24
H index
47
i10 index
1862
Citations
Otto-Friedrich Universität Bamberg | 24 H index 47 i10 index 1862 Citations RESEARCH PRODUCTION: 89 Articles 59 Papers 2 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: |
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2021 | Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing. (2021). Paesani, Paolo ; Cifarelli, Giulio. In: The Energy Journal. RePEc:aen:journl:ej42-5-cifarelli. Full description at Econpapers || Download paper | |
2021 | TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:09-21. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
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 | |
2021 | Robust Mathematical Formulation and Implementation of Agent-Based Computational Economic Market Models. (2019). Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp ; Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian. In: Papers. RePEc:arx:papers:1904.04951. Full description at Econpapers || Download paper | |
2021 | How Market Ecology Explains Market Malfunction. (2021). Farmer, Doyne J ; Calinescu, Anisoara ; Scholl, Maarten P. In: Papers. RePEc:arx:papers:2009.09454. Full description at Econpapers || Download paper | |
2021 | 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). Lamperti, Francesco ; Vandin, Andrea ; Giachini, Daniele ; Chiaromonte, Francesca. In: Papers. RePEc:arx:papers:2102.05405. Full description at Econpapers || Download paper | |
2021 | Calibrating an adaptive Farmer-Joshi agent-based model for financial markets. (2021). Jericevich, Ivan ; Gebbie, Tim ; McKechnie, Murray. In: Papers. RePEc:arx:papers:2104.09863. Full description at Econpapers || Download paper | |
2021 | Simulation and estimation of an agent-based market-model with a matching engine. (2021). Gebbie, Tim ; Chang, Patrick ; Jericevich, Ivan. In: Papers. RePEc:arx:papers:2108.07806. Full description at Econpapers || Download paper | |
2022 | Black-box Bayesian inference for economic agent-based models. (2022). Farmer, Doyne J ; Cannon, Patrick ; Dyer, Joel ; Schmon, Sebastian. In: Papers. RePEc:arx:papers:2202.00625. Full description at Econpapers || Download paper | |
2022 | A Network Approach to Consumption. (2022). Mayerhoffer, Daniel M ; Schulz, Jan. In: Papers. RePEc:arx:papers:2203.14259. Full description at Econpapers || Download paper | |
2022 | Bounded strategic reasoning explains crisis emergence in multi-agent market games. (2022). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2206.05568. Full description at Econpapers || Download paper | |
2022 | Reinforcement Learning in Macroeconomic Policy Design: A New Frontier?. (2022). Tilbury, Callum. In: Papers. RePEc:arx:papers:2206.08781. Full description at Econpapers || Download paper | |
2022 | An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772. Full description at Econpapers || Download paper | |
2022 | High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach. (2022). Guo, CE ; Luk, Wayne ; Weston, Stephen ; Vytelingum, Perukrishnen ; Gao, Kang. In: Papers. RePEc:arx:papers:2208.13654. Full description at Econpapers || Download paper | |
2022 | Understanding intra-day price formation process by agent-based financial market simulation: calibrating the extended chiarella model. (2022). Guo, CE ; Luk, Wayne ; Weston, Stephen ; Vytelingum, Perukrishnen ; Gao, Kang. In: Papers. RePEc:arx:papers:2208.14207. Full description at Econpapers || Download paper | |
2023 | Order 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 | |
2022 | Generalizing Heuristic Switching Models. (2022). Lustenhouwer, Joep ; Leventidis, Ioanis ; Kollias, Iraklis ; Galanis, Giorgos. In: Working Papers. RePEc:awi:wpaper:0715. Full description at Econpapers || Download paper | |
2022 | Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market. (2022). Farmer, Doyne J ; Uluc, Arzu ; Hinterschweiger, Marc ; Carro, Adrian. In: Working Papers. RePEc:bde:wpaper:2217. Full description at Econpapers || Download paper | |
2021 | Review of the Bank of Russia and NES Seminar ‘Financial Dollarisation: Causes and Consequences’. (2021). Ponomarenko, Alexey ; Egorov, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:2:p:96-104. Full description at Econpapers || Download paper | |
2022 | Marketing contract choices in agriculture: The role of price expectation and price risk management. (2022). Reynaud, Arnaud ; Ricome, Aymeric. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:1:p:170-186. Full description at Econpapers || Download paper | |
2022 | Fiscal multipliers, expectations and learning in a macroeconomic agent?based model. (2022). Reissl, Severin. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:4:p:1704-1729. Full description at Econpapers || Download paper | |
2022 | Early inventory management practices in the foreign exchange market: Insights from sixteenth?century Lyon. (2022). Matringe, Nadia. In: Economic History Review. RePEc:bla:ehsrev:v:75:y:2022:i:3:p:739-778. Full description at Econpapers || Download paper | |
2022 | Time?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 | |
2022 | Economic Sentiment and Aggregate Activity: A Tale of Two European Cycles. (2022). Sorić, Petar ; Lolić, Ivana ; Logarui, Marija. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:2:p:445-462. Full description at Econpapers || Download paper | |
2022 | Hero or villain? The financial system in the 21st century. (2022). Libich, Jan ; Lenten, Liam. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:3-40. Full description at Econpapers || Download paper | |
2022 | Neoclassical influences in agent?based literature: A systematic review. (2022). Giammetti, Raffaele ; Gallegati, Mauro ; Brancaccio, Emiliano. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:2:p:350-385. Full description at Econpapers || Download paper | |
2021 | Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter. (2021). Stockhammer, Engelbert ; Gusella, Filippo. In: Metroeconomica. RePEc:bla:metroe:v:72:y:2021:i:4:p:758-797. Full description at Econpapers || Download paper | |
2022 | Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market. (2022). Farmer, Doyne J ; Uluc, Arzu ; Hinterschweiger, Marc ; Carro, Adrian. In: Bank of England working papers. RePEc:boe:boeewp:0976. Full description at Econpapers || Download paper | |
2021 | On the Use of Current or Forward-Looking Data in Monetary Policy: A Behavioural Macroeconomic Approach. (2021). De Grauwe, Paul ; Ji, Yuemei ; DeGrauwe, Paul. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8853. Full description at Econpapers || Download paper | |
2022 | A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations. (2022). Proao, Christian ; Galanis, Giorgos ; di Guilmi, Corrado. In: Working Papers. RePEc:cgs:wpaper:106. Full description at Econpapers || Download paper | |
2021 | In/Estabilidad bajo el impuesto sobre la renta ideal y el impuesto sobre el consumo ideal. (2021). Soldatos, Gerasimos. In: Cuadernos de Economía - Spanish Journal of Economics and Finance. RePEc:cud:journl:v:44:y:2021:i:124:p:33-42. Full description at Econpapers || Download paper | |
2021 | Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00507. Full description at Econpapers || Download paper | |
2022 | A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market. (2022). Zhang, Xiaoqi ; Zhao, Zhijun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921008973. Full description at Econpapers || Download paper | |
2021 | Multi-agent-based VaR forecasting. (2021). Poddig, Thorsten ; Fieberg, Christian ; Tubbenhauer, Tobias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001664. Full description at Econpapers || Download paper | |
2021 | Monetary Policy with a State-Dependent Inflation Target in a Behavioral Two-Country Monetary Union Model. (2021). Lojak, Benjamin ; Proao, Christian R. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001718. Full description at Econpapers || Download paper | |
2022 | Search for profits and business fluctuations: How does banks’ behaviour explain cycles?. (2022). Gallegati, Mauro ; Gaffeo, Edoardo ; Ciola, Emanuele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s016518892100227x. Full description at Econpapers || Download paper | |
2022 | Automated and distributed statistical analysis of economic agent-based models. (2022). Chiaromonte, Francesca ; Lamperti, Francesco ; Giachini, Daniele ; Vandin, Andrea. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922001634. Full description at Econpapers || Download paper | |
2022 | Statistical arbitrage and risk contagion. (2022). Ladley, Daniel ; Gao, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002329. Full description at Econpapers || Download paper | |
2022 | Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions. (2022). Westerhoff, Frank ; Sushko, Iryna ; Schmitt, Noemi ; Radi, Davide ; Gardini, Laura. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002482. Full description at Econpapers || Download paper | |
2022 | Beautiful cycles: A theory and a model implying a curious role for interest. (2022). Gross, Marco. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002674. Full description at Econpapers || Download paper | |
2021 | Herding in the bad times: The 2008 and COVID-19 crises. (2021). Mallor, Tania ; Ferreruela, Sandra . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001467. Full description at Econpapers || Download paper | |
2021 | Should I stay or should I go? Carbon leakage and ETS in an evolutionary model. (2021). Iannucci, Gianluca ; Borghesi, Simone ; Antoci, Angelo ; Sodini, Mauro. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004333. Full description at Econpapers || Download paper | |
2022 | Multivariate stochastic volatility for herding detection: Evidence from the energy sector. (2022). Philippas, Nikolaos ; Tsionas, Mike G. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001402. Full description at Econpapers || Download paper | |
2021 | Chasing the ‘green bandwagon’ in times of uncertainty. (2021). Dragomirescu-Gaina, Catalin ; Philippas, Dionisis ; Galariotis, Emilios. In: Energy Policy. RePEc:eee:enepol:v:151:y:2021:i:c:s0301421521000598. 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 | |
2021 | From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions. (2021). Donadelli, Michael ; Tzouvanas, Panagiotis ; Kizys, Renatas. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000053. Full description at Econpapers || Download paper | |
2022 | Bounded rationality, adaptive behaviour, and asset prices. (2022). Li, Kai ; Zhao, Dongxu. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000163. Full description at Econpapers || Download paper | |
2021 | Regime-switching herd behavior: Novel evidence from the Chinese A-share market. (2021). Wu, Lan ; Fu, Jingxue. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612318301090. Full description at Econpapers || Download paper | |
2021 | Trade policy uncertainty and its impact on the stock market -evidence from China-US trade conflict. (2021). Wang, Ziwei ; Lucey, Brian ; He, Feng. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320309715. Full description at Econpapers || Download paper | |
2022 | Fear in commodity return prediction. (2022). Zhang, Qunzi ; Wei, Xinbei ; Cao, Zhen. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004773. Full description at Econpapers || Download paper | |
2022 | Price limit changes and market quality: Evidence from China. (2022). Bing, Tao ; Cui, Yian ; Xiong, Xiong ; Min, Ying. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002318. Full description at Econpapers || Download paper | |
2022 | Post-crisis regulations, market making, and liquidity in over-the-counter markets. (2022). Zhong, Zhaodong ; Wang, Xinjie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003058. Full description at Econpapers || Download paper | |
2021 | An agent-based model of intra-day financial markets dynamics. (2021). Napoletano, Mauro ; Staccioli, Jacopo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:331-348. Full description at Econpapers || Download paper | |
2021 | Evolutionary selection of forecasting and quantity decision rules in experimental asset markets. (2021). Bao, Te ; CHIA, WaiMun ; Zhu, Jiahua. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:363-404. Full description at Econpapers || Download paper | |
2021 | Comparing behavioural heterogeneity across asset classes. (2021). , Remco ; Hommes, Cars H ; Ellen, Saskia Ter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:747-769. Full description at Econpapers || Download paper | |
2021 | Convergence and divergence in dynamic voting with inequality. (2021). Galanis, Giorgos ; di Guilmi, Corrado. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:187:y:2021:i:c:p:137-158. Full description at Econpapers || Download paper | |
2021 | Seeing what can(not) be seen: Confirmation bias, employment dynamics and climate change. (2021). Sordi, Serena ; Dávila-Fernández, Marwil ; Dávila-Fernández, Marwil ; Davila-Fernandez, Marwil J ; Cafferata, Alessia. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:567-586. Full description at Econpapers || Download paper | |
2021 | Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics.. (2021). Makarewicz, Tomasz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:190:y:2021:i:c:p:626-673. Full description at Econpapers || Download paper | |
2021 | Does parameterization affect the complexity of agent-based models?. (2021). Krištoufek, Ladislav ; Kristoufek, Ladislav ; Kukacka, Jiri. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356. Full description at Econpapers || Download paper | |
2022 | Production delays and price dynamics. (2022). Wagener, Florian ; Hommes, Cars ; Li, Kai. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:341-362. Full description at Econpapers || Download paper | |
2022 | Causes of fragile stock market stability. (2022). Westerhoff, F ; Sushko, I ; Schmitt, N ; Radi, D ; Gardini, L. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:483-498. Full description at Econpapers || Download paper | |
2022 | Financial transaction taxes and the informational efficiency of financial markets: A structural estimation. (2022). Uthemann, Andreas ; Guarino, Antonio ; Cipriani, Marco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:1044-1072. 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 | |
2021 | Insights from the (in)efficiency of Chinese sectoral indices during COVID-19. (2021). Tabak, Benjamin ; Fernando, . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:578:y:2021:i:c:s0378437121003368. Full description at Econpapers || Download paper | |
2021 | Tax evasion study in a society realized as a diluted Ising model with competing interactions. (2021). Restrepo, J ; Giraldo-Barreto, Julian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005379. Full description at Econpapers || Download paper | |
2022 | Multiscale complexity fluctuation behaviours of stochastic interacting cryptocurrency price model. (2022). Zhang, Junhuan ; Lu, Yunfan ; Zheng, Zhiyong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000528. Full description at Econpapers || Download paper | |
2022 | Herding in the Chinese and US stock markets: Evidence from a micro-founded approach. (2022). Chen, Zhenxi ; Zheng, Huanhuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:597-604. Full description at Econpapers || Download paper | |
2021 | Time-varying risk attitude and the foreign exchange market behavior. (2021). Li, Zeguang ; Zhang, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000155. Full description at Econpapers || Download paper | |
2021 | Stock and bond joint pricing, consumption surplus, and inflation news. (2021). Nazimoff, Jonas J ; Terence, Ka Wai ; Wong, Tat Wing ; Lou, Jun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000477. Full description at Econpapers || Download paper | |
2022 | Capital control and monetary policy coordination: Tobin tax revisited. (2022). Xiao, Zumian ; Peng, Hongfeng ; Yin, Zhichao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001355. Full description at Econpapers || Download paper | |
2021 | Asset price dynamics in a “bull and bear market”. (2021). Perevalova, Tatyana ; Maklakova, Elena ; Jungeilges, Jochen. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:56:y:2021:i:c:p:117-128. Full description at Econpapers || Download paper | |
2022 | An empirical test of a fundamental Harrod-Kaldor business cycle model. (2022). Franke, Reiner. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:60:y:2022:i:c:p:1-14. Full description at Econpapers || Download paper | |
2021 | Methodology for Building Traders Investment Strategy Based on Assessment of the Market Value of the Company. (2021). Zemlianska, Nataliia ; Wielki, Janusz ; Sytnik, Inessa ; Stopochkin, Artem. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:1:p:913-935. Full description at Econpapers || Download paper | |
2021 | Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation. (2021). Uthemann, Andreas ; Cipriani, Marco ; Guarino, Antonio. In: Staff Reports. RePEc:fip:fednsr:93431. Full description at Econpapers || Download paper | |
2021 | State Space Model to Detect Cycles in Heterogeneous Agents Models. (2021). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2021_10.rdf. Full description at Econpapers || Download paper | |
2022 | Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis. (2022). Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_02.rdf. Full description at Econpapers || Download paper | |
2022 | A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model. (2022). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_20.rdf. Full description at Econpapers || Download paper | |
2022 | The Global Political Economy of a Green Transition. (2022). Tippet, Ben ; Ricchiuti, Giorgio ; Galanis, Giorgos. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_22.rdf. Full description at Econpapers || Download paper | |
2022 | Revisiting a Macroeconomic Controversy: The Case of the Multiplier–Accelerator Effect. (2022). POPESCU, Irina Alina ; Mourao, Paulo Reis. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:10:p:249-:d:936905. Full description at Econpapers || Download paper | |
2021 | Energy Efficiency and Decarbonization in the Context of Macroeconomic Stabilization. (2021). Fajczak-Kowalska, Anita ; Misztal, Anna ; Strunecky, Otakar. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:16:p:5197-:d:619666. Full description at Econpapers || Download paper | |
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2021 | Timely Loss Recognition Helps Nothing. (2021). Huang, Jing-Bo ; Lin, Kun-Ben ; Chen, Shu-Heng. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7815-:d:593339. Full description at Econpapers || Download paper | |
2021 | Assessing the Economic Impact of Lockdowns in Italy: A Computational Input-Output Approach. (2021). Roventini, Andrea ; Reissl, Severin ; Napoletano, Mauro ; Guerini, Mattia ; Ferraresi, Tommaso ; Fagiolo, Giorgio ; Vanni, Fabio ; Lamperti, Francesco ; Caiani, Alessandro ; Ghezzi, Leonardo. In: GREDEG Working Papers. RePEc:gre:wpaper:2021-15. Full description at Econpapers || Download paper | |
2021 | Assessing the economic impact of lockdowns in Italy: a computational input-output approach. (2021). Caiani, Alessandro ; Reissl, Severin ; Roventini, Andrea ; Napoletano, Mauro ; Ghezzi, Leonardo ; Ferraresi, Tommaso ; Fagiolo, Giorgio ; Vanni, Fabio ; Guerini, Mattia ; Lamperti, Francesco. In: Working Papers. RePEc:hal:wpaper:hal-03373672. Full description at Econpapers || Download paper | |
2022 | Evidence of Adaptive Market Hypothesis in International Financial Markets. (2022). Enow, Samuel Tabot. In: Journal of Academic Finance. RePEc:jaf:journl:v:13:y:2022:i:2:n:462. Full description at Econpapers || Download paper | |
2021 | Modelling Stock Markets by Multi-agent Reinforcement Learning. (2021). Palminteri, Stefano ; Bourgeois-Gironde, Sacha ; Lazarevich, Ivan ; Lussange, Johann ; Gutkin, Boris. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10038-w. Full description at Econpapers || Download paper | |
2021 | Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting. (2021). Ballini, Rosangela ; MacIel, Leandro. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09978-0. Full description at Econpapers || Download paper | |
2021 | Microconsistency in Simple Empirical Agent-Based Financial Models. (2021). Lebaron, Blake. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:1:d:10.1007_s10614-019-09917-8. Full description at Econpapers || Download paper | |
2022 | Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4. Full description at Econpapers || Download paper | |
2022 | Bayesian Estimation of Economic Simulation Models Using Neural Networks. (2022). Platt, Donovan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10095-9. Full description at Econpapers || Download paper | |
2022 | Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo. (2022). Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-021-10155-0. Full description at Econpapers || Download paper | |
2022 | Estimating the Effect of Transaction Costs Using the Tick Size as a Proxy. (2022). Sirnes, Espen. In: Review of Economics. RePEc:lus:reveco:v:73:y:2022:i:1:p:57-77:n:1. Full description at Econpapers || Download paper | |
2021 | Uncertainty about fundamental and pessimistic traders: a piecewise-linear maps approach. (2021). Tramontana, Fabio ; Muzzioli, Silvia ; Campisi, Giovanni. In: Department of Economics. RePEc:mod:depeco:0186. Full description at Econpapers || Download paper | |
2022 | Building blocks of a heterodox business cycle theory. (2022). Stockhammer, Engelbert ; Jump, Robert Calvert. In: Working Papers. RePEc:pke:wpaper:pkwp2201. Full description at Econpapers || Download paper | |
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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 | 30 |
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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 | 54 |
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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 | 8 |
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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 | 12 |
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 | 13 |
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 | 64 |
2003 | Heterogeneous traders and the Tobin tax.(2003) In: Journal of Evolutionary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | article | |
2004 | Target Zone Interventions and Coordination of Expectations In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] | paper | 5 |
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: 5 | article | |
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2007 | Commodity price cycles and heterogeneous speculators: a STAR–GARCH model In: Empirical Economics. [Full Text][Citation analysis] | article | 49 |
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2007 | A note on interactions-driven business cycles In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 4 |
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 | 53 |
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: 53 | 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 | 22 |
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: 22 | paper | |
2006 | Expectations and the Multiplier-Accelerator Model In: Springer Books. [Citation analysis] | chapter | 6 |
2006 | Samuelsons multiplier-accelerator model revisited In: Applied Economics Letters. [Full Text][Citation analysis] | article | 22 |
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 | 4 |
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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 |
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2017 | Herding behaviour and volatility clustering in financial markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 29 |
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: 29 | paper | |
2003 | Market-maker, inventory control and foreign exchange dynamics In: Quantitative Finance. [Full Text][Citation analysis] | article | 19 |
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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 | 2 |
2003 | BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 3 |
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 | 6 |
2019 | Housing markets, expectation formation and interest rates In: BERG Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2020 | Heterogeneous speculators and stock market dynamics: A simple agent-based computational model In: BERG Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
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2022 | Production delays, supply distortions and endogenous price dynamics In: BERG Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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 | 16 |
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 | 9 |
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 | 3 |
2011 | Interactions between the real economy and the stock market In: BERG Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2012 | Agent-based models for economic policy design: Two illustrative examples In: BERG Working Paper Series. [Full Text][Citation analysis] | paper | 30 |
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 | 14 |
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