Frank Westerhoff : Citation Profile

Are you Frank Westerhoff?

Otto-Friedrich Universität Bamberg

24

H index

47

i10 index

1862

Citations

RESEARCH PRODUCTION:

89

Articles

59

Papers

2

Chapters

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 84
   Journals where Frank Westerhoff has often published
   Relations with other researchers
   Recent citing documents: 148.    Total self citations: 99 (5.05 %)

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   Permalink: http://citec.repec.org/pwe22
   Updated: 2023-03-02    RAS profile: 2022-10-07    
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Relations with other researchers

Works with:

Tuinstra, Jan (3)

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 (Tony) (83)

Hommes, Cars (64)

Li, Youwei (42)

Chen, Zhenxi (41)

Napoletano, Mauro (36)

Naimzada, Ahmad (35)

Reitz, Stefan (32)

Chiarella, Carl (29)

Zwinkels, Remco (27)

Menkhoff, Lukas (24)

Roventini, Andrea (23)

Cites to:

Hommes, Cars (318)

Chiarella, Carl (165)

He, Xuezhong (Tony) (127)

Brock, William (111)

Tuinstra, Jan (98)

Gardini, Laura (88)

Huang, Weihong (67)

Lux, Thomas (66)

Taylor, Mark (57)

Farmer, J. (51)

Shiller, Robert (50)

Main data

Where Frank Westerhoff has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control13
Journal of Economic Behavior & Organization11
Applied Economics Letters4
Journal of Evolutionary Economics4
Quantitative Finance4
Studies in Nonlinear Dynamics & Econometrics4
Journal of Economic Interaction and Coordination3
Decisions in Economics and Finance3
Economic Modelling3
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)3
Discrete Dynamics in Nature and Society3
Physica A: Statistical Mechanics and its Applications3
Chaos, Solitons & Fractals3
International Journal of Modern Physics C (IJMPC)2
International Journal of Theoretical and Applied Finance (IJTAF)2
Computational Economics2
Macroeconomic Dynamics2
Economics Letters2

Working Papers Series with more than one paper published# docs
BERG Working Paper Series / Bamberg University, Bamberg Economic Research Group31
Working Papers / University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini4
Papers / arXiv.org3
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney3
Computing in Economics and Finance 2004 / Society for Computational Economics3
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance2
Modeling, Computing, and Mastering Complexity 2003 / Society for Computational Economics2
Post-Print / HAL2

Recent works citing Frank Westerhoff (2022 and 2021)

YearTitle of citing document
2021Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing. (2021). Paesani, Paolo ; Cifarelli, Giulio. In: The Energy Journal. RePEc:aen:journl:ej42-5-cifarelli.

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2021TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:09-21.

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2022.

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2022.

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2021Search for Profits and Business Fluctuations: How Banks Behaviour Explain Cycles?. (2021). Maggioni, Daniela ; Lo Turco, Alessia ; Gaffeo, Edoardo ; Gallegati, Mauro ; Casabianca, Elizabeth ; Ciola, Emanuele. In: Working Papers. RePEc:anc:wpaper:448.

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2021Search for Profits and Business Fluctuations: How Banks Behaviour Explain Cycles?. (2021). Gaffeo, Edoardo ; Gallegati, Mauro ; Ciola, Emanuele. In: Working Papers. RePEc:anc:wpaper:450.

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2021Robust Mathematical Formulation and Implementation of Agent-Based Computational Economic Market Models. (2019). Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp ; Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian. In: Papers. RePEc:arx:papers:1904.04951.

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2021How Market Ecology Explains Market Malfunction. (2021). Farmer, Doyne J ; Calinescu, Anisoara ; Scholl, Maarten P. In: Papers. RePEc:arx:papers:2009.09454.

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2021Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403.

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2021Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2021). Lamperti, Francesco ; Vandin, Andrea ; Giachini, Daniele ; Chiaromonte, Francesca. In: Papers. RePEc:arx:papers:2102.05405.

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2021Calibrating an adaptive Farmer-Joshi agent-based model for financial markets. (2021). Jericevich, Ivan ; Gebbie, Tim ; McKechnie, Murray. In: Papers. RePEc:arx:papers:2104.09863.

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2021Simulation and estimation of an agent-based market-model with a matching engine. (2021). Gebbie, Tim ; Chang, Patrick ; Jericevich, Ivan. In: Papers. RePEc:arx:papers:2108.07806.

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2022Black-box Bayesian inference for economic agent-based models. (2022). Farmer, Doyne J ; Cannon, Patrick ; Dyer, Joel ; Schmon, Sebastian. In: Papers. RePEc:arx:papers:2202.00625.

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2022A Network Approach to Consumption. (2022). Mayerhoffer, Daniel M ; Schulz, Jan. In: Papers. RePEc:arx:papers:2203.14259.

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2022Bounded strategic reasoning explains crisis emergence in multi-agent market games. (2022). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2206.05568.

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2022Reinforcement Learning in Macroeconomic Policy Design: A New Frontier?. (2022). Tilbury, Callum. In: Papers. RePEc:arx:papers:2206.08781.

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2022An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772.

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2022High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach. (2022). Guo, CE ; Luk, Wayne ; Weston, Stephen ; Vytelingum, Perukrishnen ; Gao, Kang. In: Papers. RePEc:arx:papers:2208.13654.

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2022Understanding intra-day price formation process by agent-based financial market simulation: calibrating the extended chiarella model. (2022). Guo, CE ; Luk, Wayne ; Weston, Stephen ; Vytelingum, Perukrishnen ; Gao, Kang. In: Papers. RePEc:arx:papers:2208.14207.

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2023Order book regulatory impact on stock market quality: a multi-agent reinforcement learning perspective. (2023). Gutkin, Boris ; Lussange, Johann. In: Papers. RePEc:arx:papers:2302.04184.

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2022Generalizing Heuristic Switching Models. (2022). Lustenhouwer, Joep ; Leventidis, Ioanis ; Kollias, Iraklis ; Galanis, Giorgos. In: Working Papers. RePEc:awi:wpaper:0715.

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2022Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market. (2022). Farmer, Doyne J ; Uluc, Arzu ; Hinterschweiger, Marc ; Carro, Adrian. In: Working Papers. RePEc:bde:wpaper:2217.

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2021Review of the Bank of Russia and NES Seminar ‘Financial Dollarisation: Causes and Consequences’. (2021). Ponomarenko, Alexey ; Egorov, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:2:p:96-104.

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2022Marketing contract choices in agriculture: The role of price expectation and price risk management. (2022). Reynaud, Arnaud ; Ricome, Aymeric. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:1:p:170-186.

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2022Fiscal multipliers, expectations and learning in a macroeconomic agent?based model. (2022). Reissl, Severin. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:4:p:1704-1729.

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2022Early inventory management practices in the foreign exchange market: Insights from sixteenth?century Lyon. (2022). Matringe, Nadia. In: Economic History Review. RePEc:bla:ehsrev:v:75:y:2022:i:3:p:739-778.

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2022Time?varying impacts of expectations on housing markets across hot and cold phases. (2022). Huang, Meichi. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:249-265.

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2022Economic Sentiment and Aggregate Activity: A Tale of Two European Cycles. (2022). Sorić, Petar ; Lolić, Ivana ; Logarui, Marija. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:2:p:445-462.

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2022Hero or villain? The financial system in the 21st century. (2022). Libich, Jan ; Lenten, Liam. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:3-40.

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2022Neoclassical influences in agent?based literature: A systematic review. (2022). Giammetti, Raffaele ; Gallegati, Mauro ; Brancaccio, Emiliano. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:2:p:350-385.

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2021Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter. (2021). Stockhammer, Engelbert ; Gusella, Filippo. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:4:p:758-797.

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2022Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market. (2022). Farmer, Doyne J ; Uluc, Arzu ; Hinterschweiger, Marc ; Carro, Adrian. In: Bank of England working papers. RePEc:boe:boeewp:0976.

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2021On the Use of Current or Forward-Looking Data in Monetary Policy: A Behavioural Macroeconomic Approach. (2021). De Grauwe, Paul ; Ji, Yuemei ; DeGrauwe, Paul. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8853.

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2022A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations. (2022). Proao, Christian ; Galanis, Giorgos ; di Guilmi, Corrado. In: Working Papers. RePEc:cgs:wpaper:106.

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2021In/Estabilidad bajo el impuesto sobre la renta ideal y el impuesto sobre el consumo ideal. (2021). Soldatos, Gerasimos. In: Cuadernos de Economía - Spanish Journal of Economics and Finance. RePEc:cud:journl:v:44:y:2021:i:124:p:33-42.

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2021Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00507.

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2022A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market. (2022). Zhang, Xiaoqi ; Zhao, Zhijun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921008973.

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2021Multi-agent-based VaR forecasting. (2021). Poddig, Thorsten ; Fieberg, Christian ; Tubbenhauer, Tobias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001664.

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2021Monetary Policy with a State-Dependent Inflation Target in a Behavioral Two-Country Monetary Union Model. (2021). Lojak, Benjamin ; Proao, Christian R. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001718.

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2022Search for profits and business fluctuations: How does banks’ behaviour explain cycles?. (2022). Gallegati, Mauro ; Gaffeo, Edoardo ; Ciola, Emanuele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s016518892100227x.

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2022Automated and distributed statistical analysis of economic agent-based models. (2022). Chiaromonte, Francesca ; Lamperti, Francesco ; Giachini, Daniele ; Vandin, Andrea. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922001634.

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2022Statistical arbitrage and risk contagion. (2022). Ladley, Daniel ; Gao, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002329.

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2022Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions. (2022). Westerhoff, Frank ; Sushko, Iryna ; Schmitt, Noemi ; Radi, Davide ; Gardini, Laura. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002482.

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2022Beautiful cycles: A theory and a model implying a curious role for interest. (2022). Gross, Marco. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002674.

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2021Herding in the bad times: The 2008 and COVID-19 crises. (2021). Mallor, Tania ; Ferreruela, Sandra . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001467.

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2021Should I stay or should I go? Carbon leakage and ETS in an evolutionary model. (2021). Iannucci, Gianluca ; Borghesi, Simone ; Antoci, Angelo ; Sodini, Mauro. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004333.

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2022Multivariate stochastic volatility for herding detection: Evidence from the energy sector. (2022). Philippas, Nikolaos ; Tsionas, Mike G. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001402.

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2021Chasing the ‘green bandwagon’ in times of uncertainty. (2021). Dragomirescu-Gaina, Catalin ; Philippas, Dionisis ; Galariotis, Emilios. In: Energy Policy. RePEc:eee:enepol:v:151:y:2021:i:c:s0301421521000598.

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2021An agent-based modeling approach for analyzing the influence of market participants’ strategic behavior on green certificate trading. (2021). Fan, LU ; Ling-Zhi, Ren ; Xin-Gang, Zhao ; Hui, Wang. In: Energy. RePEc:eee:energy:v:218:y:2021:i:c:s0360544220325706.

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2021From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions. (2021). Donadelli, Michael ; Tzouvanas, Panagiotis ; Kizys, Renatas. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000053.

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2022Bounded rationality, adaptive behaviour, and asset prices. (2022). Li, Kai ; Zhao, Dongxu. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000163.

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2021Regime-switching herd behavior: Novel evidence from the Chinese A-share market. (2021). Wu, Lan ; Fu, Jingxue. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612318301090.

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2021Trade policy uncertainty and its impact on the stock market -evidence from China-US trade conflict. (2021). Wang, Ziwei ; Lucey, Brian ; He, Feng. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320309715.

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2022Fear in commodity return prediction. (2022). Zhang, Qunzi ; Wei, Xinbei ; Cao, Zhen. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004773.

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2022Price limit changes and market quality: Evidence from China. (2022). Bing, Tao ; Cui, Yian ; Xiong, Xiong ; Min, Ying. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002318.

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2022Post-crisis regulations, market making, and liquidity in over-the-counter markets. (2022). Zhong, Zhaodong ; Wang, Xinjie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003058.

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2021An agent-based model of intra-day financial markets dynamics. (2021). Napoletano, Mauro ; Staccioli, Jacopo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:331-348.

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2021Evolutionary selection of forecasting and quantity decision rules in experimental asset markets. (2021). Bao, Te ; CHIA, WaiMun ; Zhu, Jiahua. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:363-404.

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2021Comparing behavioural heterogeneity across asset classes. (2021). , Remco ; Hommes, Cars H ; Ellen, Saskia Ter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:747-769.

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2021Convergence and divergence in dynamic voting with inequality. (2021). Galanis, Giorgos ; di Guilmi, Corrado. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:187:y:2021:i:c:p:137-158.

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2021Seeing what can(not) be seen: Confirmation bias, employment dynamics and climate change. (2021). Sordi, Serena ; Dávila-Fernández, Marwil ; Dávila-Fernández, Marwil ; Davila-Fernandez, Marwil J ; Cafferata, Alessia. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:567-586.

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2021Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics.. (2021). Makarewicz, Tomasz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:190:y:2021:i:c:p:626-673.

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2021Does parameterization affect the complexity of agent-based models?. (2021). Krištoufek, Ladislav ; Kristoufek, Ladislav ; Kukacka, Jiri. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356.

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2022Production delays and price dynamics. (2022). Wagener, Florian ; Hommes, Cars ; Li, Kai. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:341-362.

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2022Causes of fragile stock market stability. (2022). Westerhoff, F ; Sushko, I ; Schmitt, N ; Radi, D ; Gardini, L. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:483-498.

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2022Financial transaction taxes and the informational efficiency of financial markets: A structural estimation. (2022). Uthemann, Andreas ; Guarino, Antonio ; Cipriani, Marco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:1044-1072.

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2021Forecasting price of financial market crash via a new nonlinear potential GARCH model. (2021). Long, Chao ; Li, Jiang-Cheng ; Xing, Dun-Zhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s037843712030947x.

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2021Insights from the (in)efficiency of Chinese sectoral indices during COVID-19. (2021). Tabak, Benjamin ; Fernando, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:578:y:2021:i:c:s0378437121003368.

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2021Tax evasion study in a society realized as a diluted Ising model with competing interactions. (2021). Restrepo, J ; Giraldo-Barreto, Julian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005379.

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2022Multiscale complexity fluctuation behaviours of stochastic interacting cryptocurrency price model. (2022). Zhang, Junhuan ; Lu, Yunfan ; Zheng, Zhiyong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000528.

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2022Herding in the Chinese and US stock markets: Evidence from a micro-founded approach. (2022). Chen, Zhenxi ; Zheng, Huanhuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:597-604.

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2021Time-varying risk attitude and the foreign exchange market behavior. (2021). Li, Zeguang ; Zhang, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000155.

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2021Stock and bond joint pricing, consumption surplus, and inflation news. (2021). Nazimoff, Jonas J ; Terence, Ka Wai ; Wong, Tat Wing ; Lou, Jun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000477.

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2022Capital control and monetary policy coordination: Tobin tax revisited. (2022). Xiao, Zumian ; Peng, Hongfeng ; Yin, Zhichao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001355.

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2021Asset price dynamics in a “bull and bear market”. (2021). Perevalova, Tatyana ; Maklakova, Elena ; Jungeilges, Jochen. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:56:y:2021:i:c:p:117-128.

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2022An empirical test of a fundamental Harrod-Kaldor business cycle model. (2022). Franke, Reiner. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:60:y:2022:i:c:p:1-14.

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2021Methodology for Building Traders Investment Strategy Based on Assessment of the Market Value of the Company. (2021). Zemlianska, Nataliia ; Wielki, Janusz ; Sytnik, Inessa ; Stopochkin, Artem. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:1:p:913-935.

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2021Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation. (2021). Uthemann, Andreas ; Cipriani, Marco ; Guarino, Antonio. In: Staff Reports. RePEc:fip:fednsr:93431.

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2021State Space Model to Detect Cycles in Heterogeneous Agents Models. (2021). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2021_10.rdf.

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2022Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis. (2022). Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_02.rdf.

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2022A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model. (2022). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_20.rdf.

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2022The Global Political Economy of a Green Transition. (2022). Tippet, Ben ; Ricchiuti, Giorgio ; Galanis, Giorgos. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_22.rdf.

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2022Revisiting a Macroeconomic Controversy: The Case of the Multiplier–Accelerator Effect. (2022). POPESCU, Irina Alina ; Mourao, Paulo Reis. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:10:p:249-:d:936905.

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2021Energy Efficiency and Decarbonization in the Context of Macroeconomic Stabilization. (2021). Fajczak-Kowalska, Anita ; Misztal, Anna ; Strunecky, Otakar. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:16:p:5197-:d:619666.

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2021.

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2021Timely Loss Recognition Helps Nothing. (2021). Huang, Jing-Bo ; Lin, Kun-Ben ; Chen, Shu-Heng. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7815-:d:593339.

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2021Assessing the Economic Impact of Lockdowns in Italy: A Computational Input-Output Approach. (2021). Roventini, Andrea ; Reissl, Severin ; Napoletano, Mauro ; Guerini, Mattia ; Ferraresi, Tommaso ; Fagiolo, Giorgio ; Vanni, Fabio ; Lamperti, Francesco ; Caiani, Alessandro ; Ghezzi, Leonardo. In: GREDEG Working Papers. RePEc:gre:wpaper:2021-15.

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2021Assessing the economic impact of lockdowns in Italy: a computational input-output approach. (2021). Caiani, Alessandro ; Reissl, Severin ; Roventini, Andrea ; Napoletano, Mauro ; Ghezzi, Leonardo ; Ferraresi, Tommaso ; Fagiolo, Giorgio ; Vanni, Fabio ; Guerini, Mattia ; Lamperti, Francesco. In: Working Papers. RePEc:hal:wpaper:hal-03373672.

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2022Evidence of Adaptive Market Hypothesis in International Financial Markets. (2022). Enow, Samuel Tabot. In: Journal of Academic Finance. RePEc:jaf:journl:v:13:y:2022:i:2:n:462.

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2021Modelling Stock Markets by Multi-agent Reinforcement Learning. (2021). Palminteri, Stefano ; Bourgeois-Gironde, Sacha ; Lazarevich, Ivan ; Lussange, Johann ; Gutkin, Boris. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10038-w.

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2021Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting. (2021). Ballini, Rosangela ; MacIel, Leandro. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09978-0.

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2021Microconsistency in Simple Empirical Agent-Based Financial Models. (2021). Lebaron, Blake. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:1:d:10.1007_s10614-019-09917-8.

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2022Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4.

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2022Bayesian Estimation of Economic Simulation Models Using Neural Networks. (2022). Platt, Donovan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10095-9.

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2022Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo. (2022). Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-021-10155-0.

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2022Estimating the Effect of Transaction Costs Using the Tick Size as a Proxy. (2022). Sirnes, Espen. In: Review of Economics. RePEc:lus:reveco:v:73:y:2022:i:1:p:57-77:n:1.

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2021Uncertainty about fundamental and pessimistic traders: a piecewise-linear maps approach. (2021). Tramontana, Fabio ; Muzzioli, Silvia ; Campisi, Giovanni. In: Department of Economics. RePEc:mod:depeco:0186.

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2022Building blocks of a heterodox business cycle theory. (2022). Stockhammer, Engelbert ; Jump, Robert Calvert. In: Working Papers. RePEc:pke:wpaper:pkwp2201.

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More than 100 citations found, this list is not complete...

Works by Frank Westerhoff:

YearTitleTypeCited
2001Expectations Driven Distortions in the Foreign Exchange Market In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]		paper28
2003Expectations driven distortions in the foreign exchange market.(2003) In: Journal of Economic Behavior & Organization.
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2001Expectations Driven Distortions in the Foreign Exchange Market.(2001) In: Computing in Economics and Finance 2001.
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2002Representativeness of News and Exchange Rate Dynamics In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper40
2005Representativeness of news and exchange rate dynamics.(2005) In: Journal of Economic Dynamics and Control.
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2002Heterogeneous Expectations, Exchange Rate Dynamics and Predictability In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper59
2007Heterogeneous expectations, exchange rate dynamics and predictability.(2007) In: Journal of Economic Behavior & Organization.
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2008Analysing tax evasion dynamics via the Ising model In: Papers.
[Full Text][Citation analysis]		paper35
2009Analysing tax evasion dynamics via the Ising model.(2009) In: Journal of Economic Interaction and Coordination.
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2003Tobin tax and market depth In: Papers.
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2005Tobin tax and market depth.(2005) In: Quantitative Finance.
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2004Market depth and price dynamics: A note In: Papers.
[Full Text][Citation analysis]		paper4
2004MARKET DEPTH AND PRICE DYNAMICS: A NOTE.(2004) In: International Journal of Modern Physics C (IJMPC).
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2004Spillover Dynamics of Central Bank Interventions In: German Economic Review.
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2004Spillover Dynamics of Central Bank Interventions.(2004) In: German Economic Review.
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Spill-over dynamics of central bank interventions.() In: Modeling, Computing, and Mastering Complexity 2003.
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2017TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article29
2006Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies In: Journal of Public Economic Theory.
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2008HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL In: Metroeconomica.
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2018Stability and welfare effects of profit taxes within an evolutionary market interaction model In: Review of International Economics.
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2017Stability and welfare effects of profit taxes within an evolutionary market interaction model.(2017) In: BERG Working Paper Series.
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2006Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article3
2012Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article13
2009Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations.(2009) In: BERG Working Paper Series.
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2012Introduction to the Current Issue In: Studies in Nonlinear Dynamics & Econometrics.
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2003Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists In: Studies in Nonlinear Dynamics & Econometrics.
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2003Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists.(2003) In: CFS Working Paper Series.
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2018EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN In: Macroeconomic Dynamics.
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2015Evolutionary competition and profit taxes: market stability versus tax burden.(2015) In: BERG Working Paper Series.
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2004MULTIASSET MARKET DYNAMICS In: Macroeconomic Dynamics.
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2003Multi-Asset Market Dynamics.(2003) In: Computing in Economics and Finance 2003.
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2004Does liquidity in the FX market depend on volatility? In: Economics Bulletin.
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2022Production delays, technology choice and cyclical cobweb dynamics In: Chaos, Solitons & Fractals.
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2021Production delays, technology choice and cyclical cobweb dynamics.(2021) In: BERG Working Paper Series.
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2008Regulating complex dynamics in firms and economic systems In: Chaos, Solitons & Fractals.
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2015Symmetry breaking in a bull and bear financial market model In: Chaos, Solitons & Fractals.
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2003Speculative markets and the effectiveness of price limits In: Journal of Economic Dynamics and Control.
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2005Commodity markets, price limiters and speculative price dynamics In: Journal of Economic Dynamics and Control.
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2004Commodity Markets, Price Limiters and Speculative Price Dynamics.(2004) In: Research Paper Series.
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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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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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2010Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article29
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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2012Structural stochastic volatility in asset pricing dynamics: Estimation and model contest In: Journal of Economic Dynamics and Control.
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2011Structural stochastic volatility in asset pricing dynamics: Estimation and model contest.(2011) In: BERG Working Paper Series.
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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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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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2014Speculative behavior and the dynamics of interacting stock markets In: Journal of Economic Dynamics and Control.
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2013Speculative behavior and the dynamics of interacting stock markets.(2013) In: BERG Working Paper Series.
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2014Positive welfare effects of trade barriers in a dynamic partial equilibrium model In: Journal of Economic Dynamics and Control.
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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]		article18
2017On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article10
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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2018Interactions between stock, bond and housing markets In: Journal of Economic Dynamics and Control.
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2018Interactions between stock, bond and housing markets.(2018) In: BERG Working Paper Series.
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2009A Metzlerian business cycle model with nonlinear heterogeneous expectations In: Economic Modelling.
[Full Text][Citation analysis]		article2
2010A behavioral cobweb-like commodity market model with heterogeneous speculators In: Economic Modelling.
[Full Text][Citation analysis]		article7
2019Different compositions of aggregate sentiment and their impact on macroeconomic stability In: Economic Modelling.
[Full Text][Citation analysis]		article3
2016Stock market participation and endogenous boom-bust dynamics In: Economics Letters.
[Full Text][Citation analysis]		article2
2019Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model In: Economics Letters.
[Full Text][Citation analysis]		article2
2022On the destabilizing nature of capital gains taxes In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2021Pricking asset market bubbles In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2003Central bank intervention and feedback traders In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article3
2015Managing rational routes to randomness In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article4
2015Managing rational routes to randomness.(2015) In: BERG Working Paper Series.
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This paper has another version. Agregated cites: 4		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.
[Full Text][Citation analysis]		article16
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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This paper has another version. Agregated cites: 16		paper
2018Market entry waves and volatility outbursts in stock markets In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article9
2017Market entry waves and volatility outbursts in stock markets.(2017) In: BERG Working Paper Series.
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This paper has another version. Agregated cites: 9		paper
2021Heterogeneous expectations, housing bubbles and tax policy In: Journal of Economic Behavior & Organization.
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2020Heterogeneous expectations, housing bubbles and tax policy.(2020) In: BERG Working Paper Series.
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2021Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets In: Journal of Economic Behavior & Organization.
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2019Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets.(2019) In: BERG Working Paper Series.
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2005Exchange rate dynamics, central bank interventions and chaos control methods In: Journal of Economic Behavior & Organization.
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Exchange rate dynamics, central bank interventions and chaos control methods.() In: Modeling, Computing, and Mastering Complexity 2003.
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2009Some effects of transaction taxes under different microstructures In: Journal of Economic Behavior & Organization.
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2009Some effects of transaction taxes under different microstructures.(2009) In: Post-Print.
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2007Some Effects of Transaction Taxes Under Different Microstructures.(2007) In: Research Paper Series.
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2009Some effects of transaction taxes under different microstructures.(2009) In: Working Papers.
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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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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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2010Interacting cobweb markets In: Journal of Economic Behavior & Organization.
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2010Interacting cobweb markets.(2010) In: Post-Print.
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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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2011A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities.(2011) In: Quaderni di Dipartimento.
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2004Greed, fear and stock market dynamics In: Physica A: Statistical Mechanics and its Applications.
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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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2008Controlling tax evasion fluctuations In: Physica A: Statistical Mechanics and its Applications.
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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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2009Exchange Rate Dynamics: A Nonlinear Survey In: Chapters.
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2009The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets In: Discrete Dynamics in Nature and Society.
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2012Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach In: Discrete Dynamics in Nature and Society.
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2005Heterogeneous traders, price-volume signals, and complex asset price dynamics In: Discrete Dynamics in Nature and Society.
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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).
[Full Text][Citation analysis]		article60
2019Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2018Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model.(2018) In: BERG Working Paper Series.
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2019Hommes, Cars LeBaron, Blake: Handbook of Computational Economics, Volume 4, Heterogeneous Agent Modeling In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2003Modeling Exchange Rate Behavior with a Genetic Algorithm In: Computational Economics.
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2011Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map In: Computational Economics.
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2000EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM In: Computing in Economics and Finance 2000.
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2002Heterogeneous Traders and the Tobin Tax In: Computing in Economics and Finance 2002.
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2003Heterogeneous traders and the Tobin tax.(2003) In: Journal of Evolutionary Economics.
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2004Target Zone Interventions and Coordination of Expectations In: Computing in Economics and Finance 2004.
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2006Target Zone Interventions and Coordination of Expectations.(2006) In: Journal of Optimization Theory and Applications.
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2004A behavioral cobweb model with heterogeneous speculators In: Computing in Economics and Finance 2004.
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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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2018Steady states, stability and bifurcations in multi-asset market models In: Decisions in Economics and Finance.
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2018Steady states, stability and bifurcations in multi-asset market models.(2018) In: BERG Working Paper Series.
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2021Speculative asset price dynamics and wealth taxes In: Decisions in Economics and Finance.
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2021Speculative asset price dynamics and wealth taxes.(2021) In: BERG Working Paper Series.
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2007Commodity price cycles and heterogeneous speculators: a STAR–GARCH model In: Empirical Economics.
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2022Speculative housing markets and rent control: insights from nonlinear economic dynamics In: Journal of Economic Interaction and Coordination.
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2007A note on interactions-driven business cycles In: Journal of Economic Interaction and Coordination.
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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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2012A simple model of a speculative housing market In: Journal of Evolutionary Economics.
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2009A simple model of a speculative housing market.(2009) In: BERG Working Paper Series.
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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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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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2006Expectations and the Multiplier-Accelerator Model In: Springer Books.
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2006Samuelsons multiplier-accelerator model revisited In: Applied Economics Letters.
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2007Butter mountains, milk lakes and optimal price limiters In: Applied Economics Letters.
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2005Butter Mountains, Milk Lakes and Optimal Price Limiters.(2005) In: Research Paper Series.
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2008Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario In: Applied Economics Letters.
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2020Stability conditions for three-dimensional maps and their associated bifurcation types In: Applied Economics Letters.
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2007On central bank interventions and transaction taxes In: Applied Financial Economics Letters.
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2010Consumer sentiment and countercyclical fiscal policies In: International Review of Applied Economics.
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2012Converse trading strategies, intrinsic noise and the stylized facts of financial markets In: Quantitative Finance.
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2017Herding behaviour and volatility clustering in financial markets In: Quantitative Finance.
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2016Herding behavior and volatility clustering in financial markets.(2016) In: BERG Working Paper Series.
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2003Market-maker, inventory control and foreign exchange dynamics In: Quantitative Finance.
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2008A bull and bear model of interacting ?financial markets. Part I: dynamics in one and two dimensions In: Working Papers.
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2008A bull and bear model of interacting ?financial markets. Part II: dynamics in three dimensions In: Working Papers.
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2019Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps In: Working Papers.
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2005CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY In: Advances in Complex Systems (ACS).
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2006THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS In: International Journal of Modern Physics C (IJMPC).
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2003BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC In: International Journal of Theoretical and Applied Finance (IJTAF).
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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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2019Housing markets, expectation formation and interest rates In: BERG Working Paper Series.
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2020Heterogeneous speculators and stock market dynamics: A simple agent-based computational model In: BERG Working Paper Series.
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2022Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding In: BERG Working Paper Series.
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2022Production delays, supply distortions and endogenous price dynamics In: BERG Working Paper Series.
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2009A simple agent-based financial market model: Direct interactions and comparisons of trading profits In: BERG Working Paper Series.
[Full Text][Citation analysis]		paper16
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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2011Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation In: BERG Working Paper Series.
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2011Interactions between the real economy and the stock market In: BERG Working Paper Series.
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2012Agent-based models for economic policy design: Two illustrative examples In: BERG Working Paper Series.
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2013Positive welfare effects of trade barriers in a dynamic equilibrium model In: BERG Working Paper Series.
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2015Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach In: BERG Working Paper Series.
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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 (2007-2020).
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