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
October 2026
- Christian Conrad presented the paper “Efficient Volatility-Managed Portfolios” (co-authored with Lara Schadwinkel) at the Econometrics Seminar of the Tinbergen Institute, October 9, 2026.
September 2026
- Julius Schoelkopf presented the paper “Beyond the Numbers: Professional Forecasters' Narratives about Inflation and Stock Market Performance” (joint work with Christian Conrad and Michael Weber) at the Becker Friedman Institute for Economics at the University of Chicago, as part of the finance track of the Advances with Field Experiments Conference on September 17.
- Julius Schoelkopf presented his paper “Perceived Shocks and Overreaction in Macroeconomic Forecasts” in the Macro Student Seminar at the Department of Economics at the University of California, Berkeley, on September 15.
July 2026
- Julius Schoelkopf presented his paper “Perceived Shocks and Overreaction in Macroeconomic Forecasts” at the HKMetrics Workshop in Karlsruhe (July 9) and the Bundesbank Summer School in Eltville/Rhine (July 30).
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.
