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

Janine Aron () and John Muellbauer

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

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.

JEL-codes: O1 (search for similar items in EconPapers)
Pages: 74 pages
Date: 2011-02
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Citations: View citations in EconPapers (7)

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http://eprints.lse.ac.uk/33580/ Open access version. (application/pdf)

Related works:
Working Paper: Modelling and Forecasting with County Court Data: Regional Mortgage Possession Claims and Orders in England and Wales (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:ehl:lserod:33580

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