Roger Hammersland is a researcher in the research department of Statistics Norway. Hammersland obtained his PhD at the European University Institute in 2002. He has been with the research department since May 2007.
Hammersland's main research interests lie in international macro and finance, labour economics, times series econometrics (including Cointegration analysis in I(1) and I(2) spaces and Panel data Cointegration) and simultaneous equation (SVAR and SVECM ) modelling.
His current research focuses on how to enhance the role of data in structural model design by utilizing auxiliary tools of exact identification, including in this developing structural vector equilibrium models to study the interaction between financial variables and the real side of the economy.
In addition he has several ongoing projects related to as different fields as causality in macroeconomics, panel data cointegration and labour economics, the last point related to studies of working time reductions in macroeconomic models.