Details about Sven Rady

Access statistics for papers by Sven Rady.

Last updated 2013-04-05. Update your information in the RePEc Author Service.

Short-id: pra90

Working Papers

2013

1. Breakdowns
   Levine's Working Paper Archive, David K. Levine
   Also in Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich (2012)
2. Experimentation in Two-Sided Markets
   Working Papers, University of Mannheim, Department of Economics
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011)
   Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich (2011)

2012

3. Strategic Experimentation with Private Payoffs
   Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich

2009

4. Strategic Experimentation with Poisson Bandits
   Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
   2007 Meeting Papers, Society for Economic Dynamics (2007)
   Discussion Papers in Economics, University of Munich, Department of Economics (2009) View citations (1)
   See also Journal Article in Theoretical Economics (2010)

2008

5. Negatively Correlated Bandits
   Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich
   Also in 2008 Meeting Papers, Society for Economic Dynamics (2008)
   Discussion Papers in Economics, University of Munich, Department of Economics (2008)
   Working Papers, Bavarian Graduate Program in Economics (BGPE) (2008) View citations (4)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008)
   See also Journal Article in Review of Economic Studies (2011)

2005

6. Heterogeneity within Communities: A Stochastic Model with Tenure Choice
   CESifo Working Paper Series, CESifo Group Munich View citations (5)
   Also in Discussion Papers in Economics, University of Munich, Department of Economics (2005) View citations (5)
   Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich (2005) View citations (5)
   2005 Meeting Papers, Society for Economic Dynamics (2005) View citations (6)
   See also Journal Article in Journal of Urban Economics (2008)
7. Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraint
   Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich View citations (6)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations (14)
   Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research (2002) View citations (61)
   CESifo Working Paper Series, CESifo Group Munich (2001) View citations (15)
   FMG Discussion Papers, Financial Markets Group (2001) View citations (22)
8. Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints (Revised Version)
   Discussion Papers in Economics, University of Munich, Department of Economics View citations (2)
9. Strategic Experimentation with Undiscounted Bandits
   2005 Meeting Papers, Society for Economic Dynamics View citations (3)

2004

10. Housing Transactions and Macroeconomic Fluctuations: A Case Study of England
    2004 Meeting Papers, Society for Economic Dynamics View citations (4)

2003

11. Strategic Experimentation with Exponential Bandits
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2003)
    Discussion Papers in Economics, University of Munich, Department of Economics (2003) View citations (13)
    See also Journal Article in Econometrica (2005)

2002

12. Homeownership
    Discussion Papers in Economics, University of Munich, Department of Economics View citations (3)
13. Homeownership: Low Household Mobility, Volatile Housing Prices, High Income Dispersion
    CESifo Working Paper Series, CESifo Group Munich View citations (6)
    Also in FMG Discussion Papers, Financial Markets Group (2002) View citations (6)
14. Strategic Experimentation: The Case of Poisson Bandits
    CESifo Working Paper Series, CESifo Group Munich View citations (7)

2001

15. Housing Market Dynamics
    Discussion Papers in Economics, University of Munich, Department of Economics View citations (1)
16. Price Dispersion and Learning in a Dynamic Differentiated-Goods Duopoly
    Discussion Papers in Economics, University of Munich, Department of Economics View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001)
    See also Journal Article in RAND Journal of Economics (2003)
17. Strategic Trading and Learning about Liquidity
    Discussion Papers in Economics, University of Munich, Department of Economics
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000)
    FMG Discussion Papers, Financial Markets Group (2000)
    See also Journal Article in Journal of Financial Markets (2002)

2000

18. Strategic Experimentation: The Case of the Poisson Bandits
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society
19. Why are Housing Prices so Volatile? Income Shocks in a Stochastic Heterogeneous-Agents Model
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society

1999

20. Market Experimentation in a Dynamic Differentiated-Goods Duopoly
    Game Theory and Information, EconWPA View citations (4)
    Also in STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (1999) View citations (2)

1998

21. Boom In, Bust Out: Young Households and the Housing Price Cycle
    Finance, EconWPA
    Also in FMG Discussion Papers, Financial Markets Group (1998) View citations (20)
    See also Journal Article in European Economic Review (1999)
22. Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints
    FMG Discussion Papers, Financial Markets Group View citations (21)
    Also in Finance, EconWPA (1998) View citations (13)
23. Optimal Experimentation in a Changing Environment
    Game Theory and Information, EconWPA View citations (1)
    Also in STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (1997) View citations (9)
    See also Journal Article in Review of Economic Studies (1999)

1995

24. Option Pricing With a Quadratic Diffusion Term
    FMG Discussion Papers, Financial Markets Group

1994

25. State Prices Implicit in Valuation Formulae for Derivative Securities: A Martingale Approach
    FMG Discussion Papers, Financial Markets Group View citations (2)
26. The Direct Approach to Debt Option Pricing
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (10)

Undated

27. Homeownership: Volatile Housing Prices, Low Labor Mobility and High Income Dispersion
    Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research

Journal Articles

2011

1. Negatively Correlated Bandits
   Review of Economic Studies, 2011, 78, (2), 693-732
   See also Working Paper (2008)

2010

2. Strategic experimentation with Poisson bandits
   Theoretical Economics, 2010, 5, (2) View citations (6)
   See also Working Paper (2009)

2008

3. Heterogeneity within communities: A stochastic model with tenure choice
   Journal of Urban Economics, 2008, 64, (1), 1-17 View citations (3)
   See also Working Paper (2005)

2005

4. Strategic Experimentation with Exponential Bandits
   Econometrica, 2005, 73, (1), 39-68 View citations (46)
   See also Working Paper (2003)

2004

5. Housing transactions and macroeconomic fluctuations: a case study of England and Wales
   Journal of Housing Economics, 2004, 13, (4), 287-303 View citations (11)

2003

6. Price Dispersion and Learning in a Dynamic Differentiated-Goods Duopoly
   RAND Journal of Economics, 2003, 34, (1), 138-65 View citations (1)
   See also Working Paper (2001)

2002

7. Strategic trading and learning about liquidity
   Journal of Financial Markets, 2002, 5, (4), 419-450 View citations (3)
   See also Working Paper (2001)
8. Tenure choice and the riskiness of non-housing consumption
   Journal of Housing Economics, 2002, 11, (3), 266-279 View citations (43)

1999

9. Boom in, bust out: Young households and the housing price cycle
   European Economic Review, 1999, 43, (4-6), 755-766 View citations (30)
   See also Working Paper (1998)
10. Optimal Experimentation in a Changing Environment
    Review of Economic Studies, 1999, 66, (3), 475-507 View citations (41)
    See also Working Paper (1998)

1997

11. Option pricing in the presence of natural boundaries and a quadratic diffusion term (*)
    Finance and Stochastics, 1997, 1, (4), 331-344 View citations (6)

Books

2004

1. Fluktuationen des Wohnimmobilienmarktes: mikroökonomische Grundlagen und makroökonomische Auswirkungen; Forschungsvorhaben i. A. des Bayerischen Staatsministeriums für Wirtschaft, Verkehr und Technologie (Regierung von Oberbayern)
   ifo Forschungsberichte, Ifo Institute for Economic Research at the University of Munich View citations (3)