25
H index
50
i10 index
2049
Citations
Otto-Friedrich Universität Bamberg | 25 H index 50 i10 index 2049 Citations RESEARCH PRODUCTION: 102 Articles 62 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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2025 | Agent-Based Simulation of a Perpetual Futures Market. (2025). Rao, Ramshreyas. In: Papers. RePEc:arx:papers:2501.09404. Full description at Econpapers || Download paper |
2024 | Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets. (2024). Lenhard, Gregor. In: Working papers. RePEc:bsl:wpaper:2024/01. Full description at Econpapers || Download paper |
2024 | Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11082. Full description at Econpapers || Download paper |
2024 | Black-box Bayesian inference for agent-based models. (2024). Schmon, Sebastian M ; Farmer, Doyne J ; Cannon, Patrick ; Dyer, Joel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000198. Full description at Econpapers || Download paper |
2024 | Heterogeneous 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. Full description at Econpapers || Download paper |
2024 | Lack 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. Full description at Econpapers || Download paper |
2024 | Dynamic dependence of futures basis between the Chinese and international grains markets. (2024). Sun, Mingli ; Dong, Yizhe ; Wang, Hao ; Ji, Hao ; Shi, Baofeng. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003966. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Trading 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. Full description at Econpapers || Download paper |
2024 | Exchange 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. Full description at Econpapers || Download paper |
2024 | Price limits hitting effect and cross-sectional stock returns: Evidence from China. (2024). Tang, Guohao ; Wang, Guojun ; Zeng, Zhaoxiang. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011753. Full description at Econpapers || Download paper |
2024 | Local stability conditions for a n-dimensional periodic mapping. (2024). Mendona, Sandra ; Luis, Rafael. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:218:y:2024:i:c:p:15-30. Full description at Econpapers || Download paper |
2024 | Bifurcations and complex dynamics in a banking duopoly model with macroprudential policy. (2024). Campisi, Giovanni ; Brianzoni, Serena ; Ansori, Moch Fandi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002395. Full description at Econpapers || Download paper |
2024 | Delayed 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. Full description at Econpapers || Download paper |
2024 | A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction. (2024). Zhou, Wenyuan ; Zhang, Xiaoqi ; Fu, Jie ; Lyu, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:267-283. Full description at Econpapers || Download paper |
2024 | Volatility 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. Full description at Econpapers || Download paper |
2024 | Cryptocurrency 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. Full description at Econpapers || Download paper |
2024 | Samuelsons last macroeconomic model: Secular stagnation and endogenous cyclical growth. (2024). Davila-Fernandez, Marwil J ; Boianovsky, Mauro ; Assous, Michael. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:417-426. Full description at Econpapers || Download paper |
2024 | Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Gusella, Filippo ; Gatti, Domenico Delli. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_05.rdf. Full description at Econpapers || Download paper |
2024 | Mesoscale 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. Full description at Econpapers || Download paper |
2024 | Tobin Tax, Carry Trade, and the Exchange Rate Dynamics. (2024). Zhou, Chunyang ; Li, Xiaoping. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10377-4. Full description at Econpapers || Download paper |
2024 | Market 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. Full description at Econpapers || Download paper |
2025 | Stochastic 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. Full description at Econpapers || Download paper |
2025 | Two-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. Full description at Econpapers || Download paper |
2025 | Asymptotic 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. Full description at Econpapers || Download paper |
2025 | Interacting 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. Full description at Econpapers || Download paper |
2024 | Policy and market forces delay real estate price declines on the US coast. (2024). Landry, Craig E ; Gopalakrishnan, Sathya ; Williams, Zachary ; Smith, Martin D ; McNamara, Dylan E. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-46548-6. Full description at Econpapers || Download paper |
2024 | Animal spirits and the Goodwin pattern. (2024). Wheaton, George ; Setterfield, Mark. In: Working Papers. RePEc:new:wpaper:2407. Full description at Econpapers || Download paper |
2025 | Animal Spirits, Keynesian stability, and the relationship between distribution and growth. (2025). Setterfield, Mark. In: Working Papers. RePEc:new:wpaper:2501. Full description at Econpapers || Download paper |
2024 | Perceived and expected quantity constraints in inventory dynamics. (2024). Ogawa, Shogo. In: MPRA Paper. RePEc:pra:mprapa:120629. Full description at Econpapers || Download paper |
2024 | Bitcoin, speculative sentiments and crypto-assets valuation. (2024). Tut, Daniel. In: MPRA Paper. RePEc:pra:mprapa:120866. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2025 | Incorporating 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. Full description at Econpapers || Download paper |
2025 | Understanding 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. Full description at Econpapers || Download paper |
2024 | Communication, 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. Full description at Econpapers || Download paper |
2024 | Endogenous 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. Full description at Econpapers || Download paper |
2025 | Heterogeneity and Global Climate Action. (2025). Ricchiuti, Giorgio ; Tippet, Ben ; Galanis, Giorgos. In: CRETA Online Discussion Paper Series. RePEc:wrk:wcreta:91. Full description at Econpapers || Download paper |
2025 | Coevolution of stock prices and their perceived fundamental value. (2025). Mignot, Sarah. In: BERG Working Paper Series. RePEc:zbw:bamber:311829. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2001 | Expectations Driven Distortions in the Foreign Exchange Market In: CeNDEF Workshop Papers, January 2001. [Citation analysis] | paper | 29 |
2003 | Expectations driven distortions in the foreign exchange market.(2003) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
2001 | Expectations Driven Distortions in the Foreign Exchange Market.(2001) In: Computing in Economics and Finance 2001. [Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2002 | Representativeness of News and Exchange Rate Dynamics In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 43 |
2005 | Representativeness of news and exchange rate dynamics.(2005) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
2002 | Heterogeneous Expectations, Exchange Rate Dynamics and Predictability In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 60 |
2007 | Heterogeneous expectations, exchange rate dynamics and predictability.(2007) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | article | |
2008 | Analysing tax evasion dynamics via the Ising model In: Papers. [Full Text][Citation analysis] | paper | 36 |
2009 | Analysing tax evasion dynamics via the Ising model.(2009) In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
2024 | The green transition of firms: The role of evolutionary competition, adjustment costs, transition risk, and green technology progress In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model In: Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Tobin tax and market depth In: Papers. [Full Text][Citation analysis] | paper | 40 |
2005 | Tobin tax and market depth.(2005) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
2004 | Market depth and price dynamics: A note In: Papers. [Full Text][Citation analysis] | paper | 6 |
2004 | MARKET DEPTH AND PRICE DYNAMICS: A NOTE.(2004) In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2004 | Spillover Dynamics of Central Bank Interventions In: German Economic Review. [Full Text][Citation analysis] | article | 4 |
2004 | Spillover Dynamics of Central Bank Interventions.(2004) In: German Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
Spill-over dynamics of central bank interventions.() In: Modeling, Computing, and Mastering Complexity 2003. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | ||
2017 | TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 41 |
2006 | Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies In: Journal of Public Economic Theory. [Full Text][Citation analysis] | article | 1 |
2008 | HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL In: Metroeconomica. [Full Text][Citation analysis] | article | 3 |
2018 | Stability and welfare effects of profit taxes within an evolutionary market interaction model In: Review of International Economics. [Full Text][Citation analysis] | article | 11 |
2017 | Stability and welfare effects of profit taxes within an evolutionary market interaction model.(2017) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2006 | Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
2012 | Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 15 |
2009 | Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations.(2009) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2012 | Introduction to the Current Issue In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2003 | Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 72 |
2003 | Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists.(2003) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2018 | EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 14 |
2015 | Evolutionary competition and profit taxes: market stability versus tax burden.(2015) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2022 | HOUSING MARKETS, EXPECTATION FORMATION AND INTEREST RATES In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 8 |
2019 | Housing markets, expectation formation and interest rates.(2019) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2025 | On boom-bust stock market dynamics, animal spirits, and the destabilizing nature of temporarily attracting virtual fixed points In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
2004 | MULTIASSET MARKET DYNAMICS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 57 |
2003 | Multi-Asset Market Dynamics.(2003) In: Computing in Economics and Finance 2003. [Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2024 | Editorial – Special Issue on “Advancing Agent-Based Economics” In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Citation analysis] | paper | 0 |
2004 | Does liquidity in the FX market depend on volatility? In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2022 | Production delays, technology choice and cyclical cobweb dynamics In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 8 |
2021 | Production delays, technology choice and cyclical cobweb dynamics.(2021) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2023 | A 2D piecewise-linear discontinuous map arising in stock market modeling: Two overlapping period-adding bifurcation structures In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 0 |
2008 | Regulating complex dynamics in firms and economic systems In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 2 |
2015 | Symmetry breaking in a bull and bear financial market model In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 5 |
2022 | Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
2003 | Speculative markets and the effectiveness of price limits In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 51 |
2005 | Commodity markets, price limiters and speculative price dynamics In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 71 |
2004 | Commodity Markets, Price Limiters and Speculative Price Dynamics.(2004) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2006 | The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 132 |
2004 | The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach.(2004) In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 132 | paper | |
2010 | Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 34 |
2010 | Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 60 |
2012 | Structural stochastic volatility in asset pricing dynamics: Estimation and model contest In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 195 |
2011 | Structural stochastic volatility in asset pricing dynamics: Estimation and model contest.(2011) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 195 | paper | |
2013 | The bull and bear market model of Huang and Day: Some extensions and new results In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 23 |
2012 | The bull and bear market model of Huang and Day : Some extensions and new results.(2012) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2014 | Speculative behavior and the dynamics of interacting stock markets In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 35 |
2013 | Speculative behavior and the dynamics of interacting stock markets.(2013) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2014 | Positive welfare effects of trade barriers in a dynamic partial equilibrium model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
2016 | Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 23 |
2017 | On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 10 |
2017 | On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations.(2017) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2018 | Interactions between stock, bond and housing markets In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 19 |
2018 | Interactions between stock, bond and housing markets.(2018) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2009 | A Metzlerian business cycle model with nonlinear heterogeneous expectations In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
2010 | A behavioral cobweb-like commodity market model with heterogeneous speculators In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
2019 | Different compositions of aggregate sentiment and their impact on macroeconomic stability In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2016 | Stock market participation and endogenous boom-bust dynamics In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2019 | Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2022 | On the destabilizing nature of capital gains taxes In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2021 | Pricking asset market bubbles In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2003 | Central bank intervention and feedback traders In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
2015 | Managing rational routes to randomness In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 5 |
2015 | Managing rational routes to randomness.(2015) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2017 | Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 19 |
2015 | Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems.(2015) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2018 | Market entry waves and volatility outbursts in stock markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 12 |
2017 | Market entry waves and volatility outbursts in stock markets.(2017) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2021 | Heterogeneous expectations, housing bubbles and tax policy In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 12 |
2020 | Heterogeneous expectations, housing bubbles and tax policy.(2020) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2021 | Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 15 |
2019 | Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets.(2019) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2022 | Causes of fragile stock market stability In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 1 |
2023 | Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
2005 | Exchange rate dynamics, central bank interventions and chaos control methods In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 18 |
Exchange rate dynamics, central bank interventions and chaos control methods.() In: Modeling, Computing, and Mastering Complexity 2003. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | ||
2009 | Some effects of transaction taxes under different microstructures In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 80 |
2009 | Some effects of transaction taxes under different microstructures.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2007 | Some Effects of Transaction Taxes Under Different Microstructures.(2007) In: Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2009 | Some effects of transaction taxes under different microstructures.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2010 | On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 30 |
2010 | On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders..(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2010 | Interacting cobweb markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 19 |
2010 | Interacting cobweb markets.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2015 | A simple financial market model with chartists and fundamentalists: Market entry levels and discontinuities In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 9 |
2011 | A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities.(2011) In: Quaderni di Dipartimento. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2004 | Greed, fear and stock market dynamics In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 16 |
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 | 60 |
2008 | Controlling tax evasion fluctuations In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 17 |
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 |
2009 | Exchange Rate Dynamics: A Nonlinear Survey In: Chapters. [Full Text][Citation analysis] | chapter | 13 |
2009 | The Emergence of Bull and Bear Dynamics in a Nonlinear Model of Interacting Markets In: Discrete Dynamics in Nature and Society. [Full Text][Citation analysis] | article | 6 |
2012 | Interactions between the Real Economy and the Stock Market: A Simple Agent-Based Approach In: Discrete Dynamics in Nature and Society. [Full Text][Citation analysis] | article | 3 |
2005 | Heterogeneous traders, price-volume signals, and complex asset price dynamics In: Discrete Dynamics in Nature and Society. [Full Text][Citation analysis] | article | 2 |
2008 | The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 68 |
2014 | Buchbesprechungen / Book Reviews In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
2019 | Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 1 |
2018 | Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model.(2018) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2019 | Hommes, Cars LeBaron, Blake: Handbook of Computational Economics, Volume 4, Heterogeneous Agent Modeling In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
2024 | Editorial – Special Issue on “Advancing Agent-Based Economics” In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
2024 | Fake News and Asset Price Dynamics 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 | 15 |
2025 | Explaining the Stylized Facts of Foreign Exchange Markets with a Simple Agent-based Version of Paul de Grauwe’s Chaotic Exchange Rate Model In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
2023 | Revisiting Paul de Grauwe’s Chaotic Exchange Rate Model: New Analytical Insights and Agent-Based Explorations In: Open Economies Review. [Full Text][Citation analysis] | article | 1 |
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 | 66 |
2003 | Heterogeneous traders and the Tobin tax.(2003) In: Journal of Evolutionary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | 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 nother version. Agregated cites: 5 | article | |
2004 | A behavioral cobweb model with heterogeneous speculators In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] | paper | 1 |
2024 | Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
2014 | One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 7 |
2018 | Steady states, stability and bifurcations in multi-asset market models In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 7 |
2018 | Steady states, stability and bifurcations in multi-asset market models.(2018) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2021 | Speculative asset price dynamics and wealth taxes In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 3 |
2021 | Speculative asset price dynamics and wealth taxes.(2021) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2007 | Commodity price cycles and heterogeneous speculators: a STAR–GARCH model In: Empirical Economics. [Full Text][Citation analysis] | article | 51 |
2022 | Speculative housing markets and rent control: insights from nonlinear economic dynamics In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 2 |
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 | 59 |
2009 | A simple model of a speculative housing market.(2009) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | 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 | 26 |
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 nother version. Agregated cites: 26 | 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 | 24 |
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 nother 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 | 5 |
2020 | Stability conditions for three-dimensional maps and their associated bifurcation types In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2022 | Heterogeneous speculators and stock market dynamics: a simple agent-based computational model In: The European Journal of Finance. [Full Text][Citation analysis] | article | 11 |
2020 | Heterogeneous speculators and stock market dynamics: A simple agent-based computational model.(2020) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2010 | Consumer sentiment and countercyclical fiscal policies In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 3 |
2012 | Converse trading strategies, intrinsic noise and the stylized facts of financial markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 10 |
2017 | Herding behaviour and volatility clustering in financial markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 42 |
2016 | Herding behavior and volatility clustering in financial markets.(2016) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2003 | Market-maker, inventory control and foreign exchange dynamics In: Quantitative Finance. [Full Text][Citation analysis] | article | 20 |
In: . [Full Text][Citation analysis] | article | 0 | |
2008 | A bull and bear model of interacting ?financial markets. Part I: dynamics in one and two dimensions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | A bull and bear model of interacting ?financial markets. Part II: dynamics in three dimensions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] | article | 0 |
2006 | THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS In: International Journal of Modern Physics C (IJMPC). [Full Text][Citation analysis] | article | 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 | 8 |
2022 | Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding In: BERG Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
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 | 31 |
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 |
2009 | Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models.(2010) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article |
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