Frank H. Westerhoff

Disclosure Requirements, the Release of New Information and Market Efficiency : New Insights from Agent-based Models

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Structural Stochastic Volatility in Asset Pricing Dynamics

Estimation and Model Contest

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Agent-based Models for Economic Policy Design

Two Illustrative Examples

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Interactions Between the Real Economy and the Stock Market

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A Simple Model of a Speculative Housing Market

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The Bull and Bear Market Model of Huang and Day: Some Extensions and New Results

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On the Inherent Instability of International Financial Markets

Natural Nonlinear Interactions Between Stock and Foreign Exchange Markets

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Why a Simple Herding Model May Generate the Stylized Facts of Daily Returns

Explanation and Estimation

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Effects of Inflation Expectations on Macroeconomic Dynamics

Extrapolative Versus Regressive Expectations

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