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
November 2025
- New Publication: Conrad, C., J. Schoelkopf, and N. Tushteva (2025). "Long-Term Volatility Shapes the Stock Market's Sensitivity to News.“ Journal of Econometrics, forthcoming.
- Christian Conrad presented the paper „Long-Term Volatility Shapes the Stock Market's Sensitivity to News“ (joint with Julius Schoelkopf and Nikoleta Tushteva) in the Banking & Finance Seminar at King’s College, London, on November 12, 2025.
October 2025
- Julius Schoelkopf presented the paper "Beyond the Numbers. Professional Forecasters’ Narratives about Inflation and Stock Market Performance” (joint work with Christian Conrad, Michael Weber, and Frank Brückbauer) at the „15th ifo Conference on Macroeconomics and Survey Data“ at the ifo institute in Munich, on October 17.
September 2025
- Julius Schoelkopf presented the paper "Beyond the Numbers. Professional Forecasters’ Narratives about Inflation and Stock Market Performance” (joint work with Christian Conrad, Michael Weber, and Frank Brückbauer) at the Workshop "Workshop on Heterogeneous Macro Expectations – New Evidence and Theory” (organized by Jonas Dovern) at FAU Nürnberg, on September 11.
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.
