Sarah Mignot, M. Sc.

Wissenschaftliche Mitarbeiterin  

Otto-Friedrich-Universität Bamberg
Lehrstuhl für VWL, insb. Wirtschaftspolitik
Feldkirchenstr. 21                                                 
96045 Bamberg

Raum: F21/02.06
E-Mail: sarah.mignot(at)uni-bamberg.de

Research Interests

  • Agent-based modeling and dynamics of speculative markets.
  • Nonlinear dynamics, heterogeneous agents, bounded rationality and market instabilities.

Working Papers

  • Mignot, S., Pellizzari, P. and Westerhoff, F. (2024): Fake News and Asset Price Dynamics. Working Paper, University of Bamberg.

Publications

  • Mignot, S. and Westerhoff, F. (2024): Explaining the stylized facts of foreign exchange markets with a simple agent-based version of Paul de Grauwe's chaotic exchange rate model. Computational Economics, in press.
  • Mignot, S., Tramontana, F. and Westerhoff, F. (2023): Complex dynamics in a nonlinear duopoly model with heterogeneous expectation formation and learning behavior. Annals of Operations Research, in press.
  • Mignot, S. and Westerhoff, F. (2023): Revisiting Paul de Grauwe's chaotic exchange rate model: new analytical insights and agent-based explorations. Open Economics Review, Vol. 34, 155-169.
  • Dieci, R., Mignot, S., Schmitt, N. and Westerhoff, F. (2023): Production delays, supply distortions and endogenous price dynamics.  Communications in Nonlinear Science and Numerical Simulation, Vol. 117, Article 106887.
  • Dieci, R., Mignot, S. and Westerhoff, F. (2022): Production delays, technology choice and cyclical cobweb dynamics. Chaos, Solitons and Fractals, Vol.156, Article 111796.
  • Mignot, S., Tramontana, F. and Westerhoff, F. (2021): Speculative asset price dynamics and wealth taxes. Decisions in Economics and Finance, Vol. 44, 641-667.