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

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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.

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en

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application/pdf

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http://eprints.lse.ac.uk/33580/1/sercdp0070.pdf

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