Newcastle University Business School

Staff Profile

Dr Robert Anderson

Lecturer in Economics

Background

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 

Academic International Recruitment Regional Champion - China and Hong Kong

Undergraduate Economics Admissions Selector

School Academic Library Representative


Qualifications

BA(Hons), PGDip, MSc, PhD

Fellowship of the Higher Education Academy


Previous Positions

Degree Programme Director for BSc Economics and Finance (L161)

External Economics Seminar Co-ordinator

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


Bibliographic Details (click to follow links)

Google Scholar 

ORCID 

Research Gate

ResearcherID

Research

Research Interests

As part of his PhD, Robert investigated 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.

Since joining Newcastle, Robert has been undertaking 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.

Global financial markets, in terms of both contagion of financial shocks, and in terms of the role of investor sentiment, are the most recent strands of Robert's research interests.


Current Work

In the area of consumer inflation expectations, joint works with Professor Denise Osborn (Manchester) and Dr Ralf Becker (Manchester) are currently available as working papers:

In the area of UK retail interest rates, joint work with Professor Robert Hudson (University of Hull) and Professor John Ashton (Bangor University) has recently been published in the Journal of Financial Markets Regulation and Compliance (see the publications tab for more details). Further work using our large dataset of UK deposit interest rates to examine retail interest rate setting is available as a working paper:


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 retail interest rates, market, further analysis of the interest rate data.


Other Expertise

Gauss and, to a lesser extent, SAS programming proficiency. User of Stata, EViews, SPSS and Access.


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:

Referee for Oxford Bulletin of Economics and Statistics 

Referee for International Journal of Forecasting

Referee for the Review of Behavioral Finance 

Guest Editor for a special issue of the Journal of Financial Regulation and Compliance


Conferences:

INFINITI Conference on International Finance, Glasgow, 9-11 June 2019

Western Economic Association International (WEAI) 15th International Conference, Tokyo, Japan, 21-24 March 2019

British Accounting and Finance Association (BAFA) Annual Conference of the Northern Area Group, Bangor, 14-15 September 2017

1st International Conference on Econometrics and Statistics (EcoSta 2017), Hong Kong, 15-17 June 2017

International Finance and Banking Society (IFABS) 7th International Conference, Hangzhou, China, 27-29 June 2015

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 (BAFA) 46th Annual Conference, Cardiff, 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 "Tests for Identifying Financial Contagion: New Theoretical Approaches and Empirical Evidence" (completed 2018, jointly supervised with Bartosz Gebka). Currently a Lecturer in Accounting & Finance at Newcastle University.

Sze Nie Ung "The Consistency Effect of Investor Sentiment and Sentiment Impact on Future Stock Returns and Volatility" (current student, jointly supervised with Bartosz Gebka

 

Keywords

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

Publications

  • Sewraj D, Gebka B, Anderson RDJ. Day-of-the-Week Effects in Financial Contagion. Finance Research Letters 2019, 28, 221-226.
  • Sewraj D, Gebka B, Anderson RDJ. Identifying Contagion: A Unifying Approach. Journal of International Financial Markets, Institutions and Money 2018, 55, 224-240.
  • Ashton JK, Hudson RS, Anderson RDJ, Yi G. Do pricing points help explain rigidities in the setting of retail interest rates?. In: British Accounting and Finance Association Annual Conference of the Northern Area Group. 2017, Bangor Business School, Bangor University, Bangor, Gwynedd.
  • Anderson RDJ, Becker R, Osborn DR. Heteroskedasticity and Autocorrelation Robust Inference for a System of Regression Equations. In: EcoSta 2017: 1st International Conference on Econometrics and Statistics. 2017, Hong Kong University of Science and Technology: CMStatistics.
  • Anderson RDJ, Ashton JK, Hudson RS, Yi G. Do pricing points help explain rigidities in the setting of retail interest rates?. In: International Finance and Banking Society 7th International Conference. 2015, Zhejiang University, Hangzhou, China: International Finance and Banking Society.
  • Anderson RDJ, Ashton JK, Hudson RS. The influence of product age on pricing decisions: An examination of bank deposit interest rate setting. Journal of International Financial Markets, Institutions and Money 2014, 31, 216-230.
  • Anderson RDJ, Becker R, Osborn DR. What Influences Consumer Inflation Expectations?. In: Money Macro and Finance Research Group 46th Annual Conference. 2014, Durham University Business School: The Money Macro and Finance Research Group.
  • Anderson RDJ, Ashton JK, Hudson RS. The Influence of Product Age on Pricing Decisions: An examination of bank deposit interest rate setting. Centre for Responsible Banking and Finance Working Papers 2013, 1-34.
  • Anderson RDJ, Becker R, Osborn DR. Evidence on US Consumer Inflation Forecasting Processes. In: Models of Expectation Formation and the Role of the News Media for Information Transmission. 2012, University of Hamburg.
  • Anderson RDJ, Osborn DR, Becker R. Heterogeneity in Consumers’ Learning about Inflation. In: University of Manchester Conference on Structural Breaks and Monetary Policy. 2011, Manchester, UK.
  • Anderson RDJ, Becker R, Osborn DR. Heterogeneity in Consumers' Learning about Inflation. Newcastle Discussion Papers in Economics 2010, 2010/02.
  • Anderson RDJ, Becker R, Osborn DR. Heterogeneity in Consumers’ Learning about Inflation. In: Conference on Consumer Inflation Expectations. 2010, Federal Reserve Bank of New York: Federal Reserve Bank of New York.
  • Anderson RDJ, Becker R, Osborn DR. Heterogeneity in Consumers’ Learning about Inflation. In: Money Macro and Finance Research Group 42nd Annual Conference. 2010, Cyprus University of Technology, Limassol, Cyprus.
  • Anderson RDJ, Ashton JK, Hudson RS. Why do banks offer similar financial services with different levels of interest? Decision Avoidance and Deposit Interest Rate Setting. In: Wolpertinger Association of University Teachers of Banking and Finance' Conference. 2010, Bangor, Wales.
  • Anderson RDJ, Ashton JK, Hudson RS. Why do banks offer similar financial services with different levels of interest? Decision Avoidance and Deposit Interest Rate Setting. In: British Accounting and Finance Association 46th Annual Conference. 2010, Cardiff, Wales.