Frank Westerhoff
Names
| first: |
Frank |
| last: |
Westerhoff |
Identifer
Contact
Affiliations
-
Otto-Friedrich Universität Bamberg
/ Volkswirtschaftslehre
Research profile
author of:
- Expectations Driven Distortions in the Foreign Exchange Market (RePEc:ams:cdws01:1a.3)
by Frank Westerhoff - Representativeness of News and Exchange Rate Dynamics (RePEc:ams:ndfwpp:02-13)
by Manzan, S. & Westerhoff, F. - Heterogeneous Expectations, Exchange Rate Dynamics and Predictability (RePEc:ams:ndfwpp:02-14)
by Manzan, S. & Westerhoff, F. - Analysing tax evasion dynamics via the Ising model (RePEc:arx:papers:0801.2980)
by Georg Zaklan & Frank Westerhoff & Dietrich Stauffer - The green transition of firms: The role of evolutionary competition, adjustment costs, transition risk, and green technology progress (RePEc:arx:papers:2410.20379)
by Davide Radi & Frank Westerhoff - On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model (RePEc:arx:papers:2410.21198)
by Laura Gardini & Davide Radi & Noemi Schmitt & Iryna Sushko & Frank Westerhoff - Tobin tax and market depth (RePEc:arx:papers:cond-mat/0311581)
by G. Ehrenstein & F. Westerhoff & D. Stauffer - Market depth and price dynamics: A note (RePEc:arx:papers:cond-mat/0403723)
by Frank Westerhoff - Spillover Dynamics of Central Bank Interventions (RePEc:bla:germec:v:5:y:2004:i:4:p:435-450)
by Frank H. Westerhoff & Cristian Wieland - Taking Stock: A Rigorous Modelling Of Animal Spirits In Macroeconomics (RePEc:bla:jecsur:v:31:y:2017:i:5:p:1152-1182)
by Roberto Veneziani & Luca Zamparelli & Reiner Franke & Frank Westerhoff - Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies (RePEc:bla:jpbect:v:8:y:2006:i:5:p:821-838)
by Frank H. Westerhoff - Heuristic Expectation Formation And Business Cycles: A Simple Linear Model (RePEc:bla:metroe:v:59:y:2008:i:1:p:47-56)
by Frank H. Westerhoff - Stability and welfare effects of profit taxes within an evolutionary market interaction model (RePEc:bla:reviec:v:26:y:2018:i:3:p:691-708)
by Noemi Schmitt & Jan Tuinstra & Frank Westerhoff - Spillover Dynamics of Central Bank Interventions (RePEc:bpj:germec:v:5:y:2004:i:4:p:435-450)
by Westerhoff Frank H. & Wieland Cristian - Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts (RePEc:bpj:sndecm:v:10:y:2006:i:4:n:4)
by Westerhoff Frank H. - Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations (RePEc:bpj:sndecm:v:16:y:2012:i:4:n:7)
by Lines Marji & Westerhoff Frank - Introduction to the Current Issue (RePEc:bpj:sndecm:v:16:y:2012:i:4:p:1-1:n:8)
by Lines Marji & Manzan Sebastiano & Westerhoff Frank - Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists (RePEc:bpj:sndecm:v:7:y:2003:i:4:n:3)
by Westerhoff Frank H. & Reitz Stefan - Unknown item RePEc:cfs:cfswop:wp200310 (paper)
- Evolutionary Competition And Profit Taxes: Market Stability Versus Tax Burden (RePEc:cup:macdyn:v:22:y:2018:i:08:p:2007-2031_00)
by Schmitt, Noemi & Westerhoff, Frank - Housing Markets, Expectation Formation And Interest Rates (RePEc:cup:macdyn:v:26:y:2022:i:2:p:491-532_7)
by Martin, Carolin & Schmitt, Noemi & Westerhoff, Frank - Multiasset Market Dynamics (RePEc:cup:macdyn:v:8:y:2004:i:05:p:596-616_04)
by Westerhoff, Frank H. - Editorial – Special Issue on “Advancing Agent-Based Economics” (RePEc:dar:wpaper:149840)
by Neugart, Michael & Westerhoff, Frank - Does liquidity in the FX market depend on volatility? (RePEc:ebl:ecbull:eb-04f30001)
by Frank Westerhoff & Sebastiano Manzan - Production delays, technology choice and cyclical cobweb dynamics (RePEc:eee:chsofr:v:156:y:2022:i:c:s0960077922000078)
by Dieci, Roberto & Mignot, Sarah & Westerhoff, Frank - A 2D piecewise-linear discontinuous map arising in stock market modeling: Two overlapping period-adding bifurcation structures (RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010445)
by Gardini, Laura & Radi, Davide & Schmitt, Noemi & Sushko, Iryna & Westerhoff, Frank - Regulating complex dynamics in firms and economic systems (RePEc:eee:chsofr:v:38:y:2008:i:3:p:911-919)
by Kopel, Michael & Westerhoff, Frank & Wieland, Cristian - Symmetry breaking in a bull and bear financial market model (RePEc:eee:chsofr:v:79:y:2015:i:c:p:57-72)
by Sushko, Iryna & Tramontana, Fabio & Westerhoff, Frank & Avrutin, Viktor - Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions (RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002482)
by Gardini, Laura & Radi, Davide & Schmitt, Noemi & Sushko, Iryna & Westerhoff, Frank - Speculative markets and the effectiveness of price limits (RePEc:eee:dyncon:v:28:y:2003:i:3:p:493-508)
by Westerhoff, Frank - Representativeness of news and exchange rate dynamics (RePEc:eee:dyncon:v:29:y:2005:i:4:p:677-689)
by Manzan, Sebastiano & Westerhoff, Frank - Commodity markets, price limiters and speculative price dynamics (RePEc:eee:dyncon:v:29:y:2005:i:9:p:1577-1596)
by He, Xue-Zhong & Westerhoff, Frank H. - The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach (RePEc:eee:dyncon:v:30:y:2006:i:2:p:293-322)
by Westerhoff, Frank H. & Dieci, Roberto - Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations (RePEc:eee:dyncon:v:34:y:2010:i:2:p:246-257)
by Lines, Marji & Westerhoff, Frank - Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates (RePEc:eee:dyncon:v:34:y:2010:i:4:p:743-764)
by Dieci, Roberto & Westerhoff, Frank - Structural stochastic volatility in asset pricing dynamics: Estimation and model contest (RePEc:eee:dyncon:v:36:y:2012:i:8:p:1193-1211)
by Franke, Reiner & Westerhoff, Frank - The bull and bear market model of Huang and Day: Some extensions and new results (RePEc:eee:dyncon:v:37:y:2013:i:11:p:2351-2370)
by Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura - Speculative behavior and the dynamics of interacting stock markets (RePEc:eee:dyncon:v:45:y:2014:i:c:p:262-288)
by Schmitt, Noemi & Westerhoff, Frank - Positive welfare effects of trade barriers in a dynamic partial equilibrium model (RePEc:eee:dyncon:v:48:y:2014:i:c:p:246-264)
by Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank - Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach (RePEc:eee:dyncon:v:71:y:2016:i:c:p:21-44)
by Dieci, Roberto & Westerhoff, Frank - On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations (RePEc:eee:dyncon:v:80:y:2017:i:c:p:34-53)
by Schmitt, Noemi & Westerhoff, Frank - Interactions between stock, bond and housing markets (RePEc:eee:dyncon:v:91:y:2018:i:c:p:43-70)
by Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank - A Metzlerian business cycle model with nonlinear heterogeneous expectations (RePEc:eee:ecmode:v:26:y:2009:i:3:p:715-720)
by Wegener, Michael & Westerhoff, Frank & Zaklan, Georg - A behavioral cobweb-like commodity market model with heterogeneous speculators (RePEc:eee:ecmode:v:27:y:2010:i:5:p:1136-1143)
by Westerhoff, Frank & Wieland, Cristian - Different compositions of aggregate sentiment and their impact on macroeconomic stability (RePEc:eee:ecmode:v:76:y:2019:i:c:p:117-127)
by Franke, Reiner & Westerhoff, Frank - Stock market participation and endogenous boom-bust dynamics (RePEc:eee:ecolet:v:148:y:2016:i:c:p:72-75)
by Schmitt, Noemi & Westerhoff, Frank - Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model (RePEc:eee:ecolet:v:176:y:2019:i:c:p:43-46)
by Schmitt, Noemi & Westerhoff, Frank - On the destabilizing nature of capital gains taxes (RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002162)
by Dieci, Roberto & Gardini, Laura & Westerhoff, Frank - Pricking asset market bubbles (RePEc:eee:finlet:v:38:y:2021:i:c:s154461231930844x)
by Schmitt, Noemi & Westerhoff, Frank - Central bank intervention and feedback traders (RePEc:eee:intfin:v:13:y:2003:i:5:p:419-427)
by Westerhoff, Frank H. - Managing rational routes to randomness (RePEc:eee:jeborg:v:116:y:2015:i:c:p:157-173)
by Schmitt, Noemi & Westerhoff, Frank - Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems (RePEc:eee:jeborg:v:135:y:2017:i:c:p:15-38)
by Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank - Market entry waves and volatility outbursts in stock markets (RePEc:eee:jeborg:v:153:y:2018:i:c:p:19-37)
by Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank - Heterogeneous expectations, housing bubbles and tax policy (RePEc:eee:jeborg:v:183:y:2021:i:c:p:555-573)
by Martin, Carolin & Schmitt, Noemi & Westerhoff, Frank - Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets (RePEc:eee:jeborg:v:192:y:2021:i:c:p:117-136)
by Schmitt, Noemi & Westerhoff, Frank - Causes of fragile stock market stability (RePEc:eee:jeborg:v:200:y:2022:i:c:p:483-498)
by Gardini, L. & Radi, D. & Schmitt, N. & Sushko, I. & Westerhoff, F. - Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits (RePEc:eee:jeborg:v:210:y:2023:i:c:p:342-359)
by Gardini, Laura & Radi, Davide & Schmitt, Noemi & Sushko, Iryna & Westerhoff, Frank - Expectations driven distortions in the foreign exchange market (RePEc:eee:jeborg:v:51:y:2003:i:3:p:389-412)
by Westerhoff, Frank H. - Exchange rate dynamics, central bank interventions and chaos control methods (RePEc:eee:jeborg:v:58:y:2005:i:1:p:117-132)
by Wieland, Cristian & Westerhoff, Frank H. - Heterogeneous expectations, exchange rate dynamics and predictability (RePEc:eee:jeborg:v:64:y:2007:i:1:p:111-128)
by Manzan, Sebastiano & Westerhoff, Frank H. - Some effects of transaction taxes under different microstructures (RePEc:eee:jeborg:v:72:y:2009:i:3:p:850-863)
by Pellizzari, Paolo & Westerhoff, Frank - On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders (RePEc:eee:jeborg:v:74:y:2010:i:3:p:187-205)
by Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura - Interacting cobweb markets (RePEc:eee:jeborg:v:75:y:2010:i:3:p:461-481)
by Dieci, Roberto & Westerhoff, Frank - A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities (RePEc:eee:matcom:v:108:y:2015:i:c:p:16-40)
by Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura - Greed, fear and stock market dynamics (RePEc:eee:phsmap:v:343:y:2004:i:c:p:635-642)
by Westerhoff, Frank H. - Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market (RePEc:eee:phsmap:v:349:y:2005:i:3:p:641-648)
by Westerhoff, Frank & Reitz, Stefan - Controlling tax evasion fluctuations (RePEc:eee:phsmap:v:387:y:2008:i:23:p:5857-5861)
by Zaklan, Georg & Lima, F.W.S. & Westerhoff, Frank - Business cycle synchronization in a simple Keynesian macro-model with socially transmitted economic sentiment and international sentiment spill-over (RePEc:eee:streco:v:19:y:2008:i:3:p:249-259)
by Hohnisch, Martin & Westerhoff, Frank - Exchange Rate Dynamics: A Nonlinear Survey (RePEc:elg:eechap:3625_11)
by Frank H. Westerhoff - Some effects of transaction taxes under different microstructures (RePEc:hal:journl:hal-00727590)
by Paolo Pellizzari & Frank Westerhoff - Interacting cobweb markets (RePEc:hal:journl:hal-00849411)
by Roberto Dieci & Frank Westerhoff - The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets (RePEc:hin:jnddns:310471)
by Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff - Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach (RePEc:hin:jnddns:504840)
by Frank Westerhoff - Heterogeneous traders, price-volume signals, and complex asset price dynamics (RePEc:hin:jnddns:610803)
by Frank H. Westerhoff - The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies (RePEc:jns:jbstat:v:228:y:2008:i:2-3:p:195-227)
by Westerhoff Frank H. - Buchbesprechungen / Book Reviews (RePEc:jns:jbstat:v:234:y:2014:i:4:p:527-544:n:1006)
by Temel Bülent & Westerhoff Frank & Doose Anna Maria & Budzinski Oliver & Peukert Helge & Lippe Peter von der & Frenkel Michael - Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model (RePEc:jns:jbstat:v:239:y:2019:i:4:p:627-660:n:3)
by Martin Carolin & Westerhoff Frank - Hommes, Cars LeBaron, Blake: Handbook of Computational Economics, Volume 4, Heterogeneous Agent Modeling (RePEc:jns:jbstat:v:239:y:2019:i:4:p:757-760:n:9)
by Westerhoff Frank - Modeling Exchange Rate Behavior with a Genetic Algorithm (RePEc:kap:compec:v:21:y:2003:i:3:p:209-229)
by C. Lawrenz & F. Westerhoff - Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map (RePEc:kap:compec:v:38:y:2011:i:3:p:329-347)
by Fabio Tramontana & Laura Gardini & Frank Westerhoff - Revisiting Paul de Grauwe’s Chaotic Exchange Rate Model: New Analytical Insights and Agent-Based Explorations (RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-022-09667-5)
by Sarah Mignot & Frank Westerhoff - A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities (RePEc:pav:wpaper:150)
by Fabio Tramontana & Frank Westerhoff & Laura Gardini - Spill-over dynamics of central bank interventions (RePEc:sce:cplx03:21)
by Frank Westerhoff & Cristian Wieland - Exchange rate dynamics, central bank interventions and chaos control methods (RePEc:sce:cplx03:22)
by Frank Westerhoff & Cristian Wieland - Explaining Exchange Rate Volatility With A Genetic Algorithm (RePEc:sce:scecf0:325)
by Frank Westerhoff & Claudia Lawrenz - Expectations Driven Distortions in the Foreign Exchange Market (RePEc:sce:scecf1:48)
by Frank H. Westerhoff - Heterogeneous Traders and the Tobin Tax (RePEc:sce:scecf2:51)
by Frank Westerhoff - Multi-Asset Market Dynamics (RePEc:sce:scecf3:88)
by Frank Westerhoff - Target Zone Interventions and Coordination of Expectations (RePEc:sce:scecf4:11)
by Stefan Reitz & Frank Westerhoff - The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach (RePEc:sce:scecf4:14)
by Frank Westerhoff - A behavioral cobweb model with heterogeneous speculators (RePEc:sce:scecf4:171)
by Cristian Wieland & Frank Westerhoff - Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior (RePEc:spr:annopr:v:337:y:2024:i:3:d:10.1007_s10479-023-05497-x)
by Sarah Mignot & Fabio Tramontana & Frank Westerhoff - One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets (RePEc:spr:decfin:v:37:y:2014:i:1:p:27-51)
by Fabio Tramontana & Frank Westerhoff & Laura Gardini - Steady states, stability and bifurcations in multi-asset market models (RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0214-3)
by Roberto Dieci & Noemi Schmitt & Frank Westerhoff - Speculative asset price dynamics and wealth taxes (RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-021-00340-z)
by Sarah Mignot & Fabio Tramontana & Frank Westerhoff - Commodity price cycles and heterogeneous speculators: a STAR–GARCH model (RePEc:spr:empeco:v:33:y:2007:i:2:p:231-244)
by Stefan Reitz & Frank Westerhoff - Speculative housing markets and rent control: insights from nonlinear economic dynamics (RePEc:spr:jeicoo:v:17:y:2022:i:1:d:10.1007_s11403-020-00312-3)
by Noemi Schmitt & Frank Westerhoff - A note on interactions-driven business cycles (RePEc:spr:jeicoo:v:2:y:2007:i:1:p:85-91)
by Frank Westerhoff & Martin Hohnisch - Analysing tax evasion dynamics via the Ising model (RePEc:spr:jeicoo:v:4:y:2009:i:1:p:1-14)
by Georg Zaklan & Frank Westerhoff & Dietrich Stauffer - Heterogeneous traders and the Tobin tax (RePEc:spr:joevec:v:13:y:2003:i:1:p:53-70)
by Frank Westerhoff - Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model (RePEc:spr:joevec:v:22:y:2012:i:2:p:251-273)
by Michael Wegener & Frank Westerhoff - A simple model of a speculative housing market (RePEc:spr:joevec:v:22:y:2012:i:2:p:303-329)
by Roberto Dieci & Frank Westerhoff - Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models (RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0504-x)
by Noemi Schmitt & Frank Westerhoff - Target Zone Interventions and Coordination of Expectations (RePEc:spr:joptap:v:128:y:2006:i:2:d:10.1007_s10957-006-9027-6)
by S. Reitz & F. Westerhoff & C. Wieland - Expectations and the Multiplier-Accelerator Model (RePEc:spr:sprchp:978-3-540-32168-2_10)
by Marji Lines & Frank Westerhoff - Samuelson's multiplier-accelerator model revisited (RePEc:taf:apeclt:v:13:y:2006:i:2:p:89-92)
by Frank Westerhoff - Butter mountains, milk lakes and optimal price limiters (RePEc:taf:apeclt:v:14:y:2007:i:15:p:1131-1136)
by Ned Corron & Xue-Zhong He & Frank Westerhoff - Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario (RePEc:taf:apeclt:v:15:y:2008:i:15:p:1201-1205)
by Frank Westerhoff - Stability conditions for three-dimensional maps and their associated bifurcation types (RePEc:taf:apeclt:v:27:y:2020:i:13:p:1056-1060)
by Marji Lines & Noemi Schmitt & Frank Westerhoff - Unknown item RePEc:taf:apfelt:v:3:y:2007:i:1:p:11-14 (article)
- Heterogeneous speculators and stock market dynamics: a simple agent-based computational model (RePEc:taf:eurjfi:v:28:y:2022:i:13-15:p:1263-1282)
by Noemi Schmitt & Ivonne Schwartz & Frank Westerhoff - Consumer sentiment and countercyclical fiscal policies (RePEc:taf:irapec:v:24:y:2010:i:5:p:609-618)
by Frank Westerhoff & Martin Hohnisch - Converse trading strategies, intrinsic noise and the stylized facts of financial markets (RePEc:taf:quantf:v:12:y:2012:i:3:p:425-436)
by Frank Westerhoff & Reiner Franke - Herding behaviour and volatility clustering in financial markets (RePEc:taf:quantf:v:17:y:2017:i:8:p:1187-1203)
by Noemi Schmitt & Frank Westerhoff - Market-maker, inventory control and foreign exchange dynamics (RePEc:taf:quantf:v:3:y:2003:i:5:p:363-369)
by Frank Westerhoff - Tobin tax and market depth (RePEc:taf:quantf:v:5:y:2005:i:2:p:213-218)
by G. Ehrenstein & F. Westerhoff & D. Stauffer - On central bank interventions and transaction taxes (RePEc:taf:raflxx:v:3:y:2007:i:1:p:11-14)
by Frank H. Westerhoff - A 'bull and bear' model of interacting ?financial markets. Part I: dynamics in one and two dimensions (RePEc:urb:wpaper:08_07)
by Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff - A 'bull and bear' model of interacting ?financial markets. Part II: dynamics in three dimensions (RePEc:urb:wpaper:08_08)
by Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff - On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders (RePEc:urb:wpaper:10_05)
by Fabio Tramontana & Frank Westerhoff & Laura Gardini - Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps (RePEc:urb:wpaper:19_08)
by Laura Gardini & Noemi Schmitt & Iryna Sushko & Fabio Tramontana & Frank Westerhoff - Commodity Markets, Price Limiters and Speculative Price Dynamics (RePEc:uts:rpaper:136)
by Xue-Zhong He & Frank H. Westerhoff - Butter Mountains, Milk Lakes and Optimal Price Limiters (RePEc:uts:rpaper:158)
by Ned Corron & Xue-Zhong He & Frank Westerhoff - Some Effects of Transaction Taxes Under Different Microstructures (RePEc:uts:rpaper:212)
by Paolo Pelizzari & Frank Westerhoff - Some effects of transaction taxes under different microstructures (RePEc:vnm:wpaper:190)
by Paolo Pellizzari & Frank Westerhoff - Consumer Behavior And Fluctuations In Economic Activity (RePEc:wsi:acsxxx:v:08:y:2005:i:02n03:n:s0219525905000452)
by Frank H. Westerhoff - Market Depth And Price Dynamics: A Note (RePEc:wsi:ijmpcx:v:15:y:2004:i:07:n:s0129183104006455)
by Frank H. Westerhoff - The Working Of Circuit Breakers Within Percolation Models For Financial Markets (RePEc:wsi:ijmpcx:v:17:y:2006:i:02:n:s0129183106009035)
by Gudrun Ehrenstein & Frank Westerhoff - Bubbles And Crashes: Optimism, Trend Extrapolation And Panic (RePEc:wsi:ijtafx:v:06:y:2003:i:08:n:s0219024903002237)
by Frank Westerhoff - Technical Analysis Based On Price-Volume Signals And The Power Of Trading Breaks (RePEc:wsi:ijtafx:v:09:y:2006:i:02:n:s0219024906003512)
by Frank H. Westerhoff - Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems (RePEc:zbw:bamber:103)
by Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank - Evolutionary competition and profit taxes: market stability versus tax burden (RePEc:zbw:bamber:104)
by Schmitt, Noemi & Westerhoff, Frank - Herding behavior and volatility clustering in financial markets (RePEc:zbw:bamber:107)
by Schmitt, Noemi & Westerhoff, Frank - Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models (RePEc:zbw:bamber:111)
by Schmitt, Noemi & Westerhoff, Frank - On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations (RePEc:zbw:bamber:119)
by Schmitt, Noemi & Westerhoff, Frank - Stability and welfare effects of profit taxes within an evolutionary market interaction model (RePEc:zbw:bamber:122)
by Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank - Market entry waves and volatility outbursts in stock markets (RePEc:zbw:bamber:128)
by Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank - Interactions between stock, bond and housing markets (RePEc:zbw:bamber:133)
by Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank H. - Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model (RePEc:zbw:bamber:135)
by Martin, Carolin & Westerhoff, Frank - Steady states, stability and bifurcations in multi-asset market models (RePEc:zbw:bamber:136)
by Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank - Housing markets, expectation formation and interest rates (RePEc:zbw:bamber:142)
by Martin, Carolin & Schmitt, Noemi & Westerhoff, Frank - Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets (RePEc:zbw:bamber:151)
by Schmitt, Noemi & Westerhoff, Frank H. - Heterogeneous expectations, housing bubbles and tax policy (RePEc:zbw:bamber:156)
by Martin, Carolin & Schmitt, Noemi & Westerhoff, Frank H. - Heterogeneous speculators and stock market dynamics: A simple agent-based computational model (RePEc:zbw:bamber:160)
by Schmitt, Noemi & Schwartz, Ivonne & Westerhoff, Frank H. - Speculative asset price dynamics and wealth taxes (RePEc:zbw:bamber:169)
by Mignot, Sarah & Tramontana, Fabio & Westerhoff, Frank H. - Production delays, technology choice and cyclical cobweb dynamics (RePEc:zbw:bamber:174)
by Dieci, Roberto & Mignot, Sarah & Westerhoff, Frank H. - Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding (RePEc:zbw:bamber:177)
by Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank H. - Production delays, supply distortions and endogenous price dynamics (RePEc:zbw:bamber:182)
by Dieci, Roberto & Mignot, Sarah & Schmitt, Noemi & Westerhoff, Frank H. - A simple agent-based financial market model: Direct interactions and comparisons of trading profits (RePEc:zbw:bamber:61)
by Westerhoff, Frank - A simple model of a speculative housing market (RePEc:zbw:bamber:62)
by Dieci, Roberto & Westerhoff, Frank - Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations (RePEc:zbw:bamber:68)
by Lines, Marji & Westerhoff, Frank - Structural stochastic volatility in asset pricing dynamics: Estimation and model contest (RePEc:zbw:bamber:78)
by Franke, Reiner & Westerhoff, Frank - On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets (RePEc:zbw:bamber:79)
by Dieci, Roberto & Westerhoff, Frank - Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation (RePEc:zbw:bamber:83)
by Franke, Reiner & Westerhoff, Frank - Interactions between the real economy and the stock market (RePEc:zbw:bamber:84)
by Westerhoff, Frank - Agent-based models for economic policy design: Two illustrative examples (RePEc:zbw:bamber:88)
by Westerhoff, Frank & Franke, Reiner - The bull and bear market model of Huang and Day : Some extensions and new results (RePEc:zbw:bamber:89)
by Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura - Speculative behavior and the dynamics of interacting stock markets (RePEc:zbw:bamber:90)
by Schmitt, Noemi & Westerhoff, Frank - Positive welfare effects of trade barriers in a dynamic equilibrium model (RePEc:zbw:bamber:91)
by Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank - Managing rational routes to randomness (RePEc:zbw:bamber:96)
by Schmitt, Noemi & Westerhoff, Frank - Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach (RePEc:zbw:bamber:99)
by Dieci, Roberto & Westerhoff, Frank - Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists (RePEc:zbw:cfswop:200310)
by Reitz, Stefan & Westerhoff, Frank - Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models (RePEc:zbw:ifwedp:200951)
by Hermsen, Oliver & Witte, Björn-Christopher & Westerhoff, Frank - Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models (RePEc:zbw:ifweej:20107)
by Hermsen, Oliver & Witte, Björn-Christopher & Westerhoff, Frank