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Thibaut Duprey
Thibaut Duprey
Verified email at bankofcanada.ca - Homepage
Title
Cited by
Cited by
Year
Dating systemic financial stress episodes in the EU countries
T Duprey, B Klaus, T Peltonen
Journal of Financial Stability 32, 30-56, 2017
1432017
Bankscope dataset: getting started
T Duprey
Mathias, Bankscope Dataset: Getting Started (November 17, 2016), 2016
632016
Do publicly owned banks lend against the wind?
T Duprey
39th issue (March 2015) of the International Journal of Central Banking, 2018
47*2018
Managing GDP tail risk
T Duprey, A Ueberfeldt
Bank of Canada Staff Working Paper, 2020
302020
Macroprudential framework: key questions applied to the French case
T Bennani, M Després, M Dujardin, T Duprey, A Kelber
Occasional papers 1, 2014
242014
How to predict financial stress? An assessment of Markov switching models
T Duprey, B Klaus
ECB Working Paper, 2017
222017
Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom
S Chatterjee, CW Chiu, T Duprey, S Hacıoğlu‐Hoke
Oxford Bulletin of Economics and Statistics 84 (2), 380-400, 2022
16*2022
How to manage macroeconomic and financial stability risks: A new framework
T Duprey, A Ueberfeldt
Bank of Canada= Banque du Canada, 2018
14*2018
Canadian financial stress and macroeconomic condition
T Duprey
Canadian Public Policy 46 (S3), S236-S260, 2020
122020
A barometer of Canadian financial system vulnerabilities
T Duprey, T Roberts
Bank of Canada, 2017
122017
Early warning or too late? A (pseudo-) real-time identification of leading indicators of financial stress
T Duprey, B Klaus
Journal of Banking & Finance 138, 106196, 2022
42022
Asymmetric risks to the economic outlook arising from financial system vulnerabilities
T Duprey
Bank of Canada, 2018
42018
Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation
T Grieder, D Hogg, T Duprey
Bank of Canada, 2017
42017
Bank Capital Adjustment Process and Aggregate Lending
T Duprey, M Lé
Banque de France Working Paper, 2014
42014
Online estimation for a predictive analytics platform with a financial-stability-analysis application
X Gu, R Mamon, T Duprey, H Xiong
European Journal of Control 57, 205-221, 2021
22021
Business Closures and (Re) Openings in Real Time Using Google Places
T Duprey, DE Rigobon, P Schnattinger, A Kotlicki, S Baharian, TR Hurd
Bank of Canada, 2022
12022
Household financial vulnerabilities and physical climate risks
T Duprey, C Jones, C Symmers, G Vallée
Bank of Canada, 2021
12021
Shaping the future: Policy shocks and the GDP growth distribution
FM Boire, T Duprey, A Ueberfeldt
Bank of Canada Staff Working Paper, 2021
12021
Bank screening heterogeneity
T Duprey
Bank of Canada Staff Working Paper, 2016
12016
Heterogeneous Banking Efficiency: Allocative Distortions and Lending Fluctuations
T Duprey
Banque de France Working Paper, 2014
12014
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Articles 1–20