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 0 102 0 0 0 305
A 'bull and bear' model of interacting ?financial markets. Part II: dynamics in three dimensions 0 0 0 60 1 1 1 183
A behavioral cobweb model with heterogeneous speculators 0 0 0 216 0 0 2 564
A simple agent-based financial market model: Direct interactions and comparisons of trading profits 0 0 0 64 0 0 1 223
A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities 0 0 0 51 0 0 3 177
A simple model of a speculative housing market 0 1 2 146 0 1 4 568
Agent-based models for economic policy design: Two illustrative examples 0 0 2 199 0 1 18 504
Analysing tax evasion dynamics via the Ising model 0 0 1 56 0 0 1 158
Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding 0 0 10 10 0 0 9 9
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 0 0 113 1 1 1 1,009
Commodity Markets, Price Limiters and Speculative Price Dynamics 0 0 0 352 0 0 0 1,062
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 44 0 0 0 154
EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM 0 0 0 702 0 0 0 1,314
Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations 0 0 0 92 0 1 1 550
Evolutionary competition and profit taxes: market stability versus tax burden 1 2 3 27 1 2 8 65
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 0 342 0 1 2 1,149
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 0 0 3 809
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 0 0 0 242
Herding behavior and volatility clustering in financial markets 0 0 3 98 1 1 11 189
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 1 1 42 0 1 2 69
Heterogeneous Expectations, Exchange Rate Dynamics and Predictability 0 0 0 57 0 0 0 227
Heterogeneous Traders and the Tobin Tax 0 0 0 0 0 0 0 421
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach 0 0 0 37 0 0 0 89
Heterogeneous expectations, housing bubbles and tax policy 0 1 2 49 1 2 5 51
Heterogeneous speculators and stock market dynamics: A simple agent-based computational model 0 2 5 22 0 4 12 51
Housing markets, expectation formation and interest rates 0 1 3 52 0 2 8 72
Interacting cobweb markets 0 0 2 12 0 0 2 49
Interactions between stock, bond and housing markets 0 0 0 35 1 1 2 65
Interactions between the real economy and the stock market 0 1 3 105 2 8 25 383
Managing rational routes to randomness 0 0 0 18 0 1 2 47
Market depth and price dynamics: A note 0 0 1 16 0 0 2 83
Market entry waves and volatility outbursts in stock markets 0 1 1 58 0 2 2 74
Multi-Asset Market Dynamics 0 0 0 2 0 0 1 278
Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps 1 1 5 33 1 2 6 80
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 1 300 0 0 3 779
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 0 0 27 0 0 1 57
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 0 69 0 0 0 194
On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets 0 0 0 65 0 0 0 212
Positive welfare effects of trade barriers in a dynamic equilibrium model 0 0 0 35 0 0 1 170
Production delays, supply distortions and endogenous price dynamics 0 0 0 0 0 1 5 5
Production delays, technology choice and cyclical cobweb dynamics 1 1 2 4 1 1 3 8
Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model 0 1 1 36 1 4 7 53
Representativeness of News and Exchange Rate Dynamics 0 0 0 34 0 1 1 136
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 1 55
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 204 0 0 0 635
Some effects of transaction taxes under different microstructures 0 0 0 128 0 0 1 412
Some effects of transaction taxes under different microstructures 0 0 0 4 1 1 1 32
Speculative asset price dynamics and wealth taxes 0 0 0 9 0 2 4 20
Speculative behavior and the dynamics of interacting stock markets 0 0 0 55 0 0 0 117
Spill-over dynamics of central bank interventions 0 0 0 120 0 0 1 392
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 0 29 0 0 0 25
Steady states, stability and bifurcations in multi-asset market models 0 0 1 13 0 0 2 30
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 0 2 3 88 0 3 7 250
Target Zone Interventions and Coordination of Expectations 0 0 1 97 0 0 1 273
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 1 63 2 3 7 125
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 0 0 281 0 0 1 728
Tobin tax and market depth 0 0 0 81 0 0 1 250
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 0 0 2 30 0 0 4 71
Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation 0 0 2 61 1 3 11 277
Total Working Papers 3 15 58 5,074 15 51 197 16,579


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 2 43 0 2 9 172
A behavioral cobweb-like commodity market model with heterogeneous speculators 0 0 0 28 0 0 0 117
A note on interactions-driven business cycles 0 0 0 17 0 1 1 69
A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities 0 0 0 5 0 0 1 32
A simple model of a speculative housing market 0 1 2 56 0 2 8 206
Analysing tax evasion dynamics via the Ising model 0 0 0 47 3 5 8 230
BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC 0 0 0 0 0 0 0 7
Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies 0 0 0 23 0 0 0 91
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 1 186
Butter mountains, milk lakes and optimal price limiters 0 0 0 20 0 0 8 196
CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY 0 0 0 1 0 0 0 10
Central bank intervention and feedback traders 0 0 0 47 0 0 0 161
Commodity markets, price limiters and speculative price dynamics 0 0 0 112 1 1 2 392
Commodity price cycles and heterogeneous speculators: a STAR–GARCH model 0 0 2 171 0 0 5 422
Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market 0 0 0 32 0 0 1 91
Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario 0 0 0 25 0 0 0 105
Consumer sentiment and countercyclical fiscal policies 0 0 0 39 1 1 1 135
Controlling tax evasion fluctuations 0 0 1 6 0 0 2 51
Converse trading strategies, intrinsic noise and the stylized facts of financial markets 0 0 1 14 1 2 6 89
Different compositions of aggregate sentiment and their impact on macroeconomic stability 0 0 0 5 0 0 1 28
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 25 0 0 0 183
Does liquidity in the FX market depend on volatility? 0 0 2 18 1 2 4 58
EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN 0 0 0 1 1 1 1 29
Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations 0 0 0 32 0 0 1 121
Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model 0 0 1 21 0 0 1 69
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 0 66 0 0 3 228
Expectations driven distortions in the foreign exchange market 0 0 1 50 0 0 1 135
Greed, fear and stock market dynamics 0 0 1 23 0 2 7 108
HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL 0 0 0 19 1 1 1 65
HOUSING MARKETS, EXPECTATION FORMATION AND INTEREST RATES 0 2 5 5 1 3 9 9
Herding behaviour and volatility clustering in financial markets 0 2 6 30 3 7 23 116
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 0 10 0 2 2 67
Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map 0 0 0 7 0 0 0 47
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach 0 0 1 30 0 1 5 108
Heterogeneous expectations, exchange rate dynamics and predictability 0 0 1 111 1 3 7 272
Heterogeneous expectations, housing bubbles and tax policy 0 1 1 9 0 2 7 31
Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates 0 0 2 79 0 0 3 262
Heterogeneous traders and the Tobin tax 0 0 0 175 0 0 1 406
Heterogeneous traders, price-volume signals, and complex asset price dynamics 0 0 0 0 0 0 0 2
Hommes, Cars LeBaron, Blake: Handbook of Computational Economics, Volume 4, Heterogeneous Agent Modeling 0 0 0 10 0 2 6 37
Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations 1 1 4 104 1 4 10 316
Interacting cobweb markets 0 0 1 31 0 0 2 110
Interactions between stock, bond and housing markets 0 2 2 22 0 3 5 76
Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach 0 0 0 2 0 0 2 10
Introduction to the Current Issue 0 0 0 2 0 0 1 38
MARKET DEPTH AND PRICE DYNAMICS: A NOTE 0 0 0 0 0 0 0 10
MULTIASSET MARKET DYNAMICS 0 0 0 73 0 0 0 186
Managing rational routes to randomness 0 0 0 6 0 0 0 35
Market entry waves and volatility outbursts in stock markets 0 0 0 6 0 0 0 57
Market-maker, inventory control and foreign exchange dynamics 2 2 2 18 2 2 4 69
Modeling Exchange Rate Behavior with a Genetic Algorithm 0 0 0 80 0 0 1 216
Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts 0 0 0 48 1 1 2 171
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 1 148 0 0 4 449
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 0 0 14 0 0 0 69
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 1 1 33 0 1 1 112
On the destabilizing nature of capital gains taxes 0 0 1 1 0 0 1 1
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 3 37
Positive welfare effects of trade barriers in a dynamic partial equilibrium model 0 0 2 36 1 1 4 128
Pricking asset market bubbles 1 1 1 5 1 1 3 15
Production delays, technology choice and cyclical cobweb dynamics 0 0 0 2 0 0 3 5
Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model 0 0 1 1 0 0 1 1
Regulating complex dynamics in firms and economic systems 0 0 0 0 0 0 1 2
Representativeness of news and exchange rate dynamics 0 0 0 71 0 1 2 208
Samuelson's multiplier-accelerator model revisited 0 2 7 277 0 4 22 1,132
Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model 0 0 0 11 0 0 0 55
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 1 63
Some effects of transaction taxes under different microstructures 0 0 0 106 0 0 2 308
Speculative asset price dynamics and wealth taxes 0 0 0 0 0 1 2 5
Speculative behavior and the dynamics of interacting stock markets 0 0 1 38 0 1 4 132
Speculative housing markets and rent control: insights from nonlinear economic dynamics 0 0 0 0 0 1 3 7
Speculative markets and the effectiveness of price limits 0 0 0 140 0 1 2 368
Spillover Dynamics of Central Bank Interventions 0 0 0 0 0 0 1 3
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 0 6 0 0 1 26
Stability conditions for three-dimensional maps and their associated bifurcation types 0 0 0 2 2 3 4 10
Steady states, stability and bifurcations in multi-asset market models 0 0 0 4 0 0 3 24
Stock market participation and endogenous boom-bust dynamics 0 0 1 32 0 0 4 69
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 4 10 18 112 6 17 56 369
Symmetry breaking in a bull and bear financial market model 0 0 1 1 0 0 1 2
TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS 2 4 4 19 4 7 12 71
TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS 0 0 0 2 0 0 2 23
THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS 0 0 0 2 1 1 1 7
Target Zone Interventions and Coordination of Expectations 0 0 0 0 0 0 0 5
The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets 0 0 0 0 0 0 0 7
The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies 0 0 5 280 0 2 13 631
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 22 0 0 2 131
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 0 2 258 1 2 7 1,006
Tobin tax and market depth 0 0 0 20 0 0 1 78
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 1 1 2 3 1 2 4 8
Total Journal Articles 11 30 86 3,547 36 97 334 12,158
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 1 1 7 52 2 3 13 123
Expectations and the Multiplier-Accelerator Model 0 0 0 1 0 1 4 10
Total Chapters 1 1 7 53 2 4 17 133


Statistics updated 2023-05-07