Robert joined Newcastle University Business School in January 2009 having completed his PhD in the area of Applied Econometrics at the University of Manchester.
External Economics Seminar Co-ordinator
School Academic Library Representative
UG Economics Admissions Tutor
BA(Hons), PGDip, MSc, PhD
Tutor for undergraduate and postgraduate Economics and Econometrics modules at the University of Manchester.
Robert's primary research interest concerns the econometric modelling of US consumer inflation expectations as measured by the Survey of Consumer Attitudes and Behavior, administered by Survey Research Centre (SRC) at the University of Michigan. As a consequence of this analysis, his research interests extend to (economic) learning and robust inference methods for time-series survey data.
More recently, Robert has been involved with joint work on the analysis of UK retail interest rates. As such, his interests now extend to measuring and quantifying performance (over time) of both financial products and institutions, and, more generally, the UK financial market.
Gauss and, to a lesser extent, SAS programming proficiency.
Robert is currently working towards publication of his PhD research and further developing joint work on UK financial product and institution performance.
Joint works with Prof. Denise Osborn (Manchester) and Dr. Ralf Becker (Manchester) are currently available as working papers:
Joint work conducted with Prof. Robert Hudson (Newcastle) and Dr. John Ashton (Bangor) concerns decision avoidance and deposit interest rate setting. This involves the use of a large dataset of UK deposit interest rates, with an early version of this work being presented at the BAA 2010 Conference in Cardiff.
Understanding the role of news and modelling the impact this has on the volatility of inflation forecasts. Also, in terms of the UK financial market, further analysis of the interest rate data.
Robert currently supervises Masters dissertation students on economics related programmes in areas concerning the Efficient Market Hypothesis, stock market volatility models (GARCH) and inflation expectations.
Referee for International Journal of Forecasting
University of Manchester Conference on Structural Breaks and Monetary Policy, 8-9 September 2011
Federal Reserve Bank of New York Conference on Consumer Inflation Expectations, 18-19 November 2010
Wolpertinger Association of University Teachers of Banking and Finance' Conference, Bangor 8-12 September, 2010
Money Macro and Finance (MMF) Research Group 42nd Annual Conference, Cyprus, 1-3 September 2010
British Accounting and Finance Association 46th Annual Conference, 30 March - 1 April 2010
Models of Expectation Formation and the Role of the News Media for Information Transmission, University of Hamburg, 14-15 June 2012
Deeya Sewraj "Examining Co-movements in International Stock Markets and Sovereign Credit Default Swaps" (current student, jointly supervised with Bartosz Gebka)