Personal information

Name: Håvard Hungnes
Born: August 10, 1972
Work place: Statistics Norway
Research Department
P.O.B. 8131 Dep.
Norway
E-mail: or
Telephone: (+47) 21 09 48 18
Fax: (+47) 21 09 00 40
Other homepages: Statistics Norway
EconPapers

GRaM

GRaM is an Ox program for estimating Growth Rates and cointegrating Mean levels in cointegrated vector- autoregressive models.

More information and download site.


Published papers

2008

The Commodity Currency Puzzle (joint paper with Hilde C. Bjørnland), The Icfai Journal of Monetary Economics, 2008, VI(2):7-30.

2006

The Importance of Interest Rates for Forecasting the Exchange Rates (joint paper with Hilde C. Bjørnland), Journal of Forecasting, 25:209-221.

Working papers

2006

Trends and Breaks in Cointegrated VAR Models Ph.D. Thesis, University of Oslo.

2005

The Commodety Currency Puzzle (joint paper with Hilde C. Bjørnland), Discussion Papers 423, Statistics Norway.

Identifying Structural Breaks in Cointegrated VAR Models, Discussion Papers 422, Statistics Norway.

2003

The Importance of Interest Rates for Forecasting the Exchange Rates (joint paper with Hilde C. Bjørnland), Discussion Papers 340, Statistics Norway.

Fundamental Determinants of the long run Real Exchange Rate: The case of Norway (joint work with Hilde C. Bjørnland), Discussion Papers 326, Statistics Norway. [Data & batch]

Private Investments in Norway and the User Cost of Capital, Documents 2002/13, Statistics Norway.

2002

Causality in Macroeconomics: Identifying Causal Relationships from Policy Instruments to Target Variables, Documents 2002/14, Statistics Norway.

Restricting Growth Rates in Cointegrated VAR Models, revised version of Discussion Papers 309, Statistics Norway. [Ox-code & data]