Håvard Hungnes
Contact information
Work place:
Statistics Norway
Research Department
P.O. Box 8131 Dep
NO-0033 Oslo Dep
Norway
My other webpages:
Statistics Norway
Publications in English
Structural Break in the Norwegian Labor Force Survey Due to a Redesign During a Pandemic (2024). Journal of Official Statistics, DOI: 10.1177/0282423X241235267. Joint paper with Terje Skjerpen, Jørn Ivar Hamre, Xiaoming Chen Jansen, Dinh Quang Pham, and Ole Sandvik.
The empirical modelling of house prices and debt revisited: a policy-oriented perspective (2024). Empirical Economics, DOI: 10.1007/s00181-023-02461-3. Joint paper with Pål Boug and Takamitsu Kurita.
Fiscal policy, macroeconomic performance and industry structure in a small open economy (2023), Journal of Macroeconomics, DOI: 10.1016/j.jmacro.2023.103524. Joint paper with Pål Boug, Thomas von Brasch, Ådne Cappelen, Roger Hammersland, Dag Kolsrud, Julia Skretting, Birger Strøm, and Trond C. Vigtel
Predicting the Exchange Rate Path: The Importance of Using Up-to-Date Observations in the Forecasts (2023), chapter in “Theory and Applications of Time Series Analysis and Forecasting”, DOI: 10.1007/978-3-031-14197-3_13. Data.
Revisions in the Norwegian National Accounts: accuracy, unbiasedness and efficiency in preliminary figures (2022), Empirical Economics, DOI: 10.1007/s00181-021-02065-9. Joint paper with M. K. Helliesen, and T. Skjerpen
Modeling R&D spillovers to productivity: The effects of tax credits (2021), Economic Modelling, DOI: 10.1016/j.econmod.2021.105545. Joint paper with T. v. Brasch, Å. Cappelen, and T. Skjerpen
Testing for co-nonlinearity (2015), Studies in Nonlinear Dynamics & Econometrics, DOI: 10.1515/snde-2013-0092
A demand system for input factors when there are technological changes in production (2011), Empirical Economics, DOI: 10.1007/s00181-010-0346-y
Identifying Structural Breaks in Cointegrated Vector Autoregressive Models (2010), Oxford Bulletin of Economics and Statistics, DOI: 10.1111/j.1468-0084.2010.00586.x
The Commodity Currency Puzzle (2008), The IUP Journal of Monetary Economics. Joint paper with Hilde C. Bjørnland.
The importance of interest rates for forecasting the exchange rate (2006), Journal of Forecasting, DOI: 10.1002/for.983. Joint paper with Hilde C. Bjørnland.
Publications in Norwegian
Boligpris, kredittvekst og virkninger på realøkonomien (2009), Magma. Skrevet sammen med T.-A. Borgersen og E. Jansen
Selvforsterkende effekter i bolig- og kredittmarkedet (2009), Norsk økonomisk tidsskrift
Working Papers
Fiscal Policy, Macroeconomic Performance and Industry Structure in a Small Open Economy (2022). Discussion paper 984, Statistics Norway. Joint work with Pål Boug, Thomas von Brasch, Ådne Cappelen, Roger Hammersland, Dag Kolsrud, Birger Strøm, and Trond Christian Vigtel
Structural break in the Norwegian LFS due to the 2021 redesign (2022). Discussion paper 987, Statistics Norway. Joint work with Terje Skjerpen, Jørn Ivar Hamre, Xiaoming Chen Jansen, Dinh Quang Pham, and Ole Sandvik. (See also Document 3/2022, Statistics Norway.)
The empirical modelling of house prices and debt revisited : A policy-oriented perspective (2021). Discussion Papers 967, Statistics Norway. Joint work with Pål Boug, and Takamitsu Kurita
Predicting the exchange rate path - The importance of using up-to-date observations in the forecasts (2020). Discussion paper 934, Statistics Norway.
Equal predictability test for multi-step-ahead system forecasts invariant to linear transformations (2020). Discussion paper 931, Statistics Norway. Data.
Modeling R&D spillovers to productivity: The effects of tax policy (2020). Discussion paper 927, Statistics Norway. Joint work with Thomas von Brasch, Ådne Cappelen, and Terje Skjerpen
Revisions in the Norwegian National Accounts Accuracy, unbiasedness and efficiency in preliminary figures (2020). Discussion paper 924, Statistics Norway. Joint work with Magnus Kvåle Helliesen, and Terje Skjerpen
Encompassing tests for evaluating multi-step system forecasts invariant to linear transformations (2018). Discussion paper 871, Statistics Norway. Data.
Using common factors to identify substitution possibilities in a factor demand system with technological changes (2016). Discussion paper 849, Statistics Norway.
Fractionality and co-fractionality between Government Bond yields. Implications for the yield curve (2016). Discussion paper 838, Statistics Norway. Data, see Cofrac.
Media
Hva forklarer boligprisene? (2024). Kronikk i DN 17/6 sammen med Pål Boug, Thomas S. Gundersen og Julia Skretting.
Boligprisfallet større enn antatt - også av Norges Bank (2023). Kronikk i DN 16/12.
Hvordan håndtere et oljefondssjokk (2023). Kronikk i DN 12/12 sammen med Thomas von Brasch.
Nye egenkapitalkrav for bankene – ingen grunn til renteøkning (2013). Kronikk i DN.
Presentations
2024, October: Back on track when forecasting after extreme observations, workshop: Econometric Models and Economic Policy Analysis (CATE8), BI
2024, May: A multivariate composite estimator for the Labour Force Survey, the 2024 RCEA International Conference in Economics, Econometrics, and Finance