Research GroupMacroeconomics & Financial Econometrics
The research group Macro & Financial Econometrics conducts research and offers courses on dynamic developments of macroeconomic and financial variables.
It develops and uses econometric, theoretical, and experimental methods to discover and explain empirical patterns. Main research areas include the analysis of the expectation formation of economic agents, the evaluation and design of forecasts, as well as questions regarding international economics.
Activities
The Macroeconomics and Financial Econometrics group focuses on theoretical and empirical work, particularly on expectation formation, financial market risks, and international, financial, and monetary economics. Their research has been published in highly regarded economics journals, such as The Economic Journal, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of the European Economic Association, Journal of International Economics, Journal of Monetary Economics, and The Review of Economics and Statistics. Members of the group also contribute to the public debate through publications in newspapers, such as the Frankfurter Allgemeine Zeitung. In addition, the group organizes several scientific conferences, including the HeiTüHo Workshop on International Financial Markets, the HKMetrics Workshop, and the Behavioral Macroeconomics Workshop. The group also invites industry practitioners to speak to students who are interested in learning about applied work in Macroeconomics and Financial Econometrics.
Members
Seminars
HKMetrics Seminar
The HKMetrics Seminar is a cooperation between econometricians and statisticians from Heidelberg University, the KIT, and the University of Mannheim. The seminar is jointly organized by Christian Conrad (Heidelberg University), Melanie Schienle (KIT) and Carsten Trenkler (University of Mannheim).
