Peter Martey Addo
Personal Details
First Name: | Peter Martey |
Middle Name: | |
Last Name: | Addo |
Suffix: | |
RePEc Short-ID: | pad121 |
[This author has chosen not to make the email address public] | |
http://pkaddo2000.weebly.com/ | |
University Paris 1 Panthéon-Sorbonne, Centre d’Economie de la Sorbonne, 106-112 boulevard de l’hopital, 75647 Paris Cedex 13, France | |
Terminal Degree: | 2014 Centre d'Économie de la Sorbonne; Université Paris 1 (Panthéon-Sorbonne) (from RePEc Genealogy) |
Affiliation
Centre de recherche de mathématiques et économie mathématique (CERMSEM)
Centre d'Économie de la Sorbonne
Université Paris 1 (Panthéon-Sorbonne)
Paris, Francehttp://cermsem.univ-paris1.fr/
RePEc:edi:cerp1fr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Peter Martey Addo, 2015.
"Insights to the European debt crisis using recurrence quantification and network analysis,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01164025, HAL.
- Peter Martey Addo, 2015. "Insights to the European debt crisis using recurrence quantification and network analysis," Documents de travail du Centre d'Economie de la Sorbonne 15035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo, 2015.
"Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01169516, HAL.
- Peter Martey Addo, 2015. "Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks," Documents de travail du Centre d'Economie de la Sorbonne 15051, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo, 2014. "Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input," Papers 1407.7738, arXiv.org.
- Peter Martey Addo & Philippe de Peretti & Hayette Gatfaoui & Jakob Runge, 2014.
"The kiss of information theory that captures systemic risk,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-01110712, HAL.
- Peter Martey Addo & Philippe de Peretti & Hayette Gatfaoui & Jakob Runge, 2014. "The kiss of information theory that captures systemic risk," Post-Print hal-01110712, HAL.
- Peter Martey Addo & Philippe De Peretti & Hayette Gatfaoui & Jakob Runge, 2014. "The kiss of information theory that captures systemic risk," Documents de travail du Centre d'Economie de la Sorbonne 14069r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2015.
- Peter Martey Addo & Philippe De Peretti, 2014. "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 14069, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013.
"Nonlinear dynamics and recurrence plots for detecting financial crisis,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00964975, HAL.
- Addo, Peter Martey & Billio, Monica & Guégan, Dominique, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 416-435.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," PSE-Ecole d'économie de Paris (Postprint) hal-00964975, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Documents de travail du Centre d'Economie de la Sorbonne 13024, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00803450, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Post-Print halshs-00803450, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," Post-Print hal-00964975, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013.
"Understanding Exchange Rates Dynamics,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00803447, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Understanding Exchange Rates Dynamics," Post-Print halshs-00803447, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Understanding Exchange Rates Dynamics," Documents de travail du Centre d'Economie de la Sorbonne 13023, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013.
"Turning point chronology for the Euro-Zone: A Distance Plot Approach,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00803457, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Post-Print halshs-00803457, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Documents de travail du Centre d'Economie de la Sorbonne 13025r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2013.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Documents de travail du Centre d'Economie de la Sorbonne 13025, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2012. "Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis," Documents de travail du Centre d'Economie de la Sorbonne 12023r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2013.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2012.
"Alternative Methodology for Turning-Point Detection in Business Cycle : A Wavelet Approach,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00694420, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2012. "Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach," Documents de travail du Centre d'Economie de la Sorbonne 12023, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2012. "Alternative Methodology for Turning-Point Detection in Business Cycle : A Wavelet Approach," Post-Print halshs-00694420, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2011. "A New Modelling Test: The Univariate MT-STAR Model," Documents de travail du Centre d'Economie de la Sorbonne 11083r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Aug 2013.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2011.
"A test for a new modelling : The Univariate MT-STAR Model,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00659158, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2011. "A test for a new modelling: The Univariate MT-STAR Model," Documents de travail du Centre d'Economie de la Sorbonne 11083, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2011. "A test for a new modelling : The Univariate MT-STAR Model," Post-Print halshs-00659158, HAL.
Articles
- Peter Martey Addo & Monica Billio & Dominique Guégan, 2014.
"Turning point chronology for the euro area: A distance plot approach,"
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2014(1), pages 1-14.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "Turning point chronology for the euro area: A distance plot approach," PSE-Ecole d'économie de Paris (Postprint) hal-01310533, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "Turning point chronology for the euro area: A distance plot approach," Post-Print hal-01310533, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "Turning point chronology for the euro area: A distance plot approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01310533, HAL.
- Addo, Peter Martey & Billio, Monica & Guégan, Dominique, 2014.
"The univariate MT-STAR model and a new linearity and unit root test procedure,"
Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 4-19.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "The univariate MT-STAR model and a new linearity and unit root test procedure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01310518, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "The univariate MT-STAR model and a new linearity and unit root test procedure," PSE-Ecole d'économie de Paris (Postprint) hal-01310518, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "The univariate MT-STAR model and a new linearity and unit root test procedure," Post-Print hal-01310518, HAL.
- Addo, Peter Martey & Billio, Monica & Guégan, Dominique, 2013.
"Nonlinear dynamics and recurrence plots for detecting financial crisis,"
The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 416-435.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," PSE-Ecole d'économie de Paris (Postprint) hal-00964975, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Documents de travail du Centre d'Economie de la Sorbonne 13024, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00803450, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Post-Print halshs-00803450, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00964975, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," Post-Print hal-00964975, HAL.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Peter Martey Addo, 2015.
"Insights to the European debt crisis using recurrence quantification and network analysis,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01164025, HAL.
- Peter Martey Addo, 2015. "Insights to the European debt crisis using recurrence quantification and network analysis," Documents de travail du Centre d'Economie de la Sorbonne 15035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
Cited by:
- Xiong, Hui & Shang, Pengjian & Bian, Songhan, 2017. "Detecting intrinsic dynamics of traffic flow with recurrence analysis and empirical mode decomposition," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 474(C), pages 70-84.
- Peter Martey Addo, 2015. "Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks," Post-Print halshs-01169516, HAL.
- Peter Martey Addo, 2015.
"Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01169516, HAL.
- Peter Martey Addo, 2015. "Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks," Documents de travail du Centre d'Economie de la Sorbonne 15051, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Philippe de Peretti & Hayette Gatfaoui & Jakob Runge, 2014.
"The kiss of information theory that captures systemic risk,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-01110712, HAL.
- Peter Martey Addo & Philippe de Peretti & Hayette Gatfaoui & Jakob Runge, 2014. "The kiss of information theory that captures systemic risk," Post-Print hal-01110712, HAL.
- Peter Martey Addo & Philippe De Peretti & Hayette Gatfaoui & Jakob Runge, 2014. "The kiss of information theory that captures systemic risk," Documents de travail du Centre d'Economie de la Sorbonne 14069r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2015.
Cited by:
- Florent MCISAAC & Florent Mc ISAAC, 2017. "An Input-Output Analysis: What Would a Low-Carbon Economy for Brazil Mean?," Working Paper f2f77b78-bd3b-4408-b3e9-d, Agence française de développement.
- Peter Martey Addo, 2015. "Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks," Post-Print halshs-01169516, HAL.
- Peter Martey Addo, 2015.
"Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01169516, HAL.
- Peter Martey Addo, 2015. "Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks," Documents de travail du Centre d'Economie de la Sorbonne 15051, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013.
"Nonlinear dynamics and recurrence plots for detecting financial crisis,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00964975, HAL.
- Addo, Peter Martey & Billio, Monica & Guégan, Dominique, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 416-435.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," PSE-Ecole d'économie de Paris (Postprint) hal-00964975, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Documents de travail du Centre d'Economie de la Sorbonne 13024, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00803450, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Post-Print halshs-00803450, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," Post-Print hal-00964975, HAL.
Cited by:
- Giuseppe Orlando & Fabio Della Rossa, 2019. "An Empirical Test on Harrod’s Open Economy Dynamics," Mathematics, MDPI, vol. 7(6), pages 1-13, June.
- Fan, Guo-Feng & Peng, Li-Ling & Hong, Wei-Chiang, 2018. "Short term load forecasting based on phase space reconstruction algorithm and bi-square kernel regression model," Applied Energy, Elsevier, vol. 224(C), pages 13-33.
- Peter Martey Addo & Philippe De Peretti, 2014. "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 14069, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Chen, Mei-Ping & Lin, Yu-Hui & Tseng, Chun-Yao & Chen, Wen-Yi, 2015. "Bubbles in health care: Evidence from the U.S., U.K., and German stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 193-205.
- Giovanna Zimatore & Maria Chiara Gallotta & Matteo Campanella & Piotr H. Skarzynski & Giuseppe Maulucci & Cassandra Serantoni & Marco De Spirito & Davide Curzi & Laura Guidetti & Carlo Baldari & Stavr, 2022. "Detecting Metabolic Thresholds from Nonlinear Analysis of Heart Rate Time Series: A Review," IJERPH, MDPI, vol. 19(19), pages 1-24, October.
- Peter Martey Addo, 2015.
"Insights to the European debt crisis using recurrence quantification and network analysis,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01164025, HAL.
- Peter Martey Addo, 2015. "Insights to the European debt crisis using recurrence quantification and network analysis," Documents de travail du Centre d'Economie de la Sorbonne 15035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Chang, C-L. & Allen, D.E. & McAleer, M.J., 2013.
"Recent Developments in Financial Economics and Econometrics: An Overview,"
Econometric Institute Research Papers
EI 2013-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & David E Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics:An Overview," KIER Working Papers 842, Kyoto University, Institute of Economic Research.
- Chia-Lin Chang & Allen, David & McAleer, Michael, 2013. "Recent developments in financial economics and econometrics: An overview," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 217-226.
- Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Working Papers in Economics 13/06, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Tinbergen Institute Discussion Papers 13-021/III, Tinbergen Institute.
- Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Documentos de Trabajo del ICAE 2013-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Peter Martey Addo, 2015. "Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks," Post-Print halshs-01169516, HAL.
- Peter Martey Addo & Philippe de Peretti & Hayette Gatfaoui & Jakob Runge, 2014.
"The kiss of information theory that captures systemic risk,"
Post-Print
hal-01110712, HAL.
- Peter Martey Addo & Philippe de Peretti & Hayette Gatfaoui & Jakob Runge, 2014. "The kiss of information theory that captures systemic risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01110712, HAL.
- Peter Martey Addo & Philippe De Peretti & Hayette Gatfaoui & Jakob Runge, 2014. "The kiss of information theory that captures systemic risk," Documents de travail du Centre d'Economie de la Sorbonne 14069r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2015.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013.
"Turning point chronology for the Euro-Zone: A Distance Plot Approach,"
Documents de travail du Centre d'Economie de la Sorbonne
13025, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00803457, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Post-Print halshs-00803457, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Documents de travail du Centre d'Economie de la Sorbonne 13025r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2013.
- Deniz Kenan Kılıç & Ömür Uğur, 2018. "Multiresolution analysis of S&P500 time series," Annals of Operations Research, Springer, vol. 260(1), pages 197-216, January.
- Yao, Can-Zhong & Lin, Qing-Wen, 2017. "Recurrence plots analysis of the CNY exchange markets based on phase space reconstruction," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 584-596.
- Mostafa Shabani & Martin Magris & George Tzagkarakis & Juho Kanniainen & Alexandros Iosifidis, 2022. "Predicting the State of Synchronization of Financial Time Series using Cross Recurrence Plots," Papers 2210.14605, arXiv.org, revised Nov 2022.
- Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk, 2015. "Predictability dynamics of Islamic and conventional equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 222-248.
- Emmanuel Numapau Gyamfi & Kwabena A. Kyei, 2016. "Modeling Stock Market Returns under Self-exciting Threshold Autoregressive Model: Evidence from West Africa," International Journal of Economics and Financial Issues, Econjournals, vol. 6(3), pages 1194-1199.
- Peter Martey Addo, 2015.
"Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01169516, HAL.
- Peter Martey Addo, 2015. "Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks," Documents de travail du Centre d'Economie de la Sorbonne 15051, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo, 2015. "Insights to the European debt crisis using recurrence quantification and network analysis," Post-Print halshs-01164025, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2012. "Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis," Documents de travail du Centre d'Economie de la Sorbonne 12023r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2013.
- Petre CARAIANI, 2015. "Testing For Nonlinearity In Unemployment Rates Via Delay Vector Variance," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 81-92, March.
- Álvarez-Díaz, Marcos & Hammoudeh, Shawkat & Gupta, Rangan, 2014. "Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 22-35.
- Dungey, Mardi & Matei, Marius & Treepongkaruna, Sirimon, 2014. "Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data," Working Papers 2014-12, University of Tasmania, Tasmanian School of Business and Economics.
- Orlando, Giuseppe & Zimatore, Giovanna, 2018.
"Recurrence quantification analysis of business cycles,"
Chaos, Solitons & Fractals, Elsevier, vol. 110(C), pages 82-94.
- Giuseppe Orlando & Giovanna Zimatore, 2021. "Recurrence Quantification Analysis of Business Cycles," Dynamic Modeling and Econometrics in Economics and Finance, in: Giuseppe Orlando & Alexander N. Pisarchik & Ruedi Stoop (ed.), Nonlinearities in Economics, chapter 0, pages 269-282, Springer.
- M. Shabani & M. Magris & George Tzagkarakis & J. Kanniainen & A. Iosifidis, 2023. "Predicting the state of synchronization of financial time series using cross recurrence plots," Post-Print hal-04415269, HAL.
- Vera Ivanyuk, 2021. "Modeling of Crisis Processes in the Financial Market," Economies, MDPI, vol. 9(4), pages 1-17, October.
- Charakopoulos, Avraam & Karakasidis, Theodoros & Sarris, loannis, 2019. "Pattern identification for wind power forecasting via complex network and recurrence plot time series analysis," Energy Policy, Elsevier, vol. 133(C).
- Liu, Yanxin & Li, Johnny Siu-Hang & Ng, Andrew Cheuk-Yin, 2015. "Option pricing under GARCH models with Hansen's skewed-t distributed innovations," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 108-125.
- Ashe, Sinéad & Egan, Paul, 2023. "Examining financial and business cycle interaction using cross recurrence plot analysis," Finance Research Letters, Elsevier, vol. 51(C).
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013.
"Understanding Exchange Rates Dynamics,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00803447, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Understanding Exchange Rates Dynamics," Post-Print halshs-00803447, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Understanding Exchange Rates Dynamics," Documents de travail du Centre d'Economie de la Sorbonne 13023, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
Cited by:
- Peter Martey Addo & Philippe De Peretti, 2014. "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 14069, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013.
"Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00803450, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," PSE-Ecole d'économie de Paris (Postprint) hal-00964975, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Documents de travail du Centre d'Economie de la Sorbonne 13024, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Post-Print halshs-00803450, HAL.
- Addo, Peter Martey & Billio, Monica & Guégan, Dominique, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 416-435.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00964975, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," Post-Print hal-00964975, HAL.
- Peter Martey Addo & Philippe de Peretti & Hayette Gatfaoui & Jakob Runge, 2014.
"The kiss of information theory that captures systemic risk,"
Post-Print
hal-01110712, HAL.
- Peter Martey Addo & Philippe de Peretti & Hayette Gatfaoui & Jakob Runge, 2014. "The kiss of information theory that captures systemic risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01110712, HAL.
- Peter Martey Addo & Philippe De Peretti & Hayette Gatfaoui & Jakob Runge, 2014. "The kiss of information theory that captures systemic risk," Documents de travail du Centre d'Economie de la Sorbonne 14069r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2015.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013.
"Turning point chronology for the Euro-Zone: A Distance Plot Approach,"
Documents de travail du Centre d'Economie de la Sorbonne
13025, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00803457, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Post-Print halshs-00803457, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Documents de travail du Centre d'Economie de la Sorbonne 13025r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2013.
- Emmanuel Numapau Gyamfi & Kwabena A. Kyei, 2016. "Modeling Stock Market Returns under Self-exciting Threshold Autoregressive Model: Evidence from West Africa," International Journal of Economics and Financial Issues, Econjournals, vol. 6(3), pages 1194-1199.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2012. "Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis," Documents de travail du Centre d'Economie de la Sorbonne 12023r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2013.
- Petre CARAIANI, 2015. "Testing For Nonlinearity In Unemployment Rates Via Delay Vector Variance," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 81-92, March.
- Jaksic, Vesna & Mandic, Danilo P. & Karoumi, Raid & Basu, Bidroha & Pakrashi, Vikram, 2016. "Estimation of nonlinearities from pseudodynamic and dynamic responses of bridge structures using the Delay Vector Variance method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 441(C), pages 100-120.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013.
"Turning point chronology for the Euro-Zone: A Distance Plot Approach,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00803457, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Post-Print halshs-00803457, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Documents de travail du Centre d'Economie de la Sorbonne 13025r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2013.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Documents de travail du Centre d'Economie de la Sorbonne 13025, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
Cited by:
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2012. "Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis," Documents de travail du Centre d'Economie de la Sorbonne 12023r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2013.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2012.
"Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis,"
Documents de travail du Centre d'Economie de la Sorbonne
12023r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2013.
Cited by:
- Emmanuel Numapau Gyamfi & Kwabena A. Kyei, 2016. "Modeling Stock Market Returns under Self-exciting Threshold Autoregressive Model: Evidence from West Africa," International Journal of Economics and Financial Issues, Econjournals, vol. 6(3), pages 1194-1199.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2012.
"Alternative Methodology for Turning-Point Detection in Business Cycle : A Wavelet Approach,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00694420, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2012. "Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach," Documents de travail du Centre d'Economie de la Sorbonne 12023, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2012. "Alternative Methodology for Turning-Point Detection in Business Cycle : A Wavelet Approach," Post-Print halshs-00694420, HAL.
Cited by:
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013.
"Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00803450, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," PSE-Ecole d'économie de Paris (Postprint) hal-00964975, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Documents de travail du Centre d'Economie de la Sorbonne 13024, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Post-Print halshs-00803450, HAL.
- Addo, Peter Martey & Billio, Monica & Guégan, Dominique, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 416-435.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00964975, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," Post-Print hal-00964975, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013.
"Turning point chronology for the Euro-Zone: A Distance Plot Approach,"
Documents de travail du Centre d'Economie de la Sorbonne
13025, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00803457, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Post-Print halshs-00803457, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Turning point chronology for the Euro-Zone: A Distance Plot Approach," Documents de travail du Centre d'Economie de la Sorbonne 13025r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2013.
- Micha³ Bernardelli, 2015. "The Economic Situation In Poland Through The Prism Of The Situation In The Enterprises On The Basis Of The Business Tendency Survey," GUT FME Conference Publications, in: Blazej Prusak (ed.),ENTERPRISES IN UNSTABLE ECONOMY, chapter 10, pages 109-136, Faculty of Management and Economics, Gdansk University of Technology.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2011.
"A New Modelling Test: The Univariate MT-STAR Model,"
Documents de travail du Centre d'Economie de la Sorbonne
11083r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Aug 2013.
Cited by:
- Hwa-Taek Lee & Gawon Yoon, 2013. "Does purchasing power parity hold sometimes? Regime switching in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2279-2294, June.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2011.
"A test for a new modelling : The Univariate MT-STAR Model,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00659158, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2011. "A test for a new modelling: The Univariate MT-STAR Model," Documents de travail du Centre d'Economie de la Sorbonne 11083, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2011. "A test for a new modelling : The Univariate MT-STAR Model," Post-Print halshs-00659158, HAL.
Cited by:
- Hwa-Taek Lee & Gawon Yoon, 2013. "Does purchasing power parity hold sometimes? Regime switching in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2279-2294, June.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2012. "Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis," Documents de travail du Centre d'Economie de la Sorbonne 12023r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2013.
Articles
- Peter Martey Addo & Monica Billio & Dominique Guégan, 2014.
"Turning point chronology for the euro area: A distance plot approach,"
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2014(1), pages 1-14.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "Turning point chronology for the euro area: A distance plot approach," PSE-Ecole d'économie de Paris (Postprint) hal-01310533, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "Turning point chronology for the euro area: A distance plot approach," Post-Print hal-01310533, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "Turning point chronology for the euro area: A distance plot approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01310533, HAL.
Cited by:
- Peter Martey Addo & Philippe De Peretti, 2014. "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 14069, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo, 2015.
"Insights to the European debt crisis using recurrence quantification and network analysis,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01164025, HAL.
- Peter Martey Addo, 2015. "Insights to the European debt crisis using recurrence quantification and network analysis," Documents de travail du Centre d'Economie de la Sorbonne 15035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo, 2015. "Insights to the European debt crisis using recurrence quantification and network analysis," Post-Print halshs-01164025, HAL.
- Addo, Peter Martey & Billio, Monica & Guégan, Dominique, 2014.
"The univariate MT-STAR model and a new linearity and unit root test procedure,"
Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 4-19.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "The univariate MT-STAR model and a new linearity and unit root test procedure," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01310518, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "The univariate MT-STAR model and a new linearity and unit root test procedure," PSE-Ecole d'économie de Paris (Postprint) hal-01310518, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2014. "The univariate MT-STAR model and a new linearity and unit root test procedure," Post-Print hal-01310518, HAL.
Cited by:
- Peter Martey Addo, 2014. "Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input," Papers 1407.7738, arXiv.org.
- Artur Silva Lopes & Gabriel Florin Zsurkis, 2019.
"Are linear models really unuseful to describe business cycle data?,"
Applied Economics, Taylor & Francis Journals, vol. 51(22), pages 2355-2376, May.
- Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2017. "Are linear models really unuseful to describe business cycle data?," MPRA Paper 79413, University Library of Munich, Germany.
- Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2015. "Revisiting non-linearities in business cycles around the world," MPRA Paper 65668, University Library of Munich, Germany.
- Lopes, Artur Silva & Zsurkis, Gabriel Florin, 2017. "Are linear models really unuseful to describe business cycle data?," Economics Discussion Papers 2017-5, Kiel Institute for the World Economy (IfW Kiel).
- Addo, Peter Martey & Billio, Monica & Guégan, Dominique, 2013.
"Nonlinear dynamics and recurrence plots for detecting financial crisis,"
The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 416-435.
See citations under working paper version above.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," PSE-Ecole d'économie de Paris (Postprint) hal-00964975, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Documents de travail du Centre d'Economie de la Sorbonne 13024, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00803450, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis," Post-Print halshs-00803450, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00964975, HAL.
- Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "Nonlinear dynamics and recurrence plots for detecting financial crisis," Post-Print hal-00964975, HAL.
More information
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ETS: Econometric Time Series (8) 2012-01-18 2012-01-25 2012-05-02 2012-05-15 2013-03-23 2013-04-06 2014-08-09 2015-01-09. Author is listed
- NEP-ECM: Econometrics (6) 2012-01-25 2012-05-02 2013-03-23 2013-03-23 2013-04-06 2014-08-09. Author is listed
- NEP-EEC: European Economics (5) 2013-03-23 2013-04-06 2013-11-22 2015-05-02 2015-06-27. Author is listed
- NEP-BAN: Banking (4) 2015-01-09 2015-03-22 2015-06-27 2015-07-11
- NEP-RMG: Risk Management (3) 2015-01-09 2015-03-22 2015-06-05
- NEP-BEC: Business Economics (2) 2012-05-02 2012-05-15
- NEP-CFN: Corporate Finance (2) 2015-03-22 2015-05-02
- NEP-IAS: Insurance Economics (2) 2015-06-27 2015-07-11
- NEP-ORE: Operations Research (2) 2013-03-23 2013-04-06
- NEP-CWA: Central and Western Asia (1) 2013-04-06
- NEP-HME: Heterodox Microeconomics (1) 2015-07-11
- NEP-MAC: Macroeconomics (1) 2013-11-22
- NEP-NET: Network Economics (1) 2015-05-02
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