Details about Sven Rady

Access statistics for papers by Sven Rady.

Last updated 2024-01-04. Update your information in the RePEc Author Service.

Short-id: pra90

Working Papers

2022

1. Overcoming Free-Riding in Bandit Games
   Post-Print, HAL View citations (1)
   Also in Papers, arXiv.org (2021) View citations (1)
   TSE Working Papers, Toulouse School of Economics (TSE) (2020) View citations (1)
   Working Papers, HAL (2021) View citations (1)
   CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany (2020) View citations (1)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
   See also Journal Article Overcoming Free-Riding in Bandit Games, The Review of Economic Studies, Review of Economic Studies Ltd (2022) View citations (1) (2022)

2020

2. Undiscounted Bandit Games
   Papers, arXiv.org
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
   CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany (2020)
   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 (2015)
   Economics Series Working Papers, University of Oxford, Department of Economics (2019)
   CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany (2019)
   See also Journal Article Undiscounted bandit games, Games and Economic Behavior, Elsevier (2020) (2020)

2017

3. Experimentation in Two-Sided Markets
   Munich Reprints in Economics, University of Munich, Department of Economics View citations (8)
   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 (2011) View citations (2)
   Working Papers, University of Mannheim, Department of Economics (2013)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (2)
   CESifo Working Paper Series, CESifo (2015) View citations (1)
   See also Journal Article Experimentation in Two-Sided Markets, Journal of the European Economic Association, European Economic Association (2017) View citations (8) (2017)

2015

4. Strategic Experimentation with Private Payoffs
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (44)
   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) View citations (6)
   See also Journal Article Strategic experimentation with private payoffs, Journal of Economic Theory, Elsevier (2015) View citations (32) (2015)

2014

5. Strongly Symmetric Equilibria in Bandit Games
   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 (4)
   Also in 2013 Meeting Papers, Society for Economic Dynamics (2013) View citations (2)
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2014) View citations (5)

2013

6. 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)
   See also Journal Article Breakdowns, Theoretical Economics, Econometric Society (2015) (2015)

2009

7. 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) View citations (6)
   Discussion Papers in Economics, University of Munich, Department of Economics (2009)
   See also Journal Article Strategic experimentation with Poisson bandits, Theoretical Economics, Econometric Society (2010) View citations (72) (2010)

2008

8. 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 View citations (8)
   Also in Working Papers, Bavarian Graduate Program in Economics (BGPE) (2008) View citations (25)
   Discussion Papers in Economics, University of Munich, Department of Economics (2008) View citations (8)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (8)
   2008 Meeting Papers, Society for Economic Dynamics (2008) View citations (8)
   See also Journal Article Negatively Correlated Bandits, The Review of Economic Studies, Review of Economic Studies Ltd (2011) View citations (40) (2011)

2005

9. Heterogeneity within Communities: A Stochastic Model with Tenure Choice
   Discussion Papers in Economics, University of Munich, Department of Economics View citations (6)
   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 (2005) View citations (6)
   CESifo Working Paper Series, CESifo (2005) View citations (6)
   2005 Meeting Papers, Society for Economic Dynamics (2005) View citations (8)
   See also Journal Article Heterogeneity within communities: A stochastic model with tenure choice, Journal of Urban Economics, Elsevier (2008) View citations (14) (2008)
10. 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 (15)
    Also in FMG Discussion Papers, Financial Markets Group (2001) View citations (23)
    CESifo Working Paper Series, CESifo (2001) View citations (23)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) View citations (22)
    Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research (2002) View citations (59)
    See also Journal Article Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints *, The Review of Economic Studies, Review of Economic Studies Ltd (2006) View citations (397) (2006)
11. 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 (29)
12. Strategic Experimentation with Undiscounted Bandits
    2005 Meeting Papers, Society for Economic Dynamics View citations (1)

2004

13. Housing Transactions and Macroeconomic Fluctuations: A Case Study of England
    2004 Meeting Papers, Society for Economic Dynamics View citations (32)

2003

14. 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 (14)
    See also Journal Article Strategic Experimentation with Exponential Bandits, Econometrica, Econometric Society (2005) View citations (234) (2005)

2002

15. Homeownership
    Discussion Papers in Economics, University of Munich, Department of Economics View citations (3)
16. Homeownership: Low Household Mobility, Volatile Housing Prices, High Income Dispersion
    CESifo Working Paper Series, CESifo View citations (11)
    Also in FMG Discussion Papers, Financial Markets Group (2002) View citations (7)
17. Strategic Experimentation: The Case of Poisson Bandits
    CESifo Working Paper Series, CESifo View citations (8)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)

2001

18. Housing Market Dynamics
    Discussion Papers in Economics, University of Munich, Department of Economics View citations (23)
19. Price Dispersion and Learning in a Dynamic Differentiated-Goods Duopoly
    Discussion Papers in Economics, University of Munich, Department of Economics View citations (11)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001)
    See also Journal Article Price Dispersion and Learning in a Dynamic Differentiated-Goods Duopoly, RAND Journal of Economics, The RAND Corporation (2003) View citations (21) (2003)
20. Strategic Trading and Learning about Liquidity
    Discussion Papers in Economics, University of Munich, Department of Economics
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2000)
    FMG Discussion Papers, Financial Markets Group (2000)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)
    See also Journal Article Strategic trading and learning about liquidity, Journal of Financial Markets, Elsevier (2002) View citations (6) (2002)

2000

21. Why are Housing Prices so Volatile? Income Shocks in a Stochastic Heterogeneous-Agents Model
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society

1999

22. Market Experimentation in a Dynamic Differentiated-Goods Duopoly
    Game Theory and Information, University Library of Munich, Germany View citations (5)
    Also in STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (1999) View citations (2)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1999)

1998

23. Boom In, Bust Out: Young Households and the Housing Price Cycle
    Finance, University Library of Munich, Germany View citations (3)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1998) View citations (1)
    FMG Discussion Papers, Financial Markets Group (1998) View citations (15)
    See also Journal Article Boom in, bust out: Young households and the housing price cycle, European Economic Review, Elsevier (1999) View citations (122) (1999)
24. Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints
    Finance, University Library of Munich, Germany View citations (30)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1998)
    FMG Discussion Papers, Financial Markets Group (1998) View citations (30)
25. Optimal Experimentation in a Changing Environment
    Game Theory and Information, University Library of Munich, Germany View citations (2)
    Also in STICERD - Theoretical Economics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (1997) View citations (3)
    See also Journal Article Optimal Experimentation in a Changing Environment, The Review of Economic Studies, Review of Economic Studies Ltd (1999) View citations (111) (1999)

1995

26. Option Pricing With a Quadratic Diffusion Term
    FMG Discussion Papers, Financial Markets Group
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1995)

1994

27. State Prices Implicit in Valuation Formulae for Derivative Securities: A Martingale Approach
    FMG Discussion Papers, Financial Markets Group View citations (3)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1994)
28. The Direct Approach to Debt Option Pricing
    Munich Reprints in Economics, University of Munich, Department of Economics View citations (6)

Undated

29. 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 View citations (3)

Journal Articles

2022

1. Overcoming Free-Riding in Bandit Games
   The Review of Economic Studies, 2022, 89, (4), 1948-1992 View citations (1)
   See also Working Paper Overcoming Free-Riding in Bandit Games, Post-Print (2022) View citations (1) (2022)

2020

2. Undiscounted bandit games
   Games and Economic Behavior, 2020, 124, (C), 43-61
   See also Working Paper Undiscounted Bandit Games, Papers (2020) (2020)

2017

3. Experimentation in Two-Sided Markets
   Journal of the European Economic Association, 2017, 15, (1), 128-172 View citations (8)
   See also Working Paper Experimentation in Two-Sided Markets, Munich Reprints in Economics (2017) View citations (8) (2017)

2015

4. Breakdowns
   Theoretical Economics, 2015, 10, (1)
   See also Working Paper Breakdowns, Levine's Working Paper Archive (2013) (2013)
5. Strategic experimentation with private payoffs
   Journal of Economic Theory, 2015, 159, (PA), 531-551 View citations (32)
   See also Working Paper Strategic Experimentation with Private Payoffs, CEPR Discussion Papers (2015) View citations (44) (2015)

2011

6. Negatively Correlated Bandits
   The Review of Economic Studies, 2011, 78, (2), 693-732 View citations (40)
   See also Working Paper Negatively Correlated Bandits, Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems (2008) View citations (8) (2008)

2010

7. Strategic experimentation with Poisson bandits
   Theoretical Economics, 2010, 5, (2) View citations (72)
   See also Working Paper Strategic Experimentation with Poisson Bandits, Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems (2009) View citations (1) (2009)

2008

8. Heterogeneity within communities: A stochastic model with tenure choice
   Journal of Urban Economics, 2008, 64, (1), 1-17 View citations (14)
   See also Working Paper Heterogeneity within Communities: A Stochastic Model with Tenure Choice, Discussion Papers in Economics (2005) View citations (6) (2005)

2006

9. Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints *
   The Review of Economic Studies, 2006, 73, (2), 459-485 View citations (397)
   See also Working Paper 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 (2005) View citations (15) (2005)

2005

10. Strategic Experimentation with Exponential Bandits
    Econometrica, 2005, 73, (1), 39-68 View citations (234)
    See also Working Paper Strategic Experimentation with Exponential Bandits, CEPR Discussion Papers (2003) (2003)

2004

11. Housing transactions and macroeconomic fluctuations: a case study of England and Wales
    Journal of Housing Economics, 2004, 13, (4), 287-303 View citations (27)

2003

12. Price Dispersion and Learning in a Dynamic Differentiated-Goods Duopoly
    RAND Journal of Economics, 2003, 34, (1), 138-65 View citations (21)
    See also Working Paper Price Dispersion and Learning in a Dynamic Differentiated-Goods Duopoly, Discussion Papers in Economics (2001) View citations (11) (2001)

2002

13. Strategic trading and learning about liquidity
    Journal of Financial Markets, 2002, 5, (4), 419-450 View citations (6)
    See also Working Paper Strategic Trading and Learning about Liquidity, Discussion Papers in Economics (2001) (2001)
14. Tenure choice and the riskiness of non-housing consumption
    Journal of Housing Economics, 2002, 11, (3), 266-279 View citations (80)

1999

15. Boom in, bust out: Young households and the housing price cycle
    European Economic Review, 1999, 43, (4-6), 755-766 View citations (122)
    See also Working Paper Boom In, Bust Out: Young Households and the Housing Price Cycle, Finance (1998) View citations (3) (1998)
16. Optimal Experimentation in a Changing Environment
    The Review of Economic Studies, 1999, 66, (3), 475-507 View citations (111)
    See also Working Paper Optimal Experimentation in a Changing Environment, Game Theory and Information (1998) View citations (2) (1998)

1997

17. Option pricing in the presence of natural boundaries and a quadratic diffusion term (*)
    Finance and Stochastics, 1997, 1, (4), 331-344 View citations (19)

Books

2004

1. Fluctuations of the Real Estate Market: Microeconomic foundations and macroeconomic consequences
   ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich View citations (4)