Details about Sven Rady

Access statistics for papers by Sven Rady.

Last updated 2008-11-06. Update your information in the RePEc Author Service.

Short-id: pra90

Working Papers

2008

1. Negatively Correlated Bandits
   Discussion Papers, 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
   Discussion Papers in Economics, University of Munich, Department of Economics (2008)
   Working Papers, Bavarian Graduate Program in Economics (BGPE) (2008)

2005

2. Heterogeneity within Communities: A Stochastic Model with Tenure Choice
   CESifo Working Paper Series, CESifo GmbH View citations
   Also in
   2005 Meeting Papers, Society for Economic Dynamics (2005) View citations
   Discussion Papers in Economics, University of Munich, Department of Economics (2005) View citations
   Discussion Papers, 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
3. Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraint
   Discussion Papers, 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
   Also in
   Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research (2002) View citations
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations
   FMG Discussion Papers, Financial Markets Group (2001) View citations
   CESifo Working Paper Series, CESifo GmbH (2001) View citations
   See Also Journal Article in Review of Economic Studies (2006)
4. Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints (Revised Version)
   Discussion Papers in Economics, University of Munich, Department of Economics
5. Strategic Experimentation with Undiscounted Bandits
   2005 Meeting Papers, Society for Economic Dynamics

2004

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

2003

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

2002

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

2001

11. Housing Market Dynamics
    Discussion Papers in Economics, University of Munich, Department of Economics View citations
12. Price Dispersion and Learning in a Dynamic Differentiated-Goods Duopoly
    Discussion Papers in Economics, University of Munich, Department of Economics View citations
    Also in
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001)
    See Also Journal Article in RAND Journal of Economics (2003)
13. 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) View citations
    FMG Discussion Papers, Financial Markets Group (2000) View citations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000) View citations
    See Also Journal Article in Journal of Financial Markets (2002)

2000

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

1999

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

1998

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

1995

20. Option Pricing With a Quadratic Diffusion Term
    FMG Discussion Papers, Financial Markets Group
21. State Prices Implicit in Valuation Formulae for Derivative Securities
    Discussion Papers in Economics, University of Munich, Department of Economics

1994

22. State Prices Implicit in Valuation Formulae for Derivative Securities: A Martingale Approach
    FMG Discussion Papers, Financial Markets Group View citations

Undated

23. 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

2006

1. Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints*
   Review of Economic Studies, 2006, 73, (2), 459-485 View citations
   See Also Working Paper (2005)

2005

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

2004

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

2003

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

2002

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

1999

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

1997

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