Details about Peter Martey Addo

Access statistics for papers by Peter Martey Addo.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pad121

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
   Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2015)
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 View citations (4)
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2015) View citations (4)
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 View citations (4)
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2014)

2014

4. 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
5. Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input
   Papers, arXiv.org

2013

6. 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 View citations (1)
7. Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (28)
   Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2013) View citations (33)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013) View citations (28)
   See also Journal Article Nonlinear dynamics and recurrence plots for detecting financial crisis, The North American Journal of Economics and Finance, Elsevier (2013) View citations (30) (2013)
8. 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 View citations (1)
9. Turning point chronology for the Euro-Zone: A Distance Plot Approach
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 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) View citations (1)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013) View citations (1)
10. 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 View citations (13)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013) View citations (1)

2012

11. Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL 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 (2012) View citations (6)

2011

12. A test for a new modelling: The Univariate MT-STAR Model
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL 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) View citations (2)

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 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 View citations (4)

2013

3. Nonlinear dynamics and recurrence plots for detecting financial crisis
   The North American Journal of Economics and Finance, 2013, 26, (C), 416-435 View citations (30)
   See also Working Paper Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2013) View citations (28) (2013)