Modelling and forecasting mortgage delinquency and foreclosure in the UK
<p>In the absence of micro-data in the public domain, new aggregate models for the UK’s mortgage repossessions and arrears are estimated using quarterly data over 1983–2014, motivated by a conceptual double trigger frame framework for foreclosures and payment delinquencies. An innovation to i...
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| Format: | Journal article |
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Elsevier
2016
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