www.hungnes.net - Homepage for Håvard Hungnes

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

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.

2008	A Demand System for Input Factors when there are Technological Changes in Production, Discussion Papers 556, Statistics Norway. [Data & batch]
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. [Data & batch, same as DP326 (2003)]
	Identifying Structural Breaks in Cointegrated VAR Models, Discussion Papers 422, Statistics Norway. [Data & batch, see GRaM]
2003	The Importance of Interest Rates for Forecasting the Exchange Rates (joint paper with Hilde C. Bjørnland), Discussion Papers 340, Statistics Norway. [Data & batch]
	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]
2002	Private Investments in Norway and the User Cost of Capital, Documents 2002/13, Statistics Norway.
	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]

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