There is no special prosecutor hounding Kjell Magne Bondevik, no grand jury, no impeachment proceeding underway. The prime minister's approval ratings are near historic highs. The burning political problem he is dealing with this fall is one that most leaders would love to face: how much of the budget surplus to spend now, and how much to save for the future.

You might think all this good news would make for a happy head of state. In fact, Norway's prime minister has found his job depressing -- so much so that he took two unprecedented steps.

First, the 51-year-old political veteran took 3 1/2 weeks of sick leave. Then he admitted that his sickness was psychological: a "depressive reaction" to the constant stress of running a country.

"When I was put on sick leave," Bondevik announced bluntly in a statement, "the reason was simply that my strength was gone. . . . I did not have the energy I needed to meet the challenges."

"I felt I had unlimited capacity," he continued. "Naturally, I did not."

After a healing interlude of sleeping late, walking in the country and meditating, Bondevik came back to work late last month for parliament's debate about the budget surplus. And he discovered that he was a hero.

"I wondered at first whether he should talk publicly about depression," said Cultural Affairs Minister Anne Enger Lahnstein, leader of Norway's Center Party, one of three parties in Bondevik's coalition government. "But he's gotten very good feedback for declaring his problem. People consider him both courageous and honest."

Indeed, the latest opinion surveys show that 85 percent of Norwegians think their prime minister did the right thing when he told the public what was troubling him. "Bondevik -- as brave as Diana," said the Dagbladet newspaper, a reference to the late British princess's admission of depression when her marriage broke up.

A lot of Norwegians, in fact, seem downright proud of what their leader did.

Watching that reaction, Bondevik's political opponents -- and there are many, because the Christian People's Party leader heads a minority government with just 42 out of 165 seats in parliament -- have been conspicuously quiet.

The closest thing to outright criticism has come from Norway's most outspoken politician, Carl Hagen, leader of the Progress Party.

"Obviously, we can't have a prime minister who is not strong enough to be prime minister," Hagen said. "Bondevik is popular, and he can admit to this -- but only once."

Hagen also raises a question that probably would occur to most foreign leaders observing Oslo's political scene. "What does our prime minister have to be depressed about anyway?" he snorted. "We have a big state surplus, no debt, full employment, inflation of 2 or 3 percent. What Norway has, most countries wish they had."

It is, in fact, a common observation on this lovely northern peninsula, where the ice-blue fiords stretch past forested hills beneath a powder blue sky, that Norway has unusual blessings. "The standard line here is that God must be a Norwegian," laughed Per Egil Hegge, a political expert at the national newspaper Aftenposten. "He gave us oil, he gave us fish, he gave us timber, and he gave us a beautiful land to enjoy it in."

But Bondevik, a Lutheran minister who has been in politics for 25 years, is saying that running a country, even Norway, may be too demanding for ordinary people.

As part of a new regimen designed to ration his time, the prime minister is no longer granting interviews. But in a statement about his illness, he cited the "numerous tasks" he faced and the inability to find any private space in his life.

By admitting his depression, Bondevik said, he wanted "to demystify something which is fairly common, but which many people have problems talking about openly." He also hoped to start a debate "on the boundaries between what is public and what is private."

British psychiatrist Anthony Storr has observed that depression is in fact fairly common among national leaders. Former British prime minister Winston Churchill wrote movingly about his bouts with the "black dog." Russian President Boris Yeltsin has written of times when "everything within me was burned out."

Some Norwegians say they can easily think of another chief executive who might have reasons for depression. "You know, if Bill Clinton went off and said he needed sick leave for depression, we could understand that," said Hagen. "After what we've seen here, you find yourself admiring Clinton just for his resilience." CAPTION: Norwegian Prime Minister Kjell Magne Bondevik returned to work late last month after taking 3 1/2 weeks off to fight depression. ec