Håvard Hungnes

I am a Senior Researcher in the Research Department at Statistics Norway (SSB). My work centers on applied macroeconometrics, with a particular focus on developing and applying advanced time series methods to address practical economic challenges. 

• Academic Profiles: 

  • • • OrcID 

      • Google Scholar

• Research Databases: 

  • • • EconPapers 

      • NVA - Norwegian Research Information Repository 

• Institutional Profile: 

  • • • Statistics Norway (SSB)

• A novel multivariate composite estimator for the labour force survey (2026*) Journal of the Royal Statistical Society: Series A, forthcoming.  DOI: 10.1093/jrsssa/qnag059

• Getting Back on Track: Forecasting After Extreme Observations (2026). International Journal of Forecasting, DOI: 10.1016/j.ijforecast.2025.08.005. Joint paper with Pål Boug and Takamitsu Kurita. Data and code.

• Improving the Prediction of Norwegian Household Consumption by Adjusting for Temporary Fluctuations in Dividend Income (2025), chapter in "Time Series Analysis and Forecasting", DOI: 10.1007/978-3-031-69750-0_2.

• Implications of not controlling for known events in seasonal adjustment (2024). Economics Bulletin 44(3) 975-982. Joint paper with Terje Skjerpen, Jørn Ivar Hamre, and Xiaoming Chen Jansen.  

• 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 importance of interest rates for forecasting the exchange rate (2006), Journal of Forecasting, DOI: 10.1002/for.983. Joint paper with Hilde C. Bjørnland. 

• Decomposing the Output Gap Robust Univariate and Multivariate Hodrick–Prescott Filtering with Extreme Observations (2025). Discussion papers 1031, Statistics Norway.

  1. • • Submitted to journal

• A novel multivariate composite estimator for the Labour Force Survey (2025). Discussion papers 1022, Statistics Norway. (Supplementary materail and data construction and availability.)

  1. • • Published in Journal of the Royal Statistical Society: Series A

• Getting Back on Track: Forecasting After Extreme Observations (2024). Discussion papers 1018, Statistics Norway. Joint work with Pål Boug, and Takamitsu Kurita 

  1. • • Published in International Journal of Forecasting

• Macroeconomic and Industry Effects of Supply-Side Climate Policy (2024). Discussion papers 1014, Statistics Norway. Joint work with Ådne Cappelen, Marek Jasinski, and Julia Skretting

  1. • • Revise and resubmitt in Economic Systems Research 

• 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

  1. • • Publishd in Journal of Macroeconomics

• 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.)

  1. • • Published in Journal of Official Statistics 

• 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

  1. • • Published in Empirical Economics

• Predicting the exchange rate path - The importance of using up-to-date observations in the forecasts (2020). Discussion paper 934, Statistics Norway.

  1. • • Published in “Theory and Applications of Time Series Analysis and Forecasting” 

• Equal predictability test for multi-step-ahead system forecasts invariant to linear transformations (2020). Discussion paper 931, Statistics Norway. Data.

  1. • • Note: Combined with DP 871 into a new manuscript.

• 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 

  1. • • Published in Economic Modelling 

• 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

  1. • • Published in Empirical Economics 

• Encompassing tests for evaluating multi-step system forecasts invariant to linear transformations (2018). Discussion paper 871, Statistics Norway. Data.

  1. • • Note: Combined with DP 931 into a new manuscript.

• 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.

• Testing for co-non-linearity (2012). Discussion paper 699, Statistics Norway.

• A Demand System for Input Factors when there are Technological Changes in Production (2008). Discussion paper 556, Statistics Norway.

  1. • • Published in Empirical Economics 

• Identifying Structural Breaks in Cointegrated VAR Models (2005). Discussion paper 422, Statistics Norway.

  1. • • Published in Oxford Bulletin of Economics and Statistics 

• The commodity currency puzzle (2005). Discussion paper 423, Statistics Norway.

  1. • • Publisehed in The IUP Journal of Monetary Economics 

• Fundamental determinants of the long run real exchange rate: The case of Norway (2003). Discussion paper 326, Statistics Norway.

• The importance of interest rates for forecasting the exchange rate (2003). Discussion paper 340, Statistics Norway.

  1. • • Published in Journal of Forecasting

• Estimating and Restricting Growth Rates and Cointegration Means With Applications to Consumption and Money Demand (2001). Discussion paper 309, Statistics Norway.

• GRaM

• RRR

• Cofrac

• 2026, June: Decomposing the Output Gap: Robust Multivariate Hodrick–Prescott Filtering, IAAE, Lisboa. (Accepted for presentation, June 2026).

• 2026, June: Getting Back on Track: Forecasting After Extreme Observations, “Model invariance" workshop (UiO), Oslo. (Accepted for presentation, June 2026).

• 2026, June: Evaluating System Forecast Paths: Efficient Tests for Equal Predictability and Encompassing, 28th Dynamic Econometric Conference, (BI) Oslo. (Accepted for presentation, June 2026).

• 2026, June: Decomposing the Output Gap: Robust Multivariate Hodrick–Prescott Filtering, Nordic Econometric Meeting, Helsinki. (Accepted for presentation, June 2026).

• 2025, September: Decomposing the Output Gap: Robust Univariate and Multivariate Hodrick–Prescott Filtering with Extreme Observations, 27th Dynamic Econometric Conference, London.

• 2025, June: Getting Back on Track: Forecasting After Extreme Observations, 3rd Vienna Workshop on Economic Forecasting

• 2025, June: A multivariate composite estimator for the Labour Force Survey, LFS workshop 2025, Oslo.

• 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