Modelling and forecasting UK mortgage arrears and possessions

Modelling and forecasting UK mortgage arrears and possessions

Εμφάνιση άλλων εκδόσεων (1)

This paper presents new models for aggregate UK data on mortgage possessions (foreclosures) and mortgage arrears (payment delinquencies). The innovations include the treatment of difficuly to observe variations in loan quality and shifts in forbearance policy by lenders, by common latent variables...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς:	Aron, J, Muellbauer, J
Μορφή:	Working paper
Έκδοση:	University of Oxford 2010

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