Frank Westerhoff : Citation Profile

Are you Frank Westerhoff?

Otto-Friedrich Universität Bamberg

25

H index

49

i10 index

1994

Citations

RESEARCH PRODUCTION:

94

Articles

59

Papers

2

Chapters

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 86
   Journals where Frank Westerhoff has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 103 (4.91 %)

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   Permalink: http://citec.repec.org/pwe22
   Updated: 2024-11-04    RAS profile: 2024-03-07    
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Relations with other researchers

Works with:

Tramontana, Fabio (3)

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)

Kukacka, Jiri (28)

Cites to:

Hommes, Cars (320)

He, Xuezhong (Tony) (130)

Brock, William (112)

Tuinstra, Jan (100)

Gardini, Laura (97)

Huang, Weihong (71)

Lux, Thomas (67)

Taylor, Mark (55)

Shiller, Robert (50)

Farmer, J. (48)

Sonnemans, Joep (42)

Main data

Where Frank Westerhoff has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control14
Journal of Economic Behavior & Organization13
Applied Economics Letters4
Journal of Evolutionary Economics4
Studies in Nonlinear Dynamics & Econometrics4
Quantitative Finance4
Chaos, Solitons & Fractals4
Journal of Economic Interaction and Coordination3
Decisions in Economics and Finance3
Discrete Dynamics in Nature and Society3
Physica A: Statistical Mechanics and its Applications3
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)3
Economic Modelling3
International Journal of Theoretical and Applied Finance (IJTAF)2
Economics Letters2
Macroeconomic Dynamics2
International Journal of Modern Physics C (IJMPC)2
Computational Economics2

Working Papers Series with more than one paper published# docs
BERG Working Paper Series / Bamberg University, Bamberg Economic Research Group31
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
Papers / arXiv.org3
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney3
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 (2024 and 2023)

YearTitle of citing document
2023Automated 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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2023Reinforcement Learning in Macroeconomic Policy Design: A New Frontier?. (2022). Tilbury, Callum. In: Papers. RePEc:arx:papers:2206.08781.

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2023Order book regulatory impact on stock market quality: a multi-agent reinforcement learning perspective. (2023). Gutkin, Boris ; Lussange, Johann. In: Papers. RePEc:arx:papers:2302.04184.

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2023Combining search strategies to improve performance in the calibration of economic ABMs. (2023). Delli Gatti, Domenico ; Chanda, Debmallya ; Favorito, Marco ; Glielmo, Aldo. In: Papers. RePEc:arx:papers:2302.11835.

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2023Expectations and the housing market: A model of house price dynamics. (2023). Ryu, Doojin ; Hong, Jengei. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1242-1266.

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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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2023The Global Political Economy of a Green Transition. (2023). Tippet, Ben ; Ricchiuti, Giorgio ; Galanis, Giorgos. In: Working Papers. RePEc:cgs:wpaper:113.

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2023Estimation of heuristic switching in behavioral macroeconomic models. (2023). Sacht, Stephen ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002883.

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2023Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle. (2023). Carro, Adrian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001598.

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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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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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2023Energy price shocks, conflict inflation, and income distribution in a three-sector model. (2023). Kohler, Karsten ; Wildauer, Rafael ; Guschanski, Alexander ; Aboobaker, Adam. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323004802.

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2023The destabilizing effect of mutual fund herding: Evidence from China. (2023). Hu, YU ; He, Zhongzhi ; Xue, Wenjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001278.

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2023Learning about unprecedented events: Agent-based modelling and the stock market impact of COVID-19. (2023). Savona, Roberto ; Colturato, Michele ; Bazzana, Davide. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004579.

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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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2023The green-MKS system: A baseline environmental macro-dynamic model. (2023). Sordi, Serena ; Dávila-Fernández, Marwil ; Davila-Fernandez, Marwil J. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1056-1085.

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2023Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391.

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2023Social learning in a network model of Covid-19. (2023). Schasfoort, Joeri ; Koziol, Tina ; Georg, Co-Pierre ; du Rand, Gideon ; Davids, Allan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:271-304.

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2023A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations. (2023). Galanis, Giorgos ; Proao, Christian R ; di Guilmi, Corrado. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:50-67.

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2023Stranding ahoy? Heterogeneous transition beliefs and capital investment choices. (2023). Cahen-Fourot, Louison ; Campiglio, Emanuele ; Yardley, Andrew ; Miess, Michael Gregor ; Daumas, Louis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:216:y:2023:i:c:p:535-567.

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2023Investor behavior in the currency option market during the COVID-19 pandemic. (2023). de Peretti, Christian ; Boutouria, Nahla ; Dammak, Wael ; ben Hamad, Salah. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300049x.

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2023How does US tariff policy affect the relationship among crude oil, the US dollar and metal markets?. (2023). Zolfaghari, Mehdi. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005871.

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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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2023Macro-prudential policy, its alignment with monetary policy and house price growth: A cross-country study. (2023). Xu, Xiangyun ; Shi, YU ; Xie, Lijuan ; Zhong, Changbiao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:51-62.

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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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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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2023Commodity Pricing Volatility Shifts in a Highly Turbulent Time Period. A Time-varying Transition Probability Markov Switching Analysis. (2023). Cifarelli, Giulio. In: Working Papers - Economics. RePEc:frz:wpaper:wp2023_11.rdf.

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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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2023Winner Strategies in a Simulated Stock Market. (2023). Zamani, Shiva ; Taherizadeh, Ali. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:2:p:73-:d:1159533.

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2023Understanding the Effects of Market Volatility on Profitability Perceptions of Housing Market Developers. (2023). Tsiakopoulos, Ted ; Waddell, Paul ; Parker, Dawn Cassandra ; Sharif, Shahab Valaei. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:10:p:446-:d:1260733.

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2023Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market. (2023). Chia, Wai-Mun ; Wang, Wei-Siang ; Huang, Wei Hong ; Li, Changtai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10224-4.

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2023Stock Price Formation: Precepts from a Multi-Agent Reinforcement Learning Model. (2023). Gutkin, Boris ; Palminteri, Stefano ; Bourgeois-Gironde, Sacha ; Vrizzi, Stefano ; Lussange, Johann. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10249-3.

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2023Market Structure and Instability Artifacts in Heterogeneous Agent Models: Lessons from Implicit Discretizations of Stiff Equations. (2023). Baumann, Michaela ; Herz, Bernhard ; Grune, Lars. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10285-z.

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2023Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market. (2023). Song, Shijia ; Luo, Qixuan ; Li, Handong. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10316-9.

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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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2023Securities transaction taxes and stock price informativeness: evidence for France and Italy. (2023). Silva, Paulo Pereira. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00430-5.

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2023Predicting discrete-time bifurcations with deep learning. (2023). Bub, Gil ; Shrier, Alvin ; Glass, Leon ; Anand, Madhur ; Bauch, Chris T ; Dylewsky, Daniel ; Bury, Thomas M. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-42020-z.

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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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2023Shock Therapy in Transition Countries: A Behavioral Macroeconomic Approach. (2023). Ji, Yuemei. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00211-z.

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2023Modeling of factors affecting investment behavior during the pandemic: a grey-DEMATEL approach. (2023). Kishor, Nawal. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:28:y:2023:i:2:d:10.1057_s41264-022-00141-4.

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2023Energy Price Shocks, Conflict Inflation, and Income Distribution in a Three-sector Model. (2023). Guschanski, Alexander ; Aboobaker, Adam ; Kohler, Karsten ; Wildauer, Rafael. In: Working Papers. RePEc:pke:wpaper:pkwp2309.

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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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2023Dynamic effects of social influence on asset prices. (2023). Wang, Juanxi ; Zhang, Yang ; Huang, Jia-Ping. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00382-z.

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2023Bet against the trend and cash in profits: An agent-based model of endogenous fluctuations of exchange rates. (2023). Bassi, Federico ; Lang, Dany ; Ramos, Raquel. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:33:y:2023:i:2:d:10.1007_s00191-023-00821-x.

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2023Minskyan model with credit rationing in a network economy. (2023). Montes-Rojas, Gabriel ; Noguera, Deborah. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00446-z.

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2023An empirical characterization of volatility in the German stock market. (2023). Virla, Leonardo Quero. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:7:d:10.1007_s43546-023-00508-2.

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2023A tale of housing cycles and fiscal policy, not competitiveness. Growth drivers in Southern Europe. (2023). Otero, Andre Novas ; Stockhammer, Engelbert. In: New Political Economy. RePEc:taf:cnpexx:v:28:y:2023:i:3:p:483-505.

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2023Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior. (2023). Westerhoff, Frank H ; Tramontana, Fabio ; Mignot, Sarah. In: BERG Working Paper Series. RePEc:zbw:bamber:187.

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2023Explaining the stylized facts of foreign exchange markets with a simple agent-based version of Paul de Grauwes chaotic exchange rate model. (2023). Westerhoff, Frank H ; Mignot, Sarah. In: BERG Working Paper Series. RePEc:zbw:bamber:279554.

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Works by Frank Westerhoff:

YearTitleTypeCited
2001Expectations Driven Distortions in the Foreign Exchange Market In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]		paper28
2003Expectations driven distortions in the foreign exchange market.(2003) In: Journal of Economic Behavior & Organization.
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2001Expectations Driven Distortions in the Foreign Exchange Market.(2001) In: Computing in Economics and Finance 2001.
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2002Representativeness of News and Exchange Rate Dynamics In: CeNDEF Working Papers.
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2005Representativeness of news and exchange rate dynamics.(2005) In: Journal of Economic Dynamics and Control.
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2002Heterogeneous Expectations, Exchange Rate Dynamics and Predictability In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper59
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: 59		article
2008Analysing tax evasion dynamics via the Ising model In: Papers.
[Full Text][Citation analysis]		paper36
2009Analysing tax evasion dynamics via the Ising model.(2009) In: Journal of Economic Interaction and Coordination.
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2003Tobin tax and market depth In: Papers.
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2005Tobin tax and market depth.(2005) In: Quantitative Finance.
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2004Market depth and price dynamics: A note In: Papers.
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2004MARKET DEPTH AND PRICE DYNAMICS: A NOTE.(2004) In: International Journal of Modern Physics C (IJMPC).
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2004Spillover Dynamics of Central Bank Interventions In: German Economic Review.
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2004Spillover Dynamics of Central Bank Interventions.(2004) In: German Economic Review.
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Spill-over dynamics of central bank interventions.() In: Modeling, Computing, and Mastering Complexity 2003.
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2017TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article39
2006Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies In: Journal of Public Economic Theory.
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2008HEURISTIC EXPECTATION FORMATION AND BUSINESS CYCLES: A SIMPLE LINEAR MODEL In: Metroeconomica.
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2018Stability and welfare effects of profit taxes within an evolutionary market interaction model In: Review of International Economics.
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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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2012Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations In: Studies in Nonlinear Dynamics & Econometrics.
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2009Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations.(2009) In: BERG Working Paper Series.
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2012Introduction to the Current Issue In: Studies in Nonlinear Dynamics & Econometrics.
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2003Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists In: Studies in Nonlinear Dynamics & Econometrics.
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2003Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists.(2003) In: CFS Working Paper Series.
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2018EVOLUTIONARY COMPETITION AND PROFIT TAXES: MARKET STABILITY VERSUS TAX BURDEN In: Macroeconomic Dynamics.
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2015Evolutionary competition and profit taxes: market stability versus tax burden.(2015) In: BERG Working Paper Series.
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2004MULTIASSET MARKET DYNAMICS In: Macroeconomic Dynamics.
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2003Multi-Asset Market Dynamics.(2003) In: Computing in Economics and Finance 2003.
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2004Does liquidity in the FX market depend on volatility? In: Economics Bulletin.
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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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2015Symmetry breaking in a bull and bear financial market model In: Chaos, Solitons & Fractals.
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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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2005Commodity markets, price limiters and speculative price dynamics In: Journal of Economic Dynamics and Control.
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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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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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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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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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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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2006THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS In: International Journal of Modern Physics C (IJMPC).
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