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 1 1 11 316
A 'bull and bear' model of interacting ?financial markets. Part II: dynamics in three dimensions 0 0 0 60 2 3 7 190
A behavioral cobweb model with heterogeneous speculators 0 0 0 217 0 5 11 578
A simple agent-based financial market model: Direct interactions and comparisons of trading profits 0 0 0 66 1 3 13 245
A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities 0 0 1 52 2 5 10 192
A simple model of a speculative housing market 0 0 1 147 4 7 24 596
Agent-based models for economic policy design: Two illustrative examples 0 0 3 204 5 6 20 533
Analysing tax evasion dynamics via the Ising model 0 0 0 57 0 1 5 171
Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding 0 0 2 13 5 8 14 28
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 0 0 114 1 3 9 1,020
Commodity Markets, Price Limiters and Speculative Price Dynamics 0 0 0 352 4 5 13 1,078
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 44 1 2 11 167
EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM 0 0 0 702 1 4 8 1,326
Editorial – Special Issue on “Advancing Agent-Based Economics” 0 0 0 0 1 1 3 5
Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations 0 0 0 93 0 2 14 570
Evolutionary competition and profit taxes: market stability versus tax burden 0 0 0 27 1 4 10 79
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 0 344 0 7 17 1,170
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 2 5 10 253
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 2 4 19 843
Herding behavior and volatility clustering in financial markets 1 3 3 104 3 14 44 242
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 0 43 4 7 18 91
Heterogeneous Expectations, Exchange Rate Dynamics and Predictability 0 0 0 58 1 2 5 236
Heterogeneous Traders and the Tobin Tax 0 0 0 0 2 2 6 428
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach 0 0 0 38 4 8 12 109
Heterogeneous expectations, housing bubbles and tax policy 0 0 0 50 5 6 107 161
Heterogeneous speculators and stock market dynamics: A simple agent-based computational model 0 0 3 31 1 6 22 83
Housing markets, expectation formation and interest rates 0 0 0 56 7 8 24 106
Interacting cobweb markets 0 0 0 13 2 3 13 69
Interactions between stock, bond and housing markets 0 0 0 35 1 6 19 89
Interactions between the real economy and the stock market 0 0 2 108 2 4 16 417
Managing rational routes to randomness 0 0 1 19 2 4 14 64
Market depth and price dynamics: A note 0 0 0 17 0 0 5 91
Market entry waves and volatility outbursts in stock markets 0 1 1 60 1 8 18 96
Multi-Asset Market Dynamics 0 0 0 2 1 3 11 292
Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps 0 0 1 48 1 7 30 155
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 0 300 1 5 18 802
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 0 0 27 3 4 12 74
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 0 69 0 4 9 205
On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets 0 0 0 68 1 4 13 230
On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model 0 1 1 5 0 1 19 24
Positive welfare effects of trade barriers in a dynamic equilibrium model 0 0 0 35 0 4 10 183
Production delays, supply distortions and endogenous price dynamics 0 0 0 2 0 0 6 15
Production delays, technology choice and cyclical cobweb dynamics 1 1 1 5 2 6 19 33
Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model 0 0 0 36 1 4 9 69
Representativeness of News and Exchange Rate Dynamics 0 0 0 34 0 0 5 142
Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems 0 0 0 29 1 8 20 78
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 207 2 4 17 658
Some effects of transaction taxes under different microstructures 0 0 0 129 2 4 8 423
Some effects of transaction taxes under different microstructures 0 0 0 5 1 3 10 46
Speculative asset price dynamics and wealth taxes 1 1 1 11 5 8 11 34
Speculative behavior and the dynamics of interacting stock markets 0 1 1 56 2 3 12 131
Spill-over dynamics of central bank interventions 0 0 0 120 2 3 7 401
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 0 29 6 10 15 43
Steady states, stability and bifurcations in multi-asset market models 0 0 0 13 0 6 12 46
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 0 0 0 91 4 9 52 308
Target Zone Interventions and Coordination of Expectations 0 0 0 97 0 2 10 284
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 64 3 4 18 145
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 0 0 282 0 9 22 754
The green transition of firms: The role of evolutionary competition, adjustment costs, transition risk, and green technology progress 0 1 2 8 4 6 21 26
Tobin tax and market depth 0 0 0 82 3 4 7 262
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 0 0 0 31 5 6 10 87
Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation 0 0 0 62 0 1 15 297
Total Working Papers 3 9 24 5,173 118 286 980 17,889


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 4 9 55
A Metzlerian business cycle model with nonlinear heterogeneous expectations 0 0 1 44 3 4 14 201
A behavioral cobweb-like commodity market model with heterogeneous speculators 0 0 0 28 0 2 10 134
A note on interactions-driven business cycles 0 0 0 17 0 3 8 77
A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities 0 0 0 5 1 3 6 39
A simple model of a speculative housing market 0 0 1 62 3 3 19 243
Analysing tax evasion dynamics via the Ising model 0 0 1 49 3 5 11 251
BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC 0 0 0 0 2 3 10 18
Boom–bust cycles and asset market participation waves: Momentum, value, risk, and herding 0 0 0 0 5 10 23 23
Buchbesprechungen / Book Reviews 0 0 0 0 1 2 5 7
Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies 0 0 0 23 1 1 6 98
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 4 193
Butter mountains, milk lakes and optimal price limiters 0 0 0 21 0 0 7 208
CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY 0 0 0 1 2 2 5 18
Causes of fragile stock market stability 0 0 0 11 3 5 17 51
Central bank intervention and feedback traders 0 0 0 48 1 1 4 170
Commodity markets, price limiters and speculative price dynamics 0 0 0 114 0 2 9 405
Commodity price cycles and heterogeneous speculators: a STAR–GARCH model 0 0 0 171 4 5 16 441
Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market 0 0 1 33 3 5 17 109
Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior 0 1 1 2 3 5 14 19
Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario 0 0 0 25 3 4 11 117
Consumer sentiment and countercyclical fiscal policies 0 0 0 39 1 1 10 149
Contagious popular stories, stock market participation, and boom–bust cycles 0 0 1 1 3 5 12 12
Controlling tax evasion fluctuations 0 0 1 8 2 3 6 64
Converse trading strategies, intrinsic noise and the stylized facts of financial markets 0 0 1 19 0 1 8 106
Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions 0 1 4 20 1 5 19 47
Different compositions of aggregate sentiment and their impact on macroeconomic stability 0 0 1 7 1 3 9 40
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 25 2 6 16 201
Does liquidity in the FX market depend on volatility? 0 0 0 18 1 4 10 71
EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN 0 0 0 1 3 7 21 51
Editorial – Special Issue on “Advancing Agent-Based Economics” 0 0 0 0 1 1 5 5
Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations 0 0 0 32 2 3 10 134
Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model 0 0 0 21 0 2 4 75
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 0 68 0 3 11 243
Expectations driven distortions in the foreign exchange market 0 0 0 50 1 1 7 146
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 1 3 24 25
Fake News and Asset Price Dynamics 0 0 0 0 2 3 12 13
Greed, fear and stock market dynamics 0 0 3 35 2 7 23 156
HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL 0 0 1 20 3 4 9 75
HOUSING MARKETS, EXPECTATION FORMATION AND INTEREST RATES 0 1 2 11 2 9 18 40
Herding behaviour and volatility clustering in financial markets 0 0 4 55 4 11 26 199
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 0 10 5 7 13 85
Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map 0 0 0 7 2 4 12 61
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach 0 0 0 32 1 2 12 128
Heterogeneous expectations, exchange rate dynamics and predictability 0 0 0 113 1 3 13 289
Heterogeneous expectations, housing bubbles and tax policy 0 0 1 12 3 4 17 59
Heterogeneous speculators and stock market dynamics: a simple agent-based computational model 0 0 0 7 3 6 18 30
Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates 0 0 1 89 1 5 19 296
Heterogeneous traders and the Tobin tax 0 0 0 175 4 5 13 422
Heterogeneous traders, price-volume signals, and complex asset price dynamics 0 0 0 0 2 3 7 14
Hommes, Cars LeBaron, Blake: Handbook of Computational Economics, Volume 4, Heterogeneous Agent Modeling 0 0 0 12 0 0 2 46
Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations 0 0 0 108 0 3 6 340
Interacting cobweb markets 0 0 0 36 1 3 11 135
Interactions between stock, bond and housing markets 0 0 0 24 6 9 18 101
Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach 0 0 0 3 0 2 6 29
Introduction to the Current Issue 0 0 0 2 1 2 4 43
MARKET DEPTH AND PRICE DYNAMICS: A NOTE 0 0 0 0 3 6 12 23
MULTIASSET MARKET DYNAMICS 0 0 0 76 1 2 10 203
Managing rational routes to randomness 0 0 0 6 1 1 12 50
Market entry waves and volatility outbursts in stock markets 0 0 0 7 2 4 9 69
Market-maker, inventory control and foreign exchange dynamics 0 0 0 20 4 6 18 94
Modeling Exchange Rate Behavior with a Genetic Algorithm 0 0 0 80 1 1 6 223
Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts 0 0 0 49 2 6 13 186
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 1 151 2 3 12 467
On boom-bust stock market dynamics, animal spirits, and the destabilizing nature of temporarily attracting virtual fixed points 0 0 2 3 2 4 14 18
On central bank interventions and transaction taxes 0 0 0 0 1 1 2 3
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 0 1 16 3 5 18 97
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 1 34 1 1 8 123
On the destabilizing nature of capital gains taxes 0 0 0 7 2 3 7 24
On the emergence and properties of weird quasiperiodic attractors 0 0 0 0 2 4 7 7
On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model 0 0 1 1 3 5 11 11
One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets 0 0 0 3 0 1 10 50
Positive welfare effects of trade barriers in a dynamic partial equilibrium model 0 0 2 39 0 1 11 142
Pricking asset market bubbles 0 0 0 5 0 0 1 19
Production delays, technology choice and cyclical cobweb dynamics 0 0 0 3 1 3 10 17
Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model 0 0 0 1 3 7 11 14
Regulating complex dynamics in firms and economic systems 0 0 0 0 1 1 6 10
Representativeness of news and exchange rate dynamics 1 1 1 73 1 1 8 220
Revisiting Paul de Grauwe’s Chaotic Exchange Rate Model: New Analytical Insights and Agent-Based Explorations 0 0 1 2 2 3 7 22
Samuelson's multiplier-accelerator model revisited 0 0 2 286 7 10 41 1,213
Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits 0 0 1 14 7 11 19 45
Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model 0 0 0 12 1 3 11 74
Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems 0 0 0 6 5 9 15 80
Some effects of transaction taxes under different microstructures 0 0 0 109 1 3 16 331
Speculative asset price dynamics and wealth taxes 0 0 0 0 2 3 9 15
Speculative behavior and the dynamics of interacting stock markets 0 0 0 39 0 2 13 149
Speculative housing markets and rent control: insights from nonlinear economic dynamics 0 0 0 2 0 1 7 22
Speculative markets and the effectiveness of price limits 0 0 1 143 0 4 14 390
Spillover Dynamics of Central Bank Interventions 0 0 0 0 1 1 8 12
Spillover Dynamics of Central Bank Interventions 0 0 0 40 0 0 9 164
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 0 6 4 6 16 44
Stability conditions for three-dimensional maps and their associated bifurcation types 0 0 0 7 0 0 4 24
Steady states, stability and bifurcations in multi-asset market models 0 0 0 4 0 8 22 52
Stock market participation and endogenous boom-bust dynamics 0 0 0 34 1 2 8 86
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 0 0 2 130 2 7 29 454
Symmetry breaking in a bull and bear financial market model 0 0 0 1 2 2 9 13
TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS 0 0 1 27 2 4 22 111
TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS 0 0 0 5 0 1 5 34
THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS 0 0 0 2 1 1 6 17
Target Zone Interventions and Coordination of Expectations 0 0 0 0 0 1 6 12
The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets 0 0 0 1 2 3 7 17
The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies 0 0 5 293 5 8 26 685
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 24 3 5 13 149
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 0 1 266 2 2 47 1,079
Tobin tax and market depth 0 0 0 20 0 2 5 88
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 0 0 0 7 4 6 17 35
Total Journal Articles 1 4 48 3,818 191 384 1,283 14,294
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 5 6 18 157
Expectations and the Multiplier-Accelerator Model 0 0 0 1 0 1 3 14
Total Chapters 0 0 1 61 5 7 21 171


Statistics updated 2026-05-06