We show that any $\mathbb{R}^d\setminus\{0\}$-valued self-similar Markov process $X$, with index $α>0$ can be represented as a path transformation of some Markov additive process (MAP) $(θ,ξ)$ in $S_{d-1}\times\mathbb{R}$. This result extends the well known Lamperti transformation. Let us denote by $\widehat{X}$ the self-similar Markov process which is obtained from the MAP $(θ,-ξ)$ through this extended Lamperti transformation. Then we prove that $\widehat{X}$ is in weak duality with $X$, with respect to the measure $π(x/\|x\|)\|x\|^{α-d}dx$, if and only if $(θ,ξ)$ is reversible with respect to the measure $π(ds)dx$, where $π(ds)$ is some $σ$-finite measure on $S_{d-1}$ and $dx$ is the Lebesgue measure on $\mathbb{R}$. Besides, the dual process $\widehat{X}$ has the same law as the inversion $(X_{γ_t}/\|X_{γ_t}\|^2,t\ge0)$ of $X$, where $γ_t$ is the inverse of $t\mapsto\int_0^t\|X\|_s^{-2α}\,ds$. These results allow us to obtain excessive functions for some classes of self-similar Markov processes such as stable Lévy processes.