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Modelling and forecasting with county court data: regional mortgage possession claims and orders in England and Wales

Aron, Janine and Muellbauer, John (2011) Modelling and forecasting with county court data: regional mortgage possession claims and orders in England and Wales. SERC Discussion Papers (SERCDP0070). Spatial Economics Research Centre (SERC), London School of Economics and Political Sciences, London, UK.

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Abstract

This paper presents new quarterly panel data models for county court claims and orders for mortgage possession for seven regions of England plus Wales. Different types of data on mortgage possessions are compared. The innovations include the treatment of difficult to observe variations in loan quality and shifts in forbearance policy by lenders, by common indicators based on dummy variables.

Item Type: Monograph (Working Paper)
Official URL: http://www.spatialeconomics.ac.uk/SERC/publication...
Additional Information: © 2011 Janine Aron and John Muellbauer
Divisions: Spatial Economics Research Centre
Subjects: H Social Sciences > HC Economic History and Conditions
K Law > KD England and Wales
JEL classification: O - Economic Development, Technological Change, and Growth > O1 - Economic Development
Date Deposited: 28 Mar 2011 10:41
Last Modified: 11 Dec 2024 19:03
URI: http://eprints.lse.ac.uk/id/eprint/33580

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