BBC economics editor Robert Peston and Radio 4 presenter Eddie Mair are to host a new radio chat show.

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The pair, who interview each other in the latest issue of Radio Times, will spring surprise guests on one another in a new late-night format for Radio 4.

The Robert Peston Interview Show (with Eddie Mair) will begin next Monday 8th June and run for six episodes.

“We haven’t even agreed how we would jointly interview someone," says PM presenter Mair.

"The other thing is the way the BBC does interviews is a time-honoured tradition going back from the days before we were born," he explains in a trailer for the new show.

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“There is a producer; a conversation that takes place. There is normally even on PM, a busy news programme, a few moments where there is some preparation, some thought that goes into the process. What we are doing is turning that on its head.”

The pair were the focus of an on-air "feud" in 2011 but reconciled publicly in 2012, with Mair writing in his regular Radio Times column that it was time for him to "carpe extra diem" (seize the extra day).

In the latest issue of Radio Times, they discuss their differing attitudes towards celebrity and being in the public eye. Peston explains the "very deliberate" decision to speak out about the loss of his wife, writer Sian Busby, to cancer in 2013.

"I was, and remain scandalised by how little money is spent on researching cures for lung cancer. Sian never smoked in her life. But because there is this perception that you bring lung cancer on yourself because you're a smoker, it doesn't get the funding that other cancers get, and I wanted to highlight quite how many non-smokers get it."

Peston added that the reaction to his 2013 piece in Radio Times – the first time he'd written publicly about Sian's death – encouraged him to talk more about his grief. "When I had that positive response I thought, 'F**k it – if somebody wants to talk to me about myself, I'll talk a bit more about it'. We're very bad at talking about death, but people suffer terrible tragedies all the time, and they shouldn't feel isolated; that's why I talked about it."

Mair, on the other hand, says he prefers to shy away from the spotlight: "I'm not a very demonstrative person. 'Private' suggests 'secret' and it's not that, it's just it's never really been a thing for me, I've never been interested in doing the stuff that you [Peston] do, turning up in the papers, talking about being objectified. That's got no appeal to me.

"I don't criticise you doing it at all," he adds to Peston, "and I think what you said about grief and grieving was amazing and laudable but – touch wood – I have not had to go through that."

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Read the full interview with Robert Peston and Eddie Mair in this week's Radio Times magazine, on sale now

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