Frank Westerhoff : Citation Profile

Are you Frank Westerhoff?

Otto-Friedrich Universität Bamberg

25

H index

49

i10 index

1998

Citations

RESEARCH PRODUCTION:

94

Articles

59

Papers

2

Chapters

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 86
   Journals where Frank Westerhoff has often published
   Relations with other researchers
   Recent citing documents: 75.    Total self citations: 103 (4.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe22
   Updated: 2024-11-08    RAS profile: 2024-03-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Tramontana, Fabio (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) (84)

Hommes, Cars (64)

Napoletano, Mauro (48)

Zheng, Huanhuan (42)

Li, Youwei (42)

Chen, Zhenxi (41)

Proaño, Christian (36)

Tramontana, Fabio (36)

Naimzada, Ahmad (35)

Reitz, Stefan (33)

Kukacka, Jiri (28)

Cites to:

Hommes, Cars (320)

He, Xuezhong (Tony) (130)

Brock, William (112)

Tuinstra, Jan (100)

Gardini, Laura (97)

Huang, Weihong (71)

Lux, Thomas (67)

Taylor, Mark (55)

Shiller, Robert (50)

Farmer, J. (48)

Sonnemans, Joep (42)

Main data

Where Frank Westerhoff has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control14
Journal of Economic Behavior & Organization13
Studies in Nonlinear Dynamics & Econometrics4
Quantitative Finance4
Applied Economics Letters4
Chaos, Solitons & Fractals4
Journal of Evolutionary Economics4
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)3
Economic Modelling3
Discrete Dynamics in Nature and Society3
Journal of Economic Interaction and Coordination3
Decisions in Economics and Finance3
Physica A: Statistical Mechanics and its Applications3
Macroeconomic Dynamics2
Economics Letters2
Computational Economics2
International Journal of Theoretical and Applied Finance (IJTAF)2
International Journal of Modern Physics C (IJMPC)2

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
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney3
Papers / arXiv.org3
Computing in Economics and Finance 2004 / Society for Computational Economics3
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 (2024 and 2023)

YearTitle of citing document
2023Automated 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.

Full description at Econpapers || Download paper

2023Reinforcement Learning in Macroeconomic Policy Design: A New Frontier?. (2022). Tilbury, Callum. In: Papers. RePEc:arx:papers:2206.08781.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Combining search strategies to improve performance in the calibration of economic ABMs. (2023). Delli Gatti, Domenico ; Chanda, Debmallya ; Favorito, Marco ; Glielmo, Aldo. In: Papers. RePEc:arx:papers:2302.11835.

Full description at Econpapers || Download paper

2023Expectations and the housing market: A model of house price dynamics. (2023). Ryu, Doojin ; Hong, Jengei. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1242-1266.

Full description at Econpapers || Download paper

2024Time?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.

Full description at Econpapers || Download paper

2024Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets. (2024). Lenhard, Gregor. In: Working papers. RePEc:bsl:wpaper:2024/01.

Full description at Econpapers || Download paper

2024Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11082.

Full description at Econpapers || Download paper

2023The Global Political Economy of a Green Transition. (2023). Tippet, Ben ; Ricchiuti, Giorgio ; Galanis, Giorgos. In: Working Papers. RePEc:cgs:wpaper:113.

Full description at Econpapers || Download paper

2023Estimation of heuristic switching in behavioral macroeconomic models. (2023). Sacht, Stephen ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002883.

Full description at Econpapers || Download paper

2023Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle. (2023). Carro, Adrian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001598.

Full description at Econpapers || Download paper

2024Black-box Bayesian inference for agent-based models. (2024). Schmon, Sebastian M ; Farmer, Doyne J ; Cannon, Patrick ; Dyer, Joel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000198.

Full description at Econpapers || Download paper

2024Dynamic dependence of futures basis between the Chinese and international grains markets. (2024). Sun, Mingli ; Dong, Yizhe ; Wang, Hao ; Ji, Hao ; Shi, Baofeng. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003966.

Full description at Econpapers || Download paper

2023Energy price shocks, conflict inflation, and income distribution in a three-sector model. (2023). Kohler, Karsten ; Wildauer, Rafael ; Guschanski, Alexander ; Aboobaker, Adam. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323004802.

Full description at Econpapers || Download paper

2023The destabilizing effect of mutual fund herding: Evidence from China. (2023). Hu, YU ; He, Zhongzhi ; Xue, Wenjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001278.

Full description at Econpapers || Download paper

2023Learning about unprecedented events: Agent-based modelling and the stock market impact of COVID-19. (2023). Savona, Roberto ; Colturato, Michele ; Bazzana, Davide. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004579.

Full description at Econpapers || Download paper

2024Price limits hitting effect and cross-sectional stock returns: Evidence from China. (2024). Tang, Guohao ; Wang, Guojun ; Zeng, Zhaoxiang. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011753.

Full description at Econpapers || Download paper

2023The green-MKS system: A baseline environmental macro-dynamic model. (2023). Sordi, Serena ; Dávila-Fernández, Marwil ; Davila-Fernandez, Marwil J. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1056-1085.

Full description at Econpapers || Download paper

2023Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391.

Full description at Econpapers || Download paper

2023Social learning in a network model of Covid-19. (2023). Schasfoort, Joeri ; Koziol, Tina ; Georg, Co-Pierre ; du Rand, Gideon ; Davids, Allan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:271-304.

Full description at Econpapers || Download paper

2023A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations. (2023). Galanis, Giorgos ; Proao, Christian R ; di Guilmi, Corrado. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:50-67.

Full description at Econpapers || Download paper

2023Stranding ahoy? Heterogeneous transition beliefs and capital investment choices. (2023). Cahen-Fourot, Louison ; Campiglio, Emanuele ; Yardley, Andrew ; Miess, Michael Gregor ; Daumas, Louis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:216:y:2023:i:c:p:535-567.

Full description at Econpapers || Download paper

2023Investor behavior in the currency option market during the COVID-19 pandemic. (2023). de Peretti, Christian ; Boutouria, Nahla ; Dammak, Wael ; ben Hamad, Salah. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300049x.

Full description at Econpapers || Download paper

2023How does US tariff policy affect the relationship among crude oil, the US dollar and metal markets?. (2023). Zolfaghari, Mehdi. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005871.

Full description at Econpapers || Download paper

2024Local stability conditions for a n-dimensional periodic mapping. (2024). Mendona, Sandra ; Luis, Rafael. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:218:y:2024:i:c:p:15-30.

Full description at Econpapers || Download paper

2024Bifurcations and complex dynamics in a banking duopoly model with macroprudential policy. (2024). Campisi, Giovanni ; Brianzoni, Serena ; Ansori, Moch Fandi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002395.

Full description at Econpapers || Download paper

2023Macro-prudential policy, its alignment with monetary policy and house price growth: A cross-country study. (2023). Xu, Xiangyun ; Shi, YU ; Xie, Lijuan ; Zhong, Changbiao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:51-62.

Full description at Econpapers || Download paper

2024A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction. (2024). Zhou, Wenyuan ; Zhang, Xiaoqi ; Fu, Jie ; Lyu, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:267-283.

Full description at Econpapers || Download paper

2024Samuelsons last macroeconomic model: Secular stagnation and endogenous cyclical growth. (2024). Davila-Fernandez, Marwil J ; Boianovsky, Mauro ; Assous, Michael. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:417-426.

Full description at Econpapers || Download paper

2023Commodity Pricing Volatility Shifts in a Highly Turbulent Time Period. A Time-varying Transition Probability Markov Switching Analysis. (2023). Cifarelli, Giulio. In: Working Papers - Economics. RePEc:frz:wpaper:wp2023_11.rdf.

Full description at Econpapers || Download paper

2024Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Gusella, Filippo ; Gatti, Domenico Delli. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_05.rdf.

Full description at Econpapers || Download paper

2023Winner Strategies in a Simulated Stock Market. (2023). Zamani, Shiva ; Taherizadeh, Ali. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:2:p:73-:d:1159533.

Full description at Econpapers || Download paper

2023Understanding the Effects of Market Volatility on Profitability Perceptions of Housing Market Developers. (2023). Tsiakopoulos, Ted ; Waddell, Paul ; Parker, Dawn Cassandra ; Sharif, Shahab Valaei. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:10:p:446-:d:1260733.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market. (2023). Chia, Wai-Mun ; Wang, Wei-Siang ; Huang, Wei Hong ; Li, Changtai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10224-4.

Full description at Econpapers || Download paper

2023Stock Price Formation: Precepts from a Multi-Agent Reinforcement Learning Model. (2023). Gutkin, Boris ; Palminteri, Stefano ; Bourgeois-Gironde, Sacha ; Vrizzi, Stefano ; Lussange, Johann. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10249-3.

Full description at Econpapers || Download paper

2023Market Structure and Instability Artifacts in Heterogeneous Agent Models: Lessons from Implicit Discretizations of Stiff Equations. (2023). Baumann, Michaela ; Herz, Bernhard ; Grune, Lars. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10285-z.

Full description at Econpapers || Download paper

2023Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market. (2023). Song, Shijia ; Luo, Qixuan ; Li, Handong. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10316-9.

Full description at Econpapers || Download paper

2024Tobin Tax, Carry Trade, and the Exchange Rate Dynamics. (2024). Zhou, Chunyang ; Li, Xiaoping. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10377-4.

Full description at Econpapers || Download paper

2023Securities transaction taxes and stock price informativeness: evidence for France and Italy. (2023). Silva, Paulo Pereira. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00430-5.

Full description at Econpapers || Download paper

2023Predicting discrete-time bifurcations with deep learning. (2023). Bub, Gil ; Shrier, Alvin ; Glass, Leon ; Anand, Madhur ; Bauch, Chris T ; Dylewsky, Daniel ; Bury, Thomas M. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-42020-z.

Full description at Econpapers || Download paper

2024Policy and market forces delay real estate price declines on the US coast. (2024). Landry, Craig E ; Gopalakrishnan, Sathya ; Williams, Zachary ; Smith, Martin D ; McNamara, Dylan E. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-46548-6.

Full description at Econpapers || Download paper

2024Animal spirits and the Goodwin pattern. (2024). Wheaton, George ; Setterfield, Mark. In: Working Papers. RePEc:new:wpaper:2407.

Full description at Econpapers || Download paper

2023Shock Therapy in Transition Countries: A Behavioral Macroeconomic Approach. (2023). Ji, Yuemei. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00211-z.

Full description at Econpapers || Download paper

2023Modeling of factors affecting investment behavior during the pandemic: a grey-DEMATEL approach. (2023). Kishor, Nawal. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:28:y:2023:i:2:d:10.1057_s41264-022-00141-4.

Full description at Econpapers || Download paper

2023Energy Price Shocks, Conflict Inflation, and Income Distribution in a Three-sector Model. (2023). Guschanski, Alexander ; Aboobaker, Adam ; Kohler, Karsten ; Wildauer, Rafael. In: Working Papers. RePEc:pke:wpaper:pkwp2309.

Full description at Econpapers || Download paper

2024Perceived and expected quantity constraints in inventory dynamics. (2024). Ogawa, Shogo. In: MPRA Paper. RePEc:pra:mprapa:120629.

Full description at Econpapers || Download paper

2024Bitcoin, speculative sentiments and crypto-assets valuation. (2024). Tut, Daniel. In: MPRA Paper. RePEc:pra:mprapa:120866.

Full description at Econpapers || Download paper

2024Критичен преглед на основните подходи за моделиране на икономическите очаквания. (2014). Gerunov, Anton. In: MPRA Paper. RePEc:pra:mprapa:68797.

Full description at Econpapers || Download paper

2023Dynamic effects of social influence on asset prices. (2023). Wang, Juanxi ; Zhang, Yang ; Huang, Jia-Ping. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00382-z.

Full description at Econpapers || Download paper

2023Bet against the trend and cash in profits: An agent-based model of endogenous fluctuations of exchange rates. (2023). Bassi, Federico ; Lang, Dany ; Ramos, Raquel. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:33:y:2023:i:2:d:10.1007_s00191-023-00821-x.

Full description at Econpapers || Download paper

2023Minskyan model with credit rationing in a network economy. (2023). Montes-Rojas, Gabriel ; Noguera, Deborah. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00446-z.

Full description at Econpapers || Download paper

2023An empirical characterization of volatility in the German stock market. (2023). Virla, Leonardo Quero. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:7:d:10.1007_s43546-023-00508-2.

Full description at Econpapers || Download paper

2023A tale of housing cycles and fiscal policy, not competitiveness. Growth drivers in Southern Europe. (2023). Otero, Andre Novas ; Stockhammer, Engelbert. In: New Political Economy. RePEc:taf:cnpexx:v:28:y:2023:i:3:p:483-505.

Full description at Econpapers || Download paper

2023Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior. (2023). Westerhoff, Frank H ; Tramontana, Fabio ; Mignot, Sarah. In: BERG Working Paper Series. RePEc:zbw:bamber:187.

Full description at Econpapers || Download paper

2023Explaining the stylized facts of foreign exchange markets with a simple agent-based version of Paul de Grauwes chaotic exchange rate model. (2023). Westerhoff, Frank H ; Mignot, Sarah. In: BERG Working Paper Series. RePEc:zbw:bamber:279554.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2001Expectations Driven Distortions in the Foreign Exchange Market.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2002Representativeness of News and Exchange Rate Dynamics In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper43
2005Representativeness of news and exchange rate dynamics.(2005) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		article
2008Analysing tax evasion dynamics via the Ising model In: Papers.
[Full Text][Citation analysis]		paper36
2009Analysing tax evasion dynamics via the Ising model.(2009) In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		article
2003Tobin tax and market depth In: Papers.
[Full Text][Citation analysis]		paper40
2005Tobin tax and market depth.(2005) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		article
2004Market depth and price dynamics: A note In: Papers.
[Full Text][Citation analysis]		paper6
2004MARKET DEPTH AND PRICE DYNAMICS: A NOTE.(2004) In: International Journal of Modern Physics C (IJMPC).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2004Spillover Dynamics of Central Bank Interventions In: German Economic Review.
[Full Text][Citation analysis]		article4
2004Spillover Dynamics of Central Bank Interventions.(2004) In: German Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
Spill-over dynamics of central bank interventions.() In: Modeling, Computing, and Mastering Complexity 2003.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2017TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article39
2006Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies In: Journal of Public Economic Theory.
[Full Text][Citation analysis]		article1
2008HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL In: Metroeconomica.
[Full Text][Citation analysis]		article3
2018Stability and welfare effects of profit taxes within an evolutionary market interaction model In: Review of International Economics.
[Full Text][Citation analysis]		article10
2017Stability and welfare effects of profit taxes within an evolutionary market interaction model.(2017) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
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]		article14
2009Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations.(2009) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2012Introduction to the Current Issue In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2003Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article70
2003Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists.(2003) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2018EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article14
2015Evolutionary competition and profit taxes: market stability versus tax burden.(2015) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2004MULTIASSET MARKET DYNAMICS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article55
2003Multi-Asset Market Dynamics.(2003) In: Computing in Economics and Finance 2003.
[Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2004Does liquidity in the FX market depend on volatility? In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2022Production delays, technology choice and cyclical cobweb dynamics In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article5
2021Production delays, technology choice and cyclical cobweb dynamics.(2021) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2023A 2D piecewise-linear discontinuous map arising in stock market modeling: Two overlapping period-adding bifurcation structures In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2008Regulating complex dynamics in firms and economic systems In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article2
2015Symmetry breaking in a bull and bear financial market model In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article5
2022Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
2003Speculative markets and the effectiveness of price limits In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article51
2005Commodity markets, price limiters and speculative price dynamics In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article69
2004Commodity Markets, Price Limiters and Speculative Price Dynamics.(2004) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 69		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.
[Full Text][Citation analysis]		article129
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 129		paper
2010Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article33
2010Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article59
2012Structural stochastic volatility in asset pricing dynamics: Estimation and model contest In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article193
2011Structural stochastic volatility in asset pricing dynamics: Estimation and model contest.(2011) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 193		paper
2013The bull and bear market model of Huang and Day: Some extensions and new results In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article23
2012The bull and bear market model of Huang and Day : Some extensions and new results.(2012) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2014Speculative behavior and the dynamics of interacting stock markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article35
2013Speculative behavior and the dynamics of interacting stock markets.(2013) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2014Positive welfare effects of trade barriers in a dynamic partial equilibrium model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article4
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]		article23
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2018Interactions between stock, bond and housing markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article19
2018Interactions between stock, bond and housing markets.(2018) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2009A Metzlerian business cycle model with nonlinear heterogeneous expectations In: Economic Modelling.
[Full Text][Citation analysis]		article4
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]		article3
2019Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model In: Economics Letters.
[Full Text][Citation analysis]		article3
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]		article2
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.
[Full Text][Citation analysis]
This paper has nother 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]		article18
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2018Market entry waves and volatility outbursts in stock markets In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article12
2017Market entry waves and volatility outbursts in stock markets.(2017) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2021Heterogeneous expectations, housing bubbles and tax policy In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article12
2020Heterogeneous expectations, housing bubbles and tax policy.(2020) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2021Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article14
2019Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets.(2019) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2022Causes of fragile stock market stability In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article0
2023Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article0
2005Exchange rate dynamics, central bank interventions and chaos control methods In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article16
Exchange rate dynamics, central bank interventions and chaos control methods.() In: Modeling, Computing, and Mastering Complexity 2003.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2009Some effects of transaction taxes under different microstructures In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article80
2009Some effects of transaction taxes under different microstructures.(2009) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80		paper
2007Some Effects of Transaction Taxes Under Different Microstructures.(2007) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80		paper
2009Some effects of transaction taxes under different microstructures.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80		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.
[Full Text][Citation analysis]		article29
2010On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders..(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2010Interacting cobweb markets In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article17
2010Interacting cobweb markets.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2015A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article7
2011A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities.(2011) In: Quaderni di Dipartimento.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2004Greed, fear and stock market dynamics In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article14
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.
[Full Text][Citation analysis]		article58
2008Controlling tax evasion fluctuations In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article16
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.
[Full Text][Citation analysis]		article8
2009Exchange Rate Dynamics: A Nonlinear Survey In: Chapters.
[Full Text][Citation analysis]		chapter13
2009The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets In: Discrete Dynamics in Nature and Society.
[Full Text][Citation analysis]		article6
2012Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach In: Discrete Dynamics in Nature and Society.
[Full Text][Citation analysis]		article3
2005Heterogeneous traders, price-volume signals, and complex asset price dynamics In: Discrete Dynamics in Nature and Society.
[Full Text][Citation analysis]		article2
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]		article67
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).
[Full Text][Citation analysis]		article1
2018Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model.(2018) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2019Hommes, Cars LeBaron, Blake: Handbook of Computational Economics, Volume 4, Heterogeneous Agent Modeling In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article0
2003Modeling Exchange Rate Behavior with a Genetic Algorithm In: Computational Economics.
[Full Text][Citation analysis]		article12
2011Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map In: Computational Economics.
[Full Text][Citation analysis]		article15
2023Revisiting Paul de Grauwe’s Chaotic Exchange Rate Model: New Analytical Insights and Agent-Based Explorations In: Open Economies Review.
[Full Text][Citation analysis]		article1
2000EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM In: Computing in Economics and Finance 2000.
[Full Text][Citation analysis]		paper0
2002Heterogeneous Traders and the Tobin Tax In: Computing in Economics and Finance 2002.
[Citation analysis]		paper66
2003Heterogeneous traders and the Tobin tax.(2003) In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		article
2004Target Zone Interventions and Coordination of Expectations In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]		paper4
2006Target Zone Interventions and Coordination of Expectations.(2006) In: Journal of Optimization Theory and Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2004A behavioral cobweb model with heterogeneous speculators In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]		paper1
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.
[Full Text][Citation analysis]		article7
2018Steady states, stability and bifurcations in multi-asset market models In: Decisions in Economics and Finance.
[Full Text][Citation analysis]		article7
2018Steady states, stability and bifurcations in multi-asset market models.(2018) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2021Speculative asset price dynamics and wealth taxes In: Decisions in Economics and Finance.
[Full Text][Citation analysis]		article3
2021Speculative asset price dynamics and wealth taxes.(2021) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2007Commodity price cycles and heterogeneous speculators: a STAR–GARCH model In: Empirical Economics.
[Full Text][Citation analysis]		article50
2022Speculative housing markets and rent control: insights from nonlinear economic dynamics In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]		article2
2007A note on interactions-driven business cycles In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]		article4
2012Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]		article1
2012A simple model of a speculative housing market In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]		article58
2009A simple model of a speculative housing market.(2009) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		paper
2017Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]		article25
2016Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models.(2016) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2006Expectations and the Multiplier-Accelerator Model In: Springer Books.
[Citation analysis]		chapter6
2006Samuelsons multiplier-accelerator model revisited In: Applied Economics Letters.
[Full Text][Citation analysis]		article24
2007Butter mountains, milk lakes and optimal price limiters In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2005Butter Mountains, Milk Lakes and Optimal Price Limiters.(2005) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2008Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario In: Applied Economics Letters.
[Full Text][Citation analysis]		article5
2020Stability conditions for three-dimensional maps and their associated bifurcation types In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2022Heterogeneous speculators and stock market dynamics: a simple agent-based computational model In: The European Journal of Finance.
[Full Text][Citation analysis]		article9
2020Heterogeneous speculators and stock market dynamics: A simple agent-based computational model.(2020) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2010Consumer sentiment and countercyclical fiscal policies In: International Review of Applied Economics.
[Full Text][Citation analysis]		article3
2012Converse trading strategies, intrinsic noise and the stylized facts of financial markets In: Quantitative Finance.
[Full Text][Citation analysis]		article10
2017Herding behaviour and volatility clustering in financial markets In: Quantitative Finance.
[Full Text][Citation analysis]		article38
2016Herding behavior and volatility clustering in financial markets.(2016) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2003Market-maker, inventory control and foreign exchange dynamics In: Quantitative Finance.
[Full Text][Citation analysis]		article20
2008A bull and bear model of interacting ?financial markets. Part I: dynamics in one and two dimensions In: Working Papers.
[Full Text][Citation analysis]		paper0
2008A bull and bear model of interacting ?financial markets. Part II: dynamics in three dimensions In: Working Papers.
[Full Text][Citation analysis]		paper0
2019Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps In: Working Papers.
[Full Text][Citation analysis]		paper0
2005CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY In: Advances in Complex Systems (ACS).
[Full Text][Citation analysis]		article0
2006THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS In: International Journal of Modern Physics C (IJMPC).
[Full Text][Citation analysis]		article2
2003BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article3
2006TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article8
2019Housing markets, expectation formation and interest rates In: BERG Working Paper Series.
[Full Text][Citation analysis]		paper8
2022Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding In: BERG Working Paper Series.
[Full Text][Citation analysis]		paper0
2022Production delays, supply distortions and endogenous price dynamics In: BERG Working Paper Series.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper9
2011Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation In: BERG Working Paper Series.
[Full Text][Citation analysis]		paper3
2011Interactions between the real economy and the stock market In: BERG Working Paper Series.
[Full Text][Citation analysis]		paper4
2012Agent-based models for economic policy design: Two illustrative examples In: BERG Working Paper Series.
[Full Text][Citation analysis]		paper31
2013Positive welfare effects of trade barriers in a dynamic equilibrium model In: BERG Working Paper Series.
[Full Text][Citation analysis]		paper13
2015Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach In: BERG Working Paper Series.
[Full Text][Citation analysis]		paper14
2009Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models In: Economics Discussion Papers.
[Full Text][Citation analysis]		paper2
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).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team