shortcode.php

<?php

function callback_categories_function() {
	global $post;
	$categories = get_the_category();
	$all = array();
	foreach ($categories as $cat) {
		$all[] = $cat->category_nicename;
	}
	
	return implode(",",$all);
}

function register_shortcodes(){
   add_shortcode('show_categories', 'callback_categories_function');
}

add_action( 'init', 'register_shortcodes');