vol. 28, no. 2, pp. 328-342.
  • 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.
  • Gonzalez-Rivera, Gloria, and Emre Yoldas (2010 ). "Multivariate Autocontours for Specification Testing in Multivariate GARCH Models," in Engle, Robert, F. ed., Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle. Edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson. Advanced Texts in Econometrics. Oxford and New York: Oxford University Press, pp. 213-230.
  • González-Rivera, Gloria, Emre Yoldas, and Tae-Hwy Lee (2007). "Optimality of the Risk Metrics Model," Finance Research Letters, vol. 4, no. 3, pp. 137-145.
  • conference

    July 2016

    NBER Summer Institute (Forecasting and Empirical Methods)

    Financial Stress and Equilibrium Dynamics in Money Markets

  • conference

    June 2016

    International Finance and Banking Society

    Financial Stress and Equilibrium Dynamics in Money Markets

  • conference

    December 2015

    XXIV International Rome Conference on Money Banking and Finance

    Financial Stress and Equilibrium Dynamics in Money Markets

  • conference

    June 2015

    International Symposium on Forecasting

    Banking Industry Risk and Macroeconomic Implications

  • seminar

    May 2015

    Federal Reserve Board

    Financial Stress and Equilibrium Dynamics in Money Markets

  • discussion

    October 2014

    System Committee Meeting on Financial Structure and Regulation Program, Federal Reserve Bank of Dallas

    "Model Risk of Risk Models" by J. Danielson, K. James, M. Valenzuela, and I. Zer

  • conference

    September 2014

    Conference on Advances in Applied Macro-Finance and Forecasting

    Banking Industry Risk and Macroeconomic Implications

  • conference

    June 2014

    International Association for Applied Econometrics Annual Conference

    Banking Industry Risk and Macroeconomic Implications

  • conference

    April 2014

    Annual Symposium of the Society for Nonlinear Dynamics and Econometrics

    Banking Industry Risk and Macroeconomic Implications

  • conference

    October 2012

    FRBSt. Louis Applied Time Series Econometrics Workshop

    Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach

Referee

  • Econometric Reviews
  • Empirical Economics
  • European Economic Review
  • European Journal of Finance
  • International Journal of Forecasting
  • Journal of Applied Econometrics
  • Journal of Business and Economic Statistics
  • Macroeconomic Dynamics
  • Oxford Bulletin of Economics and Statistics
  • Quantitative Finance
  • Studies in Nonlinear Dynamics and Econometrics
Skip stay connected section
Last update: October 24, 2016