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 13 319
A 'bull and bear' model of interacting ?financial markets. Part II: dynamics in three dimensions 0 0 0 60 1 2 11 194
A behavioral cobweb model with heterogeneous speculators 0 0 0 217 0 1 13 580
A simple agent-based financial market model: Direct interactions and comparisons of trading profits 0 0 0 66 0 3 13 249
A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities 0 0 1 52 0 2 11 194
A simple model of a speculative housing market 0 0 0 147 1 2 26 600
Agent-based models for economic policy design: Two illustrative examples 0 0 0 204 0 1 18 536
Analysing tax evasion dynamics via the Ising model 0 0 0 57 1 1 5 172
Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding 0 0 1 14 0 2 17 33
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 0 0 114 0 8 17 1,028
Commodity Markets, Price Limiters and Speculative Price Dynamics 0 0 0 352 0 0 12 1,079
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 44 0 2 12 169
EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM 0 0 0 702 0 1 9 1,327
Editorial – Special Issue on “Advancing Agent-Based Economics” 0 0 0 0 0 1 4 6
Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations 0 0 0 93 1 2 16 572
Evolutionary competition and profit taxes: market stability versus tax burden 0 0 0 27 0 0 11 80
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 0 344 1 2 18 1,172
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 1 2 17 847
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 0 1 12 255
Herding behavior and volatility clustering in financial markets 0 0 3 104 0 3 46 247
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 0 43 0 0 15 92
Heterogeneous Expectations, Exchange Rate Dynamics and Predictability 0 0 0 58 0 2 7 239
Heterogeneous Traders and the Tobin Tax 0 0 0 0 0 1 7 429
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach 1 1 1 39 1 1 13 111
Heterogeneous expectations, housing bubbles and tax policy 0 0 0 50 2 2 108 163
Heterogeneous speculators and stock market dynamics: A simple agent-based computational model 0 0 0 31 1 1 17 85
Housing markets, expectation formation and interest rates 0 0 0 56 0 1 24 107
Interacting cobweb markets 0 0 0 13 0 0 13 70
Interactions between stock, bond and housing markets 0 0 0 35 0 1 17 90
Interactions between the real economy and the stock market 0 0 2 108 0 0 17 418
Managing rational routes to randomness 0 0 0 19 1 2 15 67
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 2 19 98
Multi-Asset Market Dynamics 0 0 0 2 0 1 10 293
Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps 0 0 2 50 0 6 37 169
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 0 300 0 0 18 802
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 0 0 27 1 2 12 76
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 0 69 0 1 10 207
On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets 0 0 0 68 0 1 13 231
On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model 0 0 1 5 0 2 18 27
Positive welfare effects of trade barriers in a dynamic equilibrium model 0 0 0 35 1 3 12 186
Production delays, supply distortions and endogenous price dynamics 0 0 0 2 0 1 7 17
Production delays, technology choice and cyclical cobweb dynamics 0 0 1 5 0 0 20 34
Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model 0 0 0 36 0 1 9 70
Representativeness of News and Exchange Rate Dynamics 0 0 0 34 0 2 8 146
Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems 0 0 0 29 1 1 20 80
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 207 0 1 17 659
Some effects of transaction taxes under different microstructures 0 0 0 5 0 1 10 47
Some effects of transaction taxes under different microstructures 0 0 1 130 1 5 14 429
Speculative asset price dynamics and wealth taxes 0 0 1 11 0 0 12 35
Speculative behavior and the dynamics of interacting stock markets 0 0 1 56 1 4 16 136
Spill-over dynamics of central bank interventions 0 0 0 120 0 1 7 403
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 0 29 0 1 14 44
Steady states, stability and bifurcations in multi-asset market models 0 0 0 13 0 0 13 47
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 0 1 2 93 1 5 53 314
Target Zone Interventions and Coordination of Expectations 0 0 0 97 2 2 12 287
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 64 0 0 12 145
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 0 0 282 1 1 24 757
The green transition of firms: The role of evolutionary competition, adjustment costs, transition risk, and green technology progress 0 0 1 8 0 1 20 30
Tobin tax and market depth 0 0 0 82 0 1 7 263
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 0 0 0 31 0 1 12 89
Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation 0 0 0 62 0 0 11 299
Total Working Papers 1 2 19 5,180 20 96 1,026 18,041


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 1 13 60
A Metzlerian business cycle model with nonlinear heterogeneous expectations 0 0 1 44 0 0 15 205
A behavioral cobweb-like commodity market model with heterogeneous speculators 0 0 0 28 0 0 10 135
A note on interactions-driven business cycles 1 1 1 18 1 3 11 80
A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities 0 0 0 5 1 1 8 41
A simple model of a speculative housing market 0 0 1 62 1 2 20 247
Analysing tax evasion dynamics via the Ising model 0 0 0 49 0 1 12 253
BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC 0 0 0 0 0 1 10 19
Boom–bust cycles and asset market participation waves: Momentum, value, risk, and herding 0 1 1 1 2 6 31 31
Buchbesprechungen / Book Reviews 0 0 0 0 0 0 4 7
Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies 0 0 0 23 0 0 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 0 0 4 194
Butter mountains, milk lakes and optimal price limiters 0 0 0 21 0 1 8 209
CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY 0 0 0 1 1 5 10 23
Causes of fragile stock market stability 0 1 2 13 1 2 16 56
Central bank intervention and feedback traders 0 0 0 48 0 1 4 171
Commodity markets, price limiters and speculative price dynamics 0 0 0 114 0 0 8 406
Commodity price cycles and heterogeneous speculators: a STAR–GARCH model 0 0 0 171 0 0 14 441
Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market 0 0 1 33 1 2 17 112
Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior 0 0 1 2 0 2 20 26
Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario 0 0 0 25 0 1 11 119
Consumer sentiment and countercyclical fiscal policies 0 0 0 39 0 1 9 150
Contagious popular stories, stock market participation, and boom–bust cycles 0 0 1 1 1 1 15 16
Controlling tax evasion fluctuations 0 0 1 8 0 0 6 65
Converse trading strategies, intrinsic noise and the stylized facts of financial markets 0 0 1 19 0 2 11 109
Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions 0 0 2 20 0 2 20 52
Different compositions of aggregate sentiment and their impact on macroeconomic stability 0 0 0 7 0 1 8 41
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 25 2 2 17 203
Does liquidity in the FX market depend on volatility? 0 0 0 18 1 2 12 74
EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN 0 0 0 1 1 1 20 52
Editorial – Special Issue on “Advancing Agent-Based Economics” 0 0 0 0 1 1 4 6
Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations 0 0 0 32 2 3 13 138
Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model 0 0 0 21 0 0 6 77
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 0 68 1 2 13 245
Expectations driven distortions in the foreign exchange market 0 0 0 50 3 3 12 151
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 0 1 24 29
Fake News and Asset Price Dynamics 0 1 1 1 0 5 17 19
Greed, fear and stock market dynamics 1 1 3 36 1 1 20 157
HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL 0 0 1 20 0 0 8 75
HOUSING MARKETS, EXPECTATION FORMATION AND INTEREST RATES 0 0 1 11 0 0 16 40
Herding behaviour and volatility clustering in financial markets 0 0 1 55 1 5 25 206
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 0 10 0 0 14 86
Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map 0 0 0 7 0 0 12 62
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach 0 0 0 32 1 3 14 131
Heterogeneous expectations, exchange rate dynamics and predictability 0 0 0 113 0 2 16 292
Heterogeneous expectations, housing bubbles and tax policy 0 0 0 12 0 2 15 62
Heterogeneous speculators and stock market dynamics: a simple agent-based computational model 0 0 0 7 0 1 17 32
Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates 0 0 1 89 1 3 21 302
Heterogeneous traders and the Tobin tax 0 0 0 175 0 1 14 423
Heterogeneous traders, price-volume signals, and complex asset price dynamics 0 0 0 0 1 2 9 16
Hommes, Cars LeBaron, Blake: Handbook of Computational Economics, Volume 4, Heterogeneous Agent Modeling 0 0 0 12 0 1 3 47
Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations 0 0 0 108 0 0 6 341
Interacting cobweb markets 0 0 0 36 0 0 8 135
Interactions between stock, bond and housing markets 0 0 0 24 1 4 19 105
Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach 0 0 0 3 0 1 7 30
Introduction to the Current Issue 0 0 0 2 0 1 5 44
MARKET DEPTH AND PRICE DYNAMICS: A NOTE 0 0 0 0 1 1 13 24
MULTIASSET MARKET DYNAMICS 0 0 1 77 0 0 11 204
Managing rational routes to randomness 0 0 0 6 0 0 13 51
Market entry waves and volatility outbursts in stock markets 0 0 0 7 1 1 9 71
Market-maker, inventory control and foreign exchange dynamics 0 0 0 20 1 1 18 95
Modeling Exchange Rate Behavior with a Genetic Algorithm 0 0 0 80 0 2 7 225
Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts 0 0 0 49 0 0 14 188
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 1 151 0 1 8 468
On central bank interventions and transaction taxes 0 0 0 0 0 1 4 5
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 0 1 16 0 0 16 98
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 0 34 0 0 5 123
On the destabilizing nature of capital gains taxes 0 0 0 7 0 0 7 24
On the emergence and properties of weird quasiperiodic attractors 0 0 0 0 0 1 8 8
On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model 0 1 2 2 2 3 15 15
One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets 1 1 1 4 1 1 10 51
Positive welfare effects of trade barriers in a dynamic partial equilibrium model 0 0 2 39 0 1 12 145
Pricking asset market bubbles 0 0 0 5 0 1 2 20
Production delays, technology choice and cyclical cobweb dynamics 0 0 0 3 0 0 9 17
Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model 0 0 0 1 0 1 12 16
Regulating complex dynamics in firms and economic systems 0 0 0 0 1 2 7 12
Representativeness of news and exchange rate dynamics 0 0 1 73 0 0 11 223
Revisiting Paul de Grauwe’s Chaotic Exchange Rate Model: New Analytical Insights and Agent-Based Explorations 0 0 0 2 2 2 9 25
Samuelson's multiplier-accelerator model revisited 0 0 1 286 4 7 48 1,224
Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits 1 1 1 15 1 1 17 46
Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model 0 0 0 12 0 0 10 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 1 15 81
Some effects of transaction taxes under different microstructures 0 0 0 109 0 1 13 332
Speculative asset price dynamics and wealth taxes 0 0 0 0 0 0 8 16
Speculative behavior and the dynamics of interacting stock markets 0 0 0 39 1 2 12 152
Speculative housing markets and rent control: insights from nonlinear economic dynamics 0 0 0 2 0 3 11 27
Speculative markets and the effectiveness of price limits 0 0 1 143 0 1 11 391
Spillover Dynamics of Central Bank Interventions 0 0 0 40 0 1 12 167
Spillover Dynamics of Central Bank Interventions 0 0 0 0 0 0 10 14
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 0 6 0 0 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 0 1 25 55
Stock market participation and endogenous boom-bust dynamics 0 0 0 34 0 1 9 89
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 0 1 2 131 5 9 32 465
Symmetry breaking in a bull and bear financial market model 0 0 0 1 0 0 9 14
TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS 0 0 0 27 0 0 20 111
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 0 6 17
Target Zone Interventions and Coordination of Expectations 0 0 0 0 1 1 7 13
The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets 0 0 0 1 0 1 7 19
The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies 0 0 4 294 1 2 29 693
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 24 0 1 12 150
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 0 0 266 1 3 48 1,084
Tobin tax and market depth 0 0 0 20 0 0 5 89
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 0 0 0 7 1 2 19 38
Total Journal Articles 4 9 39 3,827 50 140 1,349 14,520
2 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 0 60 0 3 21 163
Expectations and the Multiplier-Accelerator Model 0 0 0 1 1 2 5 16
Total Chapters 0 0 0 61 1 5 26 179


Statistics updated 2026-10-11