Frank Westerhoff : Citation Profile


Otto-Friedrich Universität Bamberg

25

H index

50

i10 index

2049

Citations

RESEARCH PRODUCTION:

102

Articles

62

Papers

2

Chapters

RESEARCH ACTIVITY:

   25 years (2000 - 2025). See details.
   Cites by year: 81
   Journals where Frank Westerhoff has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 106 (4.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe22
   Updated: 2025-04-12    RAS profile: 2024-03-07    
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Relations with other researchers


Works with:

Tramontana, Fabio (3)

Neugart, Michael (2)

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

Is cited by:

He, Xuezhong (Tony) (84)

Hommes, Cars (64)

Napoletano, Mauro (48)

Zheng, Huanhuan (42)

Li, Youwei (42)

Chen, Zhenxi (41)

Proaño, Christian (36)

Tramontana, Fabio (36)

Naimzada, Ahmad (35)

Reitz, Stefan (33)

Ricchiuti, Giorgio (31)

Cites to:

Hommes, Cars (326)

He, Xuezhong (Tony) (127)

Brock, William (116)

Tuinstra, Jan (104)

Gardini, Laura (102)

Huang, Weihong (71)

Lux, Thomas (68)

Taylor, Mark (57)

Farmer, J. (49)

Shiller, Robert (46)

Anufriev, Mikhail (45)

Main data


Production by document typepaperchapterarticle20002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150200Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 25Most cited documents1234567891011121314151617181920212223242526270100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Frank Westerhoff has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control14
Journal of Economic Behavior & Organization13
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)6
Quantitative Finance4
Studies in Nonlinear Dynamics & Econometrics4
Applied Economics Letters4
Chaos, Solitons & Fractals4
Journal of Evolutionary Economics4
Macroeconomic Dynamics4
Economic Modelling3
Decisions in Economics and Finance3
Journal of Economic Interaction and Coordination3
Discrete Dynamics in Nature and Society3
Physica A: Statistical Mechanics and its Applications3
Computational Economics3
International Journal of Theoretical and Applied Finance (IJTAF)2
Economics Letters2
International Journal of Modern Physics C (IJMPC)2

Working Papers Series with more than one paper published# docs
BERG Working Paper Series / Bamberg University, Bamberg Economic Research Group31
Papers / arXiv.org5
Working Papers / University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini4
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney3
Computing in Economics and Finance 2004 / Society for Computational Economics3
Modeling, Computing, and Mastering Complexity 2003 / Society for Computational Economics2
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance2
Post-Print / HAL2

Recent works citing Frank Westerhoff (2025 and 2024)


Year  ↓Title of citing document  ↓
2025Agent-Based Simulation of a Perpetual Futures Market. (2025). Rao, Ramshreyas. In: Papers. RePEc:arx:papers:2501.09404.

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

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

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

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2024Heterogeneous beliefs and short selling taxes: A note. (2024). Hatcher, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001623.

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2024Lack of identification of parameters in a simple behavioral macroeconomic model. (2024). Lux, Thomas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001647.

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

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2024The role of index traders in the financialization of commodity markets: A behavioral finance approach. (2024). Joets, Marc ; Ait-Youcef, Camille. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003499.

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2024Trading strategies and Financial Performances: A simulation approach. (2024). Mazzarino, Laura ; Biondo, Alessio Emanuele ; Pluchino, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003582.

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2024Exchange rate stability and expectation management under heterogeneous expectations. (2024). Li, Xiaoping ; Shi, Wenming ; Wang, Nan ; Duan, Jihong. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003855.

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

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

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

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2024Delayed interactions in the noisy voter model through the periodic polling mechanism. (2024). Ivanauskas, Feliksas ; Kononovicius, Aleksejus ; Astrauskas, Rokas ; Radaviius, Marijus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:652:y:2024:i:c:s0378437124005715.

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

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2024Volatility forecasts by clustering: Applications for VaR estimation. (2024). Wang, Zijin ; Liu, Peng ; Chen, Peimin ; Wu, Chunchi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003320.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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

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

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2024Mesoscale effects of trader learning behaviors in financial markets: A multi-agent reinforcement learning study. (2024). Gutkin, Boris ; Palminteri, Stefano ; Vrizzi, Stefano ; Lussange, Johann. In: Post-Print. RePEc:hal:journl:hal-04790290.

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

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2024Market Ecology: Trading Strategies and Market Volatility. (2024). Li, Honggang ; Xing, Kun. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10562-z.

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2025Stochastic Exchange Rate Dynamics, Intervention Dynamics and the Market Efficiency Hypothesis. (2025). Kotsios, Stelios ; Drakonakis, Emmanouil. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10581-w.

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2025Two-Population Evolutionary Oligopoly with Partial Cooperation and Partial Hostility. (2025). Lamantia, F ; Radi, D ; Tichy, T. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10536-7.

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2025Asymptotic Dynamics in a Multi-market Delayed Cobweb Model. (2025). Szidarovszky, Ferenc ; Matsumoto, Akio. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10540-x.

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2025Interacting Cobweb Demands. (2025). Ricchiuti, Giorgio ; Pinna, Lorenzo. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-024-10788-x.

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

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

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2025Animal Spirits, Keynesian stability, and the relationship between distribution and growth. (2025). Setterfield, Mark. In: Working Papers. RePEc:new:wpaper:2501.

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

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

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2024A hybrid neuro fuzzy decision-making approach to the participants of derivatives market for fintech investors in emerging economies. (2024). Mikhaylov, Alexey ; Ecer, Fatih ; Yksel, Serhat ; Diner, Hasan ; Firli, Anisah ; Rahadian, Dadan. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00563-6.

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2025Incorporating causal notions to forecasting time series: a case study. (2025). Michell, Kevin ; Minutolo, Marcel C ; Kristjanpoller, Werner ; Llanos, Cristian. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00681-9.

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2025Understanding price momentum, market fluctuations, and crashes: insights from the extended Samuelson model. (2025). Han, Qingyuan. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00743-y.

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2024Communication, networks and asset price dynamics: a survey. (2024). Hatcher, Michael ; Hellmann, Tim. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:1:d:10.1007_s11403-023-00395-8.

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2024Endogenous cycles in heterogeneous agent models: a state-space approach. (2024). Ricchiuti, Giorgio ; Gusella, Filippo. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:4:d:10.1007_s00191-024-00870-w.

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2025Heterogeneity and Global Climate Action. (2025). Ricchiuti, Giorgio ; Tippet, Ben ; Galanis, Giorgos. In: CRETA Online Discussion Paper Series. RePEc:wrk:wcreta:91.

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2025Coevolution of stock prices and their perceived fundamental value. (2025). Mignot, Sarah. In: BERG Working Paper Series. RePEc:zbw:bamber:311829.

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Works by Frank Westerhoff:


Year  ↓Title  ↓Type  ↓Cited  ↓
2001Expectations Driven Distortions in the Foreign Exchange Market In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]
paper29
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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This paper has nother version. Agregated cites: 29
paper
2002Representativeness of News and Exchange Rate Dynamics In: CeNDEF Working Papers.
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paper43
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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paper60
2007Heterogeneous expectations, exchange rate dynamics and predictability.(2007) In: Journal of Economic Behavior & Organization.
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This paper has nother version. Agregated cites: 60
article
2008Analysing tax evasion dynamics via the Ising model In: Papers.
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paper36
2009Analysing tax evasion dynamics via the Ising model.(2009) In: Journal of Economic Interaction and Coordination.
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This paper has nother version. Agregated cites: 36
article
2024The green transition of firms: The role of evolutionary competition, adjustment costs, transition risk, and green technology progress In: Papers.
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paper0
2024On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model In: Papers.
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paper0
2003Tobin tax and market depth In: Papers.
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paper40
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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paper6
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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article4
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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article41
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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article11
2017Stability and welfare effects of profit taxes within an evolutionary market interaction model.(2017) In: BERG Working Paper Series.
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2006Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts In: Studies in Nonlinear Dynamics & Econometrics.
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article3
2012Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations In: Studies in Nonlinear Dynamics & Econometrics.
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article15
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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article72
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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article14
2015Evolutionary competition and profit taxes: market stability versus tax burden.(2015) In: BERG Working Paper Series.
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2022HOUSING MARKETS, EXPECTATION FORMATION AND INTEREST RATES In: Macroeconomic Dynamics.
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2019Housing markets, expectation formation and interest rates.(2019) In: BERG Working Paper Series.
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paper
2025On boom-bust stock market dynamics, animal spirits, and the destabilizing nature of temporarily attracting virtual fixed points In: Macroeconomic Dynamics.
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2004MULTIASSET MARKET DYNAMICS In: Macroeconomic Dynamics.
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article57
2003Multi-Asset Market Dynamics.(2003) In: Computing in Economics and Finance 2003.
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paper
2024Editorial – Special Issue on “Advancing Agent-Based Economics” In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2004Does liquidity in the FX market depend on volatility? In: Economics Bulletin.
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article1
2022Production delays, technology choice and cyclical cobweb dynamics In: Chaos, Solitons & Fractals.
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2021Production delays, technology choice and cyclical cobweb dynamics.(2021) In: BERG Working Paper Series.
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2023A 2D piecewise-linear discontinuous map arising in stock market modeling: Two overlapping period-adding bifurcation structures In: Chaos, Solitons & Fractals.
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2008Regulating complex dynamics in firms and economic systems In: Chaos, Solitons & Fractals.
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article2
2015Symmetry breaking in a bull and bear financial market model In: Chaos, Solitons & Fractals.
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article5
2022Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions In: Journal of Economic Dynamics and Control.
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2003Speculative markets and the effectiveness of price limits In: Journal of Economic Dynamics and Control.
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article51
2005Commodity markets, price limiters and speculative price dynamics In: Journal of Economic Dynamics and Control.
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article71
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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article132
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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article34
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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2012Structural stochastic volatility in asset pricing dynamics: Estimation and model contest In: Journal of Economic Dynamics and Control.
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article195
2011Structural stochastic volatility in asset pricing dynamics: Estimation and model contest.(2011) In: BERG Working Paper Series.
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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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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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2014Speculative behavior and the dynamics of interacting stock markets In: Journal of Economic Dynamics and Control.
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2013Speculative behavior and the dynamics of interacting stock markets.(2013) In: BERG Working Paper Series.
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2014Positive welfare effects of trade barriers in a dynamic partial equilibrium model In: Journal of Economic Dynamics and Control.
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article5
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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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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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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2018Interactions between stock, bond and housing markets In: Journal of Economic Dynamics and Control.
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2018Interactions between stock, bond and housing markets.(2018) In: BERG Working Paper Series.
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2009A Metzlerian business cycle model with nonlinear heterogeneous expectations In: Economic Modelling.
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article4
2010A behavioral cobweb-like commodity market model with heterogeneous speculators In: Economic Modelling.
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article7
2019Different compositions of aggregate sentiment and their impact on macroeconomic stability In: Economic Modelling.
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article3
2016Stock market participation and endogenous boom-bust dynamics In: Economics Letters.
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article3
2019Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model In: Economics Letters.
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2022On the destabilizing nature of capital gains taxes In: International Review of Financial Analysis.
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2021Pricking asset market bubbles In: Finance Research Letters.
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2003Central bank intervention and feedback traders In: Journal of International Financial Markets, Institutions and Money.
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2015Managing rational routes to randomness In: Journal of Economic Behavior & Organization.
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2015Managing rational routes to randomness.(2015) In: BERG Working Paper Series.
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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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article19
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