缅北禁地

Introduction

Robert joined 缅北禁地 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

External Examiner

Qualifications and Certification

BA(Hons), PGDip, MSc, PhD

Senior Fellow of the Higher Education Academy

Previous Positions

Degree Programme Director for BSc Economics and Finance (L161)

Academic International Recruitment Regional Lead - China and Hong Kong

Chair of Economics Board of Studies

Undergraduate Economics Admissions Selector (International and UK/EU)

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)

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 缅北禁地, 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  (Manchester) and  (Manchester) are currently available as working papers:

In the area of UK retail interest rates, joint work with  (University of Hull) and  (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  

Referee for

Referee for the  

Guest Editor for a special issue of the

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 ). Currently a Lecturer in Accounting & Finance at 缅北禁地.

Sze Nie Ung "The Consistency Effect of Investor Sentiment and Sentiment Impact on Future Stock Returns and Volatility" (completed in 2020, jointly supervised with ) 

Keywords

Econometrics

Time-series

Robust Inference

Individual heterogeneity

Consumer inflation forecasts

Survey data 

Investor sentiment

Financial contagion

Undergraduate Teaching

 (module leader)

 (module leader)

ECO1007: Statistics for Economics (lecturer)

Previous Teaching

NBS8257: Applied Econometrics (module leader)

• Articles

  • Sewraj D, Gebka B, Anderson RDJ. . GeoForum 2025, 159, 104198.
  • Ung SN, Gebka B, Anderson RDJ. . European Journal of Finance 2024, 30(8), 827-864.
  • Ung SN, Gebka B, Anderson RDJ. . Journal of Behavioral and Experimental Finance 2023, 37, 100787.
  • Sewraj D, Gebka B, Anderson RDJ. . Finance Research Letters 2019, 28, 221-226.
  • Sewraj D, Gebka B, Anderson RDJ. . Journal of International Financial Markets, Institutions and Money 2018, 55, 224-240.
  • Anderson RDJ, Ashton JK, Hudson RS. . Journal of International Financial Markets, Institutions and Money 2014, 31, 216-230.

• Conference Proceedings (inc. Abstracts)

  • Anderson RDJ, Becker R, Osborn DR. . In: EcoSta 2017: 1st International Conference on Econometrics and Statistics. 2017, Hong Kong University of Science and Technology: CMStatistics.
  • Ashton JK, Hudson RS, Anderson RDJ, Yi G. . In: British Accounting and Finance Association Annual Conference of the Northern Area Group. 2017, Bangor Business School, Bangor University, Bangor, Gwynedd.
  • Anderson RDJ, Ashton JK, Hudson RS, Yi G. . In: International Finance and Banking Society 7th International Conference. 2015, Zhejiang University, Hangzhou, China: International Finance and Banking Society.
  • Anderson RDJ, Becker R, Osborn DR. . In: Money Macro and Finance Research Group 46th Annual Conference. 2014, Durham University Business School: The Money Macro and Finance Research Group.
  • 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, 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.
  • Anderson RDJ, Becker R, Osborn DR. . 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.

• Working Papers

  • Anderson RDJ, Ashton JK, Hudson RS. . Centre for Responsible Banking and Finance Working Papers 2013, 1-34.
  • Anderson RDJ, Becker R, Osborn DR. Heterogeneity in Consumers' Learning about Inflation. 缅北禁地 Discussion Papers in Economics 2010, 2010/02.