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Details about Thibaut Duprey

Homepage:https://sites.google.com/site/thibautduprey/
Workplace:Bank of Canada, (more information at EDIRC)
University of Western Ontario, Department of Statistical and Actuarial Sciences

Access statistics for papers by Thibaut Duprey.

Last updated 2018-03-14. Update your information in the RePEc Author Service.

Short-id: pdu324


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Working Papers

2020

  1. Managing GDP Tail Risk
    Staff Working Papers, Bank of Canada Downloads

2018

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

2017

  1. A Barometer of Canadian Financial System Vulnerabilities
    Staff Analytical Notes, Bank of Canada Downloads
  2. A financial stress index for the United Kingdom
    Bank of England working papers, Bank of England Downloads View citations (1)
  3. How to Predict Financial Stress? An Assessment of Markov Switching Models
    Staff Working Papers, Bank of Canada Downloads View citations (1)
    Also in Working Paper Series, European Central Bank (2017) Downloads View citations (3)
  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 (5)
    Also in Working Paper Series, European Central Bank (2015) Downloads View citations (12)

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

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. Heterogeneous Banking Efficiency: Allocative Distortions and Lending Fluctuations
    PSE Working Papers, HAL Downloads
    Also in Working papers, Banque de France (2013) Downloads View citations (1)

Journal Articles

2017

  1. Dating systemic financial stress episodes in the EU countries
    Journal of Financial Stability, 2017, 32, (C), 30-56 Downloads View citations (25)
    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 (5)
 
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