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HomeAcademic staffDr Christina Anderl
Dr Christina Anderl

Dr Christina Anderl

anderlc2@lsbu.ac.uk

Finance, Economics, Accounting and Analytics

https://orcid.org/0000-0001-6770-6698

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I am a Senior Lecturer in Economics and Associate Head of Division of the Division of Finance, Economics, Accounting and Analytics in LBSU Business School.

In my research, I specialise in Monetary Economics with a particular focus on Financial Markets and Time-series Econometrics. My current research interest is Central Bank Credibility and its impact on Financial and Goods Markets.

Courses taught

BSc (Hons) Economics (September start)

BSc (Hons) Economics (Finance pathway) (September start)

BSc (Hons) Economics (Business Strategy pathway) (September start)

Postgraduate Research Supervision
Current
Miss Mandeep SainiDoctoral Research ProjectPhD

Filter publications

Time-varying Parameters in Monetary Policy Rules: A GMM Approach
Anderl, C. and Caporale, G. (2024). Time-varying Parameters in Monetary Policy Rules: A GMM Approach. Journal of Economic Studies. https://doi.org/10.1108/jes-06-2023-0289

Asymmetries, Uncertainty and Inflation: Evidence from Developed and Emerging Economies
Anderl, C. and Caporale, G. (2023). Asymmetries, Uncertainty and Inflation: Evidence from Developed and Emerging Economies. Journal of Economics and Finance. https://doi.org/10.1007/s12197-023-09639-6

Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts
Anderl, C. and Caporale, G. (2022). Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. The Manchester School. 91 (3), pp. 171-232. https://doi.org/10.1111/manc.12434

Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence
Anderl, C. and Caporale, G. (2022). Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence. Scottish Journal of Political Economy. 70 (5), pp. 399-422. https://doi.org/10.1111/sjpe.12343

Nonlinearities In The Exchange Rate Pass-Through: The Role Of Inflation Expectations
Anderl, C. and Caporale, G. (2022). Nonlinearities In The Exchange Rate Pass-Through: The Role Of Inflation Expectations. International Economics. 173, pp. 86-101. https://doi.org/10.1016/j.inteco.2022.10.003

Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations
Anderl, C. and Caporale, G. (2022). Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations. Open Economies Review. https://doi.org/OPEN-D-21-00094R1

Exchange Rate Parities and Taylor Rule Deviations
Anderl, C. and Caporale, G. (2021). Exchange Rate Parities and Taylor Rule Deviations. Empirical economics. https://doi.org/10.1007/s00181-021-02192-3

Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations
Anderl, C. and Caporale, G. (2021). Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations. Journal of Economic Studies. https://doi.org/10.1108/JES-02-2021-0109