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It is now well established that there is a serious gap between normative Energy Performance Certificate (EPC) calculations and measured energy consumption in the domestic sector. The fact that there are similarities in this gap between different European countries with varied housing stocks, different normative (EPC) dwelling consumption calculation methods and different cultural norms is surprising. This gap affects the analysis of current energy consumption and the estimation of future energy saving and its cost-effectiveness. This paper presents the results of comparing the differences between measured consumption and normative estimations of residential energy consumptions using national standard (EPC) calculations in four European countries (United Kingdom, France, The Netherlands and Germany). The potential causes of this gap are discussed in terms of behavioural change, technological performance and the application of normative models. Normative calculations are currently used to help develop both European and national energy efficiency policies. In the recast of the EPBD directive for example, cost-optimality calculations for major renovations and Nearly-Zero-Energy Buildings are based on normative standards. The paper provides examples of the potential impact that using normative as opposed to calculations grounded in empirical data may have on policy decisions.