Far as I know: Not directly. (Do you by any chance use a non-english keyboard?)

One can however use the ScriptingListener-code as Scripts and assign a Keyboard Shortcut to those.

If you want to give it a try, paste the following text into a new file in ExtendScript Toolkit (part of Photoshop’s installation, Applications/Utilities/Adobe Utilities/ExtendScript Toolkit CS4 or /Applications/Utilities/Adobe Utilities-CS5/ExtendScript Toolkit CS5) and save it as a jsx-file into Photoshop’s Presets/Scripts-folder.

After restarting Photoshop the Script should be available under File > Scripts and can be assigned a Keyboard Shortcut directly, recorded into an Action, (in CS4 and CS5) be used in a Configurator-Panel or started from ExtendScript Toolkit directly.

This selects the next Layer below, for the next one above you’d need to change

        var idBckw = charIDToTypeID( "Bckw" );

to

        var idBckw = charIDToTypeID( "Frwr" );

// =======================================================

var idslct = charIDToTypeID( "slct" );

    var desc6 = new ActionDescriptor();

    var idnull = charIDToTypeID( "null" );

        var ref4 = new ActionReference();

        var idLyr = charIDToTypeID( "Lyr " );

        var idOrdn = charIDToTypeID( "Ordn" );

        var idBckw = charIDToTypeID( "Bckw" );

        ref4.putEnumerated( idLyr, idOrdn, idBckw );

    desc6.putReference( idnull, ref4 );

    var idMkVs = charIDToTypeID( "MkVs" );

    desc6.putBoolean( idMkVs, false );

executeAction( idslct, desc6, DialogModes.NO );

I'm looking for a keyboard shortcut to make the current layer itself active when the mask thumbnail is the atcive one. I have reason to believe that it exists, but I cannot find it. (to make the layer mask active the command is, on a Ma, command-\, I am looking for the shortcut to putthe focus back on the layer itself)