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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," Post-Print hal-04523722, HAL.
  2. Fergus Cumming & Paul Hubert, 2019. "The role of households' borrowing constraints in the transmission of monetary policy," SciencePo Working papers Main hal-03403257, 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. Fergus Cumming & Lisa Dettling, 2024. "Monetary Policy and Birth Rates: The Effect of Mortgage Rate Pass-Through on Fertility," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(1), pages 229-258.
  2. 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.
  3. 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.
  4. 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.
  5. 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).
  6. Cumming, Fergus, 2022. "Mortgage cash-flows and employment," European Economic Review, Elsevier, vol. 144(C).
  7. 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. Fergus Cumming & Paul Hubert, 2023. "The Distribution of Households' Indebtedness and the Transmission of Monetary Policy," Post-Print hal-04523722, HAL.

    Cited by:

    1. Ding Dong & Zheng Liu & Pengfei Wang & Min Wei, 2024. "Inflation Disagreement Weakens the Power of Monetary Policy," Working Paper Series 2024-27, Federal Reserve Bank of San Francisco.

  2. Fergus Cumming & Paul Hubert, 2019. "The role of households' borrowing constraints in the transmission of monetary policy," SciencePo Working papers Main hal-03403257, HAL.

    Cited by:

    1. 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. 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).

  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.

    Cited by:

    1. 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. 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).

  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.

    Cited by:

    1. De Cao, Elisabetta & McCormick, Barry & Nicodemo, Catia, 2022. "Does unemployment worsen babies’ health? A tale of siblings, maternal behaviour, and selection," Journal of Health Economics, Elsevier, vol. 83(C).
    2. Cumming, Fergus, 2022. "Mortgage cash-flows and employment," European Economic Review, Elsevier, vol. 144(C).
    3. 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).
    4. 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).

  5. Fergus Cumming, 2019. "Mortgage Cash-flows and Employment," Discussion Papers 1922, Centre for Macroeconomics (CFM).

    Cited by:

    1. Ugo Albertazzi & Fulvia Fringuellotti & Steven Ongena, 2020. "Fixed Rate versus Adjustable Rate Mortgages: Evidence from Euro Area Banks," Swiss Finance Institute Research Paper Series 20-99, Swiss Finance Institute.

  6. 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," SciencePo Working papers Main hal-03403257, HAL.
    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 & 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. Fergus Cumming & Lisa Dettling, 2024. "Monetary Policy and Birth Rates: The Effect of Mortgage Rate Pass-Through on Fertility," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(1), pages 229-258.

  7. 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. Wenqian Huang, 2019. "Central counterparty capitalization and misaligned incentives," BIS Working Papers 767, Bank for International Settlements.
    3. 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.
    4. Russell Barker & Andrew Dickinson & Alex Lipton & Rajeev Virmani, 2016. "Systemic Risks in CCP Networks," Papers 1604.00254, arXiv.org.
    5. 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.
    6. 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.

Articles

  1. Fergus Cumming & Lisa Dettling, 2024. "Monetary Policy and Birth Rates: The Effect of Mortgage Rate Pass-Through on Fertility," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(1), pages 229-258.
    See citations under working paper version above.
  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.
    See citations under working paper version above.
  3. 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. Chowdhury, Mohammad Ashraful Ferdous & Prince, Ehsanur Rauf & Shoyeb, Mohammad & Abdullah, Mohammad, 2024. "The threshold effect of institutional quality on sovereign debt and economic stability," Journal of Policy Modeling, Elsevier, vol. 46(1), pages 39-59.
    3. Samuel Ligonnière & Salima Ouerk, 2024. "The unequal distribution of credit: Is there any role for monetary policy?," French Stata Users' Group Meetings 2024 08, Stata Users Group.
    4. 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.
    5. Cumming, Fergus, 2022. "Mortgage cash-flows and employment," European Economic Review, Elsevier, vol. 144(C).

  4. Cumming, Fergus, 2022. "Mortgage cash-flows and employment," European Economic Review, Elsevier, vol. 144(C).
    See citations under working paper version above.
  5. 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. 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.
    2. 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.
    3. 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).
    4. 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.
    5. 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.
    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. Farmer, J. Doyne & Kleinnijenhuis, Alissa & Wetzer, Thom & Aymanns, Christopher, 2018. "Models of Financial Stability and Their Application in Stress Tests," INET Oxford Working Papers 2018-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    8. 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.
    9. 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.
    10. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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-MAC: Macroeconomics (6) 2019-01-07 2020-01-06 2020-01-13 2020-01-13 2020-05-04 2020-11-30. Author is listed
  2. NEP-MON: Monetary Economics (6) 2019-01-07 2020-01-06 2020-01-13 2020-01-13 2020-03-09 2020-05-04. Author is listed
  3. NEP-URE: Urban and Real Estate Economics (5) 2019-01-07 2020-01-06 2020-01-13 2020-01-13 2020-05-04. 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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