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 2 98 0 0 4 287
A 'bull and bear' model of interacting ?financial markets. Part II: dynamics in three dimensions 0 0 0 60 2 2 2 170
A behavioral cobweb model with heterogeneous speculators 0 0 1 213 3 3 8 545
A simple agent-based financial market model: Direct interactions and comparisons of trading profits 0 0 1 60 1 1 5 199
A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities 0 1 4 47 1 3 18 151
A simple model of a speculative housing market 0 0 0 130 5 8 17 499
Agent-based models for economic policy design: Two illustrative examples 1 2 7 169 2 4 15 418
Analysing tax evasion dynamics via the Ising model 0 0 0 55 1 1 3 148
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 0 0 112 2 3 4 982
Commodity Markets, Price Limiters and Speculative Price Dynamics 0 0 1 352 0 1 6 1,047
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 42 0 0 3 144
EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM 0 0 1 701 0 0 6 1,304
Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations 0 0 2 91 0 0 9 533
Evolutionary competition and profit taxes: market stability versus tax burden 1 1 2 21 4 4 8 41
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 1 341 4 5 9 1,136
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 0 1 5 796
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 0 1 5 236
Herding behavior and volatility clustering in financial markets 1 2 7 75 2 5 31 100
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 2 36 4 4 11 44
Heterogeneous Expectations, Exchange Rate Dynamics and Predictability 0 0 1 57 0 0 17 217
Heterogeneous Traders and the Tobin Tax 0 0 0 0 0 0 10 408
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach 0 0 3 33 2 3 8 65
Housing markets, expectation formation and interest rates 1 5 34 34 1 6 23 23
Interacting cobweb markets 0 0 1 6 4 4 6 30
Interactions between stock, bond and housing markets 1 1 7 28 3 5 16 36
Interactions between the real economy and the stock market 0 0 0 94 4 5 8 308
Managing rational routes to randomness 0 0 1 17 2 2 4 36
Market depth and price dynamics: A note 0 0 0 15 0 0 2 75
Market entry waves and volatility outbursts in stock markets 2 2 7 49 7 8 16 36
Multi-Asset Market Dynamics 0 0 0 2 1 1 5 250
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 1 1 295 2 3 9 757
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 1 3 24 1 2 16 41
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 3 67 1 1 10 180
On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets 0 0 1 61 0 0 3 196
Positive welfare effects of trade barriers in a dynamic equilibrium model 0 0 1 33 0 1 8 149
Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model 1 1 5 27 3 4 14 21
Representativeness of News and Exchange Rate Dynamics 0 0 1 34 0 0 5 117
Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems 1 1 2 29 2 2 4 44
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 200 0 1 8 612
Some effects of transaction taxes under different microstructures 0 0 1 128 0 1 9 391
Some effects of transaction taxes under different microstructures 0 1 1 4 0 2 6 22
Speculative behavior and the dynamics of interacting stock markets 0 0 1 49 0 1 8 89
Spill-over dynamics of central bank interventions 0 1 1 119 0 1 1 384
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 1 28 2 2 5 15
Steady states, stability and bifurcations in multi-asset market models 2 2 6 6 5 5 11 11
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 0 1 5 75 1 2 10 202
Target Zone Interventions and Coordination of Expectations 0 0 0 96 0 1 2 267
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 59 0 2 9 95
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 1 2 6 270 2 3 13 681
Tobin tax and market depth 0 0 1 78 1 1 7 240
Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation 0 2 2 55 0 3 8 186
Total Working Papers 12 27 127 4,675 75 118 450 14,964


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Metzlerian business cycle model with nonlinear heterogeneous expectations 0 0 0 34 0 0 4 128
A behavioral cobweb-like commodity market model with heterogeneous speculators 0 0 0 26 1 2 6 100
A note on interactions-driven business cycles 0 0 0 16 0 0 1 63
A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities 0 0 0 4 1 2 5 22
A simple model of a speculative housing market 1 4 6 41 2 8 14 149
Analysing tax evasion dynamics via the Ising model 0 0 0 44 0 2 7 200
BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC 0 0 0 0 0 0 1 2
Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies 0 0 0 23 0 0 1 85
Business cycle synchronization in a simple Keynesian macro-model with socially transmitted economic sentiment and international sentiment spill-over 0 0 1 47 0 0 4 172
Butter mountains, milk lakes and optimal price limiters 0 0 1 17 0 0 1 162
CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY 0 0 0 1 1 1 3 5
Central bank intervention and feedback traders 0 0 0 46 1 1 1 158
Commodity markets, price limiters and speculative price dynamics 0 0 1 107 1 2 11 361
Commodity price cycles and heterogeneous speculators: a STAR–GARCH model 1 2 9 148 2 3 14 363
Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market 0 2 5 21 1 3 9 67
Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario 0 0 0 25 2 2 2 98
Consumer sentiment and countercyclical fiscal policies 0 0 0 37 2 4 8 122
Controlling tax evasion fluctuations 0 0 0 3 1 1 1 36
Converse trading strategies, intrinsic noise and the stylized facts of financial markets 0 0 1 11 1 1 6 67
Different compositions of aggregate sentiment and their impact on macroeconomic stability 0 0 2 2 1 1 5 5
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 25 2 2 4 162
Does liquidity in the FX market depend on volatility? 0 0 0 10 2 2 3 40
EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN 0 0 0 0 6 6 10 10
Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations 0 0 1 32 1 1 5 111
Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model 0 0 0 19 0 0 2 60
Exchange rate dynamics, central bank interventions and chaos control methods 1 1 2 64 4 5 10 210
Expectations driven distortions in the foreign exchange market 0 0 0 46 2 3 6 123
Greed, fear and stock market dynamics 1 1 2 18 1 5 14 78
HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL 0 0 0 18 1 1 2 58
Herding behaviour and volatility clustering in financial markets 0 2 6 10 0 3 17 31
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 1 1 4 7 3 6 16 29
Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map 0 0 0 7 1 1 3 43
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach 0 2 5 17 2 4 17 59
Heterogeneous expectations, exchange rate dynamics and predictability 0 0 3 98 0 0 8 230
Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates 0 0 2 64 2 3 18 230
Heterogeneous traders and the Tobin tax 0 0 2 174 0 2 6 387
Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations 0 0 5 93 1 1 11 278
Interacting cobweb markets 0 0 1 27 1 1 3 83
Interactions between stock, bond and housing markets 1 1 4 8 3 4 20 29
Introduction to the Current Issue 0 0 0 2 0 0 2 28
MARKET DEPTH AND PRICE DYNAMICS: A NOTE 0 0 0 0 2 2 6 6
MULTIASSET MARKET DYNAMICS 0 0 4 70 3 3 9 169
Managing rational routes to randomness 0 0 0 5 2 2 4 24
Market entry waves and volatility outbursts in stock markets 0 0 2 2 3 3 11 11
Market-maker, inventory control and foreign exchange dynamics 0 0 2 15 1 1 5 54
Modeling Exchange Rate Behavior with a Genetic Algorithm 0 0 1 79 1 1 4 206
Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts 0 0 0 47 1 2 5 160
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 1 2 3 143 2 7 15 420
On central bank interventions and transaction taxes 0 0 0 23 1 1 4 118
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 0 4 8 1 3 12 23
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 0 31 1 1 4 98
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 2 6 29
Positive welfare effects of trade barriers in a dynamic partial equilibrium model 1 1 8 32 1 2 23 102
Representativeness of news and exchange rate dynamics 0 0 1 66 4 5 11 185
Samuelson's multiplier-accelerator model revisited 0 1 1 262 1 2 4 1,082
Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model 0 2 2 2 0 3 7 7
Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems 0 0 1 3 3 4 8 16
Some effects of transaction taxes under different microstructures 0 0 2 98 0 5 18 274
Speculative behavior and the dynamics of interacting stock markets 0 0 4 29 2 4 18 90
Speculative markets and the effectiveness of price limits 0 1 4 133 1 3 10 337
Spillover Dynamics of Central Bank Interventions 0 0 0 40 0 0 0 152
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 1 1 0 0 7 10
Steady states, stability and bifurcations in multi-asset market models 1 1 2 2 2 4 7 7
Stock market participation and endogenous boom-bust dynamics 0 0 3 14 1 2 10 35
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 2 2 12 62 9 12 62 202
TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS 0 0 3 8 1 5 14 36
TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS 0 0 0 0 0 0 1 1
THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS 1 1 1 1 2 3 3 3
Target Zone Interventions and Coordination of Expectations 0 0 0 0 0 0 1 1
The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies 1 2 5 246 3 4 19 551
The bull and bear market model of Huang and Day: Some extensions and new results 0 1 3 22 4 5 12 81
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 0 6 232 3 5 36 866
Tobin tax and market depth 0 0 0 18 0 1 4 63
Total Journal Articles 13 30 138 3,089 106 180 641 10,063


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 5 25 2 5 22 59
Total Chapters 0 0 5 25 2 5 22 59


Statistics updated 2019-09-09