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 Zeynep Senyuz
202-973-7499
zeynep.senyuz@frb.gov
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 Volatility and Business Cycles
  • Measuring Money Market Stress
    • Economist

      Board of Governors of the Federal Reserve System

    • 2011 - present
    • Assistant Professor of Economics

      University of New Hampshire

    • 2008 - 2011
  • 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.
  • 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.).
  • Chauvet, Marcelle, and Zeynep Senyuz (2012). "A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy," Finance and Economics Discussion Series 2012-32. Board of Governors of the Federal Reserve System (U.S.).
  • 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.
  • 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.
  • conference

    2012

    International Finance and Banking Society Annual Conference on Rethinking Banking and Finance: Money, Markets and Models"

  • seminar

    2011

    St. Louis Fed Applied Time Series Econometrics Workshop

  • conference

    2011

    International Conference on Computing in Economics and Finance

  • seminar

    2011

    Federal Reserve Board

  • seminar

    2011

    The University of Queensland

  • conference

    2011

    Society for Nonlinear Dynamics and Econometrics Annual Symposium

  • conference

    2011

    Southern Economic Association Annual Meetings

  • conference

    2010

    Joint Statistical Meetings of the American Statistical Association

  • seminar

    2010

    Bentley University

  • conference

    2009

    Society for Nonlinear Dynamics and Econometrics Annual Symposium

  • seminar

    2009

    University of New Hampshire

  • conference

    2009

    Southern Economic Association Annual Meetings

  • seminar

    2008

    Bank of Canada

  • seminar

    2008

    Pomona College

  • seminar

    2008

    California State University, Sacramento

  • seminar

    2007

    University of California, Riverside

  • conference

    2007

    Far Eastern Meetings of the Econometric Society

  • conference

    2006

    NBER-NSF Time Series Conference

  • conference

    2002

    ERC/METU International Conference in Economics

Awards

  • 2007

    University of California, Riverside

    Outstanding Teaching Assistant Award

  • 2007

    International Institute of Forecasters

    Conference Travel Grant

  • 2007

    Phi Beta Kappa Alumni Association

    Phi Beta Kappa Alumni International Scholarship

  • 2006

    Graduate Student Association of UC Riverside

    Conference Travel Grant

  • 2003

    UC Riverside

    Dean's Fellowship

Referee

  • Macroeconomic Dynamics
  • Empirical Economics
  • Studies in Nonlinear Dynamics and Econometrics
  • Journal of Macroeconomics
  • Economics Letters
  • Journal of Quantitative Economics
Skip stay connected section
Last update: December 9, 2013