Journal articles
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Cziráky, D. and Kucherenko, S., (2008), Monte Carlo forecasting from CIR square root diffusion models. Forthcoming.
Cziráky, D., (2007), Forecasting the Yield Curve with S-Plus. Wilmott Magazine, March 2007, 86-93.
Cziráky, D., Sambt, J., Rovan, J., and Puljiz, J. (2006), Regional development assessment: A structural equation approach. European Journal of Operational Research . 174, 427-442.
Cziráky, D. and Gillman, M. (2006), Money demand in an EU accession country: A VECM study of Croatia. Bulletin of Economic Research. 58(2), pp. 105-127.
Cziráky, D., Tisma, S. and Pisarovic, A. (2005), Determinants of the low SME loan approval rate in Croatia: A latent variable structural equation approach. Small Business Economics Journal 25(4), pp. 347-372.
Cziráky, D. (2004), Estimation of dynamic structural equation models with latent variables. Advances in Methodology and Statistics 1(1), 185-204.
Cziráky, D. (2004), LISREL 8.54: A programme for structural equation modelling with latent variables. Journal of Applied Econometrics, 19, 135-141.
Cziráky, D., Filipan, T. and Pisarovic, A. (2002), Multivariate modelling in experimental design. Developments in Applied Statistics, 19.
Cziráky, D., Puljiz, J., Jurlin, K.,
Malekovic, S. and Polic, M. (2002), A Multivariate Methodology for Modelling
Regional Development in
Cziráky,
D. (2002), Cointegration analysis of the
monthly time-series relationship between retail sales and average wages in
Croatia. CIR Review, Vol. VIII, 27/28.
Book
chapters
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Cziráky,
D. and Gillman, M. (2003), Stable money
demand and nominal money causality of output growth: A multivariate
cointegration analysis of Croatia. In: Stojanov, D. and Culahovic, B., From
Transition To Democracy: Globalisation and Political Economy of Development in
Transition Economies. Sarajevo: University of Sarajevo, 95-127.
Cziráky,
D., Puljiz, J., Jurlin, K., Maleković,
S. and Polić, M. (2003), An econometric model for development level
assessment with an application to municipality development classification. In: Reić, Z.
(Ed.), Enterprise in Transition. Split: University of Split, 173-184.
Cziráky,
D., Puljiz, J., Jurlin, K., Malekovic, S.
and Polic, M. (2002), Covariance structure analysis of regional development
data: An application to municipality development assessment. In Bade, V.,
Heinrich, H., Brauser, H.L. (Eds.), From Industry to Advanced Services:
Perspectives of European Metropolitan Region. Dortmund: European Regional
Science Association, 221-334.
Conference
proceedings
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Cziráky,
D. and Skrtic M. (2003), Maximum likelihood
estimation of dynamic structural equation models for ICT impact. ITI 2004
Conference Proceedings.
Cziráky, D. (2004), Covariance
Structure of the Structural Equation Models in the Observed Form.
Proceedings from the 27th RSC Conference, Sheffield.
Cziráky,
D. (2003), Estimation of a dynamic
structural equation model with latent variables. International Conference on
Methodology and Statistics 2003. Ljubljana: University of Ljubljana.
Skrtic
M, and Cziráky, D. (2003), A structural equation model of the impact of
Internet on scientific research activities: A case study of Croatia. Proceedings
from the 14th International Conference on Information and Intelligent Systems,
IIS 2003. Varazdin, pp. 223-230.
Cziráky,
D., Sambt, J., Rovan, J., Puljiz, J.,
Polić M. and Malekovic, S. (2003), Regional development assessment using
parametric and non-parametric ranking methods: A comparative analysis of
Slovenia and Croatia. Proceedings from the 2003 European Regional Science
Association conference, (R-sessions).
Cziráky,
D. (1998), Bayesian Sensitivity Analysis
Algorithms for Discrete Variables with Symmetric and Asymmetric Uncertainties.
Proceedings. International Conference on Methodology and Statistics, 7-9
September, 1998, Preddvor, Slovenia, University of Ljubljana, Institute of
Social Sciences – Centre of Methodology and Informatics.
Working
papers, research reports, work in progress
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Cziráky,
D., (2006), Dynamic Structural Equation
Models: Estimation and Inference. London School of Economics, Department of
Statistics, PhD Thesis.
Cziráky,
D., (2005), Maximum
likelihood estimation of DSEM models for time series data,
Working Paper.
Cziráky,
D., (2005), A
note on asymptotic normality of DSEM maximum likelihood estimator,
Working Paper.
Cziráky,
D., (2005), Evaluation
and testing in dynamic structural equation models with latent variables,
Working Paper.
Cziráky,
D., (2005), A
unifying statistical framework for dynamic structural equation models with
latent variables, Working Paper.
Cziráky,
D., (2005), Maximum
likelihood estimation of dynamic panel structural equation models with an
application to finance and growth, Working Paper.
Cziráky,
D., (2005), Maximum likelihood estimation of
dynamic panel structural equation models with an application to finance and
growth (Joint Econometrics and Statistics Seminar, LSE, February 2005).
Cziráky,
D. and Gillman, M. (2003), Inflation-growth
causality with a latent underground economy model. Research Report,
WIIW/GDN-SEE, research field II Enterprise Development, Informal Economy and
Labour Markets. Vienna: The Vienna Institute for International Economic
Studies.
Cziráky,
D. (2002), A three-stage least squares
estimator for dynamic latent variable models. IMO Working Paper 4/02,
Zagreb: IMO.
Cziráky,
D. (2002), A structural autoregressive distributed lag model with latent
variables. IMO Working Paper 3/02, Zagreb: IMO.
Cziráky, D.,
Tisma, S. and Pisarovic, A. (2001), Econometric Inference with Transitional
Data. IMO Working Paper 2/01, Zagreb: IMO.
Cziráky,
D. (2002), Estimation of a general
structural autoregressive distributed lag model with an application to UK micro
consumption function. University of Essex, MSc Dissertation.
Cziráky, D. (2001), Fiscal Policy and Regional Development: An Empirical Analysis of the War-Affected Regions in Croatia. Central European University, Center for Policy Studies.