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Staff Profile

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
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 Lead - China and Hong Kong

Chair of Economics Board of Studies

Undergraduate Economics Admissions Selector (International)

School Academic Library Representative

External Examiner


Qualifications and Certification

BA(Hons), PGDip, MSc, PhD

Fellowship of the Higher Education Academy

AdvanceHE accredited External Examiner

UKRI Talent Peer Review College member

ONS Accredited Researcher


Previous Positions

Degree Programme Director for BSc Economics and Finance (L161)

University Academic Appeals Adjudicator

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 (University of York) 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:

British Accounting and Finance Association (BAFA) Annual Conference of The Financial Markets and Institutions and Northern Area Groups, York, 14-15 September 2022

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 

Teaching

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


Publications