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Håvard Hungnes
(Havard Hungnes)

Personal Details

First Name:Havard
Middle Name:
Last Name:Hungnes
Suffix:
RePEc Short-ID:phu29
[This author has chosen not to make the email address public]
http://www.hungnes.net
Research Department, Statistics Norway, P.O.B. 8131 Dep, N-0033 Oslo, Norway

Affiliation

Statistisk Sentralbyrå
Government of Norway

Oslo, Norway
http://www.ssb.no/
RePEc:edi:ssbgvno (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Pål Boug & Thomas von Brasch & Ådne Cappelen & Roger Hammersland & Håvard Hungnes & Dag Kolsrud & Julia Skretting & Birger Strøm & Trond C. Vigtel, 2022. "Fiscal policy, macroeconomic performance and industry structure in a small open economy," Discussion Papers 984, Statistics Norway, Research Department.
  2. Håvard Hungnes & Terje Skjerpen & Jørn Ivar Hamre & Xiaoming Chen Jansen & Dinh Quang Pham & Ole Sandvik, 2022. "Structural break in the Norwegian LFS due to the 2021 redesign," Discussion Papers 987, Statistics Norway, Research Department.
  3. Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2021. "The empirical modelling of house prices and debt revisited. A policy-oriented perspective," Discussion Papers 967, Statistics Norway, Research Department.
  4. Magnus Kvåle Helliesen & Håvard Hungnes & Terje Skjerpen, 2020. "Revisions in the Norwegian National Accounts. Accuracy, unbiasedness and efficiency in preliminary figures," Discussion Papers 924, Statistics Norway, Research Department.
  5. Håvard Hungnes, 2020. "Equal predictability test for multi-step-ahead system forecasts invariant to linear transformations," Discussion Papers 931, Statistics Norway, Research Department.
  6. Håvard Hungnes, 2020. "Predicting the exchange rate path. The importance of using up-to-date observations in the forecasts," Discussion Papers 934, Statistics Norway, Research Department.
  7. Thomas von Brasch & Ådne Cappelen & Håvard Hungnes & Terje Skjerpen, 2020. "Modeling R&D spillovers to productivity. The effects of tax policy," Discussion Papers 927, Statistics Norway, Research Department.
  8. Håvard Hungnes, 2018. "Encompassing tests for evaluating multi-step system forecasts invariant to linear transformations," Discussion Papers 871, Statistics Norway, Research Department.
  9. Håvard Hungnes, 2016. "Using common factors to identify substitution possibilities in a factor demand system with technological changes," Discussion Papers 849, Statistics Norway, Research Department.
  10. Håvard Hungnes, 2016. "Fractionality and co-fractionality between Government Bond yields," Discussion Papers 838, Statistics Norway, Research Department.
  11. Håvard Hungnes, 2012. "Testing for co-non-linearity," Discussion Papers 699, Statistics Norway, Research Department.
  12. Håvard Hungnes, 2008. "A Demand System for Input Factors when there are Technological Changes in Production," Discussion Papers 556, Statistics Norway, Research Department.
  13. Håvard Hungnes, 2005. "Identifying Structural Breaks in Cointegrated VAR Models," Discussion Papers 422, Statistics Norway, Research Department.
  14. Bjørnland, Hilde C. & Hungnes, Håvard, 2005. "The commodity currency puzzle," Memorandum 32/2005, Oslo University, Department of Economics.
  15. Bjørnland, Hilde C. & Hungnes, Håvard, 2003. "Fundamental determinants of the long run real exchange rate: The case of Norway," Memorandum 23/2002, Oslo University, Department of Economics.
  16. Hilde C. Bjørnland & Håvard Hungnes, 2003. "The importance of interest rates for forecasting the exchange rate," Discussion Papers 340, Statistics Norway, Research Department.
  17. Håvard Hungnes, 2001. "Estimating and Restricting Growth Rates and Cointegration Means With Applications to Consumption and Money Demand," Discussion Papers 309, Statistics Norway, Research Department.

Articles

  1. Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2024. "The empirical modelling of house prices and debt revisited: a policy-oriented perspective," Empirical Economics, Springer, vol. 66(1), pages 369-404, January.
  2. Håvard Hungnes & Terje Skjerpen & Jørn Ivar Hamre & Xiaoming Chen Jansen, 2024. "Implications of not controlling for known events in seasonal adjustment," Economics Bulletin, AccessEcon, vol. 44(3), pages 975-982.
  3. Boug, Pål & Brasch, Thomas von & Cappelen, Ådne & Hammersland, Roger & Hungnes, Håvard & Kolsrud, Dag & Skretting, Julia & Strøm, Birger & Vigtel, Trond C., 2023. "Fiscal policy, macroeconomic performance and industry structure in a small open economy," Journal of Macroeconomics, Elsevier, vol. 76(C).
  4. Magnus Kvåle Helliesen & Håvard Hungnes & Terje Skjerpen, 2022. "Revisions in the Norwegian National Accounts: accuracy, unbiasedness and efficiency in preliminary figures," Empirical Economics, Springer, vol. 62(3), pages 1079-1121, March.
  5. von Brasch, T. & Cappelen, Å. & Hungnes, H. & Skjerpen, T., 2021. "Modeling R&D spillovers to productivity: The effects of tax credits," Economic Modelling, Elsevier, vol. 101(C).
  6. Hungnes Håvard, 2015. "Testing for co-nonlinearity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 339-353, June.
  7. Håvard Hungnes, 2011. "A demand system for input factors when there are technological changes in production," Empirical Economics, Springer, vol. 40(3), pages 581-600, May.
  8. Håvard Hungnes, 2010. "Identifying Structural Breaks in Cointegrated Vector Autoregressive Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(4), pages 551-565, August.
  9. Hilde C Bjørnland & Håvard Hungnes, 2008. "The Commodity Currency Puzzle," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(2), pages 7-30, May.
  10. Håvard Hungnes & Hilde C. Bjørnland, 2006. "The importance of interest rates for forecasting the exchange rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(3), pages 209-221.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Pål Boug & Thomas von Brasch & Ådne Cappelen & Roger Hammersland & Håvard Hungnes & Dag Kolsrud & Julia Skretting & Birger Strøm & Trond C. Vigtel, 2022. "Fiscal policy, macroeconomic performance and industry structure in a small open economy," Discussion Papers 984, Statistics Norway, Research Department.

    Cited by:

    1. Dohwa, Kohjiro, 2024. "The role of local currency pricing in the international transmission effects of a government spending shock in an economy with vertical production linkage and foreign direct investment," Journal of Macroeconomics, Elsevier, vol. 80(C).
    2. Roman A. Zhukov & Maria A. Plinskaya & Evgeny V. Manokhin, 2023. "Assessment of the Regions Functioning Based on Production Functions with the Above Cost Factors," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 22(3), pages 657682-6576.

  2. Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2021. "The empirical modelling of house prices and debt revisited. A policy-oriented perspective," Discussion Papers 967, Statistics Norway, Research Department.

    Cited by:

    1. Jennifer Castle & Takamitsu Kurita, 2022. "Structural relationships between cryptocurrency prices and monetary policy indicators," Economics Series Working Papers 972, University of Oxford, Department of Economics.

  3. Magnus Kvåle Helliesen & Håvard Hungnes & Terje Skjerpen, 2020. "Revisions in the Norwegian National Accounts. Accuracy, unbiasedness and efficiency in preliminary figures," Discussion Papers 924, Statistics Norway, Research Department.

    Cited by:

    1. Robert Lehmann, 2020. "The Forecasting Power of the ifo Business Survey," CESifo Working Paper Series 8291, CESifo.
    2. Robert Lehmann, 2024. "A real-time regional accounts database for Germany with applications to GDP revisions and nowcasting," Empirical Economics, Springer, vol. 67(2), pages 817-838, August.
    3. Håvard Hungnes, 2020. "Equal predictability test for multi-step-ahead system forecasts invariant to linear transformations," Discussion Papers 931, Statistics Norway, Research Department.

  4. Håvard Hungnes, 2020. "Equal predictability test for multi-step-ahead system forecasts invariant to linear transformations," Discussion Papers 931, Statistics Norway, Research Department.

    Cited by:

    1. Magnus Kvåle Helliesen & Håvard Hungnes & Terje Skjerpen, 2020. "Revisions in the Norwegian National Accounts. Accuracy, unbiasedness and efficiency in preliminary figures," Discussion Papers 924, Statistics Norway, Research Department.
    2. Håvard Hungnes, 2020. "Predicting the exchange rate path. The importance of using up-to-date observations in the forecasts," Discussion Papers 934, Statistics Norway, Research Department.

  5. Håvard Hungnes, 2020. "Predicting the exchange rate path. The importance of using up-to-date observations in the forecasts," Discussion Papers 934, Statistics Norway, Research Department.

    Cited by:

    1. Knut Anton Mork & Haakon Andreas Trønnes & Vegard Skonseng Bjerketvedt, 2022. "Capital Preservation and Current Spending with Sovereign Wealth Funds and Endowment Funds: A simulation Study," IJFS, MDPI, vol. 10(3), pages 1-24, August.
    2. Knut Anton Mork & Haakon Andreas Trønnes & Vegard Skonseng Bjerketvedt, "undated". "Capital preservation and current spending with Sovereign Wealth Funds and Endowment Funds: A simulation study," Working Paper Series 19222, Department of Economics, Norwegian University of Science and Technology.

  6. Håvard Hungnes, 2018. "Encompassing tests for evaluating multi-step system forecasts invariant to linear transformations," Discussion Papers 871, Statistics Norway, Research Department.

    Cited by:

    1. Magnus Kvåle Helliesen & Håvard Hungnes & Terje Skjerpen, 2020. "Revisions in the Norwegian National Accounts. Accuracy, unbiasedness and efficiency in preliminary figures," Discussion Papers 924, Statistics Norway, Research Department.
    2. Håvard Hungnes, 2020. "Equal predictability test for multi-step-ahead system forecasts invariant to linear transformations," Discussion Papers 931, Statistics Norway, Research Department.
    3. Andrew B. Martinez, 2020. "Extracting Information from Different Expectations," Working Papers 2020-008, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    4. Håvard Hungnes, 2020. "Predicting the exchange rate path. The importance of using up-to-date observations in the forecasts," Discussion Papers 934, Statistics Norway, Research Department.

  7. Håvard Hungnes, 2016. "Using common factors to identify substitution possibilities in a factor demand system with technological changes," Discussion Papers 849, Statistics Norway, Research Department.

    Cited by:

    1. Benedictow, Andreas & Hammersland, Roger, 2020. "A financial accelerator in the business sector of a macroeconometric model of a small open economy," Economic Systems, Elsevier, vol. 44(1).

  8. Håvard Hungnes, 2012. "Testing for co-non-linearity," Discussion Papers 699, Statistics Norway, Research Department.

    Cited by:

    1. Pål Boug & Thomas von Brasch & Ådne Cappelen & Roger Hammersland & Håvard Hungnes & Dag Kolsrud & Julia Skretting & Birger Strøm & Trond C. Vigtel, 2022. "Fiscal policy, macroeconomic performance and industry structure in a small open economy," Discussion Papers 984, Statistics Norway, Research Department.
    2. Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers 2013-18, Department of Economics and Business Economics, Aarhus University.

  9. Håvard Hungnes, 2008. "A Demand System for Input Factors when there are Technological Changes in Production," Discussion Papers 556, Statistics Norway, Research Department.

    Cited by:

    1. Pål Boug & Thomas von Brasch & Ådne Cappelen & Roger Hammersland & Håvard Hungnes & Dag Kolsrud & Julia Skretting & Birger Strøm & Trond C. Vigtel, 2022. "Fiscal policy, macroeconomic performance and industry structure in a small open economy," Discussion Papers 984, Statistics Norway, Research Department.
    2. Thomas von Brasch & Marit Linnea Gjelsvik & Victoria Sparrman, 2018. "Deunionization and job polarization – a macroeconomic model analysis for a small open economy," Economic Systems Research, Taylor & Francis Journals, vol. 30(3), pages 380-399, July.
    3. Ådne Cappelen & Torbjørn Eika, 2017. "Immigration and the Dutch disease. A counterfactual analysis of the Norwegian resource boom 2004-2013," Discussion Papers 860, Statistics Norway, Research Department.
    4. Pål Boug & Ådne Cappelen & Torbjørn Eika, 2013. "Exchange Rate Pass-through in a Small Open Economy: the Importance of the Distribution Sector," Open Economies Review, Springer, vol. 24(5), pages 853-879, November.
    5. Pål Boug & Ådne Cappelen & Torbjørn Eika, 2013. "The importance of the distribution sector for exchange rate pass-through in a small open economy. A large scale macroeconometric modelling approach," Discussion Papers 731, Statistics Norway, Research Department.
    6. Thomas von Brasch & Ådne Cappelen & Håvard Hungnes & Terje Skjerpen, 2020. "Modeling R&D spillovers to productivity. The effects of tax policy," Discussion Papers 927, Statistics Norway, Research Department.
    7. von Brasch, T. & Cappelen, Å. & Hungnes, H. & Skjerpen, T., 2021. "Modeling R&D spillovers to productivity: The effects of tax credits," Economic Modelling, Elsevier, vol. 101(C).

  10. Håvard Hungnes, 2005. "Identifying Structural Breaks in Cointegrated VAR Models," Discussion Papers 422, Statistics Norway, Research Department.

    Cited by:

    1. Håvard Hungnes, 2008. "A Demand System for Input Factors when there are Technological Changes in Production," Discussion Papers 556, Statistics Norway, Research Department.

  11. Bjørnland, Hilde C. & Hungnes, Håvard, 2005. "The commodity currency puzzle," Memorandum 32/2005, Oslo University, Department of Economics.

    Cited by:

    1. Fernanda Fuentes & Rodrigo Herrera & Adam Clements, 2016. "Modelling Extreme Risks in Commodities and Commodity Currencies," NCER Working Paper Series 115, National Centre for Econometric Research.
    2. Wu, Tao & An, Feng & Gao, Xiangyun & Wang, Ze, 2023. "Hidden causality between oil prices and exchange rates," Resources Policy, Elsevier, vol. 82(C).
    3. Stephanos Papadamou & Thomas Markopoulos, 2012. "The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 18(3), pages 299-314, August.
    4. RAJI Jimoh Olajide & ADEEL-FAROOQ Rana Muhammad & OYEWOLE Tajudeen Toyin, 2023. "Modelling The Impact Of Crude Oil Prices And Stock Price Index On Indonesia’S Exchange Rates," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 18(3), pages 244-260, December.
    5. Alam, Md. Samsul & Shahzad, Syed Jawad Hussain & Ferrer, Román, 2019. "Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility," Energy Economics, Elsevier, vol. 84(C).
    6. Lambelet, Jean-Christian & Mihailov, Alexander, 2005. "The Triple-Parity Law," Economics Discussion Papers 8896, University of Essex, Department of Economics.
    7. Chen, Hongtao & Liu, Li & Wang, Yudong & Zhu, Yingming, 2016. "Oil price shocks and U.S. dollar exchange rates," Energy, Elsevier, vol. 112(C), pages 1036-1048.
    8. Муканов Нурбулат // Mukanov Nurbolat & Мекенбаева Камила // Mekenbayeva, 2017. "Оценка равновесного обменного курса в сырьевых экономиках // Assessment of equilibrium exchange rate in commodity based economies," Working Papers #2017-7, National Bank of Kazakhstan.
    9. Olagbaju Ifeolu O & Akinbobola Temidayo O, 2016. "A Non-Linear Analysis of the Oil Price-Exchange Rate Nexus in Nigeria," Journal of Economics and Behavioral Studies, AMH International, vol. 8(4), pages 79-91.
    10. Geir E. Alstad, 2010. "The long-run exchange rate for NOK: a BEER approach," Working Paper 2010/19, Norges Bank.

  12. Bjørnland, Hilde C. & Hungnes, Håvard, 2003. "Fundamental determinants of the long run real exchange rate: The case of Norway," Memorandum 23/2002, Oslo University, Department of Economics.

    Cited by:

    1. Ms. Kornelia Krajnyak & Mr. Volodymyr Tulin, 2010. "How Expensive is Norway? New International Relative Price Measures," IMF Working Papers 2010/133, International Monetary Fund.
    2. Jaramillo Franco, Miguel & Serván Lozano, Sergio, 2012. "Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP," MPRA Paper 70772, University Library of Munich, Germany.
    3. Bjørnland, Hilde C. & Hungnes, Håvard, 2005. "The commodity currency puzzle," Memorandum 32/2005, Oslo University, Department of Economics.
    4. Alexeeva-Talebi, Victoria, 2010. "Cost pass-through in strategic oligopoly: Sectoral evidence for the EU ETS," ZEW Discussion Papers 10-056, ZEW - Leibniz Centre for European Economic Research.
    5. Alessandra Pasqualina Viola & Margarida Sarmiento Gutierrez & Claudio Henrique Barbedo & Andre Luiz Carvalhal da Silva, 2013. "Impact of exchange rate swaps on the dollar coupon curve: an analysis according to principal components regression," Brazilian Business Review, Fucape Business School, vol. 10(1), pages 79-101, January.
    6. Thomas L Bradley & Paul B Eberle, 2023. "Purchasing Power Parity In Russia And The Transitioning Economy 1990-1995," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 31, pages 85-111, June.
    7. Abdalrahman AbuDalu & Elsadig Musa Ahmed, 2013. "The long and short run forcing variables of purchasing power parity of ASEAN-5," E3 Journal of Business Management and Economics., E3 Journals, vol. 4(3), pages 066-081.
    8. Hilde C. Bjørnland & Håvard Hungnes, 2003. "The importance of interest rates for forecasting the exchange rate," Discussion Papers 340, Statistics Norway, Research Department.
    9. Hilde Bjørnland, 2004. "The Role of the Exchange Rate as a Shock Absorber in a Small Open Economy," Open Economies Review, Springer, vol. 15(1), pages 23-43, January.
    10. Doojav, Gan-Ochir, 2011. "The role of exchange rate in Mongolia: A shock absorber or a source of shocks?," MPRA Paper 72145, University Library of Munich, Germany, revised Nov 2011.

  13. Hilde C. Bjørnland & Håvard Hungnes, 2003. "The importance of interest rates for forecasting the exchange rate," Discussion Papers 340, Statistics Norway, Research Department.

    Cited by:

    1. Pål Boug & Andreas Fagereng, 2007. "Exchange rate volatility and export performance: A cointegrated VAR approach," Discussion Papers 522, Statistics Norway, Research Department.
    2. Pål Boug & Thomas von Brasch & Ådne Cappelen & Roger Hammersland & Håvard Hungnes & Dag Kolsrud & Julia Skretting & Birger Strøm & Trond C. Vigtel, 2022. "Fiscal policy, macroeconomic performance and industry structure in a small open economy," Discussion Papers 984, Statistics Norway, Research Department.
    3. Rashid, Abdul & Ling, Jeffrey, 2009. "Fundamentals and Exchange Rates: Evidence from ASEAN-5," MPRA Paper 22451, University Library of Munich, Germany.
    4. Jen-Chi Cheng & Larry Taylor & Wenlong Weng, 2010. "The links between international parity conditions and Granger causality: a study of exchange rates and prices," Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3491-3501.
    5. Roger Bjørnstad & Eilev S. Jansen, 2007. "The NOK/euro exhange rate after inflation targeting: The interest rate rules," Discussion Papers 501, Statistics Norway, Research Department.
    6. Bjørnland, Hilde C., 2005. "Monetary policy and exchange rate interactions in a small open economy," Memorandum 31/2005, Oslo University, Department of Economics.
    7. Holger Fink & Andreas Fuest & Henry Port, 2018. "The Impact of Sovereign Yield Curve Differentials on Value-at-Risk Forecasts for Foreign Exchange Rates," Risks, MDPI, vol. 6(3), pages 1-19, August.
    8. Bjørnland, Hilde C. & Hungnes, Håvard, 2005. "The commodity currency puzzle," Memorandum 32/2005, Oslo University, Department of Economics.
    9. Øyvind Eitrheim & Jan Fredrik Qvigstad, 2024. "Norway’s Road to Inflation Targeting: Overcoming the Fear of Floating," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 66(3), pages 482-534, September.
    10. Håvard Hungnes, 2020. "Predicting the exchange rate path. The importance of using up-to-date observations in the forecasts," Discussion Papers 934, Statistics Norway, Research Department.
    11. Benedictow, Andreas & Hammersland, Roger, 2023. "Transition risk of a petroleum currency," Economic Modelling, Elsevier, vol. 128(C).

Articles

  1. Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2024. "The empirical modelling of house prices and debt revisited: a policy-oriented perspective," Empirical Economics, Springer, vol. 66(1), pages 369-404, January.
    See citations under working paper version above.
  2. Boug, Pål & Brasch, Thomas von & Cappelen, Ådne & Hammersland, Roger & Hungnes, Håvard & Kolsrud, Dag & Skretting, Julia & Strøm, Birger & Vigtel, Trond C., 2023. "Fiscal policy, macroeconomic performance and industry structure in a small open economy," Journal of Macroeconomics, Elsevier, vol. 76(C).
    See citations under working paper version above.
  3. Magnus Kvåle Helliesen & Håvard Hungnes & Terje Skjerpen, 2022. "Revisions in the Norwegian National Accounts: accuracy, unbiasedness and efficiency in preliminary figures," Empirical Economics, Springer, vol. 62(3), pages 1079-1121, March.
    See citations under working paper version above.
  4. von Brasch, T. & Cappelen, Å. & Hungnes, H. & Skjerpen, T., 2021. "Modeling R&D spillovers to productivity: The effects of tax credits," Economic Modelling, Elsevier, vol. 101(C).

    Cited by:

    1. Pål Boug & Thomas von Brasch & Ådne Cappelen & Roger Hammersland & Håvard Hungnes & Dag Kolsrud & Julia Skretting & Birger Strøm & Trond C. Vigtel, 2022. "Fiscal policy, macroeconomic performance and industry structure in a small open economy," Discussion Papers 984, Statistics Norway, Research Department.
    2. Nguyen, Hang T. T., 2024. "Corporate taxation and total factor productivity: Evidence on a non-linear relationship," arqus Discussion Papers in Quantitative Tax Research 284, arqus - Arbeitskreis Quantitative Steuerlehre.
    3. Occhino, Filippo, 2023. "The macroeconomic effects of business tax cuts with debt financing and accelerated depreciation," Economic Modelling, Elsevier, vol. 125(C).
    4. Guo, Yan & Zhang, Haochen, 2022. "Spillovers of innovation subsidies on regional industry growth: Evidence from China," Economic Modelling, Elsevier, vol. 112(C).
    5. Lee, Velma & Viale, Ariel M., 2023. "Total factor productivity in East Asia under ambiguity," Economic Modelling, Elsevier, vol. 121(C).
    6. Tang, Meili & Wang, Yu, 2022. "Tax incentives and corporate social responsibility: The role of cash savings from accelerated depreciation policy," Economic Modelling, Elsevier, vol. 116(C).
    7. Foreman-Peck, James & Zhou, Peng, 2023. "Specialisation precedes diversification: R&D productivity effects," Cardiff Economics Working Papers E2023/16, Cardiff University, Cardiff Business School, Economics Section.
    8. Byun, Seong K. & Oh, Jong-Min & Xia, Han, 2023. "R&D tax credits, technology spillovers, and firms' product convergence," Journal of Corporate Finance, Elsevier, vol. 80(C).

  5. Hungnes Håvard, 2015. "Testing for co-nonlinearity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 339-353, June.
    See citations under working paper version above.
  6. Håvard Hungnes, 2011. "A demand system for input factors when there are technological changes in production," Empirical Economics, Springer, vol. 40(3), pages 581-600, May.
    See citations under working paper version above.
  7. Håvard Hungnes, 2010. "Identifying Structural Breaks in Cointegrated Vector Autoregressive Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(4), pages 551-565, August.

    Cited by:

    1. Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M. & Yildirim, Gökhan, 2015. "Historical impact of technological change on the US mass media advertising expenditure," Technological Forecasting and Social Change, Elsevier, vol. 100(C), pages 306-316.
    2. Vidal-Sanz, Jose M. & Yildirim, Gökhan, 2012. "Expenditure trends in US advertising : long-term effects and structural changes with new media introductions," DEE - Working Papers. Business Economics. WB wb121506, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    3. Thomas Brasch, 2016. "Identifying the sector bias of technical change," Empirical Economics, Springer, vol. 50(2), pages 595-621, March.
    4. Takamitsu Kurita & Mototsugu Shintani, 2023. "Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations," CIRJE F-Series CIRJE-F-1216, CIRJE, Faculty of Economics, University of Tokyo.
    5. Thomas von Brasch, 2015. "Indentifying the sector bias of technical change," Discussion Papers 795, Statistics Norway, Research Department.
    6. Haile, Fiseha, 2017. "Global shocks and their impact on the Tanzanian economy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 11, pages 1-38.
    7. Pål Boug & Ådne Cappelen & Torbjørn Eika, 2013. "The importance of the distribution sector for exchange rate pass-through in a small open economy. A large scale macroeconometric modelling approach," Discussion Papers 731, Statistics Norway, Research Department.

  8. Hilde C Bjørnland & Håvard Hungnes, 2008. "The Commodity Currency Puzzle," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(2), pages 7-30, May.
    See citations under working paper version above.
  9. Håvard Hungnes & Hilde C. Bjørnland, 2006. "The importance of interest rates for forecasting the exchange rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(3), pages 209-221.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (6) 2005-06-14 2008-09-13 2012-07-29 2018-02-19 2020-06-15 2022-10-31. Author is listed
  2. NEP-MAC: Macroeconomics (5) 2016-05-28 2016-11-20 2020-05-04 2020-05-11 2022-01-10. Author is listed
  3. NEP-IFN: International Finance (4) 2003-06-04 2003-06-04 2005-06-14 2006-02-12
  4. NEP-FOR: Forecasting (3) 2018-02-19 2020-06-15 2020-08-24
  5. NEP-CBA: Central Banking (2) 2003-06-04 2022-01-10
  6. NEP-CMP: Computational Economics (2) 2020-05-11 2022-10-31
  7. NEP-ETS: Econometric Time Series (2) 2005-06-14 2020-06-15
  8. NEP-FIN: Finance (2) 2003-06-04 2003-06-04
  9. NEP-ORE: Operations Research (2) 2016-05-28 2020-06-15
  10. NEP-URE: Urban and Real Estate Economics (2) 2020-05-11 2022-01-10
  11. NEP-EFF: Efficiency and Productivity (1) 2020-05-11
  12. NEP-EUR: Microeconomic European Issues (1) 2020-05-11
  13. NEP-FMK: Financial Markets (1) 2006-02-12
  14. NEP-GEN: Gender (1) 2020-05-11
  15. NEP-IND: Industrial Organization (1) 2020-05-11
  16. NEP-INO: Innovation (1) 2020-05-11
  17. NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2022-10-31
  18. NEP-MON: Monetary Economics (1) 2020-08-24
  19. NEP-PBE: Public Economics (1) 2020-05-11
  20. NEP-RMG: Risk Management (1) 2003-06-04

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Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.