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 1 1 306
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 9 236
A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities 0 0 0 51 0 1 5 183
A simple model of a speculative housing market 0 0 1 147 1 1 4 574
Agent-based models for economic policy design: Two illustrative examples 1 2 3 204 1 4 8 518
Analysing tax evasion dynamics via the Ising model 0 0 1 57 0 0 5 167
Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding 0 0 2 13 0 0 2 16
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 0 0 114 0 0 1 1,011
Commodity Markets, Price Limiters and Speculative Price Dynamics 0 0 0 352 0 2 3 1,067
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 44 0 1 3 157
EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM 0 0 0 702 0 0 3 1,318
Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations 0 0 0 93 0 0 2 556
Evolutionary competition and profit taxes: market stability versus tax burden 0 0 0 27 0 0 3 69
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 1 344 1 1 3 1,154
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 3 4 13 830
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 0 1 6 201
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 0 43 2 4 7 77
Heterogeneous Expectations, Exchange Rate Dynamics and Predictability 0 0 0 58 0 1 4 232
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 1 6 98
Heterogeneous expectations, housing bubbles and tax policy 0 0 0 50 0 1 1 55
Heterogeneous speculators and stock market dynamics: A simple agent-based computational model 0 1 5 31 0 3 13 68
Housing markets, expectation formation and interest rates 0 0 1 56 0 1 3 83
Interacting cobweb markets 0 0 0 13 0 0 4 57
Interactions between stock, bond and housing markets 0 0 0 35 0 1 5 73
Interactions between the real economy and the stock market 0 0 0 106 0 0 2 401
Managing rational routes to randomness 0 0 1 19 0 1 5 52
Market depth and price dynamics: A note 0 0 0 17 0 0 2 86
Market entry waves and volatility outbursts in stock markets 0 0 1 59 0 1 4 79
Multi-Asset Market Dynamics 0 0 0 2 0 2 3 283
Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps 0 0 5 48 6 6 13 132
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 0 300 0 0 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 1 5 64
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 0 69 1 1 3 197
On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets 0 0 2 68 0 1 4 218
On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model 0 0 4 4 3 4 9 9
Positive welfare effects of trade barriers in a dynamic equilibrium model 0 0 0 35 0 1 3 174
Production delays, supply distortions and endogenous price dynamics 0 0 0 2 0 1 1 10
Production delays, technology choice and cyclical cobweb dynamics 0 0 0 4 0 0 2 14
Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model 0 0 0 36 1 1 3 61
Representativeness of News and Exchange Rate Dynamics 0 0 0 34 0 1 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 1 1 5 60
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 207 0 1 3 642
Some effects of transaction taxes under different microstructures 0 0 0 5 0 1 2 37
Some effects of transaction taxes under different microstructures 0 0 0 129 0 0 1 415
Speculative asset price dynamics and wealth taxes 0 0 0 10 0 0 2 23
Speculative behavior and the dynamics of interacting stock markets 0 0 0 55 1 1 3 120
Spill-over dynamics of central bank interventions 0 0 0 120 0 2 3 396
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 0 29 1 1 4 30
Steady states, stability and bifurcations in multi-asset market models 0 0 0 13 0 0 1 34
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 0 0 0 91 1 5 6 261
Target Zone Interventions and Coordination of Expectations 0 0 0 97 0 0 2 275
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 64 1 3 6 133
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 0 1 282 0 1 4 733
The green transition of firms: The role of evolutionary competition, adjustment costs, transition risk, and green technology progress 0 1 7 7 0 1 10 10
Tobin tax and market depth 0 0 0 82 1 1 4 256
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 0 0 1 31 0 0 5 77
Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation 0 0 0 62 0 6 9 288
Total Working Papers 1 4 37 5,161 25 76 251 17,013
1 registered items for which data could not be found


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 0 4 47
A Metzlerian business cycle model with nonlinear heterogeneous expectations 0 0 0 43 0 2 6 190
A behavioral cobweb-like commodity market model with heterogeneous speculators 0 0 0 28 0 1 4 125
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 2 61 1 2 7 227
Analysing tax evasion dynamics via the Ising model 1 1 1 49 1 1 3 241
BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC 0 0 0 0 0 0 1 9
Buchbesprechungen / Book Reviews 0 0 0 0 0 1 3 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 3 190
Butter mountains, milk lakes and optimal price limiters 0 0 0 21 0 0 3 201
CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY 0 0 0 1 0 0 3 13
Causes of fragile stock market stability 0 0 3 11 0 4 13 40
Central bank intervention and feedback traders 0 0 0 48 0 0 2 167
Commodity markets, price limiters and speculative price dynamics 0 0 1 114 0 1 5 398
Commodity price cycles and heterogeneous speculators: a STAR–GARCH model 0 0 0 171 0 1 5 427
Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market 0 0 0 32 0 1 4 95
Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior 0 0 0 1 0 0 3 6
Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario 0 0 0 25 1 2 3 108
Consumer sentiment and countercyclical fiscal policies 0 0 0 39 1 2 3 141
Controlling tax evasion fluctuations 0 0 1 7 0 1 4 59
Converse trading strategies, intrinsic noise and the stylized facts of financial markets 0 0 0 18 0 0 4 98
Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions 0 2 10 18 0 3 13 32
Different compositions of aggregate sentiment and their impact on macroeconomic stability 0 1 1 7 0 1 4 33
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 25 0 0 3 186
Does liquidity in the FX market depend on volatility? 0 0 0 18 0 1 3 62
EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN 0 0 0 1 0 2 2 32
Editorial – Special Issue on “Advancing Agent-Based Economics” 0 0 0 0 0 2 2 2
Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations 0 0 0 32 0 0 4 125
Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model 0 0 0 21 0 0 2 71
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 1 68 0 0 2 232
Expectations driven distortions in the foreign exchange market 0 0 0 50 0 0 3 139
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 0 4 5 5
Fake News and Asset Price Dynamics 0 0 0 0 0 1 2 2
Greed, fear and stock market dynamics 0 1 4 33 0 3 16 137
HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL 0 0 0 19 1 1 2 67
HOUSING MARKETS, EXPECTATION FORMATION AND INTEREST RATES 1 1 1 10 1 2 3 24
Herding behaviour and volatility clustering in financial markets 1 1 6 54 2 4 16 181
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 0 10 0 0 4 72
Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map 0 0 0 7 0 1 2 50
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach 0 0 0 32 0 1 3 117
Heterogeneous expectations, exchange rate dynamics and predictability 0 0 0 113 0 0 1 276
Heterogeneous expectations, housing bubbles and tax policy 0 1 1 12 0 4 6 47
Heterogeneous speculators and stock market dynamics: a simple agent-based computational model 0 0 1 7 0 1 6 15
Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates 0 0 2 88 0 4 10 281
Heterogeneous traders and the Tobin tax 0 0 0 175 0 0 1 409
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 4 335
Interacting cobweb markets 0 0 2 36 0 3 7 127
Interactions between stock, bond and housing markets 0 0 0 24 1 2 5 86
Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach 0 0 0 3 0 0 5 23
Introduction to the Current Issue 0 0 0 2 0 0 1 39
MARKET DEPTH AND PRICE DYNAMICS: A NOTE 0 0 0 0 0 0 1 11
MULTIASSET MARKET DYNAMICS 0 0 0 76 0 0 1 193
Managing rational routes to randomness 0 0 0 6 0 0 1 38
Market entry waves and volatility outbursts in stock markets 0 0 0 7 1 2 2 62
Market-maker, inventory control and foreign exchange dynamics 0 0 0 20 0 0 4 77
Modeling Exchange Rate Behavior with a Genetic Algorithm 0 0 0 80 0 1 2 218
Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts 0 0 0 49 0 1 2 174
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 1 150 0 1 7 460
On boom-bust stock market dynamics, animal spirits, and the destabilizing nature of temporarily attracting virtual fixed points 1 2 3 3 2 3 7 7
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 0 2 6 82
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 1 1 34 0 3 5 118
On the destabilizing nature of capital gains taxes 0 0 3 7 0 0 8 17
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 4 41
Positive welfare effects of trade barriers in a dynamic partial equilibrium model 0 0 0 37 0 2 4 133
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 1 1 8
Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model 0 0 0 1 1 1 2 4
Regulating complex dynamics in firms and economic systems 0 0 0 0 0 1 3 5
Representativeness of news and exchange rate dynamics 0 0 0 72 0 0 1 212
Revisiting Paul de Grauwe’s Chaotic Exchange Rate Model: New Analytical Insights and Agent-Based Explorations 0 1 1 2 0 1 4 16
Samuelson's multiplier-accelerator model revisited 0 1 1 285 0 2 8 1,176
Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits 1 1 3 14 1 2 10 29
Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model 0 0 1 12 0 1 7 64
Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems 0 0 0 6 0 0 3 66
Some effects of transaction taxes under different microstructures 0 0 0 109 1 3 7 319
Speculative asset price dynamics and wealth taxes 0 0 0 0 0 1 3 8
Speculative behavior and the dynamics of interacting stock markets 0 0 0 39 0 2 6 140
Speculative housing markets and rent control: insights from nonlinear economic dynamics 0 0 1 2 0 1 4 16
Speculative markets and the effectiveness of price limits 0 0 0 142 2 2 6 380
Spillover Dynamics of Central Bank Interventions 0 0 0 0 0 0 1 4
Spillover Dynamics of Central Bank Interventions 0 0 0 40 0 0 1 155
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 0 6 0 0 1 28
Stability conditions for three-dimensional maps and their associated bifurcation types 0 0 3 7 0 0 5 21
Steady states, stability and bifurcations in multi-asset market models 0 0 0 4 0 0 2 30
Stock market participation and endogenous boom-bust dynamics 0 0 1 34 0 1 6 80
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 0 0 4 129 1 4 21 433
Symmetry breaking in a bull and bear financial market model 0 0 0 1 0 1 3 5
TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS 1 1 3 27 1 2 7 91
TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS 0 0 0 5 0 0 4 30
THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS 0 0 0 2 0 0 2 11
Target Zone Interventions and Coordination of Expectations 0 0 0 0 0 0 0 6
The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets 0 0 0 1 0 1 3 12
The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies 0 2 4 290 0 2 9 664
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 24 1 2 3 138
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 0 4 266 1 2 14 1,036
Tobin tax and market depth 0 0 0 20 0 1 3 84
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 0 0 0 7 0 1 5 19
Total Journal Articles 6 17 71 3,791 22 111 434 13,177
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 1 2 60 0 3 6 142
Expectations and the Multiplier-Accelerator Model 0 0 0 1 0 0 1 11
Total Chapters 0 1 2 61 0 3 7 153


Statistics updated 2025-10-06