Newcastle University Business School

Staff Profile

Dr Robert Anderson

Lecturer in Economics



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 

Degree Programme Director for BSc Economics and Finance (L161)

School Academic Library Representative

Academic International Recruitment Regional Champion - China and Hong Kong


BA(Hons), PGDip, MSc, PhD

Previous Positions

UG Economics Admissions Selector

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


Research Gate


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 Oxford Bulletin of Economics and Statistics
Referee for International Journal of Forecasting
Referee for the Review of Behavioural Finance


British Accounting and Finance Association 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 46th Annual Conference, Cardiff, 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


Doctoral Supervision 

Deeya Sewraj "Tests for Identifying Financial Contagion: New Theoretical Approaches and Empirical Evidence" (current student, jointly supervised with Bartosz Gebka)  

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



Robust Inference
Individual heterogeneity
Inflation forecasts
Survey data 


Undergraduate Teaching

ECO1010: Mathematics for Economics (module leader)

ECO3017: Time-Series Econometrics (module leader)

Previous Teaching

NBS8257: Applied Econometrics (module leader)

ECO2003: Economic Modelling

ECO2005: Macroeconomic Analysis