Frank Westerhoff : Citation Profile


Are you Frank Westerhoff?

Otto-Friedrich Universität Bamberg

20

H index

35

i10 index

1047

Citations

RESEARCH PRODUCTION:

66

Articles

48

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 58
   Journals where Frank Westerhoff has often published
   Relations with other researchers
   Recent citing documents: 94.    Total self citations: 69 (6.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe22
   Updated: 2018-08-11    RAS profile: 2018-03-22    
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Relations with other researchers


Works with:

Tuinstra, Jan (5)

Gardini, Laura (3)

Wegener, Michael (2)

Tramontana, Fabio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Frank Westerhoff.

Is cited by:

He, Xuezhong (56)

Hommes, Cars (45)

Chiarella, Carl (31)

Reitz, Stefan (26)

Li, Youwei (24)

Menkhoff, Lukas (21)

Napoletano, Mauro (19)

Roventini, Andrea (18)

Fatoke Dato, Mafaizath (18)

Kirchler, Michael (18)

Gaffeo, Edoardo (16)

Cites to:

Hommes, Cars (203)

Chiarella, Carl (115)

He, Xuezhong (82)

Brock, William (73)

Gardini, Laura (63)

Lux, Thomas (62)

Tuinstra, Jan (62)

Huang, Weihong (48)

Taylor, Mark (46)

Farmer, J. (32)

Sonnemans, Joep (31)

Main data


Where Frank Westerhoff has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control12
Journal of Economic Behavior & Organization8
Quantitative Finance4
Journal of Evolutionary Economics4
Studies in Nonlinear Dynamics & Econometrics4
Journal of Economic Interaction and Coordination3
Applied Economics Letters3
Physica A: Statistical Mechanics and its Applications3
Computational Economics2
International Journal of Theoretical and Applied Finance (IJTAF)2
International Journal of Modern Physics C (IJMPC)2
Economic Modelling2

Working Papers Series with more than one paper published# docs
BERG Working Paper Series / Bamberg University, Bamberg Economic Research Group21
Working Papers / University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini3
Computing in Economics and Finance 2004 / Society for Computational Economics3
Papers / arXiv.org3
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney3
Post-Print / HAL2
Modeling, Computing, and Mastering Complexity 2003 / Society for Computational Economics2
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance2

Recent works citing Frank Westerhoff (2018 and 2017)


YearTitle of citing document
2017“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201706.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Papers. RePEc:arx:papers:1703.10639.

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2017Second order stochastic differential models for financial markets. (2017). Zung, Nguyen Tien . In: Papers. RePEc:arx:papers:1707.05419.

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2018The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. (2018). Gontis, Vygintas ; Kononovicius, Aleksejus. In: Papers. RePEc:arx:papers:1712.05121.

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2018SABCEMM-A Simulation Framework for Agent-Based Computational Economic Market Models. (2018). Trimborn, Torsten ; Frank, Martin ; Pabich, Emma ; Beikirch, Max ; Cramer, Simon ; Otte, Philipp. In: Papers. RePEc:arx:papers:1801.01811.

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2018Structural Estimation of Behavioral Heterogeneity. (2018). Shi, Zhentao ; Zheng, Huanhuan. In: Papers. RePEc:arx:papers:1802.03735.

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2018An Endogenous Mechanism of Business Cycles. (2018). Kroujiline, Dimitri ; Govorkov, Boris ; Sharov, Sergey V ; Ushanov, Dmitry ; Gusev, Maxim. In: Papers. RePEc:arx:papers:1803.05002.

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2018Agents beliefs and economic regimes polarization in interacting markets. (2018). Cavalli, Fausto ; Pireddu, Marina ; Pecora, Nicolo ; Naimzada, Ahmad . In: Papers. RePEc:arx:papers:1805.00387.

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2018Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach. (2018). Paulin, James ; Wooldridge, Michael ; Calinescu, Anisoara . In: Papers. RePEc:arx:papers:1805.08454.

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2018A Macroscopic Portfolio Model: From Rational Agents to Bounded Rationality. (2018). Trimborn, Torsten. In: Papers. RePEc:arx:papers:1805.11036.

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2017ANIMAL SPIRITS, HETEROGENEOUS EXPECTATIONS, AND THE AMPLIFICATION AND DURATION OF CRISES. (2017). Hommes, Cars ; Brock, William A ; Assenza, Tiziana. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:542-564.

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2017On the Role of Agent-based Modeling in the Theory of Development Economics. (2017). Wendelspiess Chávez Juárez, Florian ; Wendelspiess Chávez Juárez, Florian ; Wendelspiess Chávez Juárez, Florian ; Wendelspiess Chvez Jurez, Florian ; Chavez-Juarez, Florian. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:3:p:713-730.

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2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence. (2017). Verschoor, Willem ; ter Ellen, Saskia. In: Working Paper. RePEc:bno:worpap:2017_22.

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2017A Novel Method of Finance Market Regulation Based on Control Overshoot. (2017). Juan, Wang ; Panos, Pardalos ; Yue, Shen. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:5:y:2017:i:5:p:385-394:n:1.

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2017Analyzing Structural Reforms Using a Behavioral Macroeconomic Model. (2017). DeGrauwe, Paul ; Ji, Yuemei ; de Grauwe, Paul. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6518.

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2017Booms, busts and behavioural heterogeneity in stock prices. (2017). Hommes, Cars ; In, Daan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:101-124.

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2017Impact of value-at-risk models on market stability. (2017). Llacay, Barbara ; Peffer, Gilbert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:223-256.

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2017Estimation of financial agent-based models with simulated maximum likelihood. (2017). Baruník, Jozef ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

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2018Agent-based model calibration using machine learning surrogates. (2018). Roventini, Andrea ; Sani, Amir ; Lamperti, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:366-389.

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2018A laboratory experiment on the heuristic switching model. (2018). Anufriev, Mikhail ; Tuinstra, Jan ; Chernulich, Aleksei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:21-42.

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2018Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics. (2018). Charpe, Matthieu ; Veneziani, Roberto ; Proao, Christian R ; Galanis, Giorgos ; Flaschel, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:237-256.

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2018Estimation of agent-based models using sequential Monte Carlo methods. (2018). Lux, Thomas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:391-408.

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2018Interactions between stock, bond and housing markets. (2018). Dieci, Roberto ; Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:43-70.

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2018Boom-bust dynamics in a stock market participation model with heterogeneous traders. (2018). Agliari, Anna ; Pecora, Nicolo ; Naimzada, Ahmad . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:458-468.

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2018Time-varying arbitrage and dynamic price discovery. (2018). Frijns, Bart. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:485-502.

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2018Carl’s nonlinear cobweb. (2018). Hommes, Cars. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:7-20.

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2018Oligopoly game: Price makers meet price takers. (2018). Anufriev, Mikhail ; Kopanyi, David . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:84-103.

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2017Speculative behavior in a housing market: Boom and bust. (2017). Zheng, Min ; Wang, Shouyang. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:50-64.

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2017Taxing financial transactions in fundamentally heterogeneous markets. (2017). Molinari, Massimo ; Gaffeo, Edoardo. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:322-333.

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2017Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach. (2017). Ftiti, Zied ; JAWADI, Fredj ; Hdia, Mouna . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:567-588.

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2017The impact of the French financial transaction tax on HFT activities and market quality. (2017). Veryzhenko, Iryna ; Oriol, Nathalie ; Louhichi, Wael ; Harb, Etienne. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:307-315.

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2018Herding, social network and volatility. (2018). Wang, Guocheng. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:74-81.

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2018Complex price dynamics in vertically linked cobweb markets. (2018). Chaudhry, Muhammad Imran ; Miranda, Mario J. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:363-378.

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2017Complexity and the Economics of Climate Change: A Survey and a Look Forward. (2017). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Lamperti, Francesco ; Sapio, A ; Balint, T. In: Ecological Economics. RePEc:eee:ecolec:v:138:y:2017:i:c:p:252-265.

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2018An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106.

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2017The impact of religious practice on stock returns and volatility. (2017). Roubaud, David ; Bouri, Elie ; Zoubi, Taisier ; Al-Khazali, Osamah. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:172-189.

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2017Assessing the impact of an EU financial transactions tax on asset volatility: An event study. (2017). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:12-24.

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2018Long memory in financial markets: A heterogeneous agent model perspective. (2018). Zheng, Min ; Li, Youwei ; Liu, Ruipeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:38-51.

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2018Avoiding regret in an agent-based asset pricing model. (2018). Pruna, Radu T ; Jennings, Nicholas R ; Polukarov, Maria. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:273-277.

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2017A tale of two tails: Explaining extreme events in financialized agricultural markets. (2017). Algieri, Bernardina ; Koch, Nicolas ; Kalkuhl, Matthias. In: Food Policy. RePEc:eee:jfpoli:v:69:y:2017:i:c:p:256-269.

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2017Order flow and exchange rate comovement. (2017). Li, Xiao-Ming ; Kleinbrod, Vincent M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:199-215.

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2017Driving factors of interactions between the exchange rate market and the commodity market: A wavelet-based complex network perspective. (2017). Wen, Shaobo ; Liu, Xueyong ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:299-308.

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2018The consentaneous model of the financial markets exhibiting spurious nature of long-range memory. (2018). Gontis, V ; Kononovicius, A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:1075-1083.

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2018Mean field limit of a behavioral financial market model. (2018). Trimborn, Torsten ; Martin, Stephan ; Frank, Martin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:613-631.

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2017Explosive rents: The real estate market dynamics in exuberance. (2017). Xiao, Keli ; Fabozzi, Frank J. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:100-107.

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2018Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach. (2018). Economou, Fotini ; Tsouma, Ekaterini ; Panagopoulos, Yannis. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:459-470.

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2018A Win-Win-Win? Motivating innovation in a knowledge economy with tax incentives. (2018). Savin, Ivan ; d'Andria, Diego ; Dandria, D. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:127:y:2018:i:c:p:38-56.

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2017Investors’ behavior and dynamics of ship prices: A heterogeneous agent model. (2017). Alizadeh, Amir H ; Yip, Tsz Leung ; Thanopoulou, Helen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:106:y:2017:i:c:p:98-114.

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2017Agent-based model calibration using machine learning surrogates. (2017). Roventini, Andrea ; Sani, Amir ; Lamperti, Frencesco. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1709.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01499344.

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2017Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading. (2017). Leal, Sandrine Jacob ; Napoletano, Mauro. In: Post-Print. RePEc:hal:journl:hal-01768876.

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2017Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics. (2017). Veneziani, Roberto. In: IMK Working Paper. RePEc:imk:wpaper:186-2017.

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2017Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201711.

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2017Real Estate Transfer Taxes and Housing Price Volatility in the United States. (2017). Chen, Haiwei . In: International Real Estate Review. RePEc:ire:issued:v:20:n:02:2017:p:207-219.

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2018Discovering Traders’ Heterogeneous Behavior in High-Frequency Financial Data. (2018). Huang, Ya-Chi ; Tsao, Chueh-Yung. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9643-7.

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2018The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market. (2018). Stanek, Filip ; Kukacka, Jiri. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9649-9.

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2018Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals. (2018). Lespagnol, Vivien ; Rouchier, Juliette. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9655-y.

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2017Sustainability-oriented future EU funding: a financial transaction tax. (2017). Solilova, Veronika ; Dobranschi, Marian ; Nerudova, Danue. In: Empirica. RePEc:kap:empiri:v:44:y:2017:i:4:d:10.1007_s10663-017-9391-5.

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2017Setting the futures margin with price limits: the case for single-stock futures. (2017). Fung, Hung-Gay ; Tse, Yiuman ; Chou, Jian-Hsin ; Chen, Chen-Yu . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0548-7.

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2018The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators. (2018). Abid, Fathi ; Kaffel, Bilel. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0638-9.

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2018Behavioural Economics is Useful Also in Macroeconomics: The Role of Animal Spirits. (2018). Grauwe, Paul ; Ji, Yuemei. In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:2:d:10.1057_s41294-018-0061-9.

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2017Quantifying the impact of Ramadan on global raw sugar prices. (2017). Haque, A.K. Enamul ; Basher, Syed ; Abrar, Hossain Kazi ; Abul, Basher Syed . In: MPRA Paper. RePEc:pra:mprapa:75941.

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2018Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation. (2018). Cifarelli, Giulio ; Paladino, Giovanna . In: MPRA Paper. RePEc:pra:mprapa:83894.

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2017On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016. (2017). Cifarelli, Giulio ; Paesani, Paolo. In: MPRA Paper. RePEc:pra:mprapa:84009.

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2018Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min. In: MPRA Paper. RePEc:pra:mprapa:84886.

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2017Complexity and the economics of climate change : a survey and a look foreward. (2017). Roventini, Andrea ; Mandel, Antoine ; Sapio, Sandro ; Napoletano, Mauro ; Lamperti, Francesco ; Balint, Tomas. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1nlv566svi86iqtetenms15tc4.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/20hflp7eqn97boh50no50tv67n.

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2017Yield curve responses to market sentiments and monetary policy. (2017). Demary, Markus. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-015-0167-3.

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2017Heterogeneous trading and complex price dynamics. (2017). Li, Mengling ; Zheng, Huanhuan. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-017-0196-1.

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2018Empirical validation of simulated models through the GSL-div: an illustrative application. (2018). Lamperti, Francesco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0206-3.

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2018Competitive moment matching of a New-Keynesian and an Old-Keynesian model. (2018). Franke, Reiner. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0181-0.

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2018Mathematical models describing the effects of different tax evasion behaviors. (2018). Bertotti, M L ; Modanese, G. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0185-9.

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2017The adaptiveness in stock markets: testing the stylized facts in the DAX 30. (2017). Li, Youwei ; He, Xuezhong. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0505-9.

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2017An evolutive financial market model with animal spirits: imitation and endogenous beliefs. (2017). Naimzada, Ahmad ; Pireddu, M ; Cavalli, F. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0506-8.

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2017Nonlinear monetary policy rules in a pure exchange overlapping generations model. (2017). Naimzada, Ahmad ; Pecora, Nicolo ; Agliari, Anna. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0522-8.

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2018A dynamic exchange rate model with heterogeneous agents. (2018). Ricchiuti, Giorgio ; Gori, Michele . In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:28:y:2018:i:2:d:10.1007_s00191-017-0513-9.

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2017A new approach for the quantification of qualitative measures of economic expectations. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:6:d:10.1007_s11135-016-0416-0.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: LEM Papers Series. RePEc:ssa:lemwps:2017/11.

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2017Validation of Agent-Based Models in Economics and Finance. (2017). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Fagiolo, Giorgio ; Lamperti, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2017/23.

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2017Behavioral heterogeneity in the Australian housing market. (2017). Chia, Wai-Mun ; Zheng, Huanhuan ; Li, Mengling . In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:9:p:872-885.

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2018Leverage and evolving heterogeneous beliefs in a simple agent-based financial market. (2018). Gaffeo, Edoardo. In: DEM Working Papers. RePEc:trn:utwprg:2018/03.

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2018Heterogeneous Agent Models in Finance. (2018). He, Xuezhong ; Dieci, Roberto. In: Research Paper Series. RePEc:uts:rpaper:389.

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2017Risk aversion and prudence in contests. (2017). Sahm, Marco. In: BERG Working Paper Series. RePEc:zbw:bamber:120.

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2017Are sequential round-robin tournaments discriminatory?. (2017). Sahm, Marco. In: BERG Working Paper Series. RePEc:zbw:bamber:121.

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2017Contests as selection mechanisms: The impact of risk aversion. (2017). March, Christoph ; Sahm, Marco. In: BERG Working Paper Series. RePEc:zbw:bamber:127.

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2017Fiscal consolidations and finite planning horizons. (2017). Mavromatis, Kostas(Konstantinos) ; Lustenhouwer, Joep. In: BERG Working Paper Series. RePEc:zbw:bamber:130.

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2017Managing unanchored, heterogeneous expectations and liquidity traps. (2017). Hommes, Cars ; Lustenhouwer, Joep. In: BERG Working Paper Series. RePEc:zbw:bamber:131.

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2017Fiscal consolidations and heterogeneous expectations. (2017). Mavromatis, Kostas(Konstantinos) ; Hommes, Cars ; Lustenhouwer, Joep. In: BERG Working Paper Series. RePEc:zbw:bamber:132.

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2018Heterogeneous expectations and asset price dynamics. (2018). Schmitt, Noemi. In: BERG Working Paper Series. RePEc:zbw:bamber:134.

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2018Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model. (2018). Martin, Carolin ; Westerhoff, Frank. In: BERG Working Paper Series. RePEc:zbw:bamber:135.

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2017Estimation of agent-based models using sequential Monte Carlo methods. (2017). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:201707.

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2017Fundamentals unknown: Momentum, mean-reversion and price-to-earnings trading in an artificial stock market. (2017). Schasfoort, Joeri ; Stockermans, Christopher. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201763.

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2017Financial transaction taxes: Announcement effects, short-run effects, and long-run effects. (2017). Noth, Felix ; Eichfelder, Sebastian ; Lau, Mona . In: IWH Discussion Papers. RePEc:zbw:iwhdps:42017.

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2017Managing excess volatility: Design and effectiveness of circuit breakers. (2017). Clapham, Benjamin ; Panz, Sven ; Haferkorn, Martin ; Gomber, Peter. In: SAFE Working Paper Series. RePEc:zbw:safewp:195.

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Works by Frank Westerhoff:


YearTitleTypeCited
2001Expectations Driven Distortions in the Foreign Exchange Market In: CeNDEF Workshop Papers, January 2001.
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paper20
2003Expectations driven distortions in the foreign exchange market.(2003) In: Journal of Economic Behavior & Organization.
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article
2001Expectations Driven Distortions in the Foreign Exchange Market.(2001) In: Computing in Economics and Finance 2001.
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This paper has another version. Agregated cites: 20
paper
2002Representativeness of News and Exchange Rate Dynamics In: CeNDEF Working Papers.
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paper30
2005Representativeness of news and exchange rate dynamics.(2005) In: Journal of Economic Dynamics and Control.
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article
2002Heterogeneous Expectations, Exchange Rate Dynamics and Predictability In: CeNDEF Working Papers.
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paper41
2007Heterogeneous expectations, exchange rate dynamics and predictability.(2007) In: Journal of Economic Behavior & Organization.
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This paper has another version. Agregated cites: 41
article
2008Analysing tax evasion dynamics via the Ising model In: Papers.
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paper26
2009Analysing tax evasion dynamics via the Ising model.(2009) In: Journal of Economic Interaction and Coordination.
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This paper has another version. Agregated cites: 26
article
2003Tobin tax and market depth In: Papers.
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paper32
2005Tobin tax and market depth.(2005) In: Quantitative Finance.
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article
2004Market depth and price dynamics: A note In: Papers.
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paper4
2004MARKET DEPTH AND PRICE DYNAMICS: A NOTE.(2004) In: International Journal of Modern Physics C (IJMPC).
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article
2004Spillover Dynamics of Central Bank Interventions In: German Economic Review.
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article0
Spill-over dynamics of central bank interventions.() In: Modeling, Computing, and Mastering Complexity 2003.
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paper
2017TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS In: Journal of Economic Surveys.
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article2
2006Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies In: Journal of Public Economic Theory.
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article1
2008HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL In: Metroeconomica.
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article2
2006Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2012Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations In: Studies in Nonlinear Dynamics & Econometrics.
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article12
2009Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations.(2009) In: BERG Working Paper Series.
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paper
2012Introduction to the Current Issue In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2003Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists In: Studies in Nonlinear Dynamics & Econometrics.
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article54
2003Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists.(2003) In: CFS Working Paper Series.
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paper
2004MULTIASSET MARKET DYNAMICS In: Macroeconomic Dynamics.
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article34
2003Multi-Asset Market Dynamics.(2003) In: Computing in Economics and Finance 2003.
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paper
2004Does liquidity in the FX market depend on volatility? In: Economics Bulletin.
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article0
2003Speculative markets and the effectiveness of price limits In: Journal of Economic Dynamics and Control.
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article26
2005Commodity markets, price limiters and speculative price dynamics In: Journal of Economic Dynamics and Control.
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article42
2004Commodity Markets, Price Limiters and Speculative Price Dynamics.(2004) In: Research Paper Series.
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paper
2006The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach In: Journal of Economic Dynamics and Control.
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article67
2004The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach.(2004) In: Computing in Economics and Finance 2004.
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This paper has another version. Agregated cites: 67
paper
2010Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations In: Journal of Economic Dynamics and Control.
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article20
2010Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates In: Journal of Economic Dynamics and Control.
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article24
2012Structural stochastic volatility in asset pricing dynamics: Estimation and model contest In: Journal of Economic Dynamics and Control.
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article78
2011Structural stochastic volatility in asset pricing dynamics: Estimation and model contest.(2011) In: BERG Working Paper Series.
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paper
2013The bull and bear market model of Huang and Day: Some extensions and new results In: Journal of Economic Dynamics and Control.
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article15
2012The bull and bear market model of Huang and Day : Some extensions and new results.(2012) In: BERG Working Paper Series.
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This paper has another version. Agregated cites: 15
paper
2014Speculative behavior and the dynamics of interacting stock markets In: Journal of Economic Dynamics and Control.
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article18
2013Speculative behavior and the dynamics of interacting stock markets.(2013) In: BERG Working Paper Series.
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paper
2014Positive welfare effects of trade barriers in a dynamic partial equilibrium model In: Journal of Economic Dynamics and Control.
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article3
2016Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article4
2017On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations In: Journal of Economic Dynamics and Control.
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article0
2017On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations.(2017) In: BERG Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2009A Metzlerian business cycle model with nonlinear heterogeneous expectations In: Economic Modelling.
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article1
2010A behavioral cobweb-like commodity market model with heterogeneous speculators In: Economic Modelling.
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article4
2016Stock market participation and endogenous boom-bust dynamics In: Economics Letters.
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article2
2003Central bank intervention and feedback traders In: Journal of International Financial Markets, Institutions and Money.
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article3
2015Managing rational routes to randomness In: Journal of Economic Behavior & Organization.
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article2
2015Managing rational routes to randomness.(2015) In: BERG Working Paper Series.
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paper
2017Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems In: Journal of Economic Behavior & Organization.
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article15
2015Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems.(2015) In: BERG Working Paper Series.
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paper
2005Exchange rate dynamics, central bank interventions and chaos control methods In: Journal of Economic Behavior & Organization.
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article14
Exchange rate dynamics, central bank interventions and chaos control methods.() In: Modeling, Computing, and Mastering Complexity 2003.
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paper
2009Some effects of transaction taxes under different microstructures In: Journal of Economic Behavior & Organization.
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article48
2009Some effects of transaction taxes under different microstructures.(2009) In: Post-Print.
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paper
2007Some Effects of Transaction Taxes Under Different Microstructures.(2007) In: Research Paper Series.
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paper
2009Some effects of transaction taxes under different microstructures.(2009) In: Working Papers.
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paper
2010On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders In: Journal of Economic Behavior & Organization.
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article13
2010On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders..(2010) In: Working Papers.
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This paper has another version. Agregated cites: 13
paper
2010Interacting cobweb markets In: Journal of Economic Behavior & Organization.
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article13
2010Interacting cobweb markets.(2010) In: Post-Print.
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This paper has another version. Agregated cites: 13
paper
2015A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities In: Mathematics and Computers in Simulation (MATCOM).
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article1
2011A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities.(2011) In: Quaderni di Dipartimento.
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This paper has another version. Agregated cites: 1
paper
2004Greed, fear and stock market dynamics In: Physica A: Statistical Mechanics and its Applications.
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article6
2005Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market In: Physica A: Statistical Mechanics and its Applications.
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article29
2008Controlling tax evasion fluctuations In: Physica A: Statistical Mechanics and its Applications.
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article5
2008Business cycle synchronization in a simple Keynesian macro-model with socially transmitted economic sentiment and international sentiment spill-over In: Structural Change and Economic Dynamics.
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article5
2009Exchange Rate Dynamics: A Nonlinear Survey In: Chapters.
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chapter5
2008The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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article34
2003Modeling Exchange Rate Behavior with a Genetic Algorithm In: Computational Economics.
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article6
2011Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map In: Computational Economics.
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article5
2000EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM In: Computing in Economics and Finance 2000.
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paper0
2002Heterogeneous Traders and the Tobin Tax In: Computing in Economics and Finance 2002.
[Citation analysis]
paper47
2003Heterogeneous traders and the Tobin tax.(2003) In: Journal of Evolutionary Economics.
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article
2004Target Zone Interventions and Coordination of Expectations In: Computing in Economics and Finance 2004.
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paper2
2004A behavioral cobweb model with heterogeneous speculators In: Computing in Economics and Finance 2004.
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paper0
2014One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets In: Decisions in Economics and Finance.
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article1
2007Commodity price cycles and heterogeneous speculators: a STAR–GARCH model In: Empirical Economics.
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article35
2016Why a simple herding model may generate the stylized facts of daily returns: explanation and estimation In: Journal of Economic Interaction and Coordination.
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article6
2011Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation.(2011) In: BERG Working Paper Series.
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This paper has another version. Agregated cites: 6
paper
2007A note on interactions-driven business cycles In: Journal of Economic Interaction and Coordination.
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article3
2012Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model In: Journal of Evolutionary Economics.
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article1
2012A simple model of a speculative housing market In: Journal of Evolutionary Economics.
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article31
2009A simple model of a speculative housing market.(2009) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2017Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models In: Journal of Evolutionary Economics.
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article14
2016Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models.(2016) In: BERG Working Paper Series.
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This paper has another version. Agregated cites: 14
paper
2006Samuelsons multiplier-accelerator model revisited In: Applied Economics Letters.
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article12
2007Butter mountains, milk lakes and optimal price limiters In: Applied Economics Letters.
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article0
2005Butter Mountains, Milk Lakes and Optimal Price Limiters.(2005) In: Research Paper Series.
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This paper has another version. Agregated cites: 0
paper
2008Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario In: Applied Economics Letters.
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article3
2007On central bank interventions and transaction taxes In: Applied Financial Economics Letters.
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article0
2010Consumer sentiment and countercyclical fiscal policies In: International Review of Applied Economics.
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article2
2012Converse trading strategies, intrinsic noise and the stylized facts of financial markets In: Quantitative Finance.
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article5
2017Herding behaviour and volatility clustering in financial markets In: Quantitative Finance.
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article12
2016Herding behavior and volatility clustering in financial markets.(2016) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2003Market-maker, inventory control and foreign exchange dynamics In: Quantitative Finance.
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article12
2008A bull and bear model of interacting financial markets. Part I: dynamics in one and two dimensions In: Working Papers.
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paper0
2008A bull and bear model of interacting financial markets. Part II: dynamics in three dimensions In: Working Papers.
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paper0
2005CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY In: Advances in Complex Systems (ACS).
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article0
2006THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS In: International Journal of Modern Physics C (IJMPC).
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article0
2003BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC In: International Journal of Theoretical and Applied Finance (IJTAF).
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article0
2006TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS In: International Journal of Theoretical and Applied Finance (IJTAF).
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article0
2015Evolutionary competition and profit taxes: market stability versus tax burden In: BERG Working Paper Series.
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paper14
2017Stability and welfare effects of profit taxes within an evolutionary market interaction model In: BERG Working Paper Series.
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paper5
2017Market entry waves and volatility outbursts in stock markets In: BERG Working Paper Series.
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paper5
2018Interactions between stock, bond and housing markets In: BERG Working Paper Series.
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paper1
2009A simple agent-based financial market model: Direct interactions and comparisons of trading profits In: BERG Working Paper Series.
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paper14
2011On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets In: BERG Working Paper Series.
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paper7
2011Interactions between the real economy and the stock market In: BERG Working Paper Series.
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paper1
2012Agent-based models for economic policy design: Two illustrative examples In: BERG Working Paper Series.
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paper21
2013Positive welfare effects of trade barriers in a dynamic equilibrium model In: BERG Working Paper Series.
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paper13
2015Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach In: BERG Working Paper Series.
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paper13
2009Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models In: Economics Discussion Papers.
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2010Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models.(2010) In: Economics - The Open-Access, Open-Assessment E-Journal.
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This paper has another version. Agregated cites: 0
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