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Details about Peter Martey Addo

Homepage:http://pkaddo2000.weebly.com/
Postal address:University Paris 1 Panthéon-Sorbonne, Centre d’Economie de la Sorbonne, 106-112 boulevard de l’hopital, 75647 Paris Cedex 13, France
Workplace:Centre de recherche de mathématiques et économie mathématique (CERMSEM) (Center for Research in Mathematics and Mathematical Economics), Centre d'Économie de la Sorbonne (Sorbonne Economic Centre), Université Paris 1 (Panthéon-Sorbonne) (University of Paris 1), (more information at EDIRC)

Access statistics for papers by Peter Martey Addo.

Last updated 2015-12-07. Update your information in the RePEc Author Service.

Short-id: pad121


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Working Papers

2015

  1. Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2015) Downloads
  2. Insights to the European debt crisis using recurrence quantification and network analysis
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads View citations (1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2015) Downloads View citations (3)
  3. The kiss of information theory that captures systemic risk
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads View citations (2)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2014) Downloads

2014

  1. Detection and quantification of causal dependencies in multivariate time series: a novel information theoretic approach to understanding systemic risk
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
  2. Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input
    Papers, arXiv.org Downloads

2013

  1. A New Modelling Test: The Univariate MT-STAR Model
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads View citations (1)
  2. Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads View citations (20)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013) View citations (8)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013) Downloads View citations (16)

    See also Journal Article in The North American Journal of Economics and Finance (2013)
  3. Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads View citations (1)
  4. Turning point chronology for the Euro-Zone: A Distance Plot Approach
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (1)
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2013) Downloads View citations (1)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2013) Downloads View citations (1)
  5. Understanding Exchange Rates Dynamics
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads View citations (10)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013) Downloads View citations (1)

2012

  1. Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2012) View citations (4)

2011

  1. A test for a new modelling: The Univariate MT-STAR Model
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (2)
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2011)

Journal Articles

2014

  1. The univariate MT-STAR model and a new linearity and unit root test procedure
    Computational Statistics & Data Analysis, 2014, 76, (C), 4-19 Downloads View citations (4)
  2. Turning point chronology for the euro area: A distance plot approach
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2014, 2014, (1), 1-14 Downloads View citations (4)

2013

  1. Nonlinear dynamics and recurrence plots for detecting financial crisis
    The North American Journal of Economics and Finance, 2013, 26, (C), 416-435 Downloads View citations (17)
    See also Working Paper (2013)
 
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