Prof. Dr. Christian Conrad Econometrics
Research at the Chair of Econometrics focuses on developing econometric methods for applications in macroeconomics and finance.
Specifically, the research focuses on measuring, modeling, and forecasting financial market risks, the interaction between macroeconomic developments and financial markets, and the expectation formation of professional forecasters and households. We offer introductory courses on econometrics and data science and advanced courses in macroeconometrics and financial econometrics.
News
January 2025
- New publication: Conrad, C., and R.F. Engle (2025). “Modelling volatility cycles: The MF2-GARCH model.” Journal of Applied Econometrics, accepted for publication.
- For the summer term 2025, the Chair of Econometrics seeks to fill the following positions:
December 2024
- The Alfred-Weber Institute at Heidelberg University invites applications for a Postdoc position in Financial or Macro Econometrics. The position is available from April 2025 onward. We invite applications from candidates with a research focus on Financial Econometrics, Forecasting, Macro Econometrics, Time Series Econometrics, or Econometric Theory. Deadline for applications: January 15, 2025.
HKMetrics
HKMetrics ist eine gemeinsame Initiative von Prof. Dr. Christian Conrad (Universität Heidelberg), Prof Dr. Melanie Schienle (KIT) und Prof. Dr. Carsten Trenkler (Universität Mannheim) und besteht aus einem gemeinsamen Forschungsseminar in Ökonometrie und einem Doktoranden-Workshop, der einmal im Semester stattfindet. Weitere Informationen finden Sie auf der HKMetrics Website.
