Details about Thibaut Duprey

Access statistics for papers by Thibaut Duprey.

Last updated 2024-04-25. Update your information in the RePEc Author Service.

Short-id: pdu324

Working Papers

2025

1. Effects of macroprudential policy announcements on perceptions of systemic risks
   Staff Analytical Notes, Bank of Canada
2. Estimating the impacts on GDP of natural disasters in Canada
   Staff Analytical Notes, Bank of Canada View citations (1)
3. Natural disasters and inflation in Canada
   Staff Analytical Notes, Bank of Canada

2024

4. Bouncing Back: How Mothballing Curbs Prices
   Staff Working Papers, Bank of Canada
5. Let’s Get Physical: Impacts of Climate Change Physical Risks on Provincial Employment
   Staff Working Papers, Bank of Canada
6. Mass Reproducibility and Replicability: A New Hope
   I4R Discussion Paper Series, The Institute for Replication (I4R) View citations (6)

2023

7. The Origin of the State: Land Productivity or Appropriability?: Replication
   I4R Discussion Paper Series, The Institute for Replication (I4R)

2022

8. Business Closures and (Re)Openings in Real Time Using Google Places
   Staff Working Papers, Bank of Canada View citations (1)
9. Forecasting Banks’ Corporate Loan Losses Under Stress: A New Corporate Default Model
   Technical Reports, Bank of Canada

2021

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

2020

12. Canadian Financial Stress and Macroeconomic Conditions
    Discussion Papers, Bank of Canada View citations (16)
    See also Journal Article Canadian Financial Stress and Macroeconomic Condition, Canadian Public Policy, University of Toronto Press (2020) View citations (11) (2020)
13. Managing GDP Tail Risk
    Staff Working Papers, Bank of Canada View citations (21)

2018

14. Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities
    Staff Analytical Notes, Bank of Canada View citations (6)
15. How to Manage Macroeconomic and Financial Stability Risks: A New Framework
    Staff Analytical Notes, Bank of Canada View citations (17)
16. Modelling the Macrofinancial Effects of a House Price Correction in Canada
    Staff Analytical Notes, Bank of Canada View citations (1)

2017

17. A Barometer of Canadian Financial System Vulnerabilities
    Staff Analytical Notes, Bank of Canada View citations (3)
18. A financial stress index for the United Kingdom
    Bank of England working papers, Bank of England View citations (8)
19. How to Predict Financial Stress? An Assessment of Markov Switching Models
    Staff Working Papers, Bank of Canada View citations (15)
    Also in Working Paper Series, European Central Bank (2017) View citations (14)
20. Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation
    Staff Analytical Notes, Bank of Canada View citations (1)

2016

21. Bank Screening Heterogeneity
    Staff Working Papers, Bank of Canada
22. Dating Systemic Financial Stress Episodes in the EU Countries
    Staff Working Papers, Bank of Canada View citations (6)
    Also in Working Paper Series, European Central Bank (2015) View citations (30)
    See also Journal Article Dating systemic financial stress episodes in the EU countries, Journal of Financial Stability, Elsevier (2017) View citations (109) (2017)

2015

23. Do publicly owned banks lend against the wind?
    Post-Print, HAL View citations (9)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2015) View citations (10)
    See also Journal Article Do Publicly Owned Banks Lend Against the Wind?, International Journal of Central Banking, International Journal of Central Banking (2015) View citations (9) (2015)

2014

24. Bank Capital Adjustment Process and Aggregate Lending
    Working papers, Banque de France View citations (4)
25. Macroprudential framework:key questions applied to the French case
    Occasional papers, Banque de France View citations (7)

2013

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

Journal Articles

2023

1. Timely Business Dynamics Using Google Places
   AEA Papers and Proceedings, 2023, 113, 135-39

2022

2. Business Closures and (Re)Openings in Real-Time Using Google Places: Proof of Concept
   JRFM, 2022, 15, (4), 1-10 View citations (2)
3. Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress
   Journal of Banking & Finance, 2022, 138, (C) View citations (7)
4. Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom
   Oxford Bulletin of Economics and Statistics, 2022, 84, (2), 380-400 View citations (2)

2020

5. Canadian Financial Stress and Macroeconomic Condition
   Canadian Public Policy, 2020, 46, (S3), S236-S260 View citations (11)
   See also Working Paper Canadian Financial Stress and Macroeconomic Conditions, Discussion Papers (2020) View citations (16) (2020)

2017

6. Dating systemic financial stress episodes in the EU countries
   Journal of Financial Stability, 2017, 32, (C), 30-56 View citations (109)
   See also Working Paper Dating Systemic Financial Stress Episodes in the EU Countries, Staff Working Papers (2016) View citations (6) (2016)

2015

7. Do Publicly Owned Banks Lend Against the Wind?
   International Journal of Central Banking, 2015, 11, (2), 65-112 View citations (9)
   See also Working Paper Do publicly owned banks lend against the wind?, Post-Print (2015) View citations (9) (2015)