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 9 10 315
A 'bull and bear' model of interacting ?financial markets. Part II: dynamics in three dimensions 0 0 0 60 1 4 5 188
A behavioral cobweb model with heterogeneous speculators 0 0 0 217 3 8 9 576
A simple agent-based financial market model: Direct interactions and comparisons of trading profits 0 0 0 66 0 5 12 242
A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities 0 0 1 52 0 2 6 187
A simple model of a speculative housing market 0 0 1 147 2 11 19 591
Agent-based models for economic policy design: Two illustrative examples 0 0 3 204 0 6 15 527
Analysing tax evasion dynamics via the Ising model 0 0 0 57 1 3 6 171
Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding 0 0 2 13 1 3 7 21
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 0 0 114 0 5 6 1,017
Commodity Markets, Price Limiters and Speculative Price Dynamics 0 0 0 352 1 6 9 1,074
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 44 0 4 10 165
EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM 0 0 0 702 3 7 7 1,325
Editorial – Special Issue on “Advancing Agent-Based Economics” 0 0 0 0 0 1 2 4
Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations 0 0 0 93 1 10 13 569
Evolutionary competition and profit taxes: market stability versus tax burden 0 0 0 27 2 7 9 77
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 0 344 3 10 13 1,166
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 2 9 19 841
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 3 8 8 251
Herding behavior and volatility clustering in financial markets 2 2 2 103 9 31 40 237
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 0 43 2 6 13 86
Heterogeneous Expectations, Exchange Rate Dynamics and Predictability 0 0 0 58 1 2 4 235
Heterogeneous Traders and the Tobin Tax 0 0 0 0 0 4 4 426
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach 0 0 0 38 3 4 7 104
Heterogeneous expectations, housing bubbles and tax policy 0 0 0 50 1 97 102 156
Heterogeneous speculators and stock market dynamics: A simple agent-based computational model 0 0 3 31 3 7 20 80
Housing markets, expectation formation and interest rates 0 0 0 56 0 13 16 98
Interacting cobweb markets 0 0 0 13 0 3 12 66
Interactions between stock, bond and housing markets 0 0 0 35 2 9 17 85
Interactions between the real economy and the stock market 0 0 2 108 1 6 14 414
Managing rational routes to randomness 0 0 1 19 1 9 11 61
Market depth and price dynamics: A note 0 0 0 17 0 2 5 91
Market entry waves and volatility outbursts in stock markets 0 0 1 59 3 8 14 91
Multi-Asset Market Dynamics 0 0 0 2 1 6 9 290
Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps 0 0 1 48 5 19 28 153
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 0 300 3 15 16 800
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 0 0 27 0 5 8 70
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 0 69 2 4 7 203
On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets 0 0 1 68 1 8 12 227
On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model 0 0 0 4 0 11 18 23
Positive welfare effects of trade barriers in a dynamic equilibrium model 0 0 0 35 2 7 8 181
Production delays, supply distortions and endogenous price dynamics 0 0 0 2 0 3 6 15
Production delays, technology choice and cyclical cobweb dynamics 0 0 0 4 1 12 14 28
Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model 0 0 0 36 2 5 7 67
Representativeness of News and Exchange Rate Dynamics 0 0 0 34 0 4 5 142
Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems 0 0 0 29 6 13 19 76
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 207 1 12 14 655
Some effects of transaction taxes under different microstructures 0 0 0 5 0 5 7 43
Some effects of transaction taxes under different microstructures 0 0 0 129 0 3 4 419
Speculative asset price dynamics and wealth taxes 0 0 0 10 1 4 4 27
Speculative behavior and the dynamics of interacting stock markets 0 0 0 55 0 6 9 128
Spill-over dynamics of central bank interventions 0 0 0 120 1 2 6 399
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 0 29 3 4 8 36
Steady states, stability and bifurcations in multi-asset market models 0 0 0 13 4 8 10 44
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 0 0 0 91 2 39 46 301
Target Zone Interventions and Coordination of Expectations 0 0 0 97 1 5 9 283
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 64 0 6 14 141
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 0 0 282 4 15 17 749
The green transition of firms: The role of evolutionary competition, adjustment costs, transition risk, and green technology progress 1 1 2 8 1 6 17 21
Tobin tax and market depth 0 0 0 82 0 2 4 258
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 0 0 0 31 1 3 6 82
Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation 0 0 0 62 0 7 16 296
Total Working Papers 3 3 20 5,167 91 558 812 17,694


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 1 4 7 52
A Metzlerian business cycle model with nonlinear heterogeneous expectations 0 0 1 44 1 5 11 198
A behavioral cobweb-like commodity market model with heterogeneous speculators 0 0 0 28 1 7 10 133
A note on interactions-driven business cycles 0 0 0 17 2 5 7 76
A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities 0 0 0 5 2 4 5 38
A simple model of a speculative housing market 0 0 2 62 0 8 17 240
Analysing tax evasion dynamics via the Ising model 0 0 1 49 0 4 7 246
BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC 0 0 0 0 0 6 7 15
Boom–bust cycles and asset market participation waves: Momentum, value, risk, and herding 0 0 0 0 3 15 16 16
Buchbesprechungen / Book Reviews 0 0 0 0 0 2 3 5
Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies 0 0 0 23 0 5 5 97
Business cycle synchronization in a simple Keynesian macro-model with socially transmitted economic sentiment and international sentiment spill-over 0 0 0 48 0 2 3 192
Butter mountains, milk lakes and optimal price limiters 0 0 0 21 0 4 7 208
CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY 0 0 0 1 0 2 3 16
Causes of fragile stock market stability 0 0 0 11 1 7 15 47
Central bank intervention and feedback traders 0 0 0 48 0 1 3 169
Commodity markets, price limiters and speculative price dynamics 0 0 0 114 1 4 8 404
Commodity price cycles and heterogeneous speculators: a STAR–GARCH model 0 0 0 171 0 8 11 436
Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market 0 0 1 33 1 6 13 105
Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior 1 1 1 2 2 8 11 16
Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario 0 0 0 25 0 5 7 113
Consumer sentiment and countercyclical fiscal policies 0 0 0 39 0 6 9 148
Contagious popular stories, stock market participation, and boom–bust cycles 0 0 1 1 1 4 8 8
Controlling tax evasion fluctuations 0 1 1 8 1 3 4 62
Converse trading strategies, intrinsic noise and the stylized facts of financial markets 0 0 1 19 1 4 10 106
Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions 1 2 7 20 1 7 18 43
Different compositions of aggregate sentiment and their impact on macroeconomic stability 0 0 1 7 1 4 7 38
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 25 1 8 11 196
Does liquidity in the FX market depend on volatility? 0 0 0 18 3 6 9 70
EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN 0 0 0 1 4 15 18 48
Editorial – Special Issue on “Advancing Agent-Based Economics” 0 0 0 0 0 2 4 4
Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations 0 0 0 32 1 5 8 132
Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model 0 0 0 21 1 2 3 74
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 0 68 2 9 10 242
Expectations driven distortions in the foreign exchange market 0 0 0 50 0 3 6 145
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 13 22 22
Fake News and Asset Price Dynamics 0 0 0 0 1 6 11 11
Greed, fear and stock market dynamics 0 1 4 35 4 12 24 153
HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL 0 0 1 20 0 2 5 71
HOUSING MARKETS, EXPECTATION FORMATION AND INTEREST RATES 1 1 2 11 7 11 16 38
Herding behaviour and volatility clustering in financial markets 0 1 6 55 4 7 22 192
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 0 10 1 6 9 79
Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map 0 0 0 7 1 6 9 58
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach 0 0 0 32 1 8 11 127
Heterogeneous expectations, exchange rate dynamics and predictability 0 0 0 113 1 7 11 287
Heterogeneous expectations, housing bubbles and tax policy 0 0 1 12 1 7 14 56
Heterogeneous speculators and stock market dynamics: a simple agent-based computational model 0 0 0 7 1 7 13 25
Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates 0 0 1 89 2 9 16 293
Heterogeneous traders and the Tobin tax 0 0 0 175 0 7 8 417
Heterogeneous traders, price-volume signals, and complex asset price dynamics 0 0 0 0 1 5 6 12
Hommes, Cars LeBaron, Blake: Handbook of Computational Economics, Volume 4, Heterogeneous Agent Modeling 0 0 0 12 0 2 2 46
Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations 0 0 0 108 2 3 5 339
Interacting cobweb markets 0 0 0 36 1 5 9 133
Interactions between stock, bond and housing markets 0 0 0 24 2 7 11 94
Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach 0 0 0 3 2 6 7 29
Introduction to the Current Issue 0 0 0 2 1 2 3 42
MARKET DEPTH AND PRICE DYNAMICS: A NOTE 0 0 0 0 1 7 7 18
MULTIASSET MARKET DYNAMICS 0 0 0 76 1 8 9 202
Managing rational routes to randomness 0 0 0 6 0 8 11 49
Market entry waves and volatility outbursts in stock markets 0 0 0 7 2 5 7 67
Market-maker, inventory control and foreign exchange dynamics 0 0 0 20 1 10 13 89
Modeling Exchange Rate Behavior with a Genetic Algorithm 0 0 0 80 0 4 6 222
Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts 0 0 0 49 1 7 8 181
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 1 1 151 0 2 9 464
On boom-bust stock market dynamics, animal spirits, and the destabilizing nature of temporarily attracting virtual fixed points 0 0 3 3 0 6 13 14
On central bank interventions and transaction taxes 0 0 0 0 0 1 1 2
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 1 1 16 1 6 15 93
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 1 34 0 4 7 122
On the destabilizing nature of capital gains taxes 0 0 2 7 1 3 9 22
On the emergence and properties of weird quasiperiodic attractors 0 0 0 0 1 4 4 4
On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model 0 1 1 1 0 3 6 6
One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets 0 0 0 3 1 6 11 50
Positive welfare effects of trade barriers in a dynamic partial equilibrium model 0 1 2 39 1 7 11 142
Pricking asset market bubbles 0 0 0 5 0 1 1 19
Production delays, technology choice and cyclical cobweb dynamics 0 0 0 3 1 5 8 15
Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model 0 0 0 1 3 5 7 10
Regulating complex dynamics in firms and economic systems 0 0 0 0 0 3 5 9
Representativeness of news and exchange rate dynamics 0 0 0 72 0 5 7 219
Revisiting Paul de Grauwe’s Chaotic Exchange Rate Model: New Analytical Insights and Agent-Based Explorations 0 0 1 2 0 2 5 19
Samuelson's multiplier-accelerator model revisited 0 0 2 286 1 25 32 1,204
Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits 0 0 3 14 1 5 11 35
Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model 0 0 0 12 1 4 10 72
Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems 0 0 0 6 3 6 9 74
Some effects of transaction taxes under different microstructures 0 0 0 109 0 7 13 328
Speculative asset price dynamics and wealth taxes 0 0 0 0 1 2 7 13
Speculative behavior and the dynamics of interacting stock markets 0 0 0 39 0 3 12 147
Speculative housing markets and rent control: insights from nonlinear economic dynamics 0 0 1 2 0 3 7 21
Speculative markets and the effectiveness of price limits 0 1 1 143 4 10 14 390
Spillover Dynamics of Central Bank Interventions 0 0 0 40 0 5 9 164
Spillover Dynamics of Central Bank Interventions 0 0 0 0 0 5 7 11
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 0 6 2 10 12 40
Stability conditions for three-dimensional maps and their associated bifurcation types 0 0 0 7 0 2 4 24
Steady states, stability and bifurcations in multi-asset market models 0 0 0 4 4 16 18 48
Stock market participation and endogenous boom-bust dynamics 0 0 1 34 0 3 8 84
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 0 0 2 130 1 7 27 448
Symmetry breaking in a bull and bear financial market model 0 0 0 1 0 3 8 11
TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS 0 0 1 27 1 17 21 108
TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS 0 0 0 5 1 3 5 34
THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS 0 0 0 2 0 4 5 16
Target Zone Interventions and Coordination of Expectations 0 0 0 0 0 3 5 11
The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets 0 0 0 1 1 2 5 15
The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies 0 3 6 293 2 11 22 679
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 24 2 5 10 146
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 0 1 266 0 37 45 1,077
Tobin tax and market depth 0 0 0 20 2 4 5 88
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 0 0 0 7 1 10 12 30
Total Journal Articles 3 15 62 3,817 108 652 1,058 14,018
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 0 5 13 151
Expectations and the Multiplier-Accelerator Model 0 0 0 1 0 2 2 13
Total Chapters 0 0 1 61 0 7 15 164


Statistics updated 2026-03-04