Access Statistics for Frank Westerhoff

Author contact details at EconPapers.

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 1 306
A 'bull and bear' model of interacting ?financial markets. Part II: dynamics in three dimensions 0 0 0 60 1 1 1 184
A behavioral cobweb model with heterogeneous speculators 0 0 0 217 0 1 1 568
A simple agent-based financial market model: Direct interactions and comparisons of trading profits 0 0 0 66 1 1 10 237
A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities 0 1 1 52 0 2 5 185
A simple model of a speculative housing market 0 0 1 147 5 7 10 580
Agent-based models for economic policy design: Two illustrative examples 0 1 3 204 1 4 9 521
Analysing tax evasion dynamics via the Ising model 0 0 1 57 0 1 5 168
Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding 0 0 2 13 0 2 4 18
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 0 0 114 0 1 2 1,012
Commodity Markets, Price Limiters and Speculative Price Dynamics 0 0 0 352 1 1 4 1,068
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 44 1 4 6 161
EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM 0 0 0 702 0 0 3 1,318
Editorial – Special Issue on “Advancing Agent-Based Economics” 0 0 0 0 0 1 2 3
Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations 0 0 0 93 2 3 4 559
Evolutionary competition and profit taxes: market stability versus tax burden 0 0 0 27 1 1 4 70
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 1 344 2 3 5 1,156
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 2 5 13 832
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 0 0 1 243
Herding behavior and volatility clustering in financial markets 0 0 1 101 4 5 11 206
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 0 43 3 5 10 80
Heterogeneous Expectations, Exchange Rate Dynamics and Predictability 0 0 0 58 1 1 4 233
Heterogeneous Traders and the Tobin Tax 0 0 0 0 0 0 1 422
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach 0 0 0 38 2 2 8 100
Heterogeneous expectations, housing bubbles and tax policy 0 0 0 50 3 4 5 59
Heterogeneous speculators and stock market dynamics: A simple agent-based computational model 0 0 4 31 0 5 16 73
Housing markets, expectation formation and interest rates 0 0 0 56 2 2 4 85
Interacting cobweb markets 0 0 0 13 5 6 9 63
Interactions between stock, bond and housing markets 0 0 0 35 2 3 8 76
Interactions between the real economy and the stock market 0 2 2 108 3 7 9 408
Managing rational routes to randomness 0 0 1 19 0 0 4 52
Market depth and price dynamics: A note 0 0 0 17 1 3 5 89
Market entry waves and volatility outbursts in stock markets 0 0 1 59 4 4 8 83
Multi-Asset Market Dynamics 0 0 0 2 1 1 4 284
Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps 0 0 3 48 0 8 12 134
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 0 300 0 1 3 785
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 0 0 27 0 1 6 65
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 0 69 1 3 3 199
On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets 0 0 1 68 1 1 4 219
On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model 0 0 4 4 3 6 10 12
Positive welfare effects of trade barriers in a dynamic equilibrium model 0 0 0 35 0 0 3 174
Production delays, supply distortions and endogenous price dynamics 0 0 0 2 1 2 3 12
Production delays, technology choice and cyclical cobweb dynamics 0 0 0 4 2 2 4 16
Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model 0 0 0 36 0 2 4 62
Representativeness of News and Exchange Rate Dynamics 0 0 0 34 0 0 2 138
Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems 0 0 0 29 3 4 8 63
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 207 0 1 4 643
Some effects of transaction taxes under different microstructures 0 0 0 129 0 1 2 416
Some effects of transaction taxes under different microstructures 0 0 0 5 1 1 2 38
Speculative asset price dynamics and wealth taxes 0 0 0 10 0 0 1 23
Speculative behavior and the dynamics of interacting stock markets 0 0 0 55 1 3 5 122
Spill-over dynamics of central bank interventions 0 0 0 120 0 1 4 397
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 0 29 2 3 6 32
Steady states, stability and bifurcations in multi-asset market models 0 0 0 13 1 2 3 36
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 0 0 0 91 0 2 7 262
Target Zone Interventions and Coordination of Expectations 0 0 0 97 2 3 4 278
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 64 0 3 8 135
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 0 1 282 1 1 4 734
The green transition of firms: The role of evolutionary competition, adjustment costs, transition risk, and green technology progress 0 0 7 7 3 5 13 15
Tobin tax and market depth 0 0 0 82 0 1 4 256
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 0 0 1 31 1 2 5 79
Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation 0 0 0 62 1 1 10 289
Total Working Papers 0 4 35 5,164 72 146 340 17,136


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 0 2 1 1 5 48
A Metzlerian business cycle model with nonlinear heterogeneous expectations 1 1 1 44 3 3 9 193
A behavioral cobweb-like commodity market model with heterogeneous speculators 0 0 0 28 1 1 4 126
A note on interactions-driven business cycles 0 0 0 17 1 2 2 71
A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities 0 0 0 5 0 1 1 34
A simple model of a speculative housing market 1 1 2 62 3 6 10 232
Analysing tax evasion dynamics via the Ising model 0 1 1 49 1 2 4 242
BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC 0 0 0 0 0 0 1 9
Boom–bust cycles and asset market participation waves: Momentum, value, risk, and herding 0 0 0 0 1 1 1 1
Buchbesprechungen / Book Reviews 0 0 0 0 0 0 2 3
Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies 0 0 0 23 0 0 0 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 0 2 190
Butter mountains, milk lakes and optimal price limiters 0 0 0 21 1 3 4 204
CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY 0 0 0 1 0 1 4 14
Causes of fragile stock market stability 0 0 2 11 0 0 12 40
Central bank intervention and feedback traders 0 0 0 48 1 1 3 168
Commodity markets, price limiters and speculative price dynamics 0 0 0 114 1 2 6 400
Commodity price cycles and heterogeneous speculators: a STAR–GARCH model 0 0 0 171 0 1 5 428
Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market 0 1 1 33 2 4 7 99
Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior 0 0 0 1 0 2 4 8
Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario 0 0 0 25 0 1 3 108
Consumer sentiment and countercyclical fiscal policies 0 0 0 39 0 2 4 142
Contagious popular stories, stock market participation, and boom–bust cycles 1 1 1 1 1 3 4 4
Controlling tax evasion fluctuations 0 0 0 7 0 0 3 59
Converse trading strategies, intrinsic noise and the stylized facts of financial markets 1 1 1 19 4 4 7 102
Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions 0 0 8 18 2 4 14 36
Different compositions of aggregate sentiment and their impact on macroeconomic stability 0 0 1 7 1 1 4 34
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 25 1 2 4 188
Does liquidity in the FX market depend on volatility? 0 0 0 18 2 2 5 64
EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN 0 0 0 1 1 1 3 33
Editorial – Special Issue on “Advancing Agent-Based Economics” 0 0 0 0 0 0 2 2
Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations 0 0 0 32 0 2 6 127
Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model 0 0 0 21 0 1 2 72
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 0 68 0 1 1 233
Expectations driven distortions in the foreign exchange market 0 0 0 50 1 3 6 142
Explaining the Stylized Facts of Foreign Exchange Markets with a Simple Agent-based Version of Paul de Grauwe’s Chaotic Exchange Rate Model 0 0 0 0 4 4 9 9
Fake News and Asset Price Dynamics 0 0 0 0 2 3 5 5
Greed, fear and stock market dynamics 1 1 3 34 4 4 15 141
HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL 0 1 1 20 0 3 4 69
HOUSING MARKETS, EXPECTATION FORMATION AND INTEREST RATES 0 1 1 10 2 4 6 27
Herding behaviour and volatility clustering in financial markets 0 1 6 54 3 6 17 185
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 0 10 0 1 4 73
Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map 0 0 0 7 1 2 4 52
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach 0 0 0 32 0 2 4 119
Heterogeneous expectations, exchange rate dynamics and predictability 0 0 0 113 3 4 5 280
Heterogeneous expectations, housing bubbles and tax policy 0 0 1 12 1 2 8 49
Heterogeneous speculators and stock market dynamics: a simple agent-based computational model 0 0 0 7 2 3 7 18
Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates 0 1 2 89 0 3 9 284
Heterogeneous traders and the Tobin tax 0 0 0 175 0 1 2 410
Heterogeneous traders, price-volume signals, and complex asset price dynamics 0 0 0 0 0 0 2 7
Hommes, Cars LeBaron, Blake: Handbook of Computational Economics, Volume 4, Heterogeneous Agent Modeling 0 0 0 12 0 0 1 44
Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations 0 0 0 108 0 1 3 336
Interacting cobweb markets 0 0 0 36 1 1 6 128
Interactions between stock, bond and housing markets 0 0 0 24 0 2 6 87
Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach 0 0 0 3 0 0 2 23
Introduction to the Current Issue 0 0 0 2 0 1 2 40
MARKET DEPTH AND PRICE DYNAMICS: A NOTE 0 0 0 0 0 0 1 11
MULTIASSET MARKET DYNAMICS 0 0 0 76 0 1 2 194
Managing rational routes to randomness 0 0 0 6 2 3 4 41
Market entry waves and volatility outbursts in stock markets 0 0 0 7 0 1 2 62
Market-maker, inventory control and foreign exchange dynamics 0 0 0 20 1 2 5 79
Modeling Exchange Rate Behavior with a Genetic Algorithm 0 0 0 80 0 0 2 218
Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts 0 0 0 49 0 0 2 174
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 1 150 2 2 9 462
On boom-bust stock market dynamics, animal spirits, and the destabilizing nature of temporarily attracting virtual fixed points 0 1 3 3 1 3 8 8
On central bank interventions and transaction taxes 0 0 0 0 0 0 1 1
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 0 0 15 5 5 10 87
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 1 34 0 0 4 118
On the destabilizing nature of capital gains taxes 0 0 2 7 2 2 9 19
On the emergence and properties of weird quasiperiodic attractors 0 0 0 0 0 0 0 0
On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model 0 0 0 0 1 3 3 3
One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets 0 0 0 3 2 3 6 44
Positive welfare effects of trade barriers in a dynamic partial equilibrium model 1 1 1 38 1 2 5 135
Pricking asset market bubbles 0 0 0 5 0 0 0 18
Production delays, technology choice and cyclical cobweb dynamics 0 0 0 3 1 3 3 10
Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model 0 0 0 1 0 2 3 5
Regulating complex dynamics in firms and economic systems 0 0 0 0 1 1 3 6
Representativeness of news and exchange rate dynamics 0 0 0 72 2 2 3 214
Revisiting Paul de Grauwe’s Chaotic Exchange Rate Model: New Analytical Insights and Agent-Based Explorations 0 0 1 2 1 1 4 17
Samuelson's multiplier-accelerator model revisited 0 1 2 286 2 3 9 1,179
Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits 0 1 3 14 1 2 10 30
Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model 0 0 1 12 1 4 10 68
Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems 0 0 0 6 2 2 4 68
Some effects of transaction taxes under different microstructures 0 0 0 109 1 3 8 321
Speculative asset price dynamics and wealth taxes 0 0 0 0 0 3 6 11
Speculative behavior and the dynamics of interacting stock markets 0 0 0 39 3 4 10 144
Speculative housing markets and rent control: insights from nonlinear economic dynamics 0 0 1 2 0 2 6 18
Speculative markets and the effectiveness of price limits 0 0 0 142 0 2 5 380
Spillover Dynamics of Central Bank Interventions 0 0 0 0 1 2 3 6
Spillover Dynamics of Central Bank Interventions 0 0 0 40 4 4 5 159
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 0 6 0 2 3 30
Stability conditions for three-dimensional maps and their associated bifurcation types 0 0 3 7 1 1 5 22
Steady states, stability and bifurcations in multi-asset market models 0 0 0 4 2 2 4 32
Stock market participation and endogenous boom-bust dynamics 0 0 1 34 0 1 7 81
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 1 1 4 130 5 9 24 441
Symmetry breaking in a bull and bear financial market model 0 0 0 1 1 3 6 8
TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS 0 1 2 27 0 1 6 91
TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS 0 0 0 5 1 1 5 31
THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS 0 0 0 2 1 1 3 12
Target Zone Interventions and Coordination of Expectations 0 0 0 0 1 2 2 8
The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets 0 0 0 1 1 1 4 13
The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies 0 0 4 290 3 4 13 668
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 24 1 4 6 141
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 0 2 266 4 5 12 1,040
Tobin tax and market depth 0 0 0 20 0 0 2 84
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 0 0 0 7 0 1 5 20
Total Journal Articles 7 17 64 3,802 110 210 547 13,366
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Exchange Rate Dynamics: A Nonlinear Survey 0 0 1 60 2 4 9 146
Expectations and the Multiplier-Accelerator Model 0 0 0 1 0 0 1 11
Total Chapters 0 0 1 61 2 4 10 157


Statistics updated 2025-12-06