Dr Robert Anderson
Lecturer in Economics

  • Email: robert.anderson@ncl.ac.uk
  • Telephone: +44 (0) 191 208 1667
  • Address: Newcastle University Business School
    5 Barrack Road
    Newcastle upon Tyne
    NE1 4SE

Introduction

Robert joined Newcastle University Business School in January 2009 having completed his PhD in the area of Applied Econometrics at the University of Manchester.

Current Roles and Responsibilities 

School Academic Library Representative

UG Economics Admissions Tutor 

Qualifications

BA(Hons), PGDip, MSc, PhD

Previous Positions

External Economics Seminar Co-ordinator

Tutor for undergraduate and postgraduate Economics and Econometrics modules at the University of Manchester.

 

Research Interests

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.

Other Expertise

Gauss and, to a lesser extent, SAS programming proficiency.

Current Work

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:

On-going work with Prof. Robert Hudson (Hull) and Dr. John Ashton (Bangor) involves the use of a large dataset of UK deposit interest rates to examine retail interest rate setting. The first part of this project has now been published - see the Publications tab for further details.

Future Research

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.

Postgraduate Supervision

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.

Esteem Indicators 

Referee for International Journal of Forecasting

 

Conferences:

Money Macro and Finance (MMF) Research Group 46th Annual Conference, Durham, 17-19 September 2014 

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 

 

Workshops:

Models of Expectation Formation and the Role of the News Media for Information Transmission, University of Hamburg, 14-15 June 2012

 

Doctoral Supervision 

Deeya Sewraj "Examining Co-movements in International Stock Markets and Sovereign Credit Default Swaps" (current student, jointly supervised with Bartosz Gebka)  

 

Keywords

Econometrics
Time-series
Robust Inference
SRC
HAC
Newey-West
Individual heterogeneity
Inflation forecasts
Survey data