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Peter Martey Addo

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Personal Details

First Name: Peter Martey
Middle Name:
Last Name: Addo
Suffix:

RePEc Short-ID: pad121

Email: [This author has chosen not to make the email address public]
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
Phone:

Affiliation

(50%) Centre de recherche de mathématiques et économie mathématique (CERMSEM)
Centre d'Économie de la Sorbonne
Université Paris 1 (Panthéon-Sorbonne)
Location: Paris, France
Homepage: http://cermsem.univ-paris1.fr/
Email:
Phone: + 33 44 07 81 00
Fax: + 33 1 44 07 83 01
Postal: 106 - 112 boulevard de l'Hôpital, 75647 Paris cedex 13
Handle: RePEc:edi:cerp1fr (more details at EDIRC)
(50%) EDEEM Erasmus Mundus Joint Doctorate (EDEEM Erasmus Mundus Joint Doctorate)
Homepage: http://erasmusmundus-edeem.univ-paris1.fr/
Location: Paris, France

Works

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Working papers

  1. Peter Martey Addo, 2014. "Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input," Papers 1407.7738, arXiv.org.
  2. Peter Martey Addo & Monica Billio & Dominique Guegan, 2013. "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 13023, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  3. 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, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 13025, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  4. 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, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 13024, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  5. 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, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 12023, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  6. 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, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 12023r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2013.
  7. 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, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 11083, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  8. 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, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 11083r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Aug 2013.

Articles

  1. 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, Elsevier, vol. 76(C), pages 4-19.
  2. 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,CIRET, vol. 2014(1), pages 1-14.
  3. 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, Elsevier, vol. 26(C), pages 416-435.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2012-05-02 2012-05-15
  2. NEP-CWA: Central & Western Asia (1) 2013-04-06
  3. 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
  4. NEP-EEC: European Economics (3) 2013-03-23 2013-04-06 2013-11-22. Author is listed
  5. NEP-ETS: Econometric Time Series (7) 2012-01-18 2012-01-25 2012-05-02 2012-05-15 2013-03-23 2013-04-06 2014-08-09. Author is listed
  6. NEP-MAC: Macroeconomics (1) 2013-11-22
  7. NEP-ORE: Operations Research (2) 2013-03-23 2013-04-06

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