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 0 0 0 183
A behavioral cobweb model with heterogeneous speculators 0 0 1 217 0 0 2 566
A simple agent-based financial market model: Direct interactions and comparisons of trading profits 0 0 2 66 0 0 4 227
A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities 0 0 0 51 0 0 1 178
A simple model of a speculative housing market 0 0 0 146 0 0 2 570
Agent-based models for economic policy design: Two illustrative examples 0 1 1 200 2 3 4 508
Analysing tax evasion dynamics via the Ising model 0 0 0 56 0 1 2 160
Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding 0 0 0 10 0 0 4 13
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 1 1 114 0 1 1 1,010
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 1 93 0 0 3 553
Evolutionary competition and profit taxes: market stability versus tax burden 0 0 0 27 0 1 1 66
Exchange rate dynamics, central bank interventions and chaos control methods 1 1 1 343 1 1 1 1,150
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 2 3 5 814
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 0 98 1 2 4 193
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 0 42 0 0 0 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 1 38 0 0 2 91
Heterogeneous expectations, housing bubbles and tax policy 0 0 1 50 0 0 3 54
Heterogeneous speculators and stock market dynamics: A simple agent-based computational model 0 1 3 25 0 1 3 54
Housing markets, expectation formation and interest rates 0 0 1 53 0 0 4 76
Interacting cobweb markets 0 0 1 13 0 0 4 53
Interactions between stock, bond and housing markets 0 0 0 35 0 1 1 66
Interactions between the real economy and the stock market 0 0 0 105 0 0 15 398
Managing rational routes to randomness 0 0 0 18 0 0 0 47
Market depth and price dynamics: A note 0 0 1 17 0 0 1 84
Market entry waves and volatility outbursts in stock markets 0 0 0 58 0 0 1 75
Multi-Asset Market Dynamics 0 0 0 2 0 0 2 280
Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps 0 3 7 40 1 5 19 99
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 0 300 0 0 2 781
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 0 0 27 0 1 2 59
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 1 213
Positive welfare effects of trade barriers in a dynamic equilibrium model 0 0 0 35 0 0 1 171
Production delays, supply distortions and endogenous price dynamics 1 1 2 2 1 2 4 9
Production delays, technology choice and cyclical cobweb dynamics 0 0 0 4 2 3 4 12
Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model 0 0 0 36 0 0 3 56
Representativeness of News and Exchange Rate Dynamics 0 0 0 34 0 0 0 136
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 0 55
Some Effects of Transaction Taxes Under Different Microstructures 0 0 3 207 0 0 4 639
Some effects of transaction taxes under different microstructures 0 0 0 128 0 0 0 412
Some effects of transaction taxes under different microstructures 0 0 1 5 0 0 2 34
Speculative asset price dynamics and wealth taxes 0 0 1 10 0 0 1 21
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 1 393
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 0 29 0 0 1 26
Steady states, stability and bifurcations in multi-asset market models 0 0 0 13 0 0 2 32
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 0 2 3 91 0 2 5 255
Target Zone Interventions and Coordination of Expectations 0 0 0 97 0 0 0 273
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 63 0 0 0 125
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 0 0 281 1 1 1 729
Tobin tax and market depth 0 0 0 81 0 0 1 251
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 0 0 0 30 0 0 1 72
Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation 0 0 0 61 0 0 1 278
Total Working Papers 2 10 32 5,106 11 28 126 16,705


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 1 2 2 0 16 29 29
A Metzlerian business cycle model with nonlinear heterogeneous expectations 0 0 0 43 1 1 11 183
A behavioral cobweb-like commodity market model with heterogeneous speculators 0 0 0 28 0 0 3 120
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 0 32
A simple model of a speculative housing market 1 1 1 57 2 5 10 216
Analysing tax evasion dynamics via the Ising model 0 0 0 47 1 2 4 234
BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC 0 0 0 0 0 1 1 8
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 0 0 1 187
Butter mountains, milk lakes and optimal price limiters 0 1 1 21 0 2 2 198
CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY 0 0 0 1 0 0 0 10
Causes of fragile stock market stability 0 0 3 6 0 4 17 21
Central bank intervention and feedback traders 0 0 1 48 0 1 4 165
Commodity markets, price limiters and speculative price dynamics 0 1 1 113 0 1 1 393
Commodity price cycles and heterogeneous speculators: a STAR–GARCH model 0 0 0 171 0 0 0 422
Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market 0 0 0 32 0 0 0 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 0 1 3 138
Controlling tax evasion fluctuations 0 0 0 6 2 3 4 55
Converse trading strategies, intrinsic noise and the stylized facts of financial markets 0 0 1 15 0 0 1 90
Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions 0 2 6 8 0 2 11 17
Different compositions of aggregate sentiment and their impact on macroeconomic stability 0 0 1 6 0 0 1 29
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 0 18 0 0 1 59
EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN 0 0 0 1 0 0 0 29
Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations 0 0 0 32 0 0 0 121
Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model 0 0 0 21 0 0 0 69
Exchange rate dynamics, central bank interventions and chaos control methods 1 1 1 67 1 1 1 229
Expectations driven distortions in the foreign exchange market 0 0 0 50 0 0 0 135
Greed, fear and stock market dynamics 0 1 3 26 0 1 6 114
HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL 0 0 0 19 0 0 0 65
HOUSING MARKETS, EXPECTATION FORMATION AND INTEREST RATES 0 0 1 6 0 1 5 14
Herding behaviour and volatility clustering in financial markets 0 3 10 40 1 8 32 148
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 0 10 0 1 1 68
Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map 0 0 0 7 0 0 1 48
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach 0 0 2 32 0 1 4 112
Heterogeneous expectations, exchange rate dynamics and predictability 0 0 1 112 0 0 1 273
Heterogeneous expectations, housing bubbles and tax policy 0 0 2 11 2 3 6 37
Heterogeneous speculators and stock market dynamics: a simple agent-based computational model 1 1 5 5 1 1 7 8
Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates 0 1 5 84 0 1 6 268
Heterogeneous traders and the Tobin tax 0 0 0 175 0 0 2 408
Heterogeneous traders, price-volume signals, and complex asset price dynamics 0 0 0 0 0 0 3 5
Hommes, Cars LeBaron, Blake: Handbook of Computational Economics, Volume 4, Heterogeneous Agent Modeling 0 1 2 12 0 3 5 42
Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations 1 2 4 108 1 3 15 331
Interacting cobweb markets 0 1 3 34 0 2 9 119
Interactions between stock, bond and housing markets 0 1 2 24 0 1 4 80
Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach 0 0 0 2 2 2 5 15
Introduction to the Current Issue 0 0 0 2 0 0 0 38
MARKET DEPTH AND PRICE DYNAMICS: A NOTE 0 0 0 0 0 0 0 10
MULTIASSET MARKET DYNAMICS 0 0 2 75 0 1 4 190
Managing rational routes to randomness 0 0 0 6 0 0 1 36
Market entry waves and volatility outbursts in stock markets 0 1 1 7 0 1 2 59
Market-maker, inventory control and foreign exchange dynamics 0 1 2 20 0 2 4 73
Modeling Exchange Rate Behavior with a Genetic Algorithm 0 0 0 80 0 0 0 216
Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts 0 0 1 49 0 0 1 172
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 0 148 0 2 3 452
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 0 1 15 0 1 4 73
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 0 33 0 0 1 113
On the destabilizing nature of capital gains taxes 0 0 2 3 1 1 6 7
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 37
Positive welfare effects of trade barriers in a dynamic partial equilibrium model 0 0 1 37 0 0 1 129
Pricking asset market bubbles 0 0 0 5 0 0 2 17
Production delays, technology choice and cyclical cobweb dynamics 0 0 1 3 0 1 2 7
Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model 0 0 0 1 0 0 1 2
Regulating complex dynamics in firms and economic systems 0 0 0 0 0 0 0 2
Representativeness of news and exchange rate dynamics 0 1 1 72 1 2 2 210
Revisiting Paul de Grauwe’s Chaotic Exchange Rate Model: New Analytical Insights and Agent-Based Explorations 0 1 1 1 0 1 9 10
Samuelson's multiplier-accelerator model revisited 0 0 6 283 4 5 33 1,165
Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits 2 3 11 11 3 4 17 17
Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model 0 0 0 11 0 0 1 56
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 0 63
Some effects of transaction taxes under different microstructures 0 0 3 109 0 0 3 311
Speculative asset price dynamics and wealth taxes 0 0 0 0 0 0 0 5
Speculative behavior and the dynamics of interacting stock markets 0 0 0 38 0 0 0 132
Speculative housing markets and rent control: insights from nonlinear economic dynamics 0 0 1 1 1 1 3 10
Speculative markets and the effectiveness of price limits 0 1 2 142 0 2 5 373
Spillover Dynamics of Central Bank Interventions 0 0 0 40 0 0 0 154
Spillover Dynamics of Central Bank Interventions 0 0 0 0 0 0 0 3
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 0 6 0 0 1 27
Stability conditions for three-dimensional maps and their associated bifurcation types 0 0 2 4 0 1 6 16
Steady states, stability and bifurcations in multi-asset market models 0 0 0 4 0 0 4 28
Stock market participation and endogenous boom-bust dynamics 0 0 0 32 0 0 1 70
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 0 5 8 120 5 13 31 400
Symmetry breaking in a bull and bear financial market model 0 0 0 1 0 0 0 2
TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS 0 1 4 23 1 3 11 82
TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS 0 1 2 4 0 1 2 25
THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS 0 0 0 2 0 0 2 9
Target Zone Interventions and Coordination of Expectations 0 0 0 0 1 1 1 6
The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets 0 0 1 1 0 0 1 8
The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies 0 0 4 284 0 2 21 652
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 1 23 0 0 3 134
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 1 3 4 262 4 7 14 1,020
Tobin tax and market depth 0 0 0 20 0 0 2 80
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 0 0 3 6 0 1 5 13
Total Journal Articles 7 36 123 3,675 35 121 427 12,597
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 3 6 58 1 4 12 135
Expectations and the Multiplier-Accelerator Model 0 0 0 1 0 0 0 10
Total Chapters 1 3 6 59 1 4 12 145


Statistics updated 2024-05-04