Frank Westerhoff

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Person:220877

Available identifiers

zbMath Open westerhoff.frank-hDBLP67/8199WikidataQ60737077 ScholiaQ60737077MaRDI QIDQ220877

List of research outcomes





PublicationDate of PublicationType
Revisiting Paul de Grauwe's chaotic exchange rate model: new analytical insights and agent-based explorations2023-09-15Paper
Currency manipulation and currency wars: analyzing the dynamics of competitive central bank interventions2023-07-03Paper
Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations2023-03-13Paper
Production delays, supply distortions and endogenous price dynamics2022-12-20Paper
Perception of Fundamental Values and Financial Market Dynamics: Mathematical Insights from a 2D Piecewise Linear Map2022-12-08Paper
Speculative asset price dynamics and wealth taxes2022-01-06Paper
Speculative behavior and chaotic asset price dynamics: on the emergence of a bandcount accretion bifurcation structure2021-11-01Paper
Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps2021-10-06Paper
A simple financial market model with chartists and fundamentalists: market entry levels and discontinuities2021-02-19Paper
An agent-based macroeconomic model with interacting firms, socio-economic opinion formation and optimistic/pessimistic sales expectations2020-11-07Paper
Short-run momentum, long-run mean reversion and excess volatility: an elementary housing model2019-03-11Paper
Steady states, stability and bifurcations in multi-asset market models2019-01-29Paper
Market-maker, inventory control and foreign exchange dynamics2019-01-14Paper
Herding behaviour and volatility clustering in financial markets2018-11-19Paper
Positive welfare effects of trade barriers in a dynamic partial equilibrium model2018-11-02Paper
The bull and bear market model of Huang and Day: some extensions and new results2018-11-01Paper
Speculative behavior and the dynamics of interacting stock markets2018-11-01Paper
Stock market participation and endogenous boom-bust dynamics2018-09-11Paper
Interactions between stock, bond and housing markets2018-08-13Paper
Heterogeneous expectations, boom-bust housing cycles, and supply conditions: a nonlinear economic dynamics approach2018-08-10Paper
On the bimodality of the distribution of the S\&P 500's distortion: empirical evidence and theoretical explanations2018-08-09Paper
A financial market model with two discontinuities: Bifurcation structures in the chaotic domain2018-07-13Paper
Symmetry breaking in a bull and bear financial market model2017-02-02Paper
Structural stochastic volatility in asset pricing dynamics: estimation and model contest2016-09-28Paper
On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets2016-01-19Paper
One-Dimensional Discontinuous Piecewise-Linear Maps and the Dynamics of Financial Markets2014-10-02Paper
Modeling House Price Dynamics with Heterogeneous Speculators2014-10-02Paper
One-dimensional maps with two discontinuity points and three linear branches: mathematical lessons for understanding the dynamics of financial markets2014-09-18Paper
Interactions between the real economy and the stock market: a simple agent-based approach2012-10-19Paper
Heterogeneous speculators and asset price dynamics: Further results from a one-dimensional discontinuous piecewise-linear map2011-12-13Paper
Estimation of a structural stochastic volatility model of asset pricing2011-06-03Paper
Speculative behavior and asset price dynamics.2010-12-15Paper
Triggering crashes in chaotic dynamics2010-10-28Paper
Global Bifurcations in a Three-Dimensional Financial Model of Bull and Bear Interactions2010-06-21Paper
A Simple Agent-based Financial Market Model: Direct Interactions and Comparisons of Trading Profits2010-06-21Paper
Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates2010-04-22Paper
Inflation expectations and macroeconomic dynamics: the case of rational versus extrapolative expectations2010-02-09Paper
Stability analysis of a cobweb model with market interactions2009-11-23Paper
The emergence of bull and bear dynamics in a nonlinear model of interacting markets2009-11-23Paper
Commodity markets, price limiters and speculative price dynamics2008-11-25Paper
The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach2008-11-25Paper
Representativeness of news and exchange rate dynamics2008-11-06Paper
Speculative markets and the effectiveness of price limits2008-10-24Paper
Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts2008-04-04Paper
Heuristic expectation formation and business cycles: a simple linear model2008-03-19Paper
Expectations and the Multiplier-Accelerator Model2007-03-05Paper
Target zone interventions and coordination of expectations2006-11-07Paper
THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS2006-08-24Paper
TECHNICAL ANALYSIS BASED ON PRICE-VOLUME SIGNALS AND THE POWER OF TRADING BREAKS2006-05-10Paper
Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists2006-01-27Paper
CONSUMER BEHAVIOR AND FLUCTUATIONS IN ECONOMIC ACTIVITY2006-01-09Paper
Heterogeneous traders, price-volume signals, and complex asset price dynamics2005-10-24Paper
BUBBLES AND CRASHES: OPTIMISM, TREND EXTRAPOLATION AND PANIC2005-10-19Paper
MULTIASSET MARKET DYNAMICS2005-05-09Paper
MARKET DEPTH AND PRICE DYNAMICS: A NOTE2005-01-04Paper
Modeling exchange rate behavior with a genetic algorithm2003-08-06Paper
Speculative behavior, exchange rate volatility, and central bank intervention.2001-01-01Paper

Research outcomes over time

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