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Details about Thibaut Duprey

Homepage:https://sites.google.com/site/thibautduprey/
Workplace:Bank of Canada, (more information at EDIRC)

Access statistics for papers by Thibaut Duprey.

Last updated 2022-05-27. Update your information in the RePEc Author Service.

Short-id: pdu324


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Working Papers

2022

  1. Business Closures and (Re)Openings in Real Time Using Google Places
    Staff Working Papers, Bank of Canada Downloads

2021

  1. Household financial vulnerabilities and physical climate risks
    Staff Analytical Notes, Bank of Canada Downloads
  2. Shaping the future: Policy shocks and the GDP growth distribution
    Staff Working Papers, Bank of Canada Downloads

2020

  1. Canadian Financial Stress and Macroeconomic Conditions
    Discussion Papers, Bank of Canada Downloads View citations (8)
    See also Journal Article in Canadian Public Policy (2020)
  2. Managing GDP Tail Risk
    Staff Working Papers, Bank of Canada Downloads View citations (9)

2018

  1. Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities
    Staff Analytical Notes, Bank of Canada Downloads View citations (4)
  2. How to Manage Macroeconomic and Financial Stability Risks: A New Framework
    Staff Analytical Notes, Bank of Canada Downloads View citations (9)
  3. Modelling the Macrofinancial Effects of a House Price Correction in Canada
    Staff Analytical Notes, Bank of Canada Downloads View citations (1)

2017

  1. A Barometer of Canadian Financial System Vulnerabilities
    Staff Analytical Notes, Bank of Canada Downloads View citations (1)
  2. A financial stress index for the United Kingdom
    Bank of England working papers, Bank of England Downloads View citations (8)
  3. How to Predict Financial Stress? An Assessment of Markov Switching Models
    Staff Working Papers, Bank of Canada Downloads View citations (11)
    Also in Working Paper Series, European Central Bank (2017) Downloads View citations (12)
  4. Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation
    Staff Analytical Notes, Bank of Canada Downloads View citations (1)

2016

  1. Bank Screening Heterogeneity
    Staff Working Papers, Bank of Canada Downloads
  2. Dating Systemic Financial Stress Episodes in the EU Countries
    Staff Working Papers, Bank of Canada Downloads View citations (6)
    Also in Working Paper Series, European Central Bank (2015) Downloads View citations (18)

    See also Journal Article in Journal of Financial Stability (2017)

2015

  1. Do publicly owned banks lend against the wind?
    PSE-Ecole d'économie de Paris (Postprint), HAL Downloads View citations (9)
    Also in Post-Print, HAL (2015) Downloads View citations (9)

    See also Journal Article in International Journal of Central Banking (2015)

2014

  1. Bank Capital Adjustment Process and Aggregate Lending
    Working papers, Banque de France Downloads View citations (4)
  2. Macroprudential framework:key questions applied to the French case
    Occasional papers, Banque de France Downloads View citations (6)

2013

  1. Bank Ownership and Credit Cycle: the lower sensitivity of public bank lending to the business cycle
    Working Papers, HAL Downloads View citations (3)
  2. Heterogeneous Banking Efficiency: Allocative Distortions and Lending Fluctuations
    Working papers, Banque de France Downloads View citations (1)
    Also in Working Papers, HAL (2013) Downloads View citations (2)
    PSE Working Papers, HAL (2013) Downloads

Journal Articles

2022

  1. Business Closures and (Re)Openings in Real-Time Using Google Places: Proof of Concept
    JRFM, 2022, 15, (4), 1-10 Downloads
  2. Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress
    Journal of Banking & Finance, 2022, 138, (C) Downloads View citations (1)
  3. Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom
    Oxford Bulletin of Economics and Statistics, 2022, 84, (2), 380-400 Downloads

2020

  1. Canadian Financial Stress and Macroeconomic Condition
    Canadian Public Policy, 2020, 46, (S3), S236-S260 Downloads View citations (3)
    See also Working Paper (2020)

2017

  1. Dating systemic financial stress episodes in the EU countries
    Journal of Financial Stability, 2017, 32, (C), 30-56 Downloads View citations (70)
    See also Working Paper (2016)

2015

  1. Do Publicly Owned Banks Lend Against the Wind?
    International Journal of Central Banking, 2015, 11, (2), 65-112 Downloads View citations (9)
    See also Working Paper (2015)
 
Page updated 2022-07-02