Frank Westerhoff : Citation Profile

Are you Frank Westerhoff?

Otto-Friedrich Universität Bamberg

21

H index

39

i10 index

1401

Citations

RESEARCH PRODUCTION:

81

Articles

55

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 70
   Journals where Frank Westerhoff has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 86 (5.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwe22
   Updated: 2021-02-20    RAS profile: 2020-10-26    
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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:

Hommes, Cars (60)

He, Xuezhong (60)

Li, Youwei (36)

Chen, Zhenxi (32)

Napoletano, Mauro (30)

Reitz, Stefan (29)

Chiarella, Carl (28)

Naimzada, Ahmad (27)

Menkhoff, Lukas (22)

Zwinkels, Remco (22)

Gardini, Laura (21)

Cites to:

Hommes, Cars (247)

Chiarella, Carl (136)

He, Xuezhong (100)

Brock, William (89)

Gardini, Laura (73)

Tuinstra, Jan (70)

Huang, Weihong (59)

Lux, Thomas (52)

Taylor, Mark (48)

Farmer, J. (41)

Sonnemans, Joep (33)

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 & Organization9
Quantitative Finance4
Journal of Evolutionary Economics4
Studies in Nonlinear Dynamics & Econometrics4
Applied Economics Letters4
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
Economics Letters2
Macroeconomic Dynamics2
International Journal of Theoretical and Applied Finance (IJTAF)2
Decisions in Economics and Finance2
Chaos, Solitons & Fractals2
Computational Economics2
International Journal of Modern Physics C (IJMPC)2
Journal of Economic Interaction and Coordination2

Working Papers Series with more than one paper published# docs
BERG Working Paper Series / Bamberg University, Bamberg Economic Research Group27
Working Papers / University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini4
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney3
Computing in Economics and Finance 2004 / Society for Computational Economics3
Papers / arXiv.org3
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 (2021 and 2020)

YearTitle of citing document
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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2020Dynamic Coupling and Market Instability. (2020). Zaparanuks, Dmitrijs ; Court, Elias ; Clack, Christopher D. In: Papers. RePEc:arx:papers:2005.13621.

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2020Multiscale 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). Giachini, Daniele ; Chiaromonte, Francesca ; Lamperti, Francesco ; Vandin, Andrea. In: Papers. RePEc:arx:papers:2102.05405.

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2020An empirical behavioral model of households’ deposit dollarization. (2020). Ponomarenko, Alexey ; Khabibullin, Ramis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps67.

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2020Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach. (2020). Chen, Zhenxi. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:2:p:262-281.

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2020On dynamics in a two-sector Keynesian model of business cycles. (2020). Murakami, Hiroki ; Zimka, Rudolf. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:130:y:2020:i:c:s0960077919303601.

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2020Does the “uptick rule” stabilize the stock market? Insights from adaptive rational equilibrium dynamics. (2020). Radi, Davide ; Dercole, Fabio. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:130:y:2020:i:c:s0960077919303625.

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2020Dynamical analysis of a financial market with fundamentalists, chartists, and imitators. (2020). Campisi, Giovanni ; Brianzoni, Serena. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:130:y:2020:i:c:s0960077919303807.

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2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

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2020Co-existence of trend and value in financial markets: Estimating an extended Chiarella model. (2020). Bouchaud, Jean-Philippe ; Ciliberti, Stefano ; Majewski, Adam A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301885.

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2020Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality. (2020). Kukacka, Jiri ; Krištoufek, Ladislav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300257.

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2020A comparison of economic agent-based model calibration methods. (2020). Platt, Donovan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300294.

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2020Coordinated bubbles and crashes. (2020). Zheng, Huanhuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301421.

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2020Pricing equity-bond covariance risk: Between flight-to-quality and fear-of-missing-out. (2020). Wagner, Niklas ; Perras, Patrizia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301779.

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2020Structural change in a growing open economy: Attitudes and institutions in Latin America and Asia. (2020). Sordi, Serena ; Dávila-Fernández, Marwil ; Davila-Fernandez, Marwil J. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:358-385.

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2020Modelling contagion of financial crises. (2020). Chen, Zhenxi ; Huang, Weihong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081830069x.

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2020Attitudes towards climate policies in a macrodynamic model of the economy. (2020). Sordi, Serena ; Dávila-Fernández, Marwil ; Davila-Fernandez, Marwil J. In: Ecological Economics. RePEc:eee:ecolec:v:169:y:2020:i:c:s0921800918315301.

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2020Structural reforms, animal spirits, and monetary policies. (2020). Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: European Economic Review. RePEc:eee:eecrev:v:124:y:2020:i:c:s0014292120300271.

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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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2020Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China. (2020). Xia, Tongshui ; Geng, Jiang-Bo ; Yao, Chen-Xi. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919303126.

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2020Growth accounting and regressions: New approach and results. (2020). Sequeira, Tiago ; Morão, Hugo ; Moro, Hugo. In: International Economics. RePEc:eee:inteco:v:162:y:2020:i:c:p:67-79.

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2020Absence of speculation in the European sovereign debt markets. (2020). Frijns, Bart. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:245-265.

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2020Tax evasion on a social network. (2020). Rablen, Matthew ; Deglinnocenti, Duccio Gamannossi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:79-91.

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2020Market impact and performance of arbitrageurs of financial bubbles in an agent-based model. (2020). Sornette, Didier ; Westphal, Rebecca. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:1-23.

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2020Minsky from the bottom up – Formalising the two-price model of investment in a simple agent-based framework. (2020). Reissl, Severin. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:109-142.

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2020Do regulations work? A comprehensive analysis of price limits and trading restrictions in experimental asset markets with deterministic and stochastic fundamental values. (2020). Leibbrandt, Andreas ; KALAYCI, Kenan ; Oyarzun, Carlos ; Bao, Zhengyang. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:59-84.

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2020Momentum and Reversion to Fundamentals: Are They Captured by Subjective Expectations of House Prices?. (2020). Ma, Chao. In: Journal of Housing Economics. RePEc:eee:jhouse:v:49:y:2020:i:c:s1051137720300243.

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2020Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach. (2020). Mokni, Khaled ; Youssef, Manel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300141.

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2020A stochastic quenched disorder model for interaction of network-master node systems. (2020). Ferreira, Fernando F ; Mihara, Antonio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:556:y:2020:i:c:s0378437120303940.

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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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2020A survey on the magnet effect of circuit breakers in financial markets. (2020). Mohamad, Azhar ; Sifat, Imtiaz Mohammad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:138-151.

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2020Monetary policy in the unique growth cycle of post Keynesian systems. (2020). Murakami, Hiroki. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:39-49.

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2020Structural reforms, animal spirits and monetary policies. (2020). Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103502.

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2020Early Warning Signs of Financial Market Turmoils. (2020). Bertschinger, Nils ; Pfante, Oliver. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:301-:d:453904.

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2020Unveiling the Effect of Mean and Volatility Spillover between the United States Economic Policy Uncertainty and WTI Crude Oil Price. (2020). Long, Xingle ; Shahzad, Fakhar ; Du, Jianguo ; Su, Ruixin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6662-:d:400388.

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2020Importance of Proper Monetary Liquidity: Sustainable Development of the Housing and Stock Markets. (2020). Tsai, I-Chun ; I-Chun Tsai, ; Chiang, Ming-Chu . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:8989-:d:436897.

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2020Can Stock Investor Sentiment Be Contagious in China?. (2020). Cai, Xu-Yu ; Tao, Ran ; Su, Chi-Wei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1571-:d:322696.

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2020Making a Breach: The Incorporation of Agent-Based Models into the Bank of Englands Toolkit. (2020). Plassard, Romain. In: GREDEG Working Papers. RePEc:gre:wpaper:2020-30.

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2020The Age Distribution of Business Firms. (2020). Guerini, Mattia ; Giachini, Daniele ; Calvino, Flavio. In: GREDEG Working Papers. RePEc:gre:wpaper:2020-36.

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2020Non-Value-Added Tax to Improve Market Fairness. (2020). Jonath, Arthur ; Veryzhenko, Iryna ; Harb, Etienne. In: Working Papers. RePEc:hal:wpaper:hal-02881064.

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2020The age distribution of business firms. (2020). Calvino, Flavio ; Guerini, Mattia ; Giachini, Daniele. In: Working Papers. RePEc:hal:wpaper:halshs-03040286.

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2020Validation and Calibration of an Agent-Based Model: A Surrogate Approach. (2020). Zhang, Yongchao ; Li, Zhe. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:6946370.

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2020Estimation of STAR–GARCH Models with Iteratively Weighted Least Squares. (2020). Midili, Murat. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9876-8.

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2020Impact of Electronic Liquidity Providers Within a High-Frequency Agent-Based Modeling Framework. (2020). Mandes, Alexandru. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09891-1.

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2020SABCEMM: A Simulator for Agent-Based Computational Economic Market Models. (2020). Frank, Martin ; Pabich, Emma ; Beikirch, Maximilian ; Cramer, Simon ; Otte, Philipp ; Trimborn, Torsten. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09910-1.

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2020Price limit changes, order decisions, and stock price movements: an empirical analysis of the Taiwan Stock Exchange. (2020). Lien, Donald ; Pan, Chiu-Ting ; Hung, Pi-Hsia. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:1:d:10.1007_s11156-019-00842-3.

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2020House prices, private debt and the macroeconomics of comparative political economy. (2020). Stockhammer, Engelbert ; Wood, James. In: Working Papers. RePEc:pke:wpaper:pkwp2005.

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2020Growth models in advanced countries before and after the 2008 crisis: competitiveness, financial cycles and austerity. (2020). Stockhammer, Engelbert ; Kohler, Karsten. In: Working Papers. RePEc:pke:wpaper:pkwp2008.

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2020Testing fundamentalist-momentum trader financial cycles. An empirical analysis via the Kalman filter. (2020). Stockhammer, Engelbert ; Gusella, Filippo. In: Working Papers. RePEc:pke:wpaper:pkwp2009.

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2020.

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2020.

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2020Dynamics of the European sovereign bonds and the identification of crisis periods. (2020). Reitz, Stefan ; Chen, Zhenxi. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01653-0.

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2020Cost-benefit analysis of trading strategies in the stock index futures market. (2020). Liu, Jun ; Yan, Xiaocong ; Cui, Yian ; Xiong, Xiong ; He, Shaoyi. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00191-4.

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2020Network calibration and metamodeling of a financial accelerator agent based model. (2020). Russo, Alberto ; Riccetti, Luca ; Gallegati, Mauro ; Bargigli, Leonardo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:2:d:10.1007_s11403-018-0217-8.

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2020Does a ‘financial transaction tax’ drive out information mirages? An experimental analysis. (2020). Morone, Piergiuseppe ; Nuzzo, Simone ; Falcone, Pasquale Marcello. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:4:d:10.1007_s11403-019-00271-4.

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2020Investment behaviour and “bull & bear” dynamics: modelling real and stock market interactions. (2020). Dávila-Fernández, Marwil ; Davila-Fernandez, Marwil J ; Sordi, Serena. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:4:d:10.1007_s11403-019-00279-w.

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2020Heterogeneity in the Harrodian sentiment dynamics, entailing also some scope for stability. (2020). Franke, Reiner. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:30:y:2020:i:2:d:10.1007_s00191-019-00627-w.

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2020The age distribution of business firms. (2020). Guerini, Mattia ; Giachini, Daniele ; Calvino, Flavio. In: LEM Papers Series. RePEc:ssa:lemwps:2020/20.

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2020Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2020). Lamperti, Francesco ; Giachini, Daniele ; Vandin, Andrea ; Chiaromonte, Francesca. In: LEM Papers Series. RePEc:ssa:lemwps:2020/31.

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2020Loss aversion in an agent-based asset pricing model. (2020). Jennings, Nicholas R ; Polukarov, Maria ; Pruna, Radu T. In: Quantitative Finance. RePEc:taf:quantf:v:20:y:2020:i:2:p:275-290.

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2020(Ir)rational explorers in the financial jungle: modelling Minsky with heterogeneous agents. (2020). Dávila-Fernández, Marwil ; Sordi, Serena ; Cafferata, Alessia ; Davila-Fernandez, Marwil J. In: Department of Economics University of Siena. RePEc:usi:wpaper:819.

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2020Big data tools for Islamic financial analysis. (2020). Hassan, M. Kabir ; Mouakhar, Khaireddine ; Jarboui, Anis ; Mnif, Emna. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:27:y:2020:i:1:p:10-21.

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2020Capital-constrained loan creation, stock markets and monetary policy in a behavioral new Keynesian model. (2020). Acosta, Christian Proao ; Kotb, Naira. In: BERG Working Paper Series. RePEc:zbw:bamber:158.

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2020Survival and the ergodicity of corporate profitability. (2020). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp. In: BERG Working Paper Series. RePEc:zbw:bamber:162.

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2020Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo. (2020). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:202001.

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2020Can heterogeneous agent models explain the alleged mispricing of the S&P 500?. (2020). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:202003.

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2020Monetary policy under imperfect information and consumer confidence. (2020). Brenneisen, Jan-Niklas. In: Economics Working Papers. RePEc:zbw:cauewp:202004.

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Works by Frank Westerhoff:

YearTitleTypeCited
2001Expectations Driven Distortions in the Foreign Exchange Market In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]		paper26
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.
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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]		paper51
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.
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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.
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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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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]		article16
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.
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2012Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article12
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.
[Full Text][Citation analysis]		article54
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.
[Full Text][Citation analysis]		article46
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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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.
[Full Text][Citation analysis]		article39
2005Commodity markets, price limiters and speculative price dynamics In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article56
2004Commodity Markets, Price Limiters and Speculative Price Dynamics.(2004) In: Research Paper Series.
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