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 2 307
A 'bull and bear' model of interacting ?financial markets. Part II: dynamics in three dimensions 0 0 0 60 1 2 2 185
A behavioral cobweb model with heterogeneous speculators 0 0 0 217 2 3 3 570
A simple agent-based financial market model: Direct interactions and comparisons of trading profits 0 0 0 66 0 1 9 237
A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities 0 1 1 52 0 2 4 185
A simple model of a speculative housing market 0 0 1 147 2 8 12 582
Agent-based models for economic policy design: Two illustrative examples 0 0 3 204 3 6 12 524
Analysing tax evasion dynamics via the Ising model 0 0 0 57 0 1 4 168
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 2 3 6 1,070
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 44 1 5 7 162
EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM 0 0 0 702 0 0 1 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 1 4 5 560
Evolutionary competition and profit taxes: market stability versus tax burden 0 0 0 27 2 3 6 72
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 1 344 2 4 7 1,158
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 2 4 15 834
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 2 2 3 245
Herding behavior and volatility clustering in financial markets 0 0 1 101 4 9 15 210
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 0 43 2 5 12 82
Heterogeneous Expectations, Exchange Rate Dynamics and Predictability 0 0 0 58 0 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 0 2 8 100
Heterogeneous expectations, housing bubbles and tax policy 0 0 0 50 47 51 52 106
Heterogeneous speculators and stock market dynamics: A simple agent-based computational model 0 0 4 31 1 6 17 74
Housing markets, expectation formation and interest rates 0 0 0 56 3 5 7 88
Interacting cobweb markets 0 0 0 13 0 6 9 63
Interactions between stock, bond and housing markets 0 0 0 35 3 6 11 79
Interactions between the real economy and the stock market 0 2 2 108 0 7 8 408
Managing rational routes to randomness 0 0 1 19 0 0 4 52
Market depth and price dynamics: A note 0 0 0 17 0 3 5 89
Market entry waves and volatility outbursts in stock markets 0 0 1 59 2 6 10 85
Multi-Asset Market Dynamics 0 0 0 2 2 3 5 286
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 6 8 18 140
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 0 300 4 5 7 789
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 0 0 27 1 2 7 66
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 0 69 1 3 4 200
On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets 0 0 1 68 1 2 5 220
On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model 0 0 0 4 2 5 9 14
Positive welfare effects of trade barriers in a dynamic equilibrium model 0 0 0 35 1 1 3 175
Production delays, supply distortions and endogenous price dynamics 0 0 0 2 1 3 4 13
Production delays, technology choice and cyclical cobweb dynamics 0 0 0 4 5 7 9 21
Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model 0 0 0 36 2 3 5 64
Representativeness of News and Exchange Rate Dynamics 0 0 0 34 1 1 3 139
Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems 0 0 0 29 0 3 8 63
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 207 3 4 7 646
Some effects of transaction taxes under different microstructures 0 0 0 129 2 3 3 418
Some effects of transaction taxes under different microstructures 0 0 0 5 2 3 4 40
Speculative asset price dynamics and wealth taxes 0 0 0 10 1 1 1 24
Speculative behavior and the dynamics of interacting stock markets 0 0 0 55 1 3 6 123
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 0 2 6 32
Steady states, stability and bifurcations in multi-asset market models 0 0 0 13 1 3 4 37
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 0 0 0 91 1 2 8 263
Target Zone Interventions and Coordination of Expectations 0 0 0 97 1 4 5 279
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 64 1 3 9 136
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 0 1 282 1 2 5 735
The green transition of firms: The role of evolutionary competition, adjustment costs, transition risk, and green technology progress 0 0 1 7 4 9 16 19
Tobin tax and market depth 0 0 0 82 0 0 4 256
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 0 0 0 31 0 2 4 79
Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation 0 0 0 62 1 2 11 290
Total Working Papers 0 3 23 5,164 129 250 453 17,265


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 0 1 5 48
A Metzlerian business cycle model with nonlinear heterogeneous expectations 0 1 1 44 2 5 11 195
A behavioral cobweb-like commodity market model with heterogeneous speculators 0 0 0 28 0 1 3 126
A note on interactions-driven business cycles 0 0 0 17 1 3 3 72
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 0 1 2 62 3 8 13 235
Analysing tax evasion dynamics via the Ising model 0 0 1 49 1 2 4 243
BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC 0 0 0 0 3 3 4 12
Boom–bust cycles and asset market participation waves: Momentum, value, risk, and herding 0 0 0 0 6 7 7 7
Buchbesprechungen / Book Reviews 0 0 0 0 1 1 3 4
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 1 1 3 191
Butter mountains, milk lakes and optimal price limiters 0 0 0 21 0 3 4 204
CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY 0 0 0 1 0 1 3 14
Causes of fragile stock market stability 0 0 1 11 3 3 13 43
Central bank intervention and feedback traders 0 0 0 48 1 2 4 169
Commodity markets, price limiters and speculative price dynamics 0 0 0 114 1 3 7 401
Commodity price cycles and heterogeneous speculators: a STAR–GARCH model 0 0 0 171 3 4 8 431
Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market 0 1 1 33 1 5 8 100
Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior 0 0 0 1 1 3 5 9
Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario 0 0 0 25 2 2 5 110
Consumer sentiment and countercyclical fiscal policies 0 0 0 39 3 4 7 145
Contagious popular stories, stock market participation, and boom–bust cycles 0 1 1 1 0 3 4 4
Controlling tax evasion fluctuations 1 1 1 8 1 1 3 60
Converse trading strategies, intrinsic noise and the stylized facts of financial markets 0 1 1 19 0 4 7 102
Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions 1 1 9 19 4 8 18 40
Different compositions of aggregate sentiment and their impact on macroeconomic stability 0 0 1 7 0 1 4 34
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 25 4 6 8 192
Does liquidity in the FX market depend on volatility? 0 0 0 18 1 3 6 65
EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN 0 0 0 1 3 4 6 36
Editorial – Special Issue on “Advancing Agent-Based Economics” 0 0 0 0 1 1 3 3
Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations 0 0 0 32 3 5 9 130
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 1 2 2 234
Expectations driven distortions in the foreign exchange market 0 0 0 50 1 4 7 143
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 6 10 15 15
Fake News and Asset Price Dynamics 0 0 0 0 0 3 5 5
Greed, fear and stock market dynamics 0 1 3 34 1 5 16 142
HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL 0 1 1 20 0 2 4 69
HOUSING MARKETS, EXPECTATION FORMATION AND INTEREST RATES 0 0 1 10 0 3 6 27
Herding behaviour and volatility clustering in financial markets 1 1 6 55 1 5 17 186
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 2 4 6 54
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach 0 0 0 32 1 3 5 120
Heterogeneous expectations, exchange rate dynamics and predictability 0 0 0 113 4 8 9 284
Heterogeneous expectations, housing bubbles and tax policy 0 0 1 12 0 2 8 49
Heterogeneous speculators and stock market dynamics: a simple agent-based computational model 0 0 0 7 1 4 8 19
Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates 0 1 1 89 0 3 8 284
Heterogeneous traders and the Tobin tax 0 0 0 175 2 3 4 412
Heterogeneous traders, price-volume signals, and complex asset price dynamics 0 0 0 0 1 1 3 8
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 1 2 4 337
Interacting cobweb markets 0 0 0 36 1 2 7 129
Interactions between stock, bond and housing markets 0 0 0 24 2 3 8 89
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 1 2 3 41
MARKET DEPTH AND PRICE DYNAMICS: A NOTE 0 0 0 0 2 2 3 13
MULTIASSET MARKET DYNAMICS 0 0 0 76 3 4 4 197
Managing rational routes to randomness 0 0 0 6 0 3 4 41
Market entry waves and volatility outbursts in stock markets 0 0 0 7 0 0 2 62
Market-maker, inventory control and foreign exchange dynamics 0 0 0 20 3 5 8 82
Modeling Exchange Rate Behavior with a Genetic Algorithm 0 0 0 80 2 2 4 220
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 1 1 2 151 1 3 10 463
On boom-bust stock market dynamics, animal spirits, and the destabilizing nature of temporarily attracting virtual fixed points 0 0 3 3 2 3 10 10
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 1 6 11 88
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 1 34 1 1 5 119
On the destabilizing nature of capital gains taxes 0 0 2 7 0 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 4 4 4
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 3 6 44
Positive welfare effects of trade barriers in a dynamic partial equilibrium model 0 1 1 38 2 4 6 137
Pricking asset market bubbles 0 0 0 5 0 0 0 18
Production delays, technology choice and cyclical cobweb dynamics 0 0 0 3 0 2 3 10
Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model 0 0 0 1 0 1 3 5
Regulating complex dynamics in firms and economic systems 0 0 0 0 1 2 4 7
Representativeness of news and exchange rate dynamics 0 0 0 72 3 5 6 217
Revisiting Paul de Grauwe’s Chaotic Exchange Rate Model: New Analytical Insights and Agent-Based Explorations 0 0 1 2 0 1 4 17
Samuelson's multiplier-accelerator model revisited 0 1 2 286 14 17 23 1,193
Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits 0 0 3 14 2 3 11 32
Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model 0 0 0 12 1 5 10 69
Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems 0 0 0 6 0 2 4 68
Some effects of transaction taxes under different microstructures 0 0 0 109 2 4 9 323
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 0 4 9 144
Speculative housing markets and rent control: insights from nonlinear economic dynamics 0 0 1 2 0 2 5 18
Speculative markets and the effectiveness of price limits 0 0 0 142 2 2 7 382
Spillover Dynamics of Central Bank Interventions 0 0 0 40 0 4 5 159
Spillover Dynamics of Central Bank Interventions 0 0 0 0 2 4 5 8
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 0 6 1 3 4 31
Stability conditions for three-dimensional maps and their associated bifurcation types 0 0 3 7 1 2 6 23
Steady states, stability and bifurcations in multi-asset market models 0 0 0 4 1 3 5 33
Stock market participation and endogenous boom-bust dynamics 0 0 1 34 1 2 8 82
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 0 1 2 130 5 13 27 446
Symmetry breaking in a bull and bear financial market model 0 0 0 1 0 3 6 8
TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS 0 0 1 27 10 10 15 101
TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS 0 0 0 5 1 2 6 32
THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS 0 0 0 2 1 2 4 13
Target Zone Interventions and Coordination of Expectations 0 0 0 0 1 3 3 9
The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets 0 0 0 1 0 1 4 13
The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies 1 1 5 291 3 7 16 671
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 24 1 4 6 142
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 0 2 266 24 28 34 1,064
Tobin tax and market depth 0 0 0 20 1 1 2 85
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 0 0 0 7 2 3 6 22
Total Journal Articles 5 16 62 3,807 174 362 698 13,540
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 6 11 148
Expectations and the Multiplier-Accelerator Model 0 0 0 1 1 1 2 12
Total Chapters 0 0 1 61 3 7 13 160


Statistics updated 2026-01-09