Frank Westerhoff : Citation Profile


Are you Frank Westerhoff?

Otto-Friedrich Universität Bamberg

23

H index

40

i10 index

1494

Citations

RESEARCH PRODUCTION:

84

Articles

56

Papers

2

Chapters

RESEARCH ACTIVITY:

   21 years (2000 - 2021). See details.
   Cites by year: 71
   Journals where Frank Westerhoff has often published
   Relations with other researchers
   Recent citing documents: 112.    Total self citations: 91 (5.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwe22
   Updated: 2021-10-16    RAS profile: 2021-08-02    
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Relations with other researchers


Works with:

Tuinstra, Jan (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Frank Westerhoff.

Is cited by:

Hommes, Cars (64)

He, Xuezhong (60)

Chen, Zhenxi (37)

Li, Youwei (36)

Napoletano, Mauro (31)

Reitz, Stefan (29)

Naimzada, Ahmad (29)

Chiarella, Carl (28)

Menkhoff, Lukas (22)

Zwinkels, Remco (22)

Gardini, Laura (21)

Cites to:

Hommes, Cars (269)

Chiarella, Carl (158)

He, Xuezhong (115)

Brock, William (97)

Gardini, Laura (81)

Tuinstra, Jan (77)

Huang, Weihong (62)

Lux, Thomas (60)

Taylor, Mark (51)

Farmer, J. (45)

Sonnemans, Joep (36)

Main data


Where Frank Westerhoff has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control13
Journal of Economic Behavior & Organization10
Studies in Nonlinear Dynamics & Econometrics4
Applied Economics Letters4
Journal of Evolutionary Economics4
Quantitative Finance4
Economic Modelling3
Discrete Dynamics in Nature and Society3
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)3
Physica A: Statistical Mechanics and its Applications3
Decisions in Economics and Finance2
International Journal of Modern Physics C (IJMPC)2
Journal of Economic Interaction and Coordination2
Economics Letters2
International Journal of Theoretical and Applied Finance (IJTAF)2
Chaos, Solitons & Fractals2
Computational Economics2
Macroeconomic Dynamics2

Working Papers Series with more than one paper published# docs
BERG Working Paper Series / Bamberg University, Bamberg Economic Research Group28
Working Papers / University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini4
Computing in Economics and Finance 2004 / Society for Computational Economics3
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney3
Papers / arXiv.org3
Post-Print / HAL2
Modeling, Computing, and Mastering Complexity 2003 / Society for Computational Economics2
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance2

Recent works citing Frank Westerhoff (2021 and 2020)


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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2020On the Price Dynamics of a Two-Dimensional Financial Market Model with Entry Levels. (2020). Gu, En-Guo. In: Complexity. RePEc:hin:complx:3654083.

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

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2020Bet against the trend and cash in profits. (2020). Lang, Dany ; Ramos, Raquel Almeida ; Bassi, Federico. In: FMM Working Paper. RePEc:imk:fmmpap:60-2020.

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

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

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

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

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

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

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

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

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

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2021Advances in the Agent-Based Modeling of Economic and Social Behavior. (2021). Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Camacho-Cuena, Eva ; Karimi, Fariba ; Steinbacher, Mitja. In: MPRA Paper. RePEc:pra:mprapa:107317.

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2020Self-fulfillment degree of economic expectations within an integrated space: The European Union case study. (2020). Dobrescu, Emilian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:4:p:5-32.

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2020.

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2020.

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

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2021Herding and capitalization size in the Chinese stock market: a micro-foundation evidence. (2021). Ru, Jing ; Chen, Zhenxi. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-019-01816-z.

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

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2021Revisiting Samuelson’s models, linear and nonlinear, stability conditions and oscillating dynamics. (2021). Gardini, Laura ; Tramontana, Fabio. In: Journal of Economic Structures. RePEc:spr:jecstr:v:10:y:2021:i:1:d:10.1186_s40008-021-00239-3.

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

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

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

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2021A model of market making with heterogeneous speculators. (2021). Bargigli, Leonardo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00283-5.

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2021Bayesian estimation and likelihood-based comparison of agent-based volatility models. (2021). Mozzhorin, Iurii ; Bertschinger, Nils. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00289-z.

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20213% rules the market: herding behavior of a group of investors, asset market volatility, and return to the group in an agent-based model. (2021). Lee, Keun. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:2:d:10.1007_s11403-020-00299-x.

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

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2021Heterogeneous expectations, forecasting behaviour and policy experiments in a hybrid Agent-based Stock-flow-consistent model. (2021). Reissl, Severin. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:1:d:10.1007_s00191-020-00683-7.

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2021Advances in the agent-based modeling of economic and social behavior. (2021). Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Cuena, Eva Camacho ; Karimi, Fariba ; Raddant, Matthias ; Steinbacher, Mitja. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3.

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

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

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2020Speculative trading in Chinese housing market: a panel regression method. (2020). Chen, Zhenxi ; Wang, Cuntong. In: Applied Economics. RePEc:taf:applec:v:52:y:2020:i:38:p:4186-4195.

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

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2021TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION.. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers of BETA. RePEc:ulp:sbbeta:2021-36.

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

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2021Relevance of Chaos and Strange Attractors in the Samuelson-Hicks Oscillator. (2021). Verne, Jean-Franois. In: Economic Thought. RePEc:wea:econth:v:10:y:2021:i:1:p:32.

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2021An Agent?Based model for Limit Order Book: Estimation and simulation. (2021). Arjmand, Omid Naghshineh ; Zare, Mohammad ; Mohammadpour, Adel ; Salavati, Erfan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1112-1121.

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

Works by Frank Westerhoff:


YearTitleTypeCited
2001Expectations Driven Distortions in the Foreign Exchange Market In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]
paper27
2003Expectations driven distortions in the foreign exchange market.(2003) In: Journal of Economic Behavior & Organization.
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article
2001Expectations Driven Distortions in the Foreign Exchange Market.(2001) In: Computing in Economics and Finance 2001.
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paper
2002Representativeness of News and Exchange Rate Dynamics In: CeNDEF Working Papers.
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paper36
2005Representativeness of news and exchange rate dynamics.(2005) In: Journal of Economic Dynamics and Control.
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article
2002Heterogeneous Expectations, Exchange Rate Dynamics and Predictability In: CeNDEF Working Papers.
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paper53
2007Heterogeneous expectations, exchange rate dynamics and predictability.(2007) In: Journal of Economic Behavior & Organization.
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This paper has another version. Agregated cites: 53
article
2008Analysing tax evasion dynamics via the Ising model In: Papers.
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paper29
2009Analysing tax evasion dynamics via the Ising model.(2009) In: Journal of Economic Interaction and Coordination.
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article
2003Tobin tax and market depth In: Papers.
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paper35
2005Tobin tax and market depth.(2005) In: Quantitative Finance.
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article
2004Market depth and price dynamics: A note In: Papers.
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paper4
2004MARKET DEPTH AND PRICE DYNAMICS: A NOTE.(2004) In: International Journal of Modern Physics C (IJMPC).
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article
2004Spillover Dynamics of Central Bank Interventions In: German Economic Review.
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article1
2004Spillover Dynamics of Central Bank Interventions.(2004) In: German Economic Review.
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article
Spill-over dynamics of central bank interventions.() In: Modeling, Computing, and Mastering Complexity 2003.
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paper
2017TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS In: Journal of Economic Surveys.
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article18
2006Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies In: Journal of Public Economic Theory.
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article1
2008HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL In: Metroeconomica.
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article3
2018Stability and welfare effects of profit taxes within an evolutionary market interaction model In: Review of International Economics.
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article9
2017Stability and welfare effects of profit taxes within an evolutionary market interaction model.(2017) In: BERG Working Paper Series.
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paper
2006Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2012Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations In: Studies in Nonlinear Dynamics & Econometrics.
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article12
2009Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations.(2009) In: BERG Working Paper Series.
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paper
2012Introduction to the Current Issue In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2003Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists In: Studies in Nonlinear Dynamics & Econometrics.
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article54
2003Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists.(2003) In: CFS Working Paper Series.
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paper
2018EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN In: Macroeconomic Dynamics.
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article13
2015Evolutionary competition and profit taxes: market stability versus tax burden.(2015) In: BERG Working Paper Series.
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paper
2004MULTIASSET MARKET DYNAMICS In: Macroeconomic Dynamics.
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article49
2003Multi-Asset Market Dynamics.(2003) In: Computing in Economics and Finance 2003.
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paper
2004Does liquidity in the FX market depend on volatility? In: Economics Bulletin.
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article1
2008Regulating complex dynamics in firms and economic systems In: Chaos, Solitons & Fractals.
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2015Symmetry breaking in a bull and bear financial market model In: Chaos, Solitons & Fractals.
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article2
2003Speculative markets and the effectiveness of price limits In: Journal of Economic Dynamics and Control.
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article43
2005Commodity markets, price limiters and speculative price dynamics In: Journal of Economic Dynamics and Control.
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article64
2004Commodity Markets, Price Limiters and Speculative Price Dynamics.(2004) In: Research Paper Series.
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2006The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach In: Journal of Economic Dynamics and Control.
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article96
2004The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach.(2004) In: Computing in Economics and Finance 2004.
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2010Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations In: Journal of Economic Dynamics and Control.
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article23
2010Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates In: Journal of Economic Dynamics and Control.
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article38
2012Structural stochastic volatility in asset pricing dynamics: Estimation and model contest In: Journal of Economic Dynamics and Control.
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article142
2011Structural stochastic volatility in asset pricing dynamics: Estimation and model contest.(2011) In: BERG Working Paper Series.
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paper
2013The bull and bear market model of Huang and Day: Some extensions and new results In: Journal of Economic Dynamics and Control.
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article19
2012The bull and bear market model of Huang and Day : Some extensions and new results.(2012) In: BERG Working Paper Series.
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paper
2014Speculative behavior and the dynamics of interacting stock markets In: Journal of Economic Dynamics and Control.
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article24
2013Speculative behavior and the dynamics of interacting stock markets.(2013) In: BERG Working Paper Series.
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paper
2014Positive welfare effects of trade barriers in a dynamic partial equilibrium model In: Journal of Economic Dynamics and Control.
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article4
2016Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach In: Journal of Economic Dynamics and Control.
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article12
2017On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations In: Journal of Economic Dynamics and Control.
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article7
2017On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations.(2017) In: BERG Working Paper Series.
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paper
2018Interactions between stock, bond and housing markets In: Journal of Economic Dynamics and Control.
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article15
2018Interactions between stock, bond and housing markets.(2018) In: BERG Working Paper Series.
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paper
2009A Metzlerian business cycle model with nonlinear heterogeneous expectations In: Economic Modelling.
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article1
2010A behavioral cobweb-like commodity market model with heterogeneous speculators In: Economic Modelling.
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article6
2019Different compositions of aggregate sentiment and their impact on macroeconomic stability In: Economic Modelling.
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article2
2016Stock market participation and endogenous boom-bust dynamics In: Economics Letters.
[Full Text][Citation analysis]
article2
2019Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model In: Economics Letters.
[Full Text][Citation analysis]
article2
2021Pricking asset market bubbles In: Finance Research Letters.
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article0
2003Central bank intervention and feedback traders In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article3
2015Managing rational routes to randomness In: Journal of Economic Behavior & Organization.
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article3
2015Managing rational routes to randomness.(2015) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
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.
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article15
2015Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems.(2015) In: BERG Working Paper Series.
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This paper has another version. Agregated cites: 15
paper
2018Market entry waves and volatility outbursts in stock markets In: Journal of Economic Behavior & Organization.
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article7
2017Market entry waves and volatility outbursts in stock markets.(2017) In: BERG Working Paper Series.
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This paper has another version. Agregated cites: 7
paper
2021Heterogeneous expectations, housing bubbles and tax policy In: Journal of Economic Behavior & Organization.
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article3
2020Heterogeneous expectations, housing bubbles and tax policy.(2020) In: BERG Working Paper Series.
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2005Exchange rate dynamics, central bank interventions and chaos control methods In: Journal of Economic Behavior & Organization.
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article16
Exchange rate dynamics, central bank interventions and chaos control methods.() In: Modeling, Computing, and Mastering Complexity 2003.
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2009Some effects of transaction taxes under different microstructures In: Journal of Economic Behavior & Organization.
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article66
2009Some effects of transaction taxes under different microstructures.(2009) In: Post-Print.
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2007Some Effects of Transaction Taxes Under Different Microstructures.(2007) In: Research Paper Series.
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2009Some effects of transaction taxes under different microstructures.(2009) In: Working Papers.
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2010On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders In: Journal of Economic Behavior & Organization.
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2010On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders..(2010) In: Working Papers.
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2010Interacting cobweb markets In: Journal of Economic Behavior & Organization.
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article15
2010Interacting cobweb markets.(2010) In: Post-Print.
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2015A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities In: Mathematics and Computers in Simulation (MATCOM).
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article4
2011A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities.(2011) In: Quaderni di Dipartimento.
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2004Greed, fear and stock market dynamics In: Physica A: Statistical Mechanics and its Applications.
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article8
2005Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market In: Physica A: Statistical Mechanics and its Applications.
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article36
2008Controlling tax evasion fluctuations In: Physica A: Statistical Mechanics and its Applications.
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article8
2008Business cycle synchronization in a simple Keynesian macro-model with socially transmitted economic sentiment and international sentiment spill-over In: Structural Change and Economic Dynamics.
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article6
2009Exchange Rate Dynamics: A Nonlinear Survey In: Chapters.
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chapter8
2009The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets In: Discrete Dynamics in Nature and Society.
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2012Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach In: Discrete Dynamics in Nature and Society.
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article2
2005Heterogeneous traders, price-volume signals, and complex asset price dynamics In: Discrete Dynamics in Nature and Society.
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2008The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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article43
2019Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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article0
2018Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model.(2018) In: BERG Working Paper Series.
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2019Hommes, Cars LeBaron, Blake: Handbook of Computational Economics, Volume 4, Heterogeneous Agent Modeling In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2003Modeling Exchange Rate Behavior with a Genetic Algorithm In: Computational Economics.
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2011Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map In: Computational Economics.
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2000EXPLAINING EXCHANGE RATE VOLATILITY WITH A GENETIC ALGORITHM In: Computing in Economics and Finance 2000.
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2002Heterogeneous Traders and the Tobin Tax In: Computing in Economics and Finance 2002.
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paper60
2003Heterogeneous traders and the Tobin tax.(2003) In: Journal of Evolutionary Economics.
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2004Target Zone Interventions and Coordination of Expectations In: Computing in Economics and Finance 2004.
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2006Target Zone Interventions and Coordination of Expectations.(2006) In: Journal of Optimization Theory and Applications.
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2004A behavioral cobweb model with heterogeneous speculators In: Computing in Economics and Finance 2004.
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2014One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets In: Decisions in Economics and Finance.
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2018Steady states, stability and bifurcations in multi-asset market models In: Decisions in Economics and Finance.
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2018Steady states, stability and bifurcations in multi-asset market models.(2018) In: BERG Working Paper Series.
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2007Commodity price cycles and heterogeneous speculators: a STAR–GARCH model In: Empirical Economics.
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2007A note on interactions-driven business cycles In: Journal of Economic Interaction and Coordination.
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2012Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model In: Journal of Evolutionary Economics.
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2012A simple model of a speculative housing market In: Journal of Evolutionary Economics.
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2009A simple model of a speculative housing market.(2009) In: BERG Working Paper Series.
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2017Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models In: Journal of Evolutionary Economics.
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2016Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models.(2016) In: BERG Working Paper Series.
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2006Expectations and the Multiplier-Accelerator Model In: Springer Books.
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2006Samuelsons multiplier-accelerator model revisited In: Applied Economics Letters.
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2007Butter mountains, milk lakes and optimal price limiters In: Applied Economics Letters.
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2005Butter Mountains, Milk Lakes and Optimal Price Limiters.(2005) In: Research Paper Series.
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2008Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario In: Applied Economics Letters.
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2020Stability conditions for three-dimensional maps and their associated bifurcation types In: Applied Economics Letters.
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2007On central bank interventions and transaction taxes In: Applied Financial Economics Letters.
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2010Consumer sentiment and countercyclical fiscal policies In: International Review of Applied Economics.
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2012Converse trading strategies, intrinsic noise and the stylized facts of financial markets In: Quantitative Finance.
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2017Herding behaviour and volatility clustering in financial markets In: Quantitative Finance.
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2016Herding behavior and volatility clustering in financial markets.(2016) In: BERG Working Paper Series.
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2003Market-maker, inventory control and foreign exchange dynamics In: Quantitative Finance.
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2008A bull and bear model of interacting ?financial markets. Part I: dynamics in one and two dimensions In: Working Papers.
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2008A bull and bear model of interacting ?financial markets. Part II: dynamics in three dimensions In: Working Papers.
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2019Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps In: Working Papers.
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2005CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY In: Advances in Complex Systems (ACS).
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2006THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS In: International Journal of Modern Physics C (IJMPC).
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2003BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC In: International Journal of Theoretical and Applied Finance (IJTAF).
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2006TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS In: International Journal of Theoretical and Applied Finance (IJTAF).
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2019Housing markets, expectation formation and interest rates In: BERG Working Paper Series.
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2019Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets In: BERG Working Paper Series.
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2020Heterogeneous speculators and stock market dynamics: A simple agent-based computational model In: BERG Working Paper Series.
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2021Speculative asset price dynamics and wealth taxes In: BERG Working Paper Series.
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2009A simple agent-based financial market model: Direct interactions and comparisons of trading profits In: BERG Working Paper Series.
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paper14
2011On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets In: BERG Working Paper Series.
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paper7
2011Why a simple herding model may generate the stylized facts of daily returns: Explanation and estimation In: BERG Working Paper Series.
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paper1
2011Interactions between the real economy and the stock market In: BERG Working Paper Series.
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paper1
2012Agent-based models for economic policy design: Two illustrative examples In: BERG Working Paper Series.
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paper24
2013Positive welfare effects of trade barriers in a dynamic equilibrium model In: BERG Working Paper Series.
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paper13
2015Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach In: BERG Working Paper Series.
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paper13
2009Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models In: Economics Discussion Papers.
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2010Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models.(2010) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
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