Modelling and forecasting mortgage delinquency and foreclosure in the UK
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 improv...
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| Format: | Working paper |
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University of Oxford
2016
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Modelling and forecasting mortgage delinquency and foreclosure in the UK
Published 2016
Journal article