Peter Martey Addo
Names
| first: | Peter Martey |
| last: | Addo |
Identifer
| RePEc Short-ID: | pad121 |
Contact
| 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 |
Affiliations
-
Université Paris 1 (Panthéon-Sorbonne)
/ Centre d'Économie de la Sorbonne
/ Centre de recherche de mathématiques et économie mathématique (CERMSEM)
- EDIRC entry
- location:
Research profile
author of:
- Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input (RePEc:arx:papers:1407.7738)
by Peter Martey Addo - The univariate MT-STAR model and a new linearity and unit root test procedure (RePEc:eee:csdana:v:76:y:2014:i:c:p:4-19)
by Addo, Peter Martey & Billio, Monica & Guégan, Dominique - Nonlinear dynamics and recurrence plots for detecting financial crisis (RePEc:eee:ecofin:v:26:y:2013:i:c:p:416-435)
by Addo, Peter Martey & Billio, Monica & Guégan, Dominique - Nonlinear dynamics and recurrence plots for detecting financial crisis (RePEc:hal:cesptp:hal-00964975)
by Peter Martey Addo & Monica Billio & Dominique Guegan - The kiss of information theory that captures systemic risk (RePEc:hal:cesptp:hal-01110712)
by Peter Martey Addo & Philippe de Peretti & Hayette Gatfaoui & Jakob Runge - A test for a new modelling : The Univariate MT-STAR Model (RePEc:hal:cesptp:halshs-00659158)
by Peter Martey Addo & Monica Billio & Dominique Guegan - Alternative Methodology for Turning-Point Detection in Business Cycle : A Wavelet Approach (RePEc:hal:cesptp:halshs-00694420)
by Peter Martey Addo & Monica Billio & Dominique Guegan - Understanding Exchange Rates Dynamics (RePEc:hal:cesptp:halshs-00803447)
by Peter Martey Addo & Monica Billio & Dominique Guegan - Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis (RePEc:hal:cesptp:halshs-00803450)
by Peter Martey Addo & Monica Billio & Dominique Guegan - Turning point chronology for the Euro-Zone: A Distance Plot Approach (RePEc:hal:cesptp:halshs-00803457)
by Peter Martey Addo & Monica Billio & Dominique Guegan - Insights to the European debt crisis using recurrence quantification and network analysis (RePEc:hal:cesptp:halshs-01164025)
by Peter Martey Addo - Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks (RePEc:hal:cesptp:halshs-01169516)
by Peter Martey Addo - A test for a new modelling: The Univariate MT-STAR Model (RePEc:mse:cesdoc:11083)
by Peter Martey Addo & Monica Billio & Dominique Guegan - A New Modelling Test: The Univariate MT-STAR Model (RePEc:mse:cesdoc:11083r)
by Peter Martey Addo & Monica Billio & Dominique Guegan - Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach (RePEc:mse:cesdoc:12023)
by Peter Martey Addo & Monica Billio & Dominique Guegan - Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis (RePEc:mse:cesdoc:12023r)
by Peter Martey Addo & Monica Billio & Dominique Guegan - Understanding Exchange Rates Dynamics (RePEc:mse:cesdoc:13023)
by Peter Martey Addo & Monica Billio & Dominique Guegan - Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis (RePEc:mse:cesdoc:13024)
by Peter Martey Addo & Monica Billio & Dominique Guegan - Turning point chronology for the Euro-Zone: A Distance Plot Approach (RePEc:mse:cesdoc:13025)
by Peter Martey Addo & Monica Billio & Dominique Guegan - Turning point chronology for the Euro-Zone: A Distance Plot Approach (RePEc:mse:cesdoc:13025r)
by Peter Martey Addo & Monica Billio & Dominique Guegan - Detection and quantification of causal dependencies in multivariate time series: a novel information theoretic approach to understanding systemic risk (RePEc:mse:cesdoc:14069)
by Peter Martey Addo & Philippe De Peretti - The kiss of information theory that captures systemic risk (RePEc:mse:cesdoc:14069r)
by Peter Martey Addo & Philippe De Peretti & Hayette Gatfaoui & Jakob Runge - Insights to the European debt crisis using recurrence quantification and network analysis (RePEc:mse:cesdoc:15035)
by Peter Martey Addo - Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks (RePEc:mse:cesdoc:15051)
by Peter Martey Addo - Turning point chronology for the euro area: A distance plot approach (RePEc:oec:stdkab:5jxwz80d73q8)
by Peter Martey Addo & Monica Billio & Dominique Guégan