| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A 'bull and bear' model of interacting ?financial markets. Part I: dynamics in one and two dimensions |
0 |
0 |
0 |
102 |
0 |
0 |
0 |
305 |
| A 'bull and bear' model of interacting ?financial markets. Part II: dynamics in three dimensions |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
183 |
| A behavioral cobweb model with heterogeneous speculators |
0 |
0 |
0 |
217 |
0 |
0 |
1 |
567 |
| A simple agent-based financial market model: Direct interactions and comparisons of trading profits |
0 |
0 |
0 |
66 |
0 |
3 |
3 |
230 |
| A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities |
0 |
0 |
0 |
51 |
0 |
1 |
3 |
181 |
| A simple model of a speculative housing market |
0 |
0 |
0 |
146 |
1 |
2 |
2 |
572 |
| Agent-based models for economic policy design: Two illustrative examples |
0 |
0 |
1 |
201 |
0 |
0 |
6 |
512 |
| Analysing tax evasion dynamics via the Ising model |
0 |
1 |
1 |
57 |
0 |
2 |
5 |
165 |
| Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding |
0 |
0 |
1 |
11 |
0 |
0 |
1 |
14 |
| Butter Mountains, Milk Lakes and Optimal Price Limiters |
0 |
0 |
1 |
114 |
1 |
1 |
2 |
1,011 |
| Commodity Markets, Price Limiters and Speculative Price Dynamics |
0 |
0 |
0 |
352 |
0 |
1 |
3 |
1,065 |
| Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
155 |
| EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM |
0 |
0 |
0 |
702 |
0 |
3 |
4 |
1,318 |
| Editorial – Special Issue on “Advancing Agent-Based Economics” |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations |
0 |
0 |
0 |
93 |
1 |
1 |
3 |
556 |
| Evolutionary competition and profit taxes: market stability versus tax burden |
0 |
0 |
0 |
27 |
0 |
2 |
3 |
68 |
| Exchange rate dynamics, central bank interventions and chaos control methods |
0 |
1 |
2 |
344 |
0 |
2 |
4 |
1,153 |
| Expectations Driven Distortions in the Foreign Exchange Market |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
243 |
| Expectations Driven Distortions in the Foreign Exchange Market |
0 |
0 |
0 |
0 |
0 |
3 |
11 |
822 |
| Herding behavior and volatility clustering in financial markets |
1 |
1 |
3 |
101 |
1 |
2 |
6 |
197 |
| Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models |
0 |
0 |
1 |
43 |
2 |
3 |
4 |
73 |
| Heterogeneous Expectations, Exchange Rate Dynamics and Predictability |
0 |
0 |
1 |
58 |
0 |
2 |
4 |
231 |
| Heterogeneous Traders and the Tobin Tax |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
422 |
| Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach |
0 |
0 |
0 |
38 |
5 |
5 |
6 |
97 |
| Heterogeneous expectations, housing bubbles and tax policy |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
54 |
| Heterogeneous speculators and stock market dynamics: A simple agent-based computational model |
0 |
1 |
3 |
28 |
2 |
3 |
6 |
60 |
| Housing markets, expectation formation and interest rates |
0 |
0 |
3 |
56 |
1 |
1 |
6 |
82 |
| Interacting cobweb markets |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
54 |
| Interactions between stock, bond and housing markets |
0 |
0 |
0 |
35 |
0 |
0 |
3 |
68 |
| Interactions between the real economy and the stock market |
0 |
0 |
1 |
106 |
0 |
1 |
2 |
400 |
| Managing rational routes to randomness |
0 |
0 |
0 |
18 |
1 |
2 |
3 |
50 |
| Market depth and price dynamics: A note |
0 |
0 |
0 |
17 |
1 |
2 |
2 |
86 |
| Market entry waves and volatility outbursts in stock markets |
0 |
0 |
0 |
58 |
0 |
2 |
2 |
77 |
| Multi-Asset Market Dynamics |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
281 |
| Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps |
2 |
2 |
8 |
47 |
2 |
3 |
29 |
125 |
| Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists |
0 |
0 |
0 |
300 |
0 |
2 |
3 |
784 |
| On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations |
0 |
0 |
0 |
27 |
0 |
3 |
4 |
62 |
| On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders |
0 |
0 |
0 |
69 |
0 |
0 |
2 |
196 |
| On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets |
0 |
0 |
2 |
67 |
0 |
0 |
2 |
215 |
| On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model |
0 |
4 |
4 |
4 |
0 |
3 |
5 |
5 |
| Positive welfare effects of trade barriers in a dynamic equilibrium model |
0 |
0 |
0 |
35 |
0 |
2 |
2 |
173 |
| Production delays, supply distortions and endogenous price dynamics |
0 |
0 |
1 |
2 |
0 |
0 |
2 |
9 |
| Production delays, technology choice and cyclical cobweb dynamics |
0 |
0 |
0 |
4 |
0 |
2 |
4 |
14 |
| Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model |
0 |
0 |
0 |
36 |
1 |
2 |
4 |
60 |
| Representativeness of News and Exchange Rate Dynamics |
0 |
0 |
0 |
34 |
0 |
1 |
1 |
137 |
| Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems |
0 |
0 |
0 |
29 |
1 |
2 |
2 |
57 |
| Some Effects of Transaction Taxes Under Different Microstructures |
0 |
0 |
0 |
207 |
1 |
2 |
2 |
641 |
| Some effects of transaction taxes under different microstructures |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
36 |
| Some effects of transaction taxes under different microstructures |
0 |
0 |
1 |
129 |
0 |
1 |
3 |
415 |
| Speculative asset price dynamics and wealth taxes |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
23 |
| Speculative behavior and the dynamics of interacting stock markets |
0 |
0 |
0 |
55 |
1 |
2 |
2 |
119 |
| Spill-over dynamics of central bank interventions |
0 |
0 |
0 |
120 |
0 |
0 |
0 |
393 |
| Stability and welfare effects of profit taxes within an evolutionary market interaction model |
0 |
0 |
0 |
29 |
1 |
2 |
2 |
28 |
| Steady states, stability and bifurcations in multi-asset market models |
0 |
0 |
0 |
13 |
1 |
1 |
2 |
34 |
| Structural stochastic volatility in asset pricing dynamics: Estimation and model contest |
0 |
0 |
1 |
91 |
0 |
0 |
1 |
255 |
| Target Zone Interventions and Coordination of Expectations |
0 |
0 |
0 |
97 |
0 |
0 |
1 |
274 |
| The bull and bear market model of Huang and Day: Some extensions and new results |
0 |
0 |
1 |
64 |
0 |
0 |
2 |
127 |
| The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach |
0 |
1 |
1 |
282 |
1 |
2 |
4 |
732 |
| The green transition of firms: The role of evolutionary competition, adjustment costs, transition risk, and green technology progress |
0 |
6 |
6 |
6 |
0 |
2 |
4 |
4 |
| Tobin tax and market depth |
0 |
0 |
1 |
82 |
1 |
2 |
3 |
254 |
| Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets |
0 |
1 |
1 |
31 |
0 |
2 |
4 |
76 |
| Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation |
0 |
0 |
1 |
62 |
0 |
1 |
2 |
280 |
| Total Working Papers |
3 |
18 |
46 |
5,147 |
26 |
86 |
198 |
16,882 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A 2D piecewise-linear discontinuous map arising in stock market modeling: Two overlapping period-adding bifurcation structures |
0 |
0 |
1 |
2 |
0 |
2 |
19 |
45 |
| A Metzlerian business cycle model with nonlinear heterogeneous expectations |
0 |
0 |
0 |
43 |
0 |
3 |
5 |
187 |
| A behavioral cobweb-like commodity market model with heterogeneous speculators |
0 |
0 |
0 |
28 |
0 |
1 |
3 |
123 |
| A note on interactions-driven business cycles |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
69 |
| A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
33 |
| A simple model of a speculative housing market |
0 |
0 |
4 |
60 |
0 |
1 |
10 |
223 |
| Analysing tax evasion dynamics via the Ising model |
0 |
0 |
1 |
48 |
0 |
1 |
7 |
239 |
| BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
| Buchbesprechungen / Book Reviews |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
92 |
| Business cycle synchronization in a simple Keynesian macro-model with socially transmitted economic sentiment and international sentiment spill-over |
0 |
0 |
0 |
48 |
0 |
1 |
2 |
189 |
| Butter mountains, milk lakes and optimal price limiters |
0 |
0 |
1 |
21 |
0 |
1 |
4 |
201 |
| CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
13 |
| Causes of fragile stock market stability |
1 |
2 |
5 |
11 |
1 |
4 |
13 |
32 |
| Central bank intervention and feedback traders |
0 |
0 |
0 |
48 |
0 |
1 |
2 |
166 |
| Commodity markets, price limiters and speculative price dynamics |
0 |
0 |
1 |
114 |
1 |
2 |
3 |
396 |
| Commodity price cycles and heterogeneous speculators: a STAR–GARCH model |
0 |
0 |
0 |
171 |
1 |
2 |
3 |
425 |
| Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
92 |
| Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior |
0 |
0 |
1 |
1 |
0 |
1 |
5 |
5 |
| Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario |
0 |
0 |
0 |
25 |
0 |
1 |
1 |
106 |
| Consumer sentiment and countercyclical fiscal policies |
0 |
0 |
0 |
39 |
0 |
1 |
2 |
139 |
| Controlling tax evasion fluctuations |
0 |
0 |
1 |
7 |
1 |
2 |
6 |
58 |
| Converse trading strategies, intrinsic noise and the stylized facts of financial markets |
0 |
0 |
3 |
18 |
0 |
1 |
6 |
96 |
| Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions |
2 |
3 |
6 |
13 |
2 |
3 |
9 |
25 |
| Different compositions of aggregate sentiment and their impact on macroeconomic stability |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
31 |
| Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models |
0 |
0 |
0 |
25 |
0 |
1 |
2 |
185 |
| Does liquidity in the FX market depend on volatility? |
0 |
0 |
0 |
18 |
1 |
2 |
2 |
61 |
| EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
30 |
| Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations |
0 |
0 |
0 |
32 |
0 |
3 |
3 |
124 |
| Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model |
0 |
0 |
0 |
21 |
0 |
1 |
2 |
71 |
| Exchange rate dynamics, central bank interventions and chaos control methods |
0 |
0 |
2 |
68 |
0 |
0 |
4 |
232 |
| Expectations driven distortions in the foreign exchange market |
0 |
0 |
0 |
50 |
1 |
3 |
4 |
139 |
| Greed, fear and stock market dynamics |
0 |
0 |
6 |
31 |
2 |
3 |
16 |
129 |
| HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL |
0 |
0 |
0 |
19 |
0 |
1 |
1 |
66 |
| HOUSING MARKETS, EXPECTATION FORMATION AND INTEREST RATES |
0 |
0 |
3 |
9 |
0 |
1 |
8 |
22 |
| Herding behaviour and volatility clustering in financial markets |
0 |
1 |
11 |
49 |
0 |
2 |
28 |
170 |
| Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models |
0 |
0 |
0 |
10 |
0 |
1 |
3 |
70 |
| Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
49 |
| Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach |
0 |
0 |
0 |
32 |
0 |
1 |
5 |
116 |
| Heterogeneous expectations, exchange rate dynamics and predictability |
0 |
0 |
1 |
113 |
0 |
1 |
3 |
276 |
| Heterogeneous expectations, housing bubbles and tax policy |
0 |
0 |
0 |
11 |
1 |
1 |
8 |
42 |
| Heterogeneous speculators and stock market dynamics: a simple agent-based computational model |
0 |
0 |
3 |
7 |
0 |
1 |
5 |
12 |
| Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates |
0 |
1 |
4 |
88 |
1 |
2 |
9 |
277 |
| Heterogeneous traders and the Tobin tax |
0 |
0 |
0 |
175 |
0 |
1 |
1 |
409 |
| Heterogeneous traders, price-volume signals, and complex asset price dynamics |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
| Hommes, Cars LeBaron, Blake: Handbook of Computational Economics, Volume 4, Heterogeneous Agent Modeling |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
44 |
| Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations |
0 |
0 |
1 |
108 |
0 |
1 |
5 |
334 |
| Interacting cobweb markets |
0 |
0 |
2 |
36 |
1 |
2 |
5 |
124 |
| Interactions between stock, bond and housing markets |
0 |
0 |
1 |
24 |
1 |
2 |
4 |
83 |
| Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach |
0 |
0 |
1 |
3 |
0 |
1 |
9 |
22 |
| Introduction to the Current Issue |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
39 |
| MARKET DEPTH AND PRICE DYNAMICS: A NOTE |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
11 |
| MULTIASSET MARKET DYNAMICS |
0 |
0 |
1 |
76 |
0 |
1 |
3 |
193 |
| Managing rational routes to randomness |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
38 |
| Market entry waves and volatility outbursts in stock markets |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
60 |
| Market-maker, inventory control and foreign exchange dynamics |
0 |
0 |
0 |
20 |
0 |
2 |
4 |
76 |
| Modeling Exchange Rate Behavior with a Genetic Algorithm |
0 |
0 |
0 |
80 |
0 |
0 |
0 |
216 |
| Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts |
0 |
0 |
0 |
49 |
1 |
1 |
1 |
173 |
| Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists |
1 |
1 |
2 |
150 |
2 |
2 |
5 |
455 |
| On central bank interventions and transaction taxes |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations |
0 |
0 |
0 |
15 |
1 |
1 |
6 |
78 |
| On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders |
0 |
0 |
0 |
33 |
0 |
1 |
2 |
115 |
| On the destabilizing nature of capital gains taxes |
0 |
0 |
2 |
5 |
1 |
3 |
7 |
13 |
| One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
39 |
| Positive welfare effects of trade barriers in a dynamic partial equilibrium model |
0 |
0 |
0 |
37 |
0 |
1 |
2 |
131 |
| Pricking asset market bubbles |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
18 |
| Production delays, technology choice and cyclical cobweb dynamics |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
7 |
| Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
3 |
| Regulating complex dynamics in firms and economic systems |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
| Representativeness of news and exchange rate dynamics |
0 |
0 |
0 |
72 |
0 |
1 |
3 |
212 |
| Revisiting Paul de Grauwe’s Chaotic Exchange Rate Model: New Analytical Insights and Agent-Based Explorations |
0 |
0 |
1 |
1 |
0 |
1 |
5 |
14 |
| Samuelson's multiplier-accelerator model revisited |
0 |
0 |
1 |
284 |
1 |
2 |
11 |
1,172 |
| Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits |
0 |
0 |
2 |
11 |
1 |
4 |
10 |
24 |
| Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model |
0 |
1 |
1 |
12 |
2 |
4 |
6 |
62 |
| Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
65 |
| Some effects of transaction taxes under different microstructures |
0 |
0 |
0 |
109 |
1 |
2 |
4 |
315 |
| Speculative asset price dynamics and wealth taxes |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
6 |
| Speculative behavior and the dynamics of interacting stock markets |
0 |
0 |
1 |
39 |
0 |
1 |
3 |
135 |
| Speculative housing markets and rent control: insights from nonlinear economic dynamics |
0 |
0 |
0 |
1 |
0 |
2 |
5 |
14 |
| Speculative markets and the effectiveness of price limits |
0 |
0 |
0 |
142 |
1 |
1 |
4 |
376 |
| Spillover Dynamics of Central Bank Interventions |
0 |
0 |
0 |
40 |
0 |
1 |
1 |
155 |
| Spillover Dynamics of Central Bank Interventions |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
| Stability and welfare effects of profit taxes within an evolutionary market interaction model |
0 |
0 |
0 |
6 |
1 |
1 |
1 |
28 |
| Stability conditions for three-dimensional maps and their associated bifurcation types |
0 |
3 |
3 |
7 |
0 |
3 |
4 |
20 |
| Steady states, stability and bifurcations in multi-asset market models |
0 |
0 |
0 |
4 |
1 |
2 |
2 |
30 |
| Stock market participation and endogenous boom-bust dynamics |
0 |
0 |
1 |
33 |
1 |
2 |
6 |
76 |
| Structural stochastic volatility in asset pricing dynamics: Estimation and model contest |
0 |
2 |
10 |
128 |
2 |
4 |
30 |
421 |
| Symmetry breaking in a bull and bear financial market model |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
3 |
| TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS |
0 |
1 |
4 |
26 |
1 |
2 |
8 |
87 |
| TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS |
0 |
0 |
2 |
5 |
1 |
3 |
5 |
29 |
| THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS |
0 |
0 |
0 |
2 |
0 |
2 |
2 |
11 |
| Target Zone Interventions and Coordination of Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
| The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
10 |
| The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies |
1 |
1 |
3 |
287 |
2 |
2 |
6 |
657 |
| The bull and bear market model of Huang and Day: Some extensions and new results |
0 |
0 |
1 |
24 |
0 |
1 |
2 |
136 |
| The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach |
0 |
1 |
4 |
265 |
0 |
4 |
16 |
1,032 |
| Tobin tax and market depth |
0 |
0 |
0 |
20 |
0 |
1 |
3 |
83 |
| Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets |
0 |
0 |
1 |
7 |
2 |
3 |
5 |
18 |
| Total Journal Articles |
5 |
17 |
99 |
3,755 |
39 |
140 |
435 |
12,959 |
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