Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Håvard Hungnes"'
Autor:
Håvard Hungnes
Publikováno v:
Contributions to Statistics ISBN: 9783031141966
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6f79376b0a458ef96331def74c9f0ebf
https://doi.org/10.1007/978-3-031-14197-3_13
https://doi.org/10.1007/978-3-031-14197-3_13
Autor:
Pål Boug, Thomas von Brasch, Ådne Cappelen, Roger Hammersland, Håvard Hungnes, Dag Kolsrud, Julia Skretting, Birger Strøm, Trond C. Vigtel
Publikováno v:
Journal of Macroeconomics. 76:103524
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::80f07caad5388bea2e0753bafc03dd7b
https://doi.org/10.1016/j.jmacro.2023.103524
https://doi.org/10.1016/j.jmacro.2023.103524
Publikováno v:
Economic Modelling
August
August
How much stimuli that should be attributed to R&D investments crucially depends on how the benefits of R&D reverberate throughout the economy. An extensive literature has found major spillover effects from R&D investments from one industry to another
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::886fde5dce6e1971fa1da68992df66ed
https://hdl.handle.net/11250/2987488
https://hdl.handle.net/11250/2987488
Publikováno v:
Empirical Economics
This paper investigates the quality of preliminary figures in the Norwegian National Accounts. To address the problem of few observations in such analyses, we use some recently developed system tests for forecast evaluation. We find that preliminary
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6e0ca704f95726dd1a5dfd649f6bf8d3
https://hdl.handle.net/11250/2987664
https://hdl.handle.net/11250/2987664
Autor:
Håvard Hungnes
Publikováno v:
Studies in Nonlinear Dynamics & Econometrics. 19:339-353
This article introduces the concept of co-nonlinearity. Co-nonlinearity is an example of a common feature in time series [Engle, Robert F., and Sharon Kozicki. 1993. “Testing for Common Features.” Journal of Business & Economic Statistics 11 (4):
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eb1b8fd9959f59ebd6810d0cc4d2d432
https://doi.org/10.1515/snde-2013-0092
https://doi.org/10.1515/snde-2013-0092
Autor:
Håvard Hungnes
Publikováno v:
Oxford Bulletin of Economics and Statistics. 72:551-565
This article suggests an alternative formulation of the cointegrated vector autoregressive (VAR) model such that the coefficients for the deterministic terms have straightforward interpretations. These coefficients can be interpreted as growth rates
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a637372626b860600f3d2851ae5458a5
https://doi.org/10.1111/j.1468-0084.2010.00586.x
https://doi.org/10.1111/j.1468-0084.2010.00586.x
Publikováno v:
Norsk statsvitenskapelig tidsskrift. 21:406-417
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::64df67134e7f36a3c407053d4962c651
https://doi.org/10.18261/issn1504-2936-2005-04-05
https://doi.org/10.18261/issn1504-2936-2005-04-05
Autor:
Hilde C. Bjørnland, Håvard Hungnes
Publikováno v:
Journal of Forecasting. 25:209-221
This study compares the forecasting performance of a structural exchange rate model that combines the purchasing power parity condition with the interest rate differential in the long run, with some alternative exchange rate models. The analysis is a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6cfaf6f053b67ddf96ea7483896c2bad
https://doi.org/10.1002/for.983
https://doi.org/10.1002/for.983