University of Bamberg
open search form
You are here

Academic Institutions

BAMBERG GRADUATE SCHOOL OF SOCIAL SCIENCES

  1.  University of bamberg
  2. Research
  3. Academic Institutions
  4. Bamberg Graduate Schools / Doctoral Programmes
  5. BAMBERG GRADUATE SCHOOL OF SOCIAL SCIENCES
  6. Members
  7. Frank Westerhoff


Frank Westerhoff

PROFESSOR OF ECONOMICS, ESP ECONOMIC POLICY

______________________________________________________________________

Office: Feldkirchenstrasse 21, Room: F21/02.03, 96052 Bamberg, Germany

______________________________________________________________________

E-Mail: frank.westerhoff(at)uni-bamberg.de
Phone:[+49] (951) 863-2634
______________________________________________________________________

Pillar 4: Governance, Institutional Change and Political Behaviour

______________________________________________________________________

// CURRENT POSITIONS
 

  • Chairholder of Economica, esp. Economic Policy
  • Faculty Member of the Bamberg Graduate School of Social Sciences


........................................................................................................................................................

 

// SUPERVISION

Professor Dr. Westerhoff is particularly interested in supervising doctoral students in the areas of agent-based modeling in economics and finance.


........................................................................................................................................................
 

// RESEARCH INTERESTS

Agent-based models of financial markets and the real economy.
Mechanisms of market instabilities and measures to control them.
Complex nonlinear interactions between different markets.
Deterministic and stochastic discrete time dynamical systems.

 

........................................................................................................................................................

 

// SELECTED PUBLICATIONS

 

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

Schmitt, N., Schwartz, I. and Westerhoff, F. (2022): Heterogeneous speculators and stock market dynamics: a simple agent-based computational model. The European Journal of Finance, Vol. 28, 1263-1282.

Gardini, L., Radi, D., Schmitt, N., Sushko, I. and Westerhoff, F. (2022): Currency manipulation and currency wars: analyzing the dynamics of competitive central bank interventions. Journal of Economic Dynamics and Control, Vol.145, Article 104545

Gardini, L., Radi, D., Schmitt, N., Sushko, I. and Westerhoff, F. (2022): Perception of fundamental values and financial market dynamics: Mathematical insights from a 2D piecewise linear map. SIAM Journal on Applied Dynamical Systems, Vol. 21, 2314-2337.

Dieci, R., Gardini, L. and Westerhoff, F. (2022): On the destabilizing nature of capital gains taxes. International Review of Financial Analysis, Vol.83, Article 102258.

Gardini, L., Radi, D., Schmitt, N., Sushko, I. and Westerhoff, F. (2022): Causes of fragile stock market stability. Journal of Economic Behavior and Organization, Vol. 200, 483-498.

Mignot, S. and Westerhoff, F. (2022): Revisiting Paul de Grauwe's chaotic exchange rate model: new analytical insights and agent-based explorations. Open Economics Review, in press.

Martin, C., Schmitt, N. and Westerhoff, F. (2022): Housing markets, expectation formation and interest rates. Macroeconomic Dynamics, Vol.26, 491-532.

Schmitt, N. and Westerhoff, F. (2022): Speculative housing markets and rent control: insights from nonlinear economic dynamics. Journal of Economic Interaction and Coordination, Vol. 17, 141-163.

Dieci, R., Mignot, S. and Westerhoff, F. (2022)