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Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK
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Cited by:
- Savvas Antoniou & Ioanna Evangelou & Theodosis Kallenos & Nektarios A. Michail, 2022.
"Estimating the Mortgage Default Probability in Cyprus: Evidence using micro data,"
Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 16(1), pages 37-49, June.
- Savvas Antoniou & Ioanna Evangelou & Theodosis Kallenos & Nektarios A. Michail, 2022. "Estimating the Mortgage Default Probability in Cyprus: Evidence using micro data," Working Papers 2022-1, Central Bank of Cyprus.
- Bracke, Philippe & Hilber, Christian A.L. & Silva, Olmo, 2018.
"Mortgage debt and entrepreneurship,"
Journal of Urban Economics, Elsevier, vol. 103(C), pages 52-66.
- Bracke, Philippe & Hilber, Christian & Silva, Olmo, 2015. "Mortgage debt and entrepreneurship," Bank of England working papers 560, Bank of England.
- Bracke, Philippe & Hilber, Christian A. L. & Silva, Olmo, 2018. "Mortgage debt and entrepreneurship," LSE Research Online Documents on Economics 84703, London School of Economics and Political Science, LSE Library.
- Luca Barbaglia & Sebastiano Manzan & Elisa Tosetti, 2023. "Forecasting Loan Default in Europe with Machine Learning," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 569-596.
- Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter, 2023.
"Lending Relationships and the Collateral Channel,"
Review of Finance, European Finance Association, vol. 27(3), pages 851-887.
- Anderson, Gareth & Bahaj, Saleem & Chavaz, Matthieu & Foulis, Angus & Pinter, Gabor, 2018. "Lending relationships and the collateral channel," Bank of England working papers 768, Bank of England.
- Gareth Anderson & Saleem Bahaj & Matthieu Chavaz & Angus Foulis & Gabor Pinter, 2018. "Lending Relationships and the Collateral Channel," Discussion Papers 1813, Centre for Macroeconomics (CFM).
- Anderson, Gareth & Bahaj, Saleem & Chavaz, Matthieu & Foulis, Angus & Pinter, Gabor, 2018. "Lending relationships and the collateral channel," LSE Research Online Documents on Economics 90371, London School of Economics and Political Science, LSE Library.
- Ángel Estrada & Christian Castro, 2021. "Function and application of the new macroprudential tools available to the Banco de España," Financial Stability Review, Banco de España, issue Spring.
- Chauvet, Marcelle & Gabriel, Stuart & Lutz, Chandler, 2016. "Mortgage default risk: New evidence from internet search queries," Journal of Urban Economics, Elsevier, vol. 96(C), pages 91-111.
- Muellbauer, John, 2016.
"Macroeconomics and Consumption,"
CEPR Discussion Papers
11588, C.E.P.R. Discussion Papers.
- John Muellbauer, 2016. "Macroeconomics and Consumption," Economics Series Working Papers Paper-811, University of Oxford, Department of Economics.
- Adrian Carro & Marc Hinterschweiger & Arzu Uluc & J Doyne Farmer, 2023.
"Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market,"
Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 32(2), pages 386-432.
- Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu & Farmer, J. Doyne, 2022. "Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market," Bank of England working papers 976, Bank of England.
- Farmer, J. Doyne & Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu, 2022. "Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market," INET Oxford Working Papers 2022-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Adrián Carro & Marc Hinterschweiger & Arzu Uluc & J. Doyne Farmer, 2022. "Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market," Working Papers 2217, Banco de España.
- John Muellbauer, 2024. "Housing and Macroprudential Policy," Economics Series Working Papers 1056, University of Oxford, Department of Economics.
- Paul Cheshire & Christian A. L. Hilber & Olivier Schöni, 2021. "The pandemic and the housing market: a British story," CEP Covid-19 Analyses cepcovid-19-020, Centre for Economic Performance, LSE.
- Guin, Benjamin & Korhonen, Perttu, 2020. "Does energy efficiency predict mortgage performance?," Bank of England working papers 852, Bank of England.
- Juan-Gabriel Gonzalez-Morales & Marina Checa-Olivas & Rafael Cano-Guervos, 2021. "Impact of Evictions and Tourist Apartments on the Residential Rental Market in Spain," Sustainability, MDPI, vol. 13(13), pages 1-13, July.
- Coen, Jamie & Kashyap, Anil & Rostom, May, 2021.
"Price discrimination and mortgage choice,"
Bank of England working papers
926, Bank of England.
- Jamie Coen & Anil K Kashyap & May Rostom, 2023. "Price Discrimination and Mortgage Choice," NBER Working Papers 31652, National Bureau of Economic Research, Inc.
- O’Toole, Conor & Slaymaker, Rachel, 2021.
"Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods,"
Journal of Banking & Finance, Elsevier, vol. 133(C).
- O'Toole, Conor & Slaymaker, Rachel, 2020. "Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods," Papers WP652, Economic and Social Research Institute (ESRI).
- McInerney, Niall, 2019. "Macroprudential Policy, Banking and the Real Estate Sector," MPRA Paper 91777, University Library of Munich, Germany.
- James A. Kahn & Benjamin S. Kay, 2024. "The Impact of Credit Risk Mispricing on Mortgage Lending during the Subprime Boom," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(5), pages 1021-1052, August.
- Stanga, Irina & Vlahu, Razvan & de Haan, Jakob, 2020.
"Mortgage arrears, regulation and institutions: Cross-country evidence,"
Journal of Banking & Finance, Elsevier, vol. 118(C).
- Irina Stanga & Razvan Vlahu & Jakob de Haan, 2017. "Mortgage arrears, regulation and institutions: Cross-country evidence," DNB Working Papers 580, Netherlands Central Bank, Research Department.
- Tarne, Ruben & Bezemer, Dirk & Theobald, Thomas, 2022. "The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: An agent-based analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Mitrašević, Mirela & Bardarova, Snezana, 2020. "Causes Of Non-Payment Of Mortgage Loans: Theoretical And Practical Aspects," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 11(2), pages 138-150.
- Cumming, Fergus, 2022.
"Mortgage cash-flows and employment,"
European Economic Review, Elsevier, vol. 144(C).
- Fergus Cumming, 2019. "Mortgage Cash-flows and Employment," Discussion Papers 1922, Centre for Macroeconomics (CFM).
- Kwon, Hyuck-Shin & Bang, Doo Won & Kim, Myeong Hyeon, 2017. "Korean Housing Cycle: Implications for Risk Management (Factor-augmented VAR Approach)," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 39(3), pages 43-62.
- Liu, Lu, 2023. "The demand for long-term mortgage contracts and the role of collateral," Bank of England working papers 1009, Bank of England.
- Lazarov, Vladimir & Hinterschweiger, Marc, 2018. "Determinants of distress in the UK owner-occupier and buy-to-let mortgage markets," Bank of England working papers 760, Bank of England.
- Liu, Lu, 2019. "Non-salient fees in the mortgage market," Bank of England working papers 819, Bank of England.
- Cumming, Fergus, 2018. "Mortgages, cash-flow shocks and local employment," Bank of England working papers 773, Bank of England.
- Ángel Estrada & Christian Castro, 2021. "Function and application of the new macroprudential tools available to the Banco de España," Financial Stability Review, Banco de España, issue Spring.
- Doo Won Bang & HyuckShin Kwon, 2022. "Policy Impact Analysis of Housing Policies Using Housing Cycles," SAGE Open, , vol. 12(3), pages 21582440221, July.
- Guin, Benjamin & Korhonen, Perttu & Moktan, Sidharth, 2022. "Risk differentials between green and brown assets?," Economics Letters, Elsevier, vol. 213(C).
- Muellbauer, John, 2018. "The Future of Macroeconomics," INET Oxford Working Papers 2018-10, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Liu, Lu, 2023. "The demand for long-term mortgage contracts and the role of collateral," ESRB Working Paper Series 142, European Systemic Risk Board.
- Richard Chamboko & Jorge Miguel Bravo, 2020. "A Multi-State Approach to Modelling Intermediate Events and Multiple Mortgage Loan Outcomes," Risks, MDPI, vol. 8(2), pages 1-29, June.
- James A Kahn & Benjamin S Kay, 2020. "The impact of credit risk mispricing on mortgage lending during the subprime boom," BIS Working Papers 875, Bank for International Settlements.
- Bracke, Philippe & Datta, Anupam & Jung, Carsten & Sen, Shayak, 2019. "Machine learning explainability in finance: an application to default risk analysis," Bank of England working papers 816, Bank of England.
- Zhechun He & Peter Simmons, 2018. "A Life Cycle Model with Housing Tenure, Constrained Mortgage Finance and a Risky Asset under Uncertainty," Discussion Papers 18/18, Department of Economics, University of York.
- Jorge E. Galán & Matías Lamas, 2019. "Beyond the LTV ratio: new macroprudential lessons from Spain," Working Papers 1931, Banco de España.
- James A. Kahn & Benjamin S. Kay, 2019. "The Impact of Credit Risk Mispricing on Mortgage Lending during the Subprime Boom," Finance and Economics Discussion Series 2019-046, Board of Governors of the Federal Reserve System (U.S.).
- He, Zhechun & Simmons, Peter, 2022. "The impact of the minimum housing scale constraint on life-cycle risky asset and housing investment," Journal of Housing Economics, Elsevier, vol. 55(C).