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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Hlavní autoři: Aron, J, Muellbauer, J
Médium: Working paper
Vydáno: University of Oxford 2016