Econometrics Julius Schölkopf, M.Sc.
Doktorand
Tel. +49 6221 - 54 2935
E-Mail: julius.schoelkopf@awi.uni-heidelberg.de
Raum: 00.006
Sprechstunde: Mittwoch 10:30 bis 11:30 Uhr nach Vereinbarung per E-Mail
Julius’s research focuses on Macroeconometrics and Financial Econometrics. He applies time-series methods to business cycles, monetary policy, and financial analyses, additionally utilizing micro-level data to address macroeconomic questions - particularly how professional forecasters form their expectations. His work has been presented at conferences and featured by major German media outlets such as FAZ, Tagesschau, and Wirtschaftswoche. Julius received a Master of Science in Economics (with honors) from the University of Mannheim, spent a semester abroad at the University of Zurich (UZH), and gained work experience as an Intern in the quantitative risk analysis group of the banking supervision division of the Bundesbank.
Research Interests
Macroeconometrics and Financial Econometrics, especially applying time series methods for business cycle, monetary policy, and financial markets analysis, Macroeconomic Expectations.
Education
- since 2022 PhD student in Economics, University of Heidelberg
- 2022-2023 First-year PhD courses at the Graduate School of Economics (GESS), University of Mannheim
- 2019-2022 Master of Science in Economics (with distinction), University of Mannheim
- 2020-2021 Visiting Student, Economics Program, University of Zurich (Switzerland)
- 2016-2019 Bachelor of Science in Economics, University of Heidelberg
WORKING PAPERS
- Long-Term Volatility Shapes the Stock Market’s Sensitivity to News (with Christian Conrad and Nikoleta Tushteva), November 2023, Available at SSRN:
Work in Progress
- Beyond the Numbers: Professional Forecasters’ Narratives about Inflation and Stock Market Performance (with Christian Conrad, Michael Weber, and Frank Brückbauer)
Policy Briefs
- How much do financial analysts disagree on the ECB’s future interest rate path? (with Alexander Glas), ZEW Policy Brief 2024-12.
- Impact of the US Presidential Race on the German Economy: Insights from Professional Forecasters (with Alexander Glas and Lora Pavlova), SUERF Policy Brief No. 1010
Conferences and Seminar Talks
2025
- 7th Joint Statistical Meeting of the Deutsche Arbeitsgemeinschaft Statistik (DAGStat), Humboldt-Universität zu Berlin (Germany, March) – scheduled
2024
- ZEW Financial Market Survey Workshop, Leibniz Centre for European Economic Research, Mannheim (Germany, September 2024)
- 11 th HKMetrics Research Network Workshop, Heidelberg University (Germany, July 2024)
- Monetary and Capital Markets Policy Forum, International Monetary Fund (IMF, July)
- Departmental Seminar, Department of Economics, Heidelberg University (Germany, July 2024)
- 6 th Behavioral Macroeconomics Workshop – Heterogeneity and Expectations in Macroeconomics and Finance (organized by IMK, Uni Heidelberg, Uni Bamberg, and the Australian National University, July 2024)
- Leibniz Centre for European Economic Research, Seminar, Mannheim (Germany, June 2024)
-
Rimini Centre for Economic Analysis (RCEA) International Conference on Economics, Econometrics and Finance, Brunel University London (UK, May 2024)
2023
- 4th HeiTüHo Workshop on International Financial Markets, Tübingen (Germany, December 2023)
- HKMetrics Workshop on Economic and Financial Forecasting, Karlsruhe Institute of Technology (Germany, December 2023)
- German Economic Association (Verein für Socialpolitik e.V.) Jahrestagung at the University of Regensburg (Germany, September 2023)
- Econometric Society, European Summer Meeting at the Barcelona School of Economics (Spain, August 2023)
- 10th HKMetrics Research Network Workshop, Karlsruhe Institute of Technology (Germany, July 2023)
- Society of Financial Econometrics (SoFiE) European Summer School at the National Bank of Belgium, Brussels (Belgium, June 2023)
- International Conference for Quantitative Finance and Financial Econometrics (QFFE) at the Aix-Marseille School of Economics (France, June 2023)
- Financial Econometrics Workshop, Heidelberg University (Germany, June 2023)
- Departmental Seminar, Department of Economics, Heidelberg University (Germany, February 2023)
Summer Schools
2024
- EABCN Training School Empirical Methods for Business-Cycle Analysis (with Christian K. Wolf, hosted by Mannheim University, 2024)
2023
- Society of Financial Econometrics (SoFiE) European Summer School (Monetary Policy and the Yield Curve with Glen Rudebusch und Michael Bauer)
2022
- EABCN Training School (Subjective Inflation Expectations with Michael Weber and Franceso D’Acunto)
- EABCN Training School (High Frequency Analysis, News, Surprises and Shocks with Refet Gürkaynak)
2021
- Barcelona Graduate School of Economics, Barcelona, (Spain). Macroeconometrics. High-Dimensional Time Series
Teaching
- Household Expectations (Seminar, jointly with Christian Conrad and Manuel Schick, Summer 2023)
- Inflation Projections and Monetary Policy (Seminar, jointly with Zeno Enders and Sarah Arndt, University of Heidelberg, Winter 2022)
- Volatility (Seminar, jointly with Christian Conrad and Manuel Schick, Winter 2024)
- Economic and Social Statistics (Empirical Methods), Tutorial, University of Heidelberg (Bachelor, Summer 2022 - 2024)
- Advanced Macroeconomics, Tutorial, University of Heidelberg (Master, Winter 2024)
- Economic Policy, Tutorial, University of Heidelberg (Bachelor, Summer 2022 - 2025)
- Introduction to Econometrics, Tutorial, University of Mannheim (Bachelor, Summer 2020)
- Economic and Social Statistics (Empirical Methods), Stata Tutorial, University of Heidelberg (Bachelor, Summer 2019)
- Key Competencies for an Effective Study, Lecturer, University of Heidelberg (Bachelor, Winter 2018)
