This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Frank Westerhoff

Personal Details | Affiliation | Works
This is information that was supplied by Frank Westerhoff in registering through RePEc. If you are Frank Westerhoff , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Frank
Middle Name:
Last Name: Westerhoff
Suffix:

RePEc Short-ID: pwe22

Email:
Homepage:
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff, 2008. "A 'bull and bear' model of interacting financial markets. Part I: dynamics in one and two dimensions," Working Papers 0807, University of Urbino Carlo Bo, Department of Economics, revised 2008. [Downloadable!]

  2. Fabio Tramontana & Laura Gardini & Roberto Dieci & Frank Westerhoff, 2008. "A 'bull and bear' model of interacting financial markets. Part II: dynamics in three dimensions," Working Papers 0808, University of Urbino Carlo Bo, Department of Economics, revised 2008. [Downloadable!]

  3. Georg Zaklan & Frank Westerhoff & Dietrich Stauffer, 2008. "Analysing tax evasion dynamics via the Ising model," Quantitative Finance Papers 0801.2980, arXiv.org. [Downloadable!]
    Published as:

  4. Paolo Pelizzari & Frank Westerhoff, 2007. "Some Effects of Transaction Taxes Under Different Microstructures," Research Paper Series 212, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    Other versions:

  5. Ned Corron & Xue-Zhong He & Frank Westerhoff, 2005. "Butter Mountains, Milk Lakes and Optimal Price Limiters," Research Paper Series 158, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    Published as:

  6. Stefan Reitz & Frank Westerhoff, 2004. "Target Zone Interventions and Coordination of Expectations," Computing in Economics and Finance 2004 11, Society for Computational Economics. [Downloadable!]

  7. Xue-Zhong He & Frank H. Westerhoff, 2004. "Commodity Markets, Price Limiters and Speculative Price Dynamics," Research Paper Series 136, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    Published as:

  8. Cristian Wieland & Frank Westerhoff, 2004. "A behavioral cobweb model with heterogeneous speculators," Computing in Economics and Finance 2004 171, Society for Computational Economics. [Downloadable!]

  9. Frank Westerhoff, 2004. "Market depth and price dynamics: A note," Quantitative Finance Papers cond-mat/0403723, arXiv.org. [Downloadable!]

  10. Frank Westerhoff, 2004. "The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach," Computing in Economics and Finance 2004 14, Society for Computational Economics. [Downloadable!]
    Published as:

  11. Stefan Reitz & Frank Westerhoff, 2003. "Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists," CFS Working Paper Series 2003/10, Center for Financial Studies. [Downloadable!]
    Published as:

  12. Frank Westerhoff, 2003. "Multi-Asset Market Dynamics," Computing in Economics and Finance 2003 88, Society for Computational Economics.
    Published as:

  13. G. Ehrenstein & F. Westerhoff & D. Stauffer, 2003. "Tobin tax and market depth," Quantitative Finance Papers cond-mat/0311581, arXiv.org. [Downloadable!]

  14. Manzan, S. & Westerhoff, F., 2002. "Representativeness of News and Exchange Rate Dynamics," CeNDEF Working Papers 02-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
    Published as:

  15. Manzan, S. & Westerhoff, F., 2002. "Heterogeneous Expectations, Exchange Rate Dynamics and Predictability," CeNDEF Working Papers 02-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
    Published as:

  16. Frank Westerhoff, 2002. "Heterogeneous Traders and the Tobin Tax," Computing in Economics and Finance 2002 51, Society for Computational Economics.
    Published as:

  17. Frank Westerhoff, 2001. "Expectations Driven Distortions in the Foreign Exchange Market," CeNDEF Workshop Papers, January 2001 1A.3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    Other versions:
    Published as:

  18. Frank Westerhoff & Claudia Lawrenz, 2000. "Explaining Exchange Rate Volatility With A Genetic Algorithm," Computing in Economics and Finance 2000 325, Society for Computational Economics. [Downloadable!]

  19. Frank Westerhoff & Cristian Wieland, . "Exchange rate dynamics, central bank interventions and chaos control methods," Modeling, Computing, and Mastering Complexity 2003 22, Society for Computational Economics. [Downloadable!]
    Published as:

  20. Frank Westerhoff & Cristian Wieland, . "Spill-over dynamics of central bank interventions," Modeling, Computing, and Mastering Complexity 2003 21, Society for Computational Economics. [Downloadable!]
    Published as:

Articles

  1. Wegener, Michael & Westerhoff, Frank & Zaklan, Georg, 2009. "A Metzlerian business cycle model with nonlinear heterogeneous expectations," Economic Modelling, Elsevier, vol. 26(3), pages 715-720, May. [Downloadable!] (restricted)

  2. Georg Zaklan & Frank Westerhoff & Dietrich Stauffer, 2009. "Analysing tax evasion dynamics via the Ising model," Journal of Economic Interaction and Coordination, Springer, vol. 4(1), pages 1-14, June. [Downloadable!] (restricted)
    Other versions:

  3. Hohnisch, Martin & Westerhoff, Frank, 2008. "Business cycle synchronization in a simple Keynesian macro-model with socially transmitted economic sentiment and international sentiment spill-over," Structural Change and Economic Dynamics, Elsevier, vol. 19(3), pages 249-259, September. [Downloadable!] (restricted)

  4. Frank Westerhoff, 2008. "Consumer sentiment and business cycles: a Neimark-Sacker bifurcation scenario," Applied Economics Letters, Taylor and Francis Journals, vol. 15(15), pages 1201-1205. [Downloadable!] (restricted)

  5. Frank H. Westerhoff, 2008. "The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 228(2+3), pages 195-227, June. [Downloadable!] (restricted)

  6. Frank H. Westerhoff, 2008. "Heuristic Expectation Formation And Business Cycles: A Simple Linear Model," Metroeconomica, Blackwell Publishing, vol. 59(1), pages 47-56, 02. [Downloadable!] (restricted)

  7. Manzan, Sebastiano & Westerhoff, Frank H., 2007. "Heterogeneous expectations, exchange rate dynamics and predictability," Journal of Economic Behavior & Organization, Elsevier, vol. 64(1), pages 111-128, September. [Downloadable!] (restricted)
    Other versions:

  8. Frank H. Westerhoff, 2007. "On central bank interventions and transaction taxes," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(1), pages 11-14, January. [Downloadable!] (restricted)

  9. Frank Westerhoff & Martin Hohnisch, 2007. "A note on interactions-driven business cycles," Journal of Economic Interaction and Coordination, Springer, vol. 2(1), pages 85-91, June. [Downloadable!] (restricted)

  10. Ned Corron & Xue-Zhong He & Frank Westerhoff, 2007. "Butter mountains, milk lakes and optimal price limiters," Applied Economics Letters, Taylor and Francis Journals, vol. 14(15), pages 1131-1136. [Downloadable!] (restricted)
    Other versions:

  11. Stefan Reitz & Frank Westerhoff, 2007. "Commodity price cycles and heterogeneous speculators: a STAR–GARCH model," Empirical Economics, Springer, vol. 33(2), pages 231-244, September. [Downloadable!] (restricted)

  12. Frank H. Westerhoff, 2006. "Business Cycles, Heuristic Expectation Formation, and Contracyclical Policies," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 8(5), pages 821-838, December. [Downloadable!] (restricted)

  13. Frank H. Westerhoff, 2006. "Samuelson's multiplier--accelerator model revisited," Applied Economics Letters, Taylor and Francis Journals, vol. 13(2), pages 89-92, February. [Downloadable!] (restricted)

  14. Westerhoff, Frank H. & Dieci, Roberto, 2006. "The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach," Journal of Economic Dynamics and Control, Elsevier, vol. 30(2), pages 293-322, February. [Downloadable!] (restricted)
    Other versions:

  15. Frank H. Westerhoff, 2006. "Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 10(4). [Downloadable!]

  16. Frank H. Westerhoff, 2006. "Technical Analysis Based On Price-Volume Signals And The Power Of Trading Breaks," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(02), pages 227-244. [Downloadable!] (restricted)

  17. Wieland, Cristian & Westerhoff, Frank H., 2005. "Exchange rate dynamics, central bank interventions and chaos control methods," Journal of Economic Behavior & Organization, Elsevier, vol. 58(1), pages 117-132, September. [Downloadable!] (restricted)
    Other versions:

  18. Manzan, Sebastiano & Westerhoff, Frank, 2005. "Representativeness of news and exchange rate dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 677-689, April. [Downloadable!] (restricted)
    Other versions:

  19. Frank H. Westerhoff, 2005. "Consumer Behavior And Fluctuations In Economic Activity," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 209-215. [Downloadable!] (restricted)

  20. He, Xue-Zhong & Westerhoff, Frank H., 2005. "Commodity markets, price limiters and speculative price dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 29(9), pages 1577-1596, September. [Downloadable!] (restricted)
    Other versions:

  21. Frank Westerhoff & Sebastiano Manzan, 2004. "Does liquidity in the FX market depend on volatility?," Economics Bulletin, Economics Bulletin, vol. 6(10), pages 1-8. [Downloadable!]

  22. Westerhoff, Frank H., 2004. "Multiasset Market Dynamics," Macroeconomic Dynamics, Cambridge University Press, vol. 8(05), pages 596-616, November. [Downloadable!]
    Other versions:

  23. Frank H. Westerhoff & Cristian Wieland, 2004. "Spillover Dynamics of Central Bank Interventions," German Economic Review, Blackwell Publishing, vol. 5(4), pages 435-450, November. [Downloadable!] (restricted)
    Other versions:

  24. C. Lawrenz & F. Westerhoff, 2003. "Modeling Exchange Rate Behavior with a Genetic Algorithm," Computational Economics, Springer, vol. 21(3), pages 209-229, June. [Downloadable!] (restricted)

  25. Frank Westerhoff, 2003. "Heterogeneous traders and the Tobin tax," Journal of Evolutionary Economics, Springer, vol. 13(1), pages 53-70, 02. [Downloadable!] (restricted)
    Other versions:

  26. Westerhoff, Frank, 2003. "Speculative markets and the effectiveness of price limits," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 493-508, December. [Downloadable!] (restricted)

  27. Westerhoff, Frank H., 2003. "Expectations driven distortions in the foreign exchange market," Journal of Economic Behavior & Organization, Elsevier, vol. 51(3), pages 389-412, July. [Downloadable!] (restricted)
    Other versions:

  28. Westerhoff, Frank H., 2003. "Central bank intervention and feedback traders," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(5), pages 419-427, December. [Downloadable!] (restricted)

  29. Frank H. Westerhoff & Stefan Reitz, 2003. "Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 7(4). [Downloadable!]
    Other versions:

  30. RePEc:bep:sndecm:7:2003:4:1125-1125 is not listed on IDEAS

  31. RePEc:bep:sndecm:10:2006:4:1324-1324 is not listed on IDEAS

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2004-08-16
  2. NEP-CMP: Computational Economics (2) 2003-09-14 2008-02-23
  3. NEP-EVO: Evolutionary Economics (1) 2004-08-16
  4. NEP-FIN: Finance (5) 2003-09-14 2003-09-14 2004-02-23 2004-11-22 2005-06-05 Author is listed
  5. NEP-FMK: Financial Markets (3) 2004-02-23 2008-11-25 2008-11-25 Author is listed
  6. NEP-IFN: International Finance (4) 2003-09-14 2003-09-14 2004-02-23 2004-08-16 Author is listed
  7. NEP-MAC: Macroeconomics (2) 2003-09-14 2004-02-23
  8. NEP-MON: Monetary Economics (2) 2003-09-14 2003-09-14
  9. NEP-MST: Market Microstructure (2) 2008-02-23 2009-09-26
  10. NEP-PKE: Post Keynesian Economics (1) 2009-09-26
  11. NEP-PUB: Public Finance (1) 2009-09-26
  12. NEP-RMG: Risk Management (1) 2003-09-14
Did you know? You can use convenient plug-ins to search directly IDEAS from your browser.

This page was last updated on 2009-11-21.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.