August 2018

Aufsatz zur Publikation angenommen:

Dieci, R., Schmitt, N. and Westerhoff, F. (2018):
Interactions between stock, bond and housing markets.
Journal of Economic Dynamics and Control, Vol. 91, 43-70.

Juli 2018

Aufsatz zu Publikation angenommen:

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

Juni 2018

Neues Arbeitspapier erschienen:

Martin, C. and Westerhoff, F. (22018):
Regulation speculative housing markets via public housing construction programs:
Insights from a heterogeneous agent model.
BERG Working Paper No.135, University of Bamberg

Mai 2018

Aufsatz zur Publikation angenommen:

Panchuk, A., Sushko, I. and Westerhoff, F. (2018):
A financial market model with two discontinuities: bifurcation structures in the chaotic domain.
Chaos, Vol.28, Article 055908.

April 2018

Und von nun an Dr. Schmitt

Noemi Schmitt hat am 20.04.2018 ihre Dissertation mit dem Titel "Heterogeneous Expectations and Complex Economic Dynamics" erfolgreich verteidigt. Herzlichen Glückwunsch zu dieser überragenden Leistung!

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.