In pursuit of the secret of true happiness I went to Denmark. Why Denmark? Because the social scientists say it is here, in northern climes, that we are most likely to find people who unashamedly confess to happiness. Surveys over 30 years have shown that the Danes score higher than any other Western country on measures of life satisfaction. Clearly, they know something we don’t.

First impressions are of a country that works. The air is fresh, the streets are clean and the natives friendly. If there is a yob society, it is kept under wraps. There is a lot to be said for competence, as I discovered when my hotel shower delivered a stream of water at just the right temperature, a unique achievement in my experience.

If wealthy, superior Brits profess to be bored by a structured, well-ordered society it’s because they don’t have to worry about affording the best. The verdict of the not so well-off is likely to be more favourable to decent housing, a generously funded health service and cheap, efficient public transport.

But what of the cost? Danish taxes are among the highest in the world. How can the Danes hand over to the Government up to 59 per cent of their incomes and remain happy? But they do, and they are.

Professor Peter Gundelach, a sociologist at the University of Copenhagen, has one explanation. “It all goes back to the war with Germany nearly 150 years ago. We lost a third of our population and half of our territory. A small, near-bankrupt country with a powerful neighbour had two choices: to join the victor or establish a new identity.” The Danes chose to go it alone. No longer empire builders, they became community builders, creating a self-contained, egalitarian society that valued consensus more than confrontation.

“The critical word is ‘trust’,” says Henrik Dahl, a sociologist who has made a study of what makes the Danes tick. “You can see it in industry where management and labour work out problems together.” Hearing this, my mind drifted back 30 years to a television debate between a Danish business leader and Hugh (later Lord) Scanlon, then boss of the engineering union. The Dane was explaining how his employees were only too delighted when a new idea for raising productivity was introduced. Greater efficiency meant higher sales and more money all round. Scanlon, the Neanderthal man of British trade unionism, could only sit there open-mouthed. “That’s not the way we do things,” he managed to say. And you could almost hear the unison from a million drawing rooms: “More’s the pity!”

The trust in employers to do the decent thing extends to politicians who are generally reckoned to be trying their best for the country whatever party they represent. Henrik Dahl’s wife, a Social Democrat MP, currently in opposition, finds little enough to oppose since compromise deals are agreed well before they get to the floor of the Assembly. Again we hear “How boring” from those in the thick of our own combative politics, while forgetting that for many ordinary voters it is the lunatic and time-wasting antics of the House of Commons that induces cynicism and apathy.

In Britain taxation is a cause of unhappiness; in Denmark the optimistic assumption is that government revenue will be put to good purpose. “Tax is not seen as robbery so much as a social income,” says Gundelach. As a result, minimum standards are high and genuine poverty is hard to find. Equally, there are few symbols of great wealth.

“The Danes celebrate ordinariness,” I was told more than once. The super-rich keep a low profile. A pretty young waitress revealed that she was a college student in her final year earning money to go to America for more study. My companion smiled when I left a generous tip. Only later did he tell me that the girl’s family lived in a castle surrounded by several hundred acres of parkland. “She would never admit that to you, it would be too shameful.” I watched for the reaction of passers-by to the $5 million gin palace moored overnight in Copenhagen’s marina. Envious glances were heavily outnumbered by frowns of disapproval.

The celebration of ordinariness is a recipe for contentment, a Danish journalist told me. “As a country we have no great ambitions like coming out top in sport. The trouble with you British is that you can’t move on from being a world power. You still expect to win and when you don’t, the letdown is palpable. No wonder you’re unhappy.”

There is another dimension to Danish society that helps to explain the sense of wellbeing. It is the value they put on exclusivity. This is where first impressions can be misleading. The Danes are by nature a friendly lot, wonderfully convivial, particularly over a glass of ice-cold Carlsberg, but there is much that is essentially Danish and not open to outsiders. Invoking the reflections of a former British ambassador who had previously served in Africa, Gundelach sees the characteristics of a native tribe transposed to Scandinavia.

“We are a small, homogenous society, content to be ourselves but maybe a bit too self-regarding, which is why we don’t handle the immigrant communities very well. If they are not ready to adopt Danish ways, they are not very welcome.” This was confirmed when I talked to an Englishman abroad. Mark Oakley is an Anglican priest living in Copenhagen, where he carries the grand title of Archdeacon of Germany and Northern Europe.

“Exclusivity creates confidence,” he told me. “Every Dane knows what it is to be Danish. All those Danish flags and pennants you see on public buildings and in suburban gardens are less an assertion of national pride than a sign of metroism, like a club badge or tie. Friendliness to outsiders stops short of real friendship.” I had problems coming to terms with this. Denmark is so obviously an open society. With English as the favoured second language, as familiar to the hotdog saleswoman at Copenhagen Central Station as to the smart-suited banker, the Danes treat the world as their marketplace and are ever keen to strengthen commercial links with neighbouring countries. The ten-mile sweep of engineering elegance known as the Oresund Bridge connecting the Danish and Swedish mainlands is soon to be partnered by an even lengthier elevation over the Fehmarn Belt between Denmark and Germany. And, yes, Denmark is a fully paid-up member of the EU.

Even so, a whole raft of exceptions reinforces Danish exclusivity. For one thing there is no immediate prospect of joining the euro. For another, Denmark has negotiated some unlikely opt-out clauses, starting with tight control over the right to buy property. For rich foreigners casting acquisitive eyes at red-roofed farmhouses in lush, rolling countryside (the perfect holiday or retirement home) it comes as a shock to find that only Danish citizens can put in a bid.

It is the same with employment. With the right qualifications you may teach at a university but only under a fixed-term contract. You have to be Danish to get tenure.

So there it is. Happiness is having a comfortable lifestyle without being swept up by competitive consumption. It is a feeling of belonging, of knowing and accepting the rules of the club. It is realising that leisure is to be enjoyed and that work is not the sole purpose of life. It is a cold beer on a long, warm summer evening.

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