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Fergus Cumming

Personal Details

First Name:Fergus
Middle Name:
Last Name:Cumming
Suffix:
RePEc Short-ID:pcu167
[This author has chosen not to make the email address public]
https://sites.google.com/view/ferguscumming
Terminal Degree: (from RePEc Genealogy)

Affiliation

Government Economic Service
Government of the United Kingdom

London, United Kingdom
http://www.ges.gov.uk/
RePEc:edi:gesgvuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Fergus Cumming & Paul Hubert, 2023. "The Distribution of Households' Indebtedness and the Transmission of Monetary Policy," SciencePo Working papers Main hal-04523722, HAL.
  2. Fergus Cumming & Paul Hubert, 2023. "The Distribution of Households' Indebtedness and the Transmission of Monetary Policy," Post-Print hal-04523722, HAL.
  3. Cumming, Fergus & Hubert, Paul, 2019. "The role of households’ borrowing constraints in the transmission of monetary policy," Bank of England working papers 836, Bank of England, revised 06 Jan 2020.
  4. Cumming, Fergus & Dettling, Lisa, 2019. "Monetary policy and birth rates: the effect of mortgage rate pass-through on fertility," Bank of England working papers 835, Bank of England.
  5. Fergus Cumming, 2019. "Mortgage Cash-flows and Employment," Discussion Papers 1922, Centre for Macroeconomics (CFM).
  6. Fergus Cumming & Paul Hubert, 2019. "The Role of Households' Borrowing Constraints in the Transmission of Monetary Policy This paper investigates how the transmission of monetary policy to the real economy depends on the distribution of ," Documents de Travail de l'OFCE 2019-20, Observatoire Francais des Conjonctures Economiques (OFCE).
  7. Cumming, Fergus, 2018. "Mortgages, cash-flow shocks and local employment," Bank of England working papers 773, Bank of England.
  8. Cumming, Fergus & Noss, Joseph, 2013. "Financial Stability Paper No 26: Assessing the adequacy of CCPs' default resources," Bank of England Financial Stability Papers 26, Bank of England.

Articles

  1. Thomas Ward & Christopher E. Overton & Robert S. Paton & Rachel Christie & Fergus Cumming & Martyn Fyles, 2024. "Understanding the infection severity and epidemiological characteristics of mpox in the UK," Nature Communications, Nature, vol. 15(1), pages 1-12, December.
  2. Fergus Cumming & Paul Hubert, 2023. "The Distribution of Households' Indebtedness and the Transmission of Monetary Policy," The Review of Economics and Statistics, MIT Press, vol. 105(5), pages 1304-1313, September.
  3. Samuel P. C. Brand & Massimo Cavallaro & Fergus Cumming & Charlie Turner & Isaac Florence & Paula Blomquist & Joe Hilton & Laura M. Guzman-Rincon & Thomas House & D. James Nokes & Matt J. Keeling, 2023. "The role of vaccination and public awareness in forecasts of Mpox incidence in the United Kingdom," Nature Communications, Nature, vol. 14(1), pages 1-12, December.
  4. Cumming, Fergus & Hubert, Paul, 2022. "House prices, the distribution of household debt and the refinancing channel of monetary policy," Economics Letters, Elsevier, vol. 212(C).
  5. Cumming, Fergus, 2022. "Mortgage cash-flows and employment," European Economic Review, Elsevier, vol. 144(C).
  6. Burrows, Oliver & Cumming, Fergus, 2015. "Mapping the UK financial system," Bank of England Quarterly Bulletin, Bank of England, vol. 55(2), pages 114-129.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Cumming, Fergus & Hubert, Paul, 2019. "The role of households’ borrowing constraints in the transmission of monetary policy," Bank of England working papers 836, Bank of England, revised 06 Jan 2020.

    Cited by:

    1. Lieb, Lenard & Schuffels, Johannes, 2020. "Inflation expectations and consumer spending: the role of household balance sheets (RM/19/022-revised-)," Research Memorandum 006, Maastricht University, Graduate School of Business and Economics (GSBE).
    2. Giacomo Rella, 2021. "The Fed, housing and household debt over time," Department of Economics University of Siena 850, Department of Economics, University of Siena.

  2. Cumming, Fergus & Dettling, Lisa, 2019. "Monetary policy and birth rates: the effect of mortgage rate pass-through on fertility," Bank of England working papers 835, Bank of England.

    Cited by:

    1. Cumming, Fergus & Hubert, Paul, 2022. "House prices, the distribution of household debt and the refinancing channel of monetary policy," Economics Letters, Elsevier, vol. 212(C).
    2. De Cao, Elisabetta & McCormick, Barry & Nicodemo, Catia, 2019. "Does unemployment worsen babies' health? A tale of siblings, maternal behaviour and selection," LSE Research Online Documents on Economics 102270, London School of Economics and Political Science, LSE Library.
    3. Kim, Jeong Ho (John) & Lee, Heebum & Lee, Sung Kwan, 2022. "Do credit supply shocks affect fertility choices?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
    4. Cumming, Fergus, 2022. "Mortgage cash-flows and employment," European Economic Review, Elsevier, vol. 144(C).

  3. Cumming, Fergus, 2018. "Mortgages, cash-flow shocks and local employment," Bank of England working papers 773, Bank of England.

    Cited by:

    1. Fergus Cumming & Paul Hubert, 2019. "The role of households' borrowing constraints in the transmission of monetary policy," Sciences Po publications 20/2019, Sciences Po.
    2. Bahaj, Saleem & Foulis, Angus & Pinter, Gabor & Surico, Paolo, 2019. "Employment and the collateral channel of monetary policy," Bank of England working papers 827, Bank of England.
    3. Fergus Cumming & Lisa J. Dettling, 2020. "Monetary Policy and Birth Rates: The Effect of Mortgage Rate Pass-Through on Fertility," Finance and Economics Discussion Series 2020-002, Board of Governors of the Federal Reserve System (U.S.).
    4. Fergus Cumming & Paul Hubert, 2019. "The Role of Households' Borrowing Constraints in the Transmission of Monetary Policy This paper investigates how the transmission of monetary policy to the real economy depends on the distribution of ," Documents de Travail de l'OFCE 2019-20, Observatoire Francais des Conjonctures Economiques (OFCE).

  4. Cumming, Fergus & Noss, Joseph, 2013. "Financial Stability Paper No 26: Assessing the adequacy of CCPs' default resources," Bank of England Financial Stability Papers 26, Bank of England.

    Cited by:

    1. Paddrick, Mark & Young, H. Peyton, 2021. "How safe are central counterparties in credit default swap markets?," LSE Research Online Documents on Economics 101170, London School of Economics and Political Science, LSE Library.
    2. Russell Barker & Andrew Dickinson & Alex Lipton & Rajeev Virmani, 2016. "Systemic Risks in CCP Networks," Papers 1604.00254, arXiv.org.
    3. Melinda Friesz & Kira Muratov-Szabó & Andrea Prepuk & Kata Váradi, 2021. "Risk Mutualization in Central Clearing: An Answer to the Cross-Guarantee Phenomenon from the Financial Stability Viewpoint," Risks, MDPI, vol. 9(8), pages 1-19, August.
    4. Wenqian Huang, 2019. "Central counterparty capitalization and misaligned incentives," BIS Working Papers 767, Bank for International Settlements.
    5. H Peyton Young & Mark Paddrik, 2019. "How Safe are Central Counterparties in Credit Default Swap Markets?," Economics Series Working Papers 885, University of Oxford, Department of Economics.
    6. Agostino Capponi & W. Allen Cheng & Sriram Rajan, 2015. "Systemic Risk: The Dynamics under Central Clearing," Working Papers 15-08, Office of Financial Research, US Department of the Treasury.

Articles

  1. Cumming, Fergus & Hubert, Paul, 2022. "House prices, the distribution of household debt and the refinancing channel of monetary policy," Economics Letters, Elsevier, vol. 212(C).

    Cited by:

    1. Juniours Marire, 2024. "Interactive influence of house prices and the repo rate on household debt in South Africa," Journal of Economic Analysis, Anser Press, vol. 3(1), pages 58-78, March.
    2. Huazhu Zheng & Jiao Qian & Guihuan Liu & Yongjiao Wu & Claudio O. Delang & Hongming He, 2023. "Housing prices and household consumption: a threshold effect model analysis in central and western China," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-16, December.
    3. Cumming, Fergus, 2022. "Mortgage cash-flows and employment," European Economic Review, Elsevier, vol. 144(C).

  2. Burrows, Oliver & Cumming, Fergus, 2015. "Mapping the UK financial system," Bank of England Quarterly Bulletin, Bank of England, vol. 55(2), pages 114-129.

    Cited by:

    1. Eva F. Janssens & Robin L. Lumsdaine, 2024. "Sectoral slowdowns in the United Kingdom: Evidence from transmission probabilities and economic linkages," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 22-40, January.
    2. Peter JANSEN & Gabriel Viorel RAITA, 2021. "Macro-Level Determinants of Board Effectiveness in UK and Romanian Listed Companies: A Conceptual Approach," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 2(10), pages 60-72, October.
    3. Farmer, J. Doyne & Kleinnijenhuis, Alissa & Nahai-Williamson, Paul & Wetzer, Thom, 2020. "Foundations of system-wide financial stress testing with heterogeneous institutions," INET Oxford Working Papers 2020-14, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    4. Bodin Civilize & Thaisiri Watewai & Sakkapop Panyanukul & Kaipichit Ruengsrichaiya, 2019. "Mapping Thailand's Financial Landscape: A Perspective through Balance Sheet Linkages and Contagion," PIER Discussion Papers 114, Puey Ungphakorn Institute for Economic Research.
    5. French, Andrea & Vital, Mathieu & Minot, Dean, 2015. "Insurance and financial stability," Bank of England Quarterly Bulletin, Bank of England, vol. 55(3), pages 242-258.
    6. Jamal Ouenniche & Skarleth Carrales, 2018. "Assessing efficiency profiles of UK commercial banks: a DEA analysis with regression-based feedback," Annals of Operations Research, Springer, vol. 266(1), pages 551-587, July.
    7. Christoph Aymanns & J. Doyne Farmer & Alissa M. Keinniejenhuis & Thom Wetzer, 2017. "Models of Financial Stability and their Application in Stress Tests," Working Papers on Finance 1805, University of St. Gallen, School of Finance.
    8. Peter Jones & Daphne Comfort, 2019. "Stories and Storytelling in UΚ Banking," Athens Journal of Business & Economics, Athens Institute for Education and Research (ATINER), vol. 5(4), pages 269-286, October.
    9. Eva Janssens & Robin Lumsdaine, 2021. "Sectoral slowdowns in the UK: Evidence from transmission probabilities and economic linkages," Tinbergen Institute Discussion Papers 21-027/III, Tinbergen Institute.
    10. Gutberlet, Melissa & Preuss, Lutz & Thorpe, Andrea Stevenson, 2023. "Macro level matters: Advancing circular economy in different business systems within Europe," Ecological Economics, Elsevier, vol. 211(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MON: Monetary Economics (7) 2019-01-07 2020-01-06 2020-01-13 2020-01-13 2020-03-09 2020-05-04 2020-11-30. Author is listed
  2. NEP-MAC: Macroeconomics (6) 2019-01-07 2020-01-06 2020-01-13 2020-01-13 2020-05-04 2020-11-30. Author is listed
  3. NEP-URE: Urban and Real Estate Economics (6) 2019-01-07 2020-01-06 2020-01-13 2020-01-13 2020-05-04 2020-11-30. Author is listed
  4. NEP-CBA: Central Banking (4) 2019-01-07 2020-01-06 2020-01-13 2020-01-13
  5. NEP-EUR: Microeconomic European Issues (1) 2020-05-04
  6. NEP-LAB: Labour Economics (1) 2020-01-06

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