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 2 100 0 1 11 298
A 'bull and bear' model of interacting ?financial markets. Part II: dynamics in three dimensions 0 0 0 60 0 0 7 177
A behavioral cobweb model with heterogeneous speculators 0 0 0 213 1 1 5 550
A simple agent-based financial market model: Direct interactions and comparisons of trading profits 0 0 1 61 1 1 10 209
A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities 0 0 1 48 1 1 9 160
A simple model of a speculative housing market 1 1 3 133 3 3 26 525
Agent-based models for economic policy design: Two illustrative examples 1 2 13 182 3 8 34 452
Analysing tax evasion dynamics via the Ising model 0 0 0 55 1 2 7 155
Butter Mountains, Milk Lakes and Optimal Price Limiters 0 0 0 112 1 2 11 993
Commodity Markets, Price Limiters and Speculative Price Dynamics 0 0 0 352 0 1 10 1,057
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 1 43 3 4 7 151
EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM 0 0 1 702 1 1 6 1,310
Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations 0 0 1 92 3 5 10 543
Evolutionary competition and profit taxes: market stability versus tax burden 0 0 1 22 2 4 8 49
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 1 342 1 1 6 1,142
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 0 0 3 239
Expectations Driven Distortions in the Foreign Exchange Market 0 0 0 0 0 2 3 799
Herding behavior and volatility clustering in financial markets 1 3 10 85 1 7 39 139
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 3 39 2 2 12 56
Heterogeneous Expectations, Exchange Rate Dynamics and Predictability 0 0 0 57 0 0 8 225
Heterogeneous Traders and the Tobin Tax 0 0 0 0 1 2 4 412
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach 0 0 2 35 0 0 11 76
Heterogeneous expectations, housing bubbles and tax policy 1 1 32 32 3 5 19 19
Housing markets, expectation formation and interest rates 1 1 7 41 2 3 21 44
Interacting cobweb markets 0 0 2 8 0 0 11 41
Interactions between stock, bond and housing markets 0 0 4 32 0 4 14 50
Interactions between the real economy and the stock market 0 0 3 97 1 2 13 321
Managing rational routes to randomness 0 0 1 18 2 2 8 44
Market depth and price dynamics: A note 0 0 0 15 0 0 3 78
Market entry waves and volatility outbursts in stock markets 0 0 4 53 0 2 20 56
Multi-Asset Market Dynamics 0 0 0 2 3 3 14 264
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 0 3 298 0 0 10 767
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 0 1 25 2 2 6 47
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 1 68 0 1 8 188
On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets 0 1 2 63 2 3 11 207
Positive welfare effects of trade barriers in a dynamic equilibrium model 0 0 1 34 2 3 10 159
Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model 0 0 6 33 1 2 14 35
Representativeness of News and Exchange Rate Dynamics 0 0 0 34 1 1 12 129
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 8 52
Some Effects of Transaction Taxes Under Different Microstructures 0 0 2 202 3 3 13 625
Some effects of transaction taxes under different microstructures 0 0 0 128 2 4 12 403
Some effects of transaction taxes under different microstructures 0 0 0 4 0 1 5 27
Speculative behavior and the dynamics of interacting stock markets 0 0 4 53 1 2 17 106
Spill-over dynamics of central bank interventions 0 0 0 119 0 0 3 387
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 1 29 0 1 6 21
Steady states, stability and bifurcations in multi-asset market models 0 0 4 10 0 0 8 19
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 0 2 5 80 0 3 19 221
Target Zone Interventions and Coordination of Expectations 0 0 0 96 1 1 4 271
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 1 60 0 3 11 106
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 1 6 276 3 6 19 700
Tobin tax and market depth 0 1 1 79 0 1 2 242
Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets 1 4 14 19 2 9 32 33
Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation 0 0 0 55 0 0 66 252
Total Working Papers 6 17 145 4,825 56 115 666 15,631


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 36 0 0 5 133
A behavioral cobweb-like commodity market model with heterogeneous speculators 0 0 0 26 0 0 5 105
A note on interactions-driven business cycles 0 0 1 17 0 0 4 67
A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities 0 0 1 5 0 0 7 29
A simple model of a speculative housing market 0 0 7 48 2 3 22 171
Analysing tax evasion dynamics via the Ising model 0 0 1 45 0 1 6 206
BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC 0 0 0 0 0 0 3 5
Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies 0 0 0 23 0 0 4 89
Business cycle synchronization in a simple Keynesian macro-model with socially transmitted economic sentiment and international sentiment spill-over 0 0 0 47 0 0 7 179
Butter mountains, milk lakes and optimal price limiters 0 0 0 17 0 1 5 167
CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY 0 0 0 1 0 0 1 6
Central bank intervention and feedback traders 0 0 1 47 0 0 1 159
Commodity markets, price limiters and speculative price dynamics 0 2 3 110 0 4 15 376
Commodity price cycles and heterogeneous speculators: a STAR–GARCH model 0 4 5 153 2 8 22 385
Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market 0 4 9 30 0 6 20 87
Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario 0 0 0 25 0 2 4 102
Consumer sentiment and countercyclical fiscal policies 0 0 0 37 0 1 4 126
Controlling tax evasion fluctuations 0 1 1 4 0 1 5 41
Converse trading strategies, intrinsic noise and the stylized facts of financial markets 0 0 0 11 0 0 5 72
Different compositions of aggregate sentiment and their impact on macroeconomic stability 0 0 1 3 0 1 8 13
Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models 0 0 0 25 0 1 13 175
Does liquidity in the FX market depend on volatility? 1 1 6 16 1 1 10 50
EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN 0 0 1 1 1 3 9 19
Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations 0 0 0 32 0 1 8 119
Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model 0 0 1 20 0 0 4 64
Exchange rate dynamics, central bank interventions and chaos control methods 0 0 2 66 0 2 7 217
Expectations driven distortions in the foreign exchange market 0 0 1 47 0 0 7 130
Greed, fear and stock market dynamics 1 1 1 19 1 1 7 85
HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL 0 0 0 18 0 1 3 61
Herding behaviour and volatility clustering in financial markets 0 1 5 15 1 3 22 53
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models 0 0 0 7 0 0 11 40
Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map 0 0 0 7 0 0 4 47
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach 0 0 4 21 0 1 20 79
Heterogeneous expectations, exchange rate dynamics and predictability 1 2 8 106 1 5 19 249
Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates 0 1 5 69 0 1 13 243
Heterogeneous traders and the Tobin tax 0 0 0 174 0 4 10 397
Heterogeneous traders, price-volume signals, and complex asset price dynamics 0 0 0 0 0 0 0 0
Hommes, Cars LeBaron, Blake: Handbook of Computational Economics, Volume 4, Heterogeneous Agent Modeling 1 1 5 6 2 4 14 15
Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations 0 2 3 96 1 4 12 290
Interacting cobweb markets 0 0 0 27 1 1 6 89
Interactions between stock, bond and housing markets 0 0 5 13 0 4 19 48
Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach 0 0 0 0 0 0 0 0
Introduction to the Current Issue 0 0 0 2 0 0 3 31
MARKET DEPTH AND PRICE DYNAMICS: A NOTE 0 0 0 0 0 0 4 10
MULTIASSET MARKET DYNAMICS 0 0 0 70 1 2 8 177
Managing rational routes to randomness 0 0 0 5 0 1 7 31
Market entry waves and volatility outbursts in stock markets 0 0 0 2 1 7 22 33
Market-maker, inventory control and foreign exchange dynamics 0 0 1 16 0 0 5 59
Modeling Exchange Rate Behavior with a Genetic Algorithm 0 0 1 80 0 1 7 213
Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts 0 0 1 48 1 1 3 163
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists 0 1 3 146 1 2 14 434
On central bank interventions and transaction taxes 0 0 0 23 0 0 5 123
On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations 0 2 5 13 4 9 20 43
On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders 0 0 1 32 0 1 7 105
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 2 31
Positive welfare effects of trade barriers in a dynamic partial equilibrium model 0 1 1 33 0 1 10 112
Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model 0 1 3 3 1 2 10 11
Representativeness of news and exchange rate dynamics 0 0 3 69 1 1 13 198
Samuelson's multiplier-accelerator model revisited 0 0 1 263 0 1 10 1,092
Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model 0 2 5 7 2 7 16 23
Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems 0 0 0 3 1 4 12 28
Some effects of transaction taxes under different microstructures 0 1 3 101 1 5 15 289
Speculative behavior and the dynamics of interacting stock markets 0 1 4 33 0 2 22 112
Speculative markets and the effectiveness of price limits 0 0 2 135 0 1 12 349
Spillover Dynamics of Central Bank Interventions 0 0 0 40 0 0 2 154
Stability and welfare effects of profit taxes within an evolutionary market interaction model 0 0 2 3 0 0 6 16
Steady states, stability and bifurcations in multi-asset market models 0 0 2 4 1 2 9 16
Stock market participation and endogenous boom-bust dynamics 0 0 12 26 0 1 22 57
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest 2 4 19 81 3 8 42 244
TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS 0 0 3 11 1 2 13 49
TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS 0 1 1 1 0 4 7 8
THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS 0 0 0 1 0 0 1 4
Target Zone Interventions and Coordination of Expectations 0 0 0 0 1 2 4 5
The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets 0 0 0 0 0 0 0 0
The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies 1 3 13 259 2 5 26 577
The bull and bear market model of Huang and Day: Some extensions and new results 0 0 0 22 0 1 10 91
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach 0 1 7 239 1 10 49 915
Tobin tax and market depth 0 0 2 20 0 1 4 67
Total Journal Articles 7 38 174 3,264 36 149 793 10,858


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 26 0 2 12 71
Total Chapters 0 0 1 26 0 2 12 71


Statistics updated 2020-09-04