Dating systemic financial stress episodes in the EU countries T Duprey, B Klaus, T Peltonen Journal of Financial Stability 32, 30-56, 2017 | 231 | 2017 |
Bankscope dataset: getting started T Duprey, M Lé Available at SSRN 2191449, 2016 | 78 | 2016 |
Managing GDP tail risk T Duprey, A Ueberfeldt Bank of Canada Staff Working Paper, 2020 | 64* | 2020 |
Do publicly owned banks lend against the wind? T Duprey 39th issue (March 2015) of the International Journal of Central Banking, 2018 | 60* | 2018 |
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 | 57* | 2022 |
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 | 33* | 2022 |
Canadian financial stress and macroeconomic condition T Duprey Canadian Public Policy 46 (S3), S236-S260, 2020 | 27 | 2020 |
Macroprudential framework: key questions applied to the French case T Bennani, M Després, M Dujardin, T Duprey, A Kelber Occasional papers 1, 2014 | 26 | 2014 |
A barometer of Canadian financial system vulnerabilities T Duprey, T Roberts Bank of Canada, 2017 | 23* | 2017 |
Mass Reproducibility and Replicability: A New Hope A Brodeur, D Mikola, N Cook IZA Discussion Paper, 2024 | 10 | 2024 |
Household financial vulnerabilities and physical climate risks T Duprey, C Jones, C Symmers, G Vallée Bank of Canada, 2021 | 9 | 2021 |
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 | 8 | 2021 |
Business closures and (Re) openings in real-time using Google Places: Proof of concept DE Rigobon, T Duprey, A Kotlicki, P Schnattinger, S Baharian, TR Hurd Journal of Risk and Financial Management 15 (4), 183, 2022 | 7 | 2022 |
Bank capital adjustment process and aggregate lending T Duprey, M Lé Banque de France Working Paper, 2014 | 6 | 2014 |
Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation T Grieder, D Hogg, T Duprey Bank of Canada, 2017 | 5 | 2017 |
Modelling the macrofinancial effects of a house price correction in Canada T Duprey, X Liu, C MacDonald, M van Oordt, S Priazhkina, X Shen, J Slive Bank of Canada, 2018 | 4* | 2018 |
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 Staff Working Paper, 2022 | 2 | 2022 |
Bank screening heterogeneity T Duprey Bank of Canada Staff Working Paper, 2016 | 2 | 2016 |
Interfacing learning methods for anomaly detection in multi-country financial stress indicators X Gu, R Mamon, T Duprey Knowledge-Based Systems 294, 111712, 2024 | 1 | 2024 |
Timely Business Dynamics Using Google Places T Duprey, DE Rigobon, A Kotlicki, P Schnattinger AEA Papers and Proceedings 113, 135-139, 2023 | 1 | 2023 |