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Thibaut Duprey

Personal Details

First Name:Thibaut
Middle Name:
Last Name:Duprey
Suffix:
RePEc Short-ID:pdu324
[This author has chosen not to make the email address public]
https://sites.google.com/site/thibautduprey/
Terminal Degree: Paris School of Economics (from RePEc Genealogy)

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Brodeur, Abel & Mikola, Derek & Cook, Nikolai & Brailey, Thomas & Briggs, Ryan & de Gendre, Alexandra & Dupraz, Yannick & Fiala, Lenka & Gabani, Jacopo & Gauriot, Romain & Haddad, Joanne & McWay, Ryan, 2024. "Mass Reproducibility and Replicability: A New Hope," I4R Discussion Paper Series 107, The Institute for Replication (I4R).
  2. Thibaut Duprey & Soojin Jo & Geneviève Vallée, 2024. "Let’s Get Physical: Impacts of Climate Change Physical Risks on Provincial Employment," Staff Working Papers 24-32, Bank of Canada.
  3. Cook, Nikolai & Duprey, Thibaut & Heyes, Anthony & Pelli, Martino, 2023. "The Origin of the State: Land Productivity or Appropriability?: Replication," I4R Discussion Paper Series 82, The Institute for Replication (I4R), revised 2023.
  4. Thibaut Duprey & Daniel E. Rigobon & Philip Schnattinger & Artur Kotlicki & Soheil Baharian & T. R. Hurd, 2022. "Business Closures and (Re)Openings in Real Time Using Google Places," Staff Working Papers 22-1, Bank of Canada.
  5. Gabriel Bruneau & Thibaut Duprey & Ruben Hipp, 2022. "Forecasting Banks’ Corporate Loan Losses Under Stress: A New Corporate Default Model," Technical Reports 122, Bank of Canada.
  6. Francois-Michel Boire & Thibaut Duprey & Alexander Ueberfeldt, 2021. "Shaping the future: Policy shocks and the GDP growth distribution," Staff Working Papers 21-24, Bank of Canada.
  7. Thibaut Duprey & Colin Jones & Callie Symmers & Geneviève Vallée, 2021. "Household financial vulnerabilities and physical climate risks," Staff Analytical Notes 2021-19, Bank of Canada.
  8. Thibaut Duprey & Alexander Ueberfeldt, 2020. "Managing GDP Tail Risk," Staff Working Papers 20-3, Bank of Canada.
  9. Thibaut Duprey, 2020. "Canadian Financial Stress and Macroeconomic Conditions," Discussion Papers 2020-4, Bank of Canada.
  10. Thibaut Duprey & Xuezhi Liu & Cameron MacDonald & Maarten van Oordt & Sofia Priazhkina & Xiangjin Shen & Joshua Slive, 2018. "Modelling the Macrofinancial Effects of a House Price Correction in Canada," Staff Analytical Notes 2018-36, Bank of Canada.
  11. Thibaut Duprey, 2018. "Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities," Staff Analytical Notes 2018-6, Bank of Canada.
  12. Thibaut Duprey & Alexander Ueberfeldt, 2018. "How to Manage Macroeconomic and Financial Stability Risks: A New Framework," Staff Analytical Notes 2018-11, Bank of Canada.
  13. Thibaut Duprey & Benjamin Klaus, 2017. "How to Predict Financial Stress? An Assessment of Markov Switching Models," Staff Working Papers 17-32, Bank of Canada.
  14. Thibaut Duprey & Tom Roberts, 2017. "A Barometer of Canadian Financial System Vulnerabilities," Staff Analytical Notes 17-24, Bank of Canada.
  15. Chatterjee, Somnath & Chiu, Jeremy & Hacioglu-Hoke, Sinem & Duprey, Thibaut, 2017. "A financial stress index for the United Kingdom," Bank of England working papers 697, Bank of England.
  16. Thibaut Duprey & Timothy Grieder & Dylan Hogg, 2017. "Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation," Staff Analytical Notes 17-25, Bank of Canada.
  17. Thibaut Duprey & Benjamin Klaus & Tuomas Peltonen, 2016. "Dating Systemic Financial Stress Episodes in the EU Countries," Staff Working Papers 16-11, Bank of Canada.
  18. Thibaut Duprey, 2016. "Bank Screening Heterogeneity," Staff Working Papers 16-56, Bank of Canada.
  19. Thibaut Duprey, 2015. "Do publicly owned banks lend against the wind?," Post-Print hal-02630038, HAL.
  20. T. Duprey & M. Lé, 2014. "Bank Capital Adjustment Process and Aggregate Lending," Working papers 499, Banque de France.
  21. Bennani, T. & Després, M. & Dujardin, M. & Duprey, T. & Kelber, A., 2014. "Macroprudential framework:key questions applied to the French case," Occasional papers 9, Banque de France.
  22. Duprey , T., 2013. "Heterogeneous Banking Efficiency: Allocative Distortions and Lending Fluctuations," Working papers 464, Banque de France.
  23. Thibaut Duprey, 2013. "Bank Ownership and Credit Cycle: the lower sensitivity of public bank lending to the business cycle," Working Papers halshs-00829474, HAL.

Articles

  1. Thibaut Duprey & Daniel E. Rigobon & Artur Kotlicki & Philip Schnattinger, 2023. "Timely Business Dynamics Using Google Places," AEA Papers and Proceedings, American Economic Association, vol. 113, pages 135-139, May.
  2. Daniel E. Rigobon & Thibaut Duprey & Artur Kotlicki & Philip Schnattinger & Soheil Baharian & Thomas R. Hurd, 2022. "Business Closures and (Re)Openings in Real-Time Using Google Places: Proof of Concept," JRFM, MDPI, vol. 15(4), pages 1-10, April.
  3. Somnath Chatterjee & Ching‐Wai (Jeremy) Chiu & Thibaut Duprey & Sinem Hacıoğlu‐Hoke, 2022. "Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(2), pages 380-400, April.
  4. Duprey, Thibaut & Klaus, Benjamin, 2022. "Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress," Journal of Banking & Finance, Elsevier, vol. 138(C).
  5. Thibaut Duprey, 2020. "Canadian Financial Stress and Macroeconomic Condition," Canadian Public Policy, University of Toronto Press, vol. 46(S3), pages 236-260, October.
  6. Duprey, Thibaut & Klaus, Benjamin & Peltonen, Tuomas, 2017. "Dating systemic financial stress episodes in the EU countries," Journal of Financial Stability, Elsevier, vol. 32(C), pages 30-56.
  7. Thibaut Duprey, 2015. "Do Publicly Owned Banks Lend Against the Wind?," International Journal of Central Banking, International Journal of Central Banking, vol. 11(2), pages 65-112, March.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Abstract Views in RePEc Services over the past 12 months
  2. Number of Downloads through RePEc Services over the past 12 months

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (7) 2013-12-29 2014-06-14 2014-08-02 2020-02-24 2020-06-15 2021-06-14 2022-01-24. Author is listed
  2. NEP-BAN: Banking (5) 2013-12-06 2013-12-29 2014-06-14 2014-08-02 2022-10-17. Author is listed
  3. NEP-RMG: Risk Management (5) 2017-05-14 2017-08-13 2020-02-24 2020-06-15 2022-10-17. Author is listed
  4. NEP-CBA: Central Banking (4) 2014-06-14 2016-04-04 2020-02-24 2021-06-14
  5. NEP-CTA: Contract Theory and Applications (3) 2013-12-06 2013-12-29 2016-12-18
  6. NEP-FDG: Financial Development and Growth (3) 2020-02-24 2021-08-30 2022-10-17
  7. NEP-EEC: European Economics (2) 2014-06-14 2016-04-04
  8. NEP-AGR: Agricultural Economics (1) 2023-12-04
  9. NEP-BIG: Big Data (1) 2022-01-24
  10. NEP-CFN: Corporate Finance (1) 2014-06-14
  11. NEP-ECM: Econometrics (1) 2024-04-22
  12. NEP-EFF: Efficiency and Productivity (1) 2013-12-06
  13. NEP-ENT: Entrepreneurship (1) 2022-01-24
  14. NEP-ENV: Environmental Economics (1) 2021-08-30
  15. NEP-ETS: Econometric Time Series (1) 2017-05-14
  16. NEP-EUR: Microeconomic European Issues (1) 2024-04-22
  17. NEP-FMK: Financial Markets (1) 2020-06-15
  18. NEP-ISF: Islamic Finance (1) 2021-08-30
  19. NEP-SOG: Sociology of Economics (1) 2024-04-22

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