Zeynep Senyuz : Citation Profile

Federal Reserve Board (Board of Governors of the Federal Reserve System)

8

H index

8

i10 index

215

Citations

RESEARCH PRODUCTION:

11

Articles

21

Papers

RESEARCH ACTIVITY:

   16 years (2009 - 2025). See details.
   Cites by year: 13
   Journals where Zeynep Senyuz has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 9 (4.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pse330
   Updated: 2025-11-22    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Weinbach, Gretchen (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Zeynep Senyuz.

Is cited by:

Gonzalez-Rivera, Gloria (10)

Ferrara, Laurent (7)

Petronevich, Anna (7)

Hoerova, Marie (5)

Eisenschmidt, Jens (4)

Martin, Franck (4)

Leiva-Leon, Danilo (4)

Hecq, Alain (4)

Götz, Thomas (4)

Marsilli, Clément (4)

Smeekes, Stephan (3)

Cites to:

Diebold, Francis (18)

Potter, Simon (14)

Stock, James (11)

Kim, Chang-Jin (11)

Hamilton, James (11)

Bollerslev, Tim (10)

Chauvet, Marcelle (10)

Perron, Pierre (10)

Rudebusch, Glenn (10)

Estrella, Arturo (9)

Piazzesi, Monika (8)

Main data

Where Zeynep Senyuz has published?

Journals with more than one article published# docs
Journal of Financial Stability2

Working Papers Series with more than one paper published# docs
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)9
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)8
MPRA Paper / University Library of Munich, Germany3

Recent works citing Zeynep Senyuz (2025 and 2024)

YearTitle of citing document
2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2025A Bayesian Gaussian Process Dynamic Factor Model. (2025). Pfarrhofer, Michael ; Chernis, Tony ; Hauzenberger, Niko ; Mumtaz, Haroon. In: Papers. RePEc:arx:papers:2509.04928.

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2024Money market rate stabilization systems over the last 20 years: the role of the minimum reserve requirement. (2024). Nobili, Stefano ; Persico, Mattia ; Perazzoli, Filippo ; Mazzetta, Barbara ; Ceccacci, Patrizia. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_046_24.

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2024The fundamental role of the repo market and central clearing. (2024). di Luigi, Cristina ; Perrella, Antonio ; Ruggieri, Alessio. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_048_24.

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2024A tale of two tightenings. (2024). Lu, Yundi ; Valcarcel, Victor J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000988.

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2024Monetary policy pass-through after the LCR. (2024). Tase, Manjola ; Anderson, Alyssa. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005098.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Transportation sector and Chinese stock volatility forecasting: Evidence from freight and passenger traffic. (2024). Zhang, Lili ; Zhong, Juandan. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301334x.

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2024Video apps user engagement and stock market volatility: Evidence from China. (2024). Jixiang, Zhang ; Feng, MA. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005348.

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2024A dealer’s funding liquidity risk and its money market trades in the 2007/08 crisis. (2024). Reitz, Stefan ; Fecht, Falko ; Weber, Patrick. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001220.

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2025Suspensions of payments and their consequences. (2025). Sharma, Padma ; Richardson, G Gary ; Koch, Christoffer ; Chen, Qian. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000208.

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2024Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237.

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2024An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors. (2024). Liu, Yang ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1391-1409.

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2024Monetary policy transmission in segmented markets. (2024). Eisenschmidt, Jens ; Ma, Yiming ; Zhang, Anthony Lee. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782.

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2025Herding effect of both global and local crises in BRICS countries. (2025). Tatomir, Marija ; Hibiki, Norio. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000076.

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2024Great Dilution: The Global Impact of the US Inflation Shock on Sovereign Debt. (2024). Sturzenegger, Federico ; Nair, Gautam. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:3:d:10.1057_s41308-023-00220-z.

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Works by Zeynep Senyuz:

YearTitleTypeCited
2011Autocontours: Dynamic Specification Testing In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article21
2011Autocontours: Dynamic Specification Testing.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2015What does financial volatility tell us about macroeconomic fluctuations? In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article41
2012What does financial volatility tell us about macroeconomic fluctuations?.(2012) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2013What does financial volatility tell us about macroeconomic fluctuations?.(2013) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2011What does financial volatility tell us about macroeconomic fluctuations?.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2014Measuring stress in money markets: A dynamic factor approach In: Economics Letters.
[Full Text][Citation analysis]		article2
2013Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article21
2016Volatility in the federal funds market and money market spreads during the financial crisis In: Journal of Financial Stability.
[Full Text][Citation analysis]		article6
2018Financial stress and equilibrium dynamics in term interbank funding markets In: Journal of Financial Stability.
[Full Text][Citation analysis]		article6
2016A dynamic factor model of the yield curve components as a predictor of the economy In: International Journal of Forecasting.
[Full Text][Citation analysis]		article14
2012A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper6
2015Financial Stress and Equilibrium Dynamics in Money Markets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper3
2016Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper11
2018The Regulatory and Monetary Policy Nexus in the Repo Market In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper12
2020The Fed’s “Ample-Reserves” Approach to Implementing Monetary Policy In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper4
2021Are Repo Markets Fragile? Evidence from September 2019 In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper5
2015Dynamics of Overnight Money Markets: What Has Changed at the Zero Lower Bound? In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2017Overnight Reverse Repurchase (ON RRP) Operations and Uncertainty in the Repo Market In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2020What Happened in Money Markets in September 2019? In: FEDS Notes.
[Full Text][Citation analysis]		paper4
2020Implementing Monetary Policy in an Ample-Reserves Regime: The Basics (Note 1 of 3) In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2020Implementing Monetary Policy in an Ample-Reserves Regime: Maintaining an Ample Quantity of Reserves (Note 2 of 3) In: FEDS Notes.
[Full Text][Citation analysis]		paper2
2020Implementing Monetary Policy in an Ample-Reserves Regime: When in Crisis (Note 3 of 3) In: FEDS Notes.
[Full Text][Citation analysis]		paper2
2022An Analysis of the Interest Rate Risk of the Federal Reserve’s Balance Sheet, Part 1: Background and Historical Perspective In: FEDS Notes.
[Full Text][Citation analysis]		paper2
2022An Analysis of the Interest Rate Risk of the Federal Reserve’s Balance Sheet, Part 2: Projections under Alternative Interest Rate Paths In: FEDS Notes.
[Full Text][Citation analysis]		paper4
2025Market-Based Indicators on the Road to Ample Reserves In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2019Effects of Changing Monetary and Regulatory Policy on Money Markets In: International Journal of Central Banking.
[Full Text][Citation analysis]		article7
2017How Likely is Contagion in Financial Networks? In: Working Papers.
[Full Text][Citation analysis]		paper18
2009A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles In: MPRA Paper.
[Full Text][Citation analysis]		paper10
2010Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market In: MPRA Paper.
[Full Text][Citation analysis]		paper8
2011Factor analysis of permanent and transitory dynamics of the US economy and the stock market.(2011) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 8		article
2014Cyclical Dynamics of the Turkish Economy and the Stock Market In: International Economic Journal.
[Full Text][Citation analysis]		article4

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