Prof. Dr. Christian ConradEconometrics
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
June 2024
- Christian Conrad presented the paper „Long-Term Volatility Shapes the Stock Market's Sensitivity to News“ (joint with Julius Schoelkopf and Nikoleta Tushteva) at the Finance@VU seminar at Vrije Universiteit Amsterdam, June 21, 2024.
- New Working Paper: Christian Conrad and Zeno Enders (2024). „The Limits of the ECB’s Inflation Forecasts.“ AWI Discussion Paper 747.
- Julius Schoelkopf presented the paper "Beyond the Numbers. Professional Forecasters’ Narratives about Inflation and Stock Market Performance” (joint with Christian Conrad, Michael Weber, and Frank Brückbauer) in the seminar of the research group "Pensions and Sustainable Financial Markets” at the Leibniz-Zentrum für Europäische Wirtschaftsforschung (ZEW) in Mannheim on June 5, 2024.
May 2024
- Julius Schoelkopf presented the paper “Long-term volatility shapes the stock market’s sensitivity to news" (joint with Christian Conrad and Nikoleta Tushteva) at the Rimini Centre for Economic Analysis (RCEA) International Conference in Economics, Econometrics, and Finance at Brunel University (London) on May 20, 2024.
- Christian Conrad presented the paper „Long-Term Volatility Shapes the Stock Market's Sensitivity to News“ (joint with Julius Schoelkopf and Nikoleta Tushteva) at the CIREQ-CMP Econometrics Conference in Honor of Eric Ghysels, Montreal, May 10-11, 2024.
April 2024
- We organise a workshop on “Financial Econometrics & Macroeconomic Expectations” at Villa Menzer, Neckargemünd on April 11.
March 2024
- Christian Conrad presented the paper „Long-Term Volatility Shapes the Stock Market's Sensitivity to News“ (joint with Julius Schoelkopf and Nikoleta Tushteva) at the Annual Symposium of the Society for Nonlinear Dynamics and Econometrics, University of Padova, March 22, 2024.
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In the summer term 2024, the Chair of Econometrics offers the following courses:
- Economic and Social Statitics (BA)
- Macroeconometrics (BA)
- Seminar The central banks' inflation forecasts BA)
For more information, follow the “Teaching” link.
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.
