You can in 3 different ways!

1) Where ever your brush is is the layer that will be drawn on more or less. So if you have a blue , red and yellow square on 3 different layer you can just press once on them to jump to that layer.

2) Setting a custom shortcut for the different layers command could make this easier for you. Right now it's:
- select layer at cursor - H
- next above - Page_up (I have my keys mapped for this, but you could change this to something else)
- next below - Page_down (same as above)
- new layer above and below...etc it all in the gtk_menu where you can change the shortcuts.

3) Just pressing the L key will of course get you to th layers window

Nice hand study, btw

x