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 2 12 317
A 'bull and bear' model of interacting ?financial markets. Part II: dynamics in three dimensions 0 0 0 60 1 4 9 192
A behavioral cobweb model with heterogeneous speculators 0 0 0 217 1 1 12 579
A simple agent-based financial market model: Direct interactions and comparisons of trading profits 0 0 0 66 1 2 13 246
A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities 0 0 1 52 0 2 10 192
A simple model of a speculative housing market 0 0 0 147 2 6 25 598
Agent-based models for economic policy design: Two illustrative examples 0 0 2 204 1 7 21 535
Analysing tax evasion dynamics via the Ising model 0 0 0 57 0 0 4 171
Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding 0 1 1 14 1 8 15 31
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 0 0 114 0 1 9 1,020
Commodity Markets, Price Limiters and Speculative Price Dynamics 0 0 0 352 1 5 14 1,079
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 44 0 1 11 167
EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM 0 0 0 702 0 1 8 1,326
Editorial – Special Issue on “Advancing Agent-Based Economics” 0 0 0 0 0 1 3 5
Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations 0 0 0 93 0 0 14 570
Evolutionary competition and profit taxes: market stability versus tax burden 0 0 0 27 1 2 11 80
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 0 344 0 0 17 1,170
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 2 4 19 845
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 0 3 11 254
Herding behavior and volatility clustering in financial markets 0 1 3 104 0 5 44 244
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 0 43 0 5 19 92
Heterogeneous Expectations, Exchange Rate Dynamics and Predictability 0 0 0 58 1 2 6 237
Heterogeneous Traders and the Tobin Tax 0 0 0 0 0 2 6 428
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach 0 0 0 38 1 5 13 110
Heterogeneous expectations, housing bubbles and tax policy 0 0 0 50 0 5 107 161
Heterogeneous speculators and stock market dynamics: A simple agent-based computational model 0 0 1 31 1 2 19 84
Housing markets, expectation formation and interest rates 0 0 0 56 0 7 24 106
Interacting cobweb markets 0 0 0 13 1 3 13 70
Interactions between stock, bond and housing markets 0 0 0 35 0 1 17 89
Interactions between the real economy and the stock market 0 0 2 108 0 3 17 418
Managing rational routes to randomness 0 0 0 19 0 3 14 65
Market depth and price dynamics: A note 0 0 0 17 0 0 5 91
Market entry waves and volatility outbursts in stock markets 0 0 1 60 0 1 18 96
Multi-Asset Market Dynamics 0 0 0 2 0 1 11 292
Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps 0 2 2 50 4 9 37 163
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 0 300 0 1 18 802
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 0 0 27 0 3 11 74
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 0 69 1 1 10 206
On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets 0 0 0 68 0 1 13 230
On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model 0 0 1 5 1 1 20 25
Positive welfare effects of trade barriers in a dynamic equilibrium model 0 0 0 35 0 0 10 183
Production delays, supply distortions and endogenous price dynamics 0 0 0 2 0 1 7 16
Production delays, technology choice and cyclical cobweb dynamics 0 1 1 5 0 3 20 34
Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model 0 0 0 36 0 1 9 69
Representativeness of News and Exchange Rate Dynamics 0 0 0 34 0 2 7 144
Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems 0 0 0 29 0 2 20 79
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 207 0 2 17 658
Some effects of transaction taxes under different microstructures 1 1 1 130 1 3 9 424
Some effects of transaction taxes under different microstructures 0 0 0 5 0 1 10 46
Speculative asset price dynamics and wealth taxes 0 1 1 11 1 6 12 35
Speculative behavior and the dynamics of interacting stock markets 0 0 1 56 0 3 13 132
Spill-over dynamics of central bank interventions 0 0 0 120 0 3 8 402
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 0 29 0 6 14 43
Steady states, stability and bifurcations in multi-asset market models 0 0 0 13 0 1 13 47
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 1 1 1 92 1 5 53 309
Target Zone Interventions and Coordination of Expectations 0 0 0 97 0 1 10 285
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 64 0 3 15 145
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 0 0 282 2 2 24 756
The green transition of firms: The role of evolutionary competition, adjustment costs, transition risk, and green technology progress 0 0 2 8 0 7 20 29
Tobin tax and market depth 0 0 0 82 0 3 7 262
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 0 0 0 31 0 6 11 88
Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation 0 0 0 62 1 2 17 299
Total Working Papers 2 8 21 5,178 27 174 1,006 17,945


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 5 12 59
A Metzlerian business cycle model with nonlinear heterogeneous expectations 0 0 1 44 1 7 17 205
A behavioral cobweb-like commodity market model with heterogeneous speculators 0 0 0 28 0 1 11 135
A note on interactions-driven business cycles 0 0 0 17 0 0 8 77
A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities 0 0 0 5 1 2 7 40
A simple model of a speculative housing market 0 0 1 62 0 5 20 245
Analysing tax evasion dynamics via the Ising model 0 0 1 49 1 4 12 252
BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC 0 0 0 0 0 2 9 18
Boom–bust cycles and asset market participation waves: Momentum, value, risk, and herding 0 0 0 0 1 7 25 25
Buchbesprechungen / Book Reviews 0 0 0 0 0 1 5 7
Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies 0 0 0 23 1 3 8 100
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 4 194
Butter mountains, milk lakes and optimal price limiters 0 0 0 21 0 0 7 208
CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY 0 0 0 1 0 2 5 18
Causes of fragile stock market stability 1 1 1 12 2 6 18 54
Central bank intervention and feedback traders 0 0 0 48 0 1 3 170
Commodity markets, price limiters and speculative price dynamics 0 0 0 114 1 1 9 406
Commodity price cycles and heterogeneous speculators: a STAR–GARCH model 0 0 0 171 0 4 15 441
Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market 0 0 1 33 0 4 16 110
Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior 0 0 1 2 2 8 18 24
Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario 0 0 0 25 0 4 12 118
Consumer sentiment and countercyclical fiscal policies 0 0 0 39 0 1 10 149
Contagious popular stories, stock market participation, and boom–bust cycles 0 0 1 1 0 6 14 15
Controlling tax evasion fluctuations 0 0 1 8 1 3 7 65
Converse trading strategies, intrinsic noise and the stylized facts of financial markets 0 0 1 19 1 1 9 107
Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions 0 0 4 20 1 4 21 50
Different compositions of aggregate sentiment and their impact on macroeconomic stability 0 0 1 7 0 1 8 40
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 25 0 2 15 201
Does liquidity in the FX market depend on volatility? 0 0 0 18 0 2 11 72
EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN 0 0 0 1 0 3 21 51
Editorial – Special Issue on “Advancing Agent-Based Economics” 0 0 0 0 0 1 5 5
Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations 0 0 0 32 1 3 10 135
Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model 0 0 0 21 1 2 6 77
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 0 68 0 0 11 243
Expectations driven distortions in the foreign exchange market 0 0 0 50 1 3 9 148
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 2 4 27 28
Fake News and Asset Price Dynamics 0 0 0 0 0 3 13 14
Greed, fear and stock market dynamics 0 0 3 35 0 2 22 156
HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL 0 0 1 20 0 3 9 75
HOUSING MARKETS, EXPECTATION FORMATION AND INTEREST RATES 0 0 2 11 0 2 18 40
Herding behaviour and volatility clustering in financial markets 0 0 2 55 1 6 24 201
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 0 10 1 6 14 86
Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map 0 0 0 7 0 3 13 62
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach 0 0 0 32 0 1 12 128
Heterogeneous expectations, exchange rate dynamics and predictability 0 0 0 113 1 2 14 290
Heterogeneous expectations, housing bubbles and tax policy 0 0 1 12 1 4 17 60
Heterogeneous speculators and stock market dynamics: a simple agent-based computational model 0 0 0 7 0 4 17 31
Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates 0 0 1 89 1 4 22 299
Heterogeneous traders and the Tobin tax 0 0 0 175 0 4 13 422
Heterogeneous traders, price-volume signals, and complex asset price dynamics 0 0 0 0 0 2 7 14
Hommes, Cars LeBaron, Blake: Handbook of Computational Economics, Volume 4, Heterogeneous Agent Modeling 0 0 0 12 0 0 2 46
Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations 0 0 0 108 0 1 7 341
Interacting cobweb markets 0 0 0 36 0 1 11 135
Interactions between stock, bond and housing markets 0 0 0 24 0 6 17 101
Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach 0 0 0 3 0 0 6 29
Introduction to the Current Issue 0 0 0 2 0 1 4 43
MARKET DEPTH AND PRICE DYNAMICS: A NOTE 0 0 0 0 0 3 12 23
MULTIASSET MARKET DYNAMICS 1 1 1 77 1 2 11 204
Managing rational routes to randomness 0 0 0 6 0 2 13 51
Market entry waves and volatility outbursts in stock markets 0 0 0 7 0 3 10 70
Market-maker, inventory control and foreign exchange dynamics 0 0 0 20 0 4 17 94
Modeling Exchange Rate Behavior with a Genetic Algorithm 0 0 0 80 0 1 6 223
Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts 0 0 0 49 0 4 15 188
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 1 151 0 2 8 467
On boom-bust stock market dynamics, animal spirits, and the destabilizing nature of temporarily attracting virtual fixed points 0 0 2 3 0 3 15 19
On central bank interventions and transaction taxes 0 0 0 0 0 2 3 4
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 0 1 16 0 4 18 98
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 1 34 0 1 8 123
On the destabilizing nature of capital gains taxes 0 0 0 7 0 2 7 24
On the emergence and properties of weird quasiperiodic attractors 0 0 0 0 0 2 7 7
On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model 0 0 1 1 0 4 12 12
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 10 50
Positive welfare effects of trade barriers in a dynamic partial equilibrium model 0 0 2 39 0 2 13 144
Pricking asset market bubbles 0 0 0 5 0 0 1 19
Production delays, technology choice and cyclical cobweb dynamics 0 0 0 3 0 1 10 17
Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model 0 0 0 1 0 4 12 15
Regulating complex dynamics in firms and economic systems 0 0 0 0 0 1 6 10
Representativeness of news and exchange rate dynamics 0 1 1 73 2 4 11 223
Revisiting Paul de Grauwe’s Chaotic Exchange Rate Model: New Analytical Insights and Agent-Based Explorations 0 0 1 2 0 3 8 23
Samuelson's multiplier-accelerator model revisited 0 0 2 286 2 11 43 1,217
Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits 0 0 1 14 0 7 18 45
Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model 0 0 0 12 0 1 11 74
Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems 0 0 0 6 0 5 14 80
Some effects of transaction taxes under different microstructures 0 0 0 109 0 1 15 331
Speculative asset price dynamics and wealth taxes 0 0 0 0 0 3 9 16
Speculative behavior and the dynamics of interacting stock markets 0 0 0 39 1 1 12 150
Speculative housing markets and rent control: insights from nonlinear economic dynamics 0 0 0 2 1 2 9 24
Speculative markets and the effectiveness of price limits 0 0 1 143 0 0 12 390
Spillover Dynamics of Central Bank Interventions 0 0 0 0 0 3 10 14
Spillover Dynamics of Central Bank Interventions 0 0 0 40 0 2 11 166
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 0 6 0 5 17 45
Stability conditions for three-dimensional maps and their associated bifurcation types 0 0 0 7 0 0 3 24
Steady states, stability and bifurcations in multi-asset market models 0 0 0 4 1 2 24 54
Stock market participation and endogenous boom-bust dynamics 0 0 0 34 0 3 9 88
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 0 0 1 130 1 4 27 456
Symmetry breaking in a bull and bear financial market model 0 0 0 1 0 3 10 14
TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS 0 0 1 27 0 2 22 111
TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS 0 0 0 5 0 0 4 34
THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS 0 0 0 2 0 1 6 17
Target Zone Interventions and Coordination of Expectations 0 0 0 0 0 0 6 12
The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets 0 0 0 1 1 3 7 18
The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies 1 1 6 294 4 11 29 691
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 24 0 3 13 149
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 0 0 266 1 4 47 1,081
Tobin tax and market depth 0 0 0 20 0 1 6 89
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 0 0 0 7 1 5 18 36
Total Journal Articles 3 4 47 3,821 40 296 1,332 14,399
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 1 8 21 160
Expectations and the Multiplier-Accelerator Model 0 0 0 1 0 0 3 14
Total Chapters 0 0 1 61 1 8 24 174


Statistics updated 2026-07-10