According to research done at the University of Leicester, the Danes, Swiss, and Austrians are, more than anybody else. Having spent time in all three of those countries, I'm not surprised; if I lived there as a citizen, I'd be happy, too. The U.S. comes in at No. 22, which still makes us happier than the French or the Italians, denizens of glorious countries not known for their optimism and high spirits. (Having gone through 2000 years of history and all that.)
