Latest international publications
Publications in Norwegian
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Selvforsterkende effekter i bolig- og kredittmarkedet (2009)
Norsk Økonomisk Tidsskrift 123, sidene 18-33. (Skrevet sammen med Trond-Arne Borgersen.) Sammendrag: Denne artikkelen studerer sammenhengene mellom husholdningenes gjeld, disponibel inntekt og boligpris i perioden 1987-2008. Boliglån ...
Posted Apr 25, 2010, 8:25 AM by Håvard Hungnes
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Boligpris, kredittvekst og virkninger på realøkonomien (2009)
Magma 12, sidene 40-47. (Skrevet sammen med Trond-Arne Borgersen og Eilev S. Jansen.) Sammendrag: Boligprisen har siden dereguleringen av bolig- og
kredittmarkedet på 1980-tallet vært en svært ...
Posted Apr 25, 2010, 8:26 AM by Håvard Hungnes
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Work place:
Statistics Norway
Research Department
P.O. Box 8131 Dep
NO-0033 Oslo Dep
Norway
My other webpages:
What's new:
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New Discussion paper: Testing for co-non-linearity
Abstract: This article introduces the concept of co-non-linearity. Co-non-linearity is an example of a common feature in time series (Engle and Koziciki, 1993, J. Bus. Econ. Statist.) and an extension of the concept of common nonlinear components (Anderson and Vahid, 1998, J. Econometrics). If some time series follow a non-linear process but there exists a linear relationship between the levels of these series that removes the non-linearity, then this relationship is said to be a co-non-linear relationship. In this article I show how to determine the number of such co-non-linear relationships. Furthermore, I show how to formulate hypothesis tests on the co-non-linear relationships in a full maximum likelihood framework.
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Posted Jul 12, 2012, 12:22 AM by Håvard Hungnes
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GRaM - minor update and fixed download problem
Today I have updated GRaM so it can handle GRaM specific batch code. Furthermore I have fixed a download problem with the previous version. |
Posted Jul 1, 2010, 5:19 AM by Håvard Hungnes
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New homepage
I have updated my hompage. Hopefully it will be easer to navigate for the users, and easier for me to update. |
Posted Nov 25, 2009, 6:56 AM by Håvard Hungnes
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