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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

  • Banking industry risk
  • Money market dynamics
    • Economist

      Board of Governors of the Federal Reserve System

    • 2011 - present
    • Assistant Professor

      Bentley University

    • 2009 - 2011
  • 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.
  • Baglan, Deniz, and Emre Yoldas (2014). "Non-Linearity in the Inflation-Growth Relationship in Developing Economies: Evidence from a Semiparametric Panel Model," Finance and Economics Discussion Series 2014-51. Board of Governors of the Federal Reserve System (U.S.).
  • 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.
  • Chauvet, Marcelle, Zeynep Senyuz, and Emre Yoldas (2013). "What does Financial Volatility Tell Us about Macroeconomic Fluctuations?" Finance and Economics Discussion Series 2013-61. 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, 22, pp. 16-29.
  • 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.).
  • 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.
  • González-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.
  • discussion

    October 2014

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

    Discussion of "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

  • conference

    June 2011

    International Conference on Computing in Economics and Finance

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

  • conference

    March 2011

    Annual Symposium of the Society for Nonlinear Dynamics and Econometrics

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

  • seminar

    February 2011

    University of Queensland

    What Does Financial Volatility Tell Us about Macroeconomic Fluctuations?

  • conference

    October 2010

    Conference on Real-Time Data Analysis, Methods, and Applications (Federal Reserve Bank of Philadelphia)

    What Does Financial Volatility Tell Us about Macroeconomic Fluctuations?

  • conference

    August 2010

    Joint Statistical Meetings

    Autocontour-based Evaluation of Multivariate Predictive Densities

  • conference

    June 2010

    International Symposium on Forecasting

    Autocontour-based Evaluation of Multivariate Predictive Densities

  • seminar

    August 2009

    Sabanci University

    Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications

Awards

  • 2008

    SNDE

    James B. Ramsey Prize

  • 2008

    University of California - Riverside

    Outstanding Teaching Assistant Award

  • 2008

    IIF

    Forecasting Research Grant

Referee

  • Econometric Reviews
  • Empirical Economics
  • Europan Economic Review
  • International Journal of Forecasting
  • Journal of Applied Econometrics
  • Macroeconomic Dynamics
  • Oxford Bulletin of Economics and Statistics
  • Studies in Nonlinear Dynamics and Econometrics
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Last update: December 8, 2014