Publications | Dr. Peter Martey Addo

Publications

Peter Martey Addo, Christelle Manibialoa, Florent McIsaac (2021). Exploring Nonlinearity on the CO2 Emissions, Economic Production and Energy Use Nexus - A Causal Discovery Approach. Available at SSRN: https://ssrn.com/abstract=3893534 | 2021.

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Peter Martey Addo, DOMINIK BAUMANN, JULIET MCMURREN, STEFAAN G. VERHULST, ANDREW YOUNG, ANDREW J. ZAHURANEC (2021). Emerging Uses of technology for development - A new intelligence Paradigm. AFD policy paper, No 6 | February 2021.

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Peter Martey Addo, Guegan Dominique, Hassani Bertrand (2018). Credit Risk Analysis Using Machine and Deep Learning Models. Risks, 6(38).

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Peter Martey Addo (2015). Insights to the European debt crisis using recurrence quantification and network analysis. SYRTO WORKING PAPER SERIES, Working paper n. 14 | 2015.

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Peter Martey Addo (2015). Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks. SYRTO WORKING PAPER SERIES, Working paper n. 16 | 2015.

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Peter Martey Addo (2014). Multivariate Self–Exciting Threshold Autoregressive Models with eXogenous Input. arXiv:1407.7738.

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Peter Martey Addo, Billio Monica, Guegan Dominique (2014). Nonlinear Dynamics and Wavelets for Business Cycle Analysis. *In: Gallegati M., Semmler W. (eds) Wavelet Applications in Economics and Finance. Dynamic Modeling and Econometrics in Economics and Finance, vol 20. Springer, Cham.

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Peter Martey Addo, Philippe de Peretti, Hayette Gatfaoui, Jakob Runge (2014). The kiss of information theory that captures systemic risk. HAL, hal-01110712v2.

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Peter Martey Addo, Billio Monica, Guegan Dominique (2014). Turning point chronology for the Euro-Zone - A Distance Plot Approach. Journal of Business Cycle Measurement & Analysis, 2014/1 (8)(1–14).

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Peter Martey Addo, Billio Monica, Guegan Dominique (2014). The Univariate MT-STAR Model and a new linearity and unit root test procedure. Computational Statistics & Data Analysis(CSDA) 76(4–19).

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Peter Martey Addo, Billio Monica, Guegan Dominique (2013). Nonlinear dynamics and recurrence plots for detecting financial crisis. The North-American Journal of Economics and Finance, 26(416-435).

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Peter Martey Addo, Billio Monica, Guegan Dominique (2012). Understanding exchange rate dynamics. In A. Colubi, K. Fokianos, & E. J. Kontoghiorghes (Eds.), Proceedings of the 20th International Conference on Computational Statistics(1–14).

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