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

By Janine Aron and John Muellbauer

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

Topics: HC Economic History and Conditions, KD England and Wales
Publisher: Spatial Economics Research Centre (SERC), London School of Economics and Political Sciences
Year: 2011
OAI identifier: oai:eprints.lse.ac.uk:33580
Provided by: LSE Research Online

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