April 2018

Aufsatz zur Publikation angenommen:

Blaurock, I., Schmitt, N. and Westerhoff, F. (2018):
Market entry waves and volatility outbursts in stock markets.
Journal of Economic Behavior and Organization, in press.

März 2018

Neuer Aufsatz erschienen:

Westerhoff, F. and Franke, R. (2018):
Agent-based models for economic policy design: two illustrative examples.
in: Chen, S.-H., Kaboudan, M. and Du, Y.-R. (eds.): OUP Handbook on Computational Economics and Finance.
Oxford University Press, Oxford, 520-558.

Februar 2018

Neues Working Paper erschienen:

Schmitt, N. (2018):
Heterogeneous expectations and asset price dynamics
BERG Working Paper No. 134, University of Bamberg

Januar 2018

Neues Working Paper erschienen:

Dieci, R., Schmitt, N. and Westerhoff, F. (2018):
Interactions between stock, bond and housing markets
BERG Working Paper No. 133, University of Bamberg

Dezember 2017

Neuer Aufsatz erschienen:

Franke, R. and Westerhoff, F. (2017):
Taking stock: a rigorous modelling of animal spirits in macroeconomics.
Journal of Economic Surveys, Vol. 31, 1152-1182

November 2017

Neuer Aufsatz erschienen:

Schmitt, N. and Westerhoff, F. (2017):
Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agend-based financial market models.
Journal of Evolutionary Economics, Vol. 27, 1041-1070.

September 2017

Neuer Aufsatz erschienen:

Schmitt, N., Tuinstra, J. und Westerhoff, F. (2017): Market interactions, endogenous dynamics and stabilization policies. In: Commendatore, P., Kubin, I., Bougheas, S., Kirman, A., Kopel, M. and Bischi, G.I (eds.): the Economy as a Complex Spatial System. Springer, Berlin, 137-152.

August 2017

Neues Working Paper erschienen:

Blaurock, I., Schmitt, N. und Westerhoff, F. (2017): Market entry waves and volatility outbursts in stock markets. BERG Working Paper No. 128, University of Bamberg.

Neuer Aufsatz erschienen:

Schmitt, N. und Westerhoff, F. (2017): Herding behaviour and volatility clustering in financial markets. Quantitative Finance, 1187-1203.

Juli 2017

Neuer Aufsatz erschienen:

Schmitt, N. und Westerhoff, F. (2017): On the bimodality of the distribution of the S&P 500's distortion: empirical evidence and theoretical explanations. Journal of Economic Dynamics and Control, 80, 34-53.

Juni 2017

Auszeichnung:

Jens Hertha erhält den VSA-Preis 2017 des Alumniverbandes der Friedrich-Naumann-Stiftung.

April 2017

BaGBeM Promotionskolleg:

Ivonne Blaurock und Carolin Martin erhalten ein Promotionsstipendium der Hans-Böckler-Stiftung.

März 2017

Neuer Aufsatz erschienen:

Schmitt, N., Tuinstra, J. und Westerhoff, F. (2017): Side effects of nonlinear profit taxes in a behavioral market entry model: abrupt changes, coexisting attractors and hysteresis problems. Journal of Economic Behavior and Organization, 135, 15-38.

November 2016

Neuer Aufsatz erschienen:

Schmitt, N. und Westerhoff, F. (2016): Stock market participation and endogenous boom-bust dynamics.
Economics Letters, 148, 72-75.

Oktober 2016

Neuer Aufsatz erschienen:

Dieci, R. und Westerhoff, F. (2016): Heterogeneous expectations, boom-bust housing cycles, and supply conditions: a nonlinear dynamics approach. Journal of Economic Dynamics and Control, 71, 21-44.

September 2016

Neues Stipendium eingeworben:

Jens Hertha erhält ein Promotionsstipendium der Friedrich-Naumann-Stiftung.

August 2016

Neuer Aufsatz erschienen:

Tramontana, F. and Westerhoff, F. (2016): Piecewise-linear maps and their application to financial markets. Frontiers in Applied Mathematics and Statistics, Vol. 2, Article 10.

April 2016

Neuer Aufsatz erschienen:

Franke, R. and Westerhoff, F. (2016): Why a simple herding model may generate the stylized facts of daily returns: explanation and estimation. Journal of Economic Interaction and Coordination, 11, 1-34.