Christian Conrad

Prof. Christian Conrad is a Professor of Econometrics at the Department of Economics, Heidelberg University. He also serves as a member of the HEiKA Strategic Board, Steering Board Member of the HKMetrics Network, and holds affiliations with institutions like the Centre for European Economic Research (ZEW) and the Rimini Centre for Economic Analysis. His research focuses on Expectation Formation, Financial Econometrics, and Volatility Modeling, with notable contributions to understanding inflation dynamics, financial risk, and macroeconomic uncertainty.

Education:

• PhD in Economics (Dr. rer. pol.), University of Mannheim (2002–2006)
• MSc in Econometrics and Economics, University of York (2000–2001)
• Diplom-Volkswirt (Economics Degree), Heidelberg University (1997–2002)

Research Interests:

Prof. Conrad’s work spans Expectation Formation, Financial Econometrics, and Macroeconometrics. He develops advanced methodologies like the MF2-GARCH model to analyze volatility cycles and explores how household information and experience influence inflation expectations. His research also addresses cryptocurrency volatility, political communication impacts on markets, and the link between inflation uncertainty and macroeconomic performance.

Key Contributions:

His articles include seminal works on GARCH model extensions, volatility forecasting techniques, and the role of uncertainty in financial markets. Recent studies include analyzing ECB inflation projections and their implications for policy credibility.

Awards & Affiliations:

• Senior Fellow, Rimini Centre for Economic Analysis (2020–present)
• External Fellow, Center for European Studies (2019–present)
• Associated Research Professor, KOF Swiss Economic Institute (2011–present)

Labs & Teams:

He leads the Research Group on Macroeconomics & Financial Econometrics at Heidelberg University, focusing on empirical economic research and policy-relevant studies in financial markets and macroeconomic dynamics.