21
H index
39
i10 index
1401
Citations
Otto-Friedrich Universität Bamberg | 21 H index 39 i10 index 1401 Citations RESEARCH PRODUCTION: 81 Articles 55 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Frank Westerhoff. | Is cited by: | Cites to: |
Year | Title of citing document |
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2021 | Search 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. Full description at Econpapers || Download paper |
2021 | Search for Profits and Business Fluctuations: How Banks Behaviour Explain Cycles?. (2021). Gaffeo, Edoardo ; Gallegati, Mauro ; Ciola, Emanuele. In: Working Papers. RePEc:anc:wpaper:450. Full description at Econpapers || Download paper |
2020 | Dynamic Coupling and Market Instability. (2020). Zaparanuks, Dmitrijs ; Court, Elias ; Clack, Christopher D. In: Papers. RePEc:arx:papers:2005.13621. Full description at Econpapers || Download paper |
2020 | Multiscale 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. Full description at Econpapers || Download paper |
2021 | Automated 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. Full description at Econpapers || Download paper |
2020 | An empirical behavioral model of households’ deposit dollarization. (2020). Ponomarenko, Alexey ; Khabibullin, Ramis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps67. Full description at Econpapers || Download paper |
2020 | Regional 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. Full description at Econpapers || Download paper |
2020 | On 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. Full description at Econpapers || Download paper |
2020 | Does 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. Full description at Econpapers || Download paper |
2020 | Dynamical 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. Full description at Econpapers || Download paper |
2020 | Taxonomy 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. Full description at Econpapers || Download paper |
2020 | Co-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. Full description at Econpapers || Download paper |
2020 | Do ‘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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | Coordinated bubbles and crashes. (2020). Zheng, Huanhuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301421. Full description at Econpapers || Download paper |
2020 | Pricing 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. Full description at Econpapers || Download paper |
2020 | Structural 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. Full description at Econpapers || Download paper |
2020 | Modelling 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. Full description at Econpapers || Download paper |
2020 | Attitudes 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. Full description at Econpapers || Download paper |
2020 | Structural 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. Full description at Econpapers || Download paper |
2021 | An 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. Full description at Econpapers || Download paper |
2020 | Dynamic 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. Full description at Econpapers || Download paper |
2020 | Growth 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. Full description at Econpapers || Download paper |
2020 | Absence 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. Full description at Econpapers || Download paper |
2020 | Tax 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. Full description at Econpapers || Download paper |
2020 | Market 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. Full description at Econpapers || Download paper |
2020 | Minsky 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. Full description at Econpapers || Download paper |
2020 | Do 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. Full description at Econpapers || Download paper |
2020 | Momentum 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. Full description at Econpapers || Download paper |
2020 | Modeling 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2021 | Forecasting 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | Monetary 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. Full description at Econpapers || Download paper |
2020 | Structural 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. Full description at Econpapers || Download paper |
2020 | Early 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. Full description at Econpapers || Download paper |
2020 | Unveiling 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. Full description at Econpapers || Download paper |
2020 | Importance 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. Full description at Econpapers || Download paper |
2020 | Can 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. Full description at Econpapers || Download paper |
2020 | Making 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. Full description at Econpapers || Download paper |
2020 | The Age Distribution of Business Firms. (2020). Guerini, Mattia ; Giachini, Daniele ; Calvino, Flavio. In: GREDEG Working Papers. RePEc:gre:wpaper:2020-36. Full description at Econpapers || Download paper |
2020 | Non-Value-Added Tax to Improve Market Fairness. (2020). Jonath, Arthur ; Veryzhenko, Iryna ; Harb, Etienne. In: Working Papers. RePEc:hal:wpaper:hal-02881064. Full description at Econpapers || Download paper |
2020 | The age distribution of business firms. (2020). Calvino, Flavio ; Guerini, Mattia ; Giachini, Daniele. In: Working Papers. RePEc:hal:wpaper:halshs-03040286. Full description at Econpapers || Download paper |
2020 | Validation 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. Full description at Econpapers || Download paper |
2020 | Estimation 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. Full description at Econpapers || Download paper |
2020 | Impact 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. Full description at Econpapers || Download paper |
2020 | SABCEMM: 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. Full description at Econpapers || Download paper |
2020 | Price 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. Full description at Econpapers || Download paper |
2020 | House prices, private debt and the macroeconomics of comparative political economy. (2020). Stockhammer, Engelbert ; Wood, James. In: Working Papers. RePEc:pke:wpaper:pkwp2005. Full description at Econpapers || Download paper |
2020 | Growth 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. Full description at Econpapers || Download paper |
2020 | Testing fundamentalist-momentum trader financial cycles. An empirical analysis via the Kalman filter. (2020). Stockhammer, Engelbert ; Gusella, Filippo. In: Working Papers. RePEc:pke:wpaper:pkwp2009. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | Dynamics 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. Full description at Econpapers || Download paper |
2020 | Cost-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. Full description at Econpapers || Download paper |
2020 | Network 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. Full description at Econpapers || Download paper |
2020 | Does 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. Full description at Econpapers || Download paper |
2020 | Investment 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. Full description at Econpapers || Download paper |
2020 | Heterogeneity 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. Full description at Econpapers || Download paper |
2020 | The age distribution of business firms. (2020). Guerini, Mattia ; Giachini, Daniele ; Calvino, Flavio. In: LEM Papers Series. RePEc:ssa:lemwps:2020/20. Full description at Econpapers || Download paper |
2020 | Automated 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. Full description at Econpapers || Download paper |
2020 | Loss 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. Full description at Econpapers || Download paper |
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. Full description at Econpapers || Download paper |
2020 | Big 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. Full description at Econpapers || Download paper |
2020 | Capital-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. Full description at Econpapers || Download paper |
2020 | Survival and the ergodicity of corporate profitability. (2020). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp. In: BERG Working Paper Series. RePEc:zbw:bamber:162. Full description at Econpapers || Download paper |
2020 | Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo. (2020). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:202001. Full description at Econpapers || Download paper |
2020 | Can heterogeneous agent models explain the alleged mispricing of the S&P 500?. (2020). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:202003. Full description at Econpapers || Download paper |
2020 | Monetary policy under imperfect information and consumer confidence. (2020). Brenneisen, Jan-Niklas. In: Economics Working Papers. RePEc:zbw:cauewp:202004. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2001 | Expectations Driven Distortions in the Foreign Exchange Market In: CeNDEF Workshop Papers, January 2001. [Citation analysis] | paper | 26 |
2003 | Expectations driven distortions in the foreign exchange market.(2003) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2001 | Expectations Driven Distortions in the Foreign Exchange Market.(2001) In: Computing in Economics and Finance 2001. [Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2002 | Representativeness of News and Exchange Rate Dynamics In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 34 |
2005 | Representativeness of news and exchange rate dynamics.(2005) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
2002 | Heterogeneous Expectations, Exchange Rate Dynamics and Predictability In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 51 |
2007 | Heterogeneous expectations, exchange rate dynamics and predictability.(2007) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | article | |
2008 | Analysing tax evasion dynamics via the Ising model In: Papers. [Full Text][Citation analysis] | paper | 28 |
2009 | Analysing tax evasion dynamics via the Ising model.(2009) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
2003 | Tobin tax and market depth In: Papers. [Full Text][Citation analysis] | paper | 35 |
2005 | Tobin tax and market depth.(2005) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
2004 | Market depth and price dynamics: A note In: Papers. [Full Text][Citation analysis] | paper | 4 |
2004 | MARKET DEPTH AND PRICE DYNAMICS: A NOTE.(2004) In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2004 | Spillover Dynamics of Central Bank Interventions In: German Economic Review. [Full Text][Citation analysis] | article | 0 |
Spill-over dynamics of central bank interventions.() In: Modeling, Computing, and Mastering Complexity 2003. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | ||
2017 | TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 16 |
2006 | Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies In: Journal of Public Economic Theory. [Full Text][Citation analysis] | article | 1 |
2008 | HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL In: Metroeconomica. [Full Text][Citation analysis] | article | 3 |
2018 | Stability and welfare effects of profit taxes within an evolutionary market interaction model In: Review of International Economics. [Full Text][Citation analysis] | article | 9 |
2017 | Stability 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 another version. Agregated cites: 9 | paper | |
2006 | Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
2012 | Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 12 |
2009 | Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations.(2009) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2012 | Introduction to the Current Issue In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2003 | Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 54 |
2003 | Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists.(2003) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
2018 | EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 13 |
2015 | Evolutionary competition and profit taxes: market stability versus tax burden.(2015) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2004 | MULTIASSET MARKET DYNAMICS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 46 |
2003 | Multi-Asset Market Dynamics.(2003) In: Computing in Economics and Finance 2003. [Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
2004 | Does liquidity in the FX market depend on volatility? In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2008 | Regulating complex dynamics in firms and economic systems In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 0 |
2015 | Symmetry breaking in a bull and bear financial market model In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 1 |
2003 | Speculative markets and the effectiveness of price limits In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 39 |
2005 | Commodity markets, price limiters and speculative price dynamics In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 56 |
2004 | Commodity Markets, Price Limiters and Speculative Price Dynamics.(2004) In: Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
2006 | The 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] | article | 93 |
2004 | The 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 another version. Agregated cites: 93 | paper | |
2010 | Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 22 |
2010 | Heterogeneous 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] | article | 37 |
2012 | Structural stochastic volatility in asset pricing dynamics: Estimation and model contest In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 131 |
2011 | Structural stochastic volatility in asset pricing dynamics: Estimation and model contest.(2011) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 131 | paper | |
2013 | The 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] | article | 17 |
2012 | The 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 another version. Agregated cites: 17 | paper | |
2014 | Speculative behavior and the dynamics of interacting stock markets In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 24 |
2013 | Speculative behavior and the dynamics of interacting stock markets.(2013) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2014 | Positive welfare effects of trade barriers in a dynamic partial equilibrium model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
2016 | Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 10 |
2017 | On 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] | article | 6 |
2017 | On 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 another version. Agregated cites: 6 | paper | |
2018 | Interactions between stock, bond and housing markets In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 14 |
2018 | Interactions between stock, bond and housing markets.(2018) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2009 | A Metzlerian business cycle model with nonlinear heterogeneous expectations In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
2010 | A behavioral cobweb-like commodity market model with heterogeneous speculators In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
2019 | Different compositions of aggregate sentiment and their impact on macroeconomic stability In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
2016 | Stock market participation and endogenous boom-bust dynamics In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2019 | Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2003 | Central bank intervention and feedback traders In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
2015 | Managing rational routes to randomness In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 3 |
2015 | Managing rational routes to randomness.(2015) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2017 | Side 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] | article | 15 |
2015 | Side 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 another version. Agregated cites: 15 | paper | |
2018 | Market entry waves and volatility outbursts in stock markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 7 |
2017 | Market entry waves and volatility outbursts in stock markets.(2017) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2005 | Exchange rate dynamics, central bank interventions and chaos control methods In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 15 |
Exchange rate dynamics, central bank interventions and chaos control methods.() In: Modeling, Computing, and Mastering Complexity 2003. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | ||
2009 | Some effects of transaction taxes under different microstructures In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 63 |
2009 | Some effects of transaction taxes under different microstructures.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2007 | Some Effects of Transaction Taxes Under Different Microstructures.(2007) In: Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2009 | Some effects of transaction taxes under different microstructures.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2010 | On 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] | article | 20 |
2010 | On 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 another version. Agregated cites: 20 | paper | |
2010 | Interacting cobweb markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 15 |
2010 | Interacting cobweb markets.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2015 | A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
2011 | A 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 another version. Agregated cites: 2 | paper | |
2004 | Greed, fear and stock market dynamics In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 7 |
2005 | Commodity 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] | article | 35 |
2008 | Controlling tax evasion fluctuations In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 7 |
2008 | Business 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] | article | 6 |
2009 | Exchange Rate Dynamics: A Nonlinear Survey In: Chapters. [Full Text][Citation analysis] | chapter | 7 |
2009 | The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets In: Discrete Dynamics in Nature and Society. [Full Text][Citation analysis] | article | 1 |
2012 | Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach In: Discrete Dynamics in Nature and Society. [Full Text][Citation analysis] | article | 2 |
2005 | Heterogeneous traders, price-volume signals, and complex asset price dynamics In: Discrete Dynamics in Nature and Society. [Full Text][Citation analysis] | article | 0 |
2008 | The 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] | article | 43 |
2019 | Regulating 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] | article | 0 |
2018 | Regulating 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 another version. Agregated cites: 0 | paper | |
2019 | Hommes, 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] | article | 0 |
2003 | Modeling Exchange Rate Behavior with a Genetic Algorithm In: Computational Economics. [Full Text][Citation analysis] | article | 8 |
2011 | Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map In: Computational Economics. [Full Text][Citation analysis] | article | 11 |
2000 | EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] | paper | 0 |
2002 | Heterogeneous Traders and the Tobin Tax In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 59 |
2003 | Heterogeneous traders and the Tobin tax.(2003) In: Journal of Evolutionary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | article | |
2004 | Target Zone Interventions and Coordination of Expectations In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] | paper | 2 |
2006 | Target Zone Interventions and Coordination of Expectations.(2006) In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2004 | A behavioral cobweb model with heterogeneous speculators In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] | paper | 0 |
2014 | One-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] | article | 2 |
2018 | Steady states, stability and bifurcations in multi-asset market models In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 6 |
2018 | Steady states, stability and bifurcations in multi-asset market models.(2018) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2007 | Commodity price cycles and heterogeneous speculators: a STAR–GARCH model In: Empirical Economics. [Full Text][Citation analysis] | article | 44 |
2007 | A note on interactions-driven business cycles In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 3 |
2012 | Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model In: Journal of Evolutionary Economics. [Full Text][Citation analysis] | article | 1 |
2012 | A simple model of a speculative housing market In: Journal of Evolutionary Economics. [Full Text][Citation analysis] | article | 44 |
2009 | A simple model of a speculative housing market.(2009) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2017 | Heterogeneity, 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] | article | 19 |
2016 | Heterogeneity, 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 another version. Agregated cites: 19 | paper | |
2006 | Samuelsons multiplier-accelerator model revisited In: Applied Economics Letters. [Full Text][Citation analysis] | article | 15 |
2007 | Butter mountains, milk lakes and optimal price limiters In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2005 | Butter Mountains, Milk Lakes and Optimal Price Limiters.(2005) In: Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2008 | Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
2020 | Stability conditions for three-dimensional maps and their associated bifurcation types In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2007 | On central bank interventions and transaction taxes In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 2 |
2010 | Consumer sentiment and countercyclical fiscal policies In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 3 |
2012 | Converse trading strategies, intrinsic noise and the stylized facts of financial markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 8 |
2017 | Herding behaviour and volatility clustering in financial markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 19 |
2016 | Herding behavior and volatility clustering in financial markets.(2016) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2003 | Market-maker, inventory control and foreign exchange dynamics In: Quantitative Finance. [Full Text][Citation analysis] | article | 15 |
2008 | A bull and bear model of interacting ?financial markets. Part I: dynamics in one and two dimensions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | A bull and bear model of interacting ?financial markets. Part II: dynamics in three dimensions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Necessary 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] | paper | 0 |
2005 | CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] | article | 0 |
2006 | THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] | article | 1 |
2003 | BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
2006 | TECHNICAL 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] | article | 2 |
2019 | Housing markets, expectation formation and interest rates In: BERG Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2019 | Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets In: BERG Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2020 | Heterogeneous expectations, housing bubbles and tax policy In: BERG Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2020 | Heterogeneous speculators and stock market dynamics: A simple agent-based computational model In: BERG Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2009 | A simple agent-based financial market model: Direct interactions and comparisons of trading profits In: BERG Working Paper Series. [Full Text][Citation analysis] | paper | 14 |
2011 | On 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] | paper | 7 |
2011 | Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation In: BERG Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2011 | Interactions between the real economy and the stock market In: BERG Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2012 | Agent-based models for economic policy design: Two illustrative examples In: BERG Working Paper Series. [Full Text][Citation analysis] | paper | 24 |
2013 | Positive welfare effects of trade barriers in a dynamic equilibrium model In: BERG Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
2015 | Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach In: BERG Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
2009 | Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Disclosure 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article |
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