Newcastle University

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.

Qualifications

BA(Hons), PGDip, MSc, PhD

Previous Positions

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:

• Heterogeneity in Consumers Learning about Inflation
• Heteroskedasticity and Autocorrelation Robust Inference for a System of Regression Equations

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.

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.

Keywords

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

Undergraduate Teaching

ECO1010: Mathematics for Economics

Postgraduate Teaching

NBS8257: Empirical Techniques in Research