Access Statistics for Frank Westerhoff

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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 2 100 0 1 10 299
A 'bull and bear' model of interacting ?financial markets. Part II: dynamics in three dimensions 0 0 0 60 0 1 7 178
A behavioral cobweb model with heterogeneous speculators 0 0 0 213 0 1 4 550
A simple agent-based financial market model: Direct interactions and comparisons of trading profits 0 0 1 61 0 1 8 209
A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities 0 0 1 48 1 2 10 161
A simple model of a speculative housing market 1 2 3 134 5 9 26 531
Agent-based models for economic policy design: Two illustrative examples 1 2 13 183 1 6 30 455
Analysing tax evasion dynamics via the Ising model 0 0 0 55 0 1 5 155
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 0 0 112 0 1 7 993
Commodity Markets, Price Limiters and Speculative Price Dynamics 0 0 0 352 0 0 6 1,057
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 1 43 0 3 6 151
EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM 0 0 1 702 0 1 6 1,310
Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations 0 0 1 92 0 3 8 543
Evolutionary competition and profit taxes: market stability versus tax burden 0 2 3 24 0 4 9 51
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 1 342 1 2 5 1,143
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 0 0 3 799
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 0 1 4 240
Herding behavior and volatility clustering in financial markets 0 2 10 86 2 5 36 143
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 1 1 4 40 2 4 11 58
Heterogeneous Expectations, Exchange Rate Dynamics and Predictability 0 0 0 57 0 0 6 225
Heterogeneous Traders and the Tobin Tax 0 0 0 0 0 1 4 412
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach 0 0 2 35 0 0 11 76
Heterogeneous expectations, housing bubbles and tax policy 3 6 37 37 3 9 25 25
Heterogeneous speculators and stock market dynamics: A simple agent-based computational model 5 8 8 8 8 16 16 16
Housing markets, expectation formation and interest rates 0 1 6 41 1 5 17 47
Interacting cobweb markets 0 0 2 8 0 0 7 41
Interactions between stock, bond and housing markets 0 0 3 32 0 0 10 50
Interactions between the real economy and the stock market 0 1 4 98 2 4 12 324
Managing rational routes to randomness 0 0 1 18 0 2 8 44
Market depth and price dynamics: A note 0 0 0 15 0 0 3 78
Market entry waves and volatility outbursts in stock markets 1 1 5 54 1 3 14 59
Multi-Asset Market Dynamics 0 0 0 2 0 5 8 266
Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps 2 5 12 12 2 11 22 22
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 2 298 0 0 7 767
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 0 0 25 0 4 4 49
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 1 68 0 1 8 189
On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets 0 0 2 63 0 2 10 207
Positive welfare effects of trade barriers in a dynamic equilibrium model 0 1 2 35 1 4 10 161
Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model 0 1 4 34 0 2 11 36
Representativeness of News and Exchange Rate Dynamics 0 0 0 34 0 1 6 129
Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems 0 0 0 29 0 0 8 52
Some Effects of Transaction Taxes Under Different Microstructures 0 0 1 202 0 3 9 625
Some effects of transaction taxes under different microstructures 0 0 0 4 0 0 4 27
Some effects of transaction taxes under different microstructures 0 0 0 128 1 4 12 405
Speculative behavior and the dynamics of interacting stock markets 0 1 5 54 1 3 17 108
Spill-over dynamics of central bank interventions 0 1 1 120 1 2 3 389
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 1 29 0 1 5 22
Steady states, stability and bifurcations in multi-asset market models 2 2 5 12 3 3 8 22
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 0 0 5 80 1 5 18 226
Target Zone Interventions and Coordination of Expectations 0 0 0 96 1 2 4 272
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 1 60 0 0 7 106
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 1 7 277 1 6 21 703
Tobin tax and market depth 0 0 1 79 0 0 1 242
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 2 4 15 22 3 8 32 39
Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation 0 0 0 55 0 0 65 252
Total Working Papers 18 42 174 4,868 42 153 634 15,739


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 1 36 0 1 5 134
A behavioral cobweb-like commodity market model with heterogeneous speculators 0 0 0 26 0 0 5 105
A note on interactions-driven business cycles 0 0 0 17 0 0 1 67
A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities 0 0 1 5 0 1 5 30
A simple model of a speculative housing market 2 3 7 51 3 7 20 176
Analysing tax evasion dynamics via the Ising model 0 0 0 45 0 0 3 206
BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC 0 0 0 0 0 0 3 5
Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies 0 0 0 23 0 1 4 90
Business cycle synchronization in a simple Keynesian macro-model with socially transmitted economic sentiment and international sentiment spill-over 0 0 0 47 0 1 4 180
Butter mountains, milk lakes and optimal price limiters 0 0 0 17 0 1 6 168
CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY 0 0 0 1 1 1 1 7
Central bank intervention and feedback traders 0 0 1 47 0 1 2 160
Commodity markets, price limiters and speculative price dynamics 0 0 3 110 1 2 13 378
Commodity price cycles and heterogeneous speculators: a STAR–GARCH model 0 0 5 153 2 5 18 388
Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market 0 0 7 30 0 0 13 87
Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario 0 0 0 25 0 0 4 102
Consumer sentiment and countercyclical fiscal policies 0 1 1 38 1 2 4 128
Controlling tax evasion fluctuations 0 0 1 4 0 0 3 41
Converse trading strategies, intrinsic noise and the stylized facts of financial markets 0 1 1 12 1 2 5 74
Different compositions of aggregate sentiment and their impact on macroeconomic stability 0 0 0 3 0 1 8 14
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 25 0 0 7 175
Does liquidity in the FX market depend on volatility? 0 1 2 16 0 1 3 50
EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN 0 0 1 1 1 2 8 20
Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations 0 0 0 32 0 0 3 119
Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model 0 0 0 20 0 0 0 64
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 2 66 1 1 7 218
Expectations driven distortions in the foreign exchange market 0 0 1 47 0 1 6 131
Greed, fear and stock market dynamics 0 1 1 19 2 4 8 88
HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL 1 1 1 19 2 2 4 63
Herding behaviour and volatility clustering in financial markets 0 0 3 15 1 2 16 54
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 1 1 1 8 3 3 12 43
Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map 0 0 0 7 0 0 2 47
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach 1 1 4 22 2 2 19 81
Heterogeneous expectations, exchange rate dynamics and predictability 2 3 9 108 3 4 19 252
Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates 1 2 7 71 2 5 15 248
Heterogeneous traders and the Tobin tax 0 0 0 174 0 0 9 397
Heterogeneous traders, price-volume signals, and complex asset price dynamics 0 0 0 0 0 0 0 0
Hommes, Cars LeBaron, Blake: Handbook of Computational Economics, Volume 4, Heterogeneous Agent Modeling 1 2 4 7 1 5 15 18
Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations 1 1 4 97 1 3 12 292
Interacting cobweb markets 0 0 0 27 0 1 4 89
Interactions between stock, bond and housing markets 0 0 4 13 1 2 16 50
Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach 0 0 0 0 0 0 0 0
Introduction to the Current Issue 0 0 0 2 0 0 1 31
MARKET DEPTH AND PRICE DYNAMICS: A NOTE 0 0 0 0 0 0 0 10
MULTIASSET MARKET DYNAMICS 0 0 0 70 0 2 4 178
Managing rational routes to randomness 1 1 1 6 1 2 5 33
Market entry waves and volatility outbursts in stock markets 1 1 1 3 3 4 22 36
Market-maker, inventory control and foreign exchange dynamics 0 0 1 16 0 0 2 59
Modeling Exchange Rate Behavior with a Genetic Algorithm 0 0 1 80 0 1 7 214
Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts 0 0 1 48 0 2 4 164
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 3 146 0 2 11 435
On central bank interventions and transaction taxes 0 1 1 24 0 1 2 124
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 0 5 13 0 8 20 47
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 1 32 0 1 6 106
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 0 0 31
Positive welfare effects of trade barriers in a dynamic partial equilibrium model 0 0 1 33 1 1 7 113
Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model 0 0 3 3 0 1 9 11
Regulating complex dynamics in firms and economic systems 0 0 0 0 0 0 0 0
Representativeness of news and exchange rate dynamics 1 1 4 70 1 3 10 200
Samuelson's multiplier-accelerator model revisited 0 1 1 264 0 2 8 1,094
Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model 0 0 3 7 1 5 16 26
Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems 1 2 2 5 3 10 18 37
Some effects of transaction taxes under different microstructures 1 1 3 102 1 2 13 290
Speculative behavior and the dynamics of interacting stock markets 1 1 4 34 1 5 24 117
Speculative markets and the effectiveness of price limits 1 1 3 136 1 2 11 351
Spillover Dynamics of Central Bank Interventions 0 0 0 40 0 0 0 154
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 2 3 1 1 5 17
Stability conditions for three-dimensional maps and their associated bifurcation types 0 0 0 0 0 2 3 3
Steady states, stability and bifurcations in multi-asset market models 0 0 2 4 0 3 9 18
Stock market participation and endogenous boom-bust dynamics 0 0 10 26 1 1 18 58
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 1 3 17 82 2 10 41 251
Symmetry breaking in a bull and bear financial market model 0 0 0 0 0 0 0 0
TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS 1 1 3 12 1 2 11 50
TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS 0 0 1 1 1 2 7 10
THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS 0 0 0 1 0 1 1 5
Target Zone Interventions and Coordination of Expectations 0 0 0 0 0 1 2 5
The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets 0 0 0 0 0 0 0 0
The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies 0 2 13 260 2 7 28 582
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 22 2 6 12 97
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 1 2 9 241 6 11 55 925
Tobin tax and market depth 0 0 2 20 0 0 4 67
Total Journal Articles 20 36 170 3,293 58 165 708 10,988


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 1 1 2 27 2 2 11 73
Total Chapters 1 1 2 27 2 2 11 73


Statistics updated 2020-11-03