Chauvet, Marcelle and Senyuz, Zeynep (2008): A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles. Unpublished.
Senyuz, Zeynep (2009): Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market. Forthcoming in: Journal of Applied Econometrics No. Forthcoming
Chauvet, Marcelle; Senyuz, Zeynep and Yoldas, Emre (2010): What does financial volatility tell us about macroeconomic fluctuations? Unpublished.
