Profile
Dr Robert Anderson
Lecturer in Economics
- Email: robert.anderson@ncl.ac.uk
- Telephone: +44 (0) 191 208 1667
- Address: 缅北禁地 Business School
5 Barrack Road
缅北禁地 upon Tyne
NE1 4SE
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)
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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.
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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.
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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.