Sarah Mignot, M. Sc.

Wissenschaftliche Mitarbeiterin

Otto-Friedrich-Universit?t Bamberg
Lehrstuhl für VWL, insb. Wirtschaftspolitik
Feldkirchenstr. 21
96045 Bamberg

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

Mignot, S., Pellizzari, P. and Westerhoff, F. (2024): Fake News and Asset Price Dynamics. Jahrbücher für National?konomie und Statistik (Journal of Economics and Statistics), in press.
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. (2024): Complex dynamics in a nonlinear duopoly model with heterogeneous expectation formation and learning behavior. Annals of Operations Research, Vol. 337, 809-834.
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.