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Einrichtungen >> Fakultät Sozial- und Wirtschaftswissenschaften >> Institut für Volkswirtschaftslehre >>
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Lehrstuhl für Volkswirtschaftslehre, insbes. Wirtschaftspolitik
| 2018
(1 Publikation)
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| 2017
(4 Publikationen)
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| 2016
(3 Publikationen)
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| 2014
(1 Publikation)
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| 2012
(7 Publikationen)
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| 2011
(2 Publikationen)
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| 2010
Westerhoff, Frank ; Wieland, C.: A behavioral cobweb model with heteregeneous speculators
. In: Economic Modelling (2010), Nr. 27, S. 1136-1143
Westerhoff, Frank: An agent-based macroeconomic model with interacting firms, socio-economic opinion formation and optimistic/pessimistic sales expectations
. In: New Journal of Physics (2010), Nr. 12, S. 075035
Westerhoff, Frank ; Hohnisch, M.: Consumer Sentiment and Countercyclical Fiscal Policies
. In: International Review of Applied Economics (2010), Nr. 24, S. 609-618
Hermsen, Oliver ; Witte, Björn-Christopher ; Westerhoff, Frank: Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models
. In: Economics: The Open-Access, Open-Assessment E-Journal (2010), Nr. 4, S. Article ID: 2010-7
Tramontana, F. ; Gardini, L. ; Dieci, R. ; Westerhoff, Frank: Global bifurcation in a three dimensional financial model of "bull and bear" interactions
. In: Chiarella, C. ; Bischi, G. ; Gardini, L. (Hrsg.) : Nonlinear dynamics in economics, Finance and the Social Sciences. Berlin, Heidelberg : Springer, 2010, S. 333-352. - ISBN 978-3-642-04022-1
Dieci, R. ; Westerhoff, Frank: Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
. In: Journal of Economic Dynamics and Control (2010), Nr. 34, S. 743-764
Lines, M. ; Westerhoff, Frank: Inflation expectations and macroeconomic dynamics: the case of rational versus extrapolative expectations
. In: Journal of Economic Dynamics and Control (2010), Nr. 34, S. 246-257
Dieci, R. ; Westerhoff, Frank: Interacting cobweb markets
. In: Journal of Economic Behavior and Organzation (2010), Nr. 75, S. 461-481
Tramontana, F. ; Gardini, L. ; Westerhoff, Frank: Intricate asset price dynamics and one-dimensional discontinuous maps
. In: Puu, T. ; Panchuck, A. (Hrsg.) : Nonlinear economic dynamics. New York : Nova Science Publishers, 2010, S. 43-57.
Tramontana, F. ; Westerhoff, Frank ; Gardini, L.: On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders
. In: Journal of Economic Behavior and Organzation (2010), Nr. 74, S. 187-205
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| 2009
Wegener, Michael ; Westerhoff, Frank ; Zaklan, G.: A Metzlerian business cycle model with nonlinear heterogeneous expectations
. In: Economic Modelling (2009), Nr. 26, S. 715-720
Westerhoff, Frank: A simple agent-based financial market model: direct interactions and comparisons of trading profits
. In: Chiarella, C. ; Bischi, G. ; Gardini, L. (Hrsg.) : Nonlinear dynamics in economics, Finance and the Social Sciences. Berlin, Heidelberg : Springer, 2009, S. 313-332. - ISBN 978-3-642-04022-1
Westerhoff, Frank: Agentenbasierte Finanzmarktmodelle
. In: uni.vers (2009), Nr. 15, S. 8-11
Zaklan, G. ; Westerhoff, Frank ; Stauffer, D.: Analysing tax evasion dynamics vis the Ising model
. In: Journal of Economics Interaction and Coordination (2009), Nr. 4, S. 1-14
Lux, T. ; Westerhoff, Frank: Economics crisis
. In: Nature Physics (2009), Nr. 5, S. 2-3
Sushko, I. ; Wegener, Michael ; Westerhoff, Frank ; Zaklan, G.: Endogenous business cycle dynamics within the inventory model of Metzler: Adding an inventory floor
. In: Nonlinear Dynamics in Psychology and Life Sciences (2009), Nr. 13, S. 223-233
Westerhoff, Frank: Exchange rate dynamics via the Ising model
. In: Journal of Economics Interaction and Coordination (2009), Nr. 4, S. 1-14
Pellizzari, P. ; Westerhoff, Frank: Some effects of transaction taxes under different microstructures
. In: Journal of Economic Behavior and Organzation (2009), Nr. 72, S. 850-863
Dieci, R. ; Westerhoff, Frank: Stability analysis of a cobweb model with market interactions
. In: Applied Mathematics and Computation (2009), Nr. 215, S. 2011-2023
Tramontana, F. ; Gardini, L. ; Dieci, R. ; Westerhoff, Frank: The emergence of "bull and bear" dynamics in a nonlinear model of interacting markets
. In: Discrete Dynamics in Nature and Society (2009), S. ID 310471
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| 2008
Hohnisch, M. ; Westerhoff, Frank: 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 (2008), Nr. 19, S. 249-259
Westerhoff, Frank: Consumer sentiment and business cycles: A Neimark-Sacker bifurcation scenario
. In: Applied Economics Letters (2008), Nr. 15, S. 1201-1205
Zaklan, G. ; Lima, W. ; Westerhoff, Frank: Controlling tax evasion fluctuations
. In: Physica A (2008), Nr. 387, S. 5857-5861
Westerhoff, Frank: Heuristic expectation formation and business cycles: A simple linear model
. In: Metroeconomica (2008), Nr. 59, S. 47-56
Kopel, M. ; Westerhoff, Frank: Regulating complex dynamics in firms and economics systems
. In: Chaos, Solitons and Fractals (2008), Nr. 38, S. 911-919
Westerhoff, Frank: The use of agent-based financial market models to test the effectiveness of regulatory policies
. In: Jahrbücher für Nationalökonomie und Stastitik (Journal of Economics and Statistic) (2008), Nr. 228, S. 195-227
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| 2007
Westerhoff, Frank ; Hohnisch, Martin: A note on interactions-driven business cycles.
. In: Journal of Economic Interaction and Coordination (2007), Nr. 2, S. 85-91
Corron, N. ; He, X.-Z. ; Westerhoff, Frank: Butter mountains, milk lakes and optimal price limiters
. In: Applied Economics Letters (2007), Nr. 14, S. 1131-1136
Reitz, S. ; Westerhoff, Frank: Commodity price cycles and heterogeneous speculators: A STAR-GARCH model.
. In: Empirical Economics (2007), Nr. 33, S. 231-244
Manzan, S. ; Westerhoff, Frank: Heterogeneous expactations, exchange rate dynamics and predictability
. In: Journal of Economic Behavior and Organzation (2007), Nr. 64, S. 111-128
Westerhoff, Frank: On central interventions and transactions taxes
. In: Applied Financial Economics Letters (2007), Nr. 3, S. 11-14
Hilker, F. ; Westerhoff, Frank: Triggerin crashes in chaotic dynamics
. In: Physics Letters A (2007), Nr. 362, S. 407-411
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| 2006
Westerhoff, Frank: Business cycles, heuristic expectation formation and contracyclical policies
. In: Journal of Public Economic 8 (2006), S. 821-838
Lines, M. ; Westerhoff, Frank: Expextations and the multiplier-accelerator model
. In: Puu, T. ; Sushko, I. (Hrsg.) : Business Cycles Dynamics. Models and Tool. Berlin : Springer-Verlag, 2006, S. 255-276.
Westerhoff, Frank: Nonlinear expectation formation and endogenous business cycles
. In: Studies in Nonlinear Dynamics and Econometrics 10 (2006), Nr. 4, S. 4
Westerhoff, Frank: Samuelson's multiplier-accelerator model revisited
. In: Applied Economics Letter 13 (2006), S. 89-92
Reitz, S. ; Westerhoff, Frank ; Wieland, C.: Target zone interventions and coordination of expectations
. In: Journal of Optimization Theory and Applications 128 (2006), S. 453-467
Westerhoff, Frank: Technical analysis based on price-vaolume signals and the power of trading breaks
. In: International Journal of Theoretical and Applied Finance 9 (2006), S. 227-244
Westerhoff, Frank ; Dieci, R.: The effectiveness of Keynes-tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach
. In: Journal of Economics Dynamics and Control 30 (2006), S. 293-322
Hilker, F. ; Westerhoff, Frank: The paradox of simple limiter control
. In: Physical Review E 73 (2006), S. 3
Ehrenstein, G. ; Westerhoff, Frank: The working of circuit breakers within percolation models for financial markets
. In: International Journal of Modern Physics C 17 (2006), S. 299-304
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| 2005
He, X.-Z. ; Westerhoff, Frank: Commodity markets, price limiters and speculative price dynamics
. In: Journal of Economics Dynamics and Control 29 (2005), S. 1577-1596
Westerhoff, Frank ; Reitz, S.: Commodity price dynamics and the nonlinear market impact of technical traders: Empirical evidence for the U.S. market
. In: Physica A: Statistical Mechanics and its Application 349 (2005), S. 641-648
Westerhoff, Frank: Consumer behavior and fluctuations in economic activity
. In: Advances in Complex Systems 8 (2005), S. 209-215
Wieland, C. ; Westerhoff, Frank: Exchange rate dynamics, central bank intervention and chaos control methods
. In: Journal of Economics Behavior and Organzation 58 (2005), S. 117-132
Westerhoff, Frank: Heterogeneous traders, price-volume signals and complex asset price dynamics
. In: Discrete Dynamics in Nature and Society (2005), S. 19-29
Westerhoff, Frank: Regulation and control of financial markets
. Osnabrück, Universität Osnabrück, Habil-Schr., 2005
Manzan, S. ; Westerhoff, Frank: Representativeness of news and exchange rate dynamics
. In: Journal of Economics Dynamics and Control 29 (2005), S. 677-689
Westerhoff, Frank: The impact of flow analysis on exchange rate dynamics
. In: Finance Letters (2005), Nr. 3
Ehrenstein, G. ; Westerhoff, Frank ; Stauffer, D.: Tobin tax and market depth.
. In: Quantitative Finance 5 (2005), S. 213-218
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| 2004
Westerhoff, Frank ; Wieland, C.: Central bank interventions, charatists and the FX markets
. In: The Technical Analyst 1 (2004), Nr. 2, S. 36-37
Westerhoff, Frank ; Manzan, S.: Does liquidity in the FX market depend on volatility?
In: Economics Bulletin 6 (2004), Nr. 10, S. 1-8
Westerhoff, Frank: Greed, fear and stock market dynamics
. In: Physica A 343 (2004), S. 635-642
Westerhoff, Frank: Market depth and price dynamics: A note
. In: International Journal of Modern Physics C 15 (2004), S. 1005-1012
Westerhoff, Frank: Multiasset market dynamics
. In: Macroeconomic Dynamics 8 (2004), S. 596-616
Westerhoff, Frank: Speculative dynamics, feedback traders and transaction taxes: A note
. In: Jahrbuch für Wirtschaftswissenschaften/Review of Economics 55 (2004), S. 190-195
Westerhoff, Frank ; Wieland, C.: Spill-over dynamics of central bank interventions
. In: German Economic Review 5 (2004), S. 435-450
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