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Details about Vitor Castro

E-mail:
Homepage:http://www.lboro.ac.uk/departments/sbe/staff/profiles/castrovitor/castro-vitor.html
Phone:+44(0)1509222706
Workplace:School of Business and Economics, Loughborough University, (more information at EDIRC)

Access statistics for papers by Vitor Castro.

Last updated 2022-10-31. Update your information in the RePEc Author Service.

Short-id: pca481


Jump to Journal Articles

Working Papers

2020

  1. Unconventional monetary policy reaction functions: evidence from the US
    Post-Print, HAL Downloads View citations (2)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2020)

2019

  1. The Benevolence of Time, Sound Macroeconomic Environment and Governance Quality on the Duration of Sovereign Ratings Phases
    Working Papers, European Stability Mechanism Downloads

2018

  1. Economic and political drivers of the duration of credit booms
    NIPE Working Papers, NIPE - Universidade do Minho Downloads
  2. Political and institutional determinants of credit booms
    CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra Downloads View citations (1)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2019)
  3. Why are credit booms sometimes sweet and sometimes sour?
    CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra Downloads View citations (1)
    See also Journal Article in International Journal of Finance & Economics (2021)

2016

  1. Functional components of public expenditure, fiscal consolidations and the economic activity
    NIPE Working Papers, NIPE - Universidade do Minho Downloads
  2. On the behaviour of the functional components ofgovernment expenditures during fiscal consolidations
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (1)
  3. Politically driven cycles in fiscal policy: In depth analysis of the functional components of government expenditures
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (6)
    See also Journal Article in European Journal of Political Economy (2018)
  4. Shades of red and blue: Political ideology and sustainable development
    Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences Downloads View citations (3)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2016) Downloads View citations (3)
    NIPE Working Papers, NIPE - Universidade do Minho (2016) Downloads View citations (3)
  5. The Electoral Dynamics of Human Development
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (3)
    See also Journal Article in Journal of Development Studies (2018)

2015

  1. Budget, expenditures composition and political manipulation: Evidence from Portugal
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads View citations (2)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2015) Downloads View citations (2)

2014

  1. Are There Political Cycles Hidden Inside Government Expenditures?
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2014) Downloads View citations (4)

    See also Journal Article in Applied Economics Letters (2016)

2013

  1. Are There Change-Points in the Likelihood of a Fiscal Consolidation Ending?
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads View citations (1)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2012) Downloads View citations (1)
  2. Duration dependence and change-points in the likelihood of credit booms ending
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (5)
    Also in GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra (2013) Downloads View citations (5)
  3. Is There Duration Dependence in Portuguese Local Governments’ Tenure?
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads View citations (10)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2012) Downloads View citations (1)

    See also Journal Article in European Journal of Political Economy (2013)
  4. Macroeconomic Determinants of the Credit Risk in the Banking System: The Case of the GIPSI
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads View citations (103)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2012) Downloads View citations (14)

    See also Journal Article in Economic Modelling (2013)
  5. What Determines the Duration of a Fiscal Consolidation Program?
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads View citations (33)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2012) Downloads View citations (4)

    See also Journal Article in Journal of International Money and Finance (2013)

2011

  1. How Does Fiscal Policy React to Wealth Composition and Asset Prices?
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (5)
    Also in GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra (2011) Downloads View citations (4)

    See also Journal Article in Journal of Macroeconomics (2012)
  2. Mayors’ Reelection Choice and the Economy: Evidence from Portugal
    NIPE Working Papers, NIPE - Universidade do Minho Downloads
  3. The Portuguese Business Cycle: Chronology and Duration Dependence
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (2)
    Also in GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra (2011) Downloads View citations (2)

    See also Journal Article in Empirical Economics (2015)
  4. The Portuguese Stock Market Cycle: Chronology and Duration Dependence
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads View citations (1)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2011) Downloads View citations (1)

    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2013)

2010

  1. How Do Central Banks React to Wealth Composition and Asset Prices?
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads View citations (7)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2010) Downloads View citations (5)

    See also Journal Article in Economic Modelling (2012)
  2. The duration of business cycle expansions and contractions: Are there change-points in duration dependence?
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (5)
    Also in GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra (2010) Downloads View citations (1)

    See also Journal Article in Empirical Economics (2013)

2008

  1. Are Central Banks following a linear or nonlinear (augmented) Taylor rule?
    Economic Research Papers, University of Warwick - Department of Economics Downloads View citations (13)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2008) Downloads View citations (35)
    NIPE Working Papers, NIPE - Universidade do Minho (2008) Downloads View citations (36)
  2. The duration of economic expansions and recessions: More than duration dependence
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (6)
    Also in Economic Research Papers, University of Warwick - Department of Economics (2008) Downloads View citations (1)
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2008) Downloads View citations (9)

    See also Journal Article in Journal of Macroeconomics (2010)

2007

  1. The Causes of Excessive Deficits in The European Union
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (8)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2007) Downloads View citations (8)
  2. The Impact Of The European Union Fiscal Rules On Economic Growth
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (11)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2007) Downloads View citations (11)

    See also Journal Article in Journal of Macroeconomics (2011)

2003

  1. Causas do Atraso na Estabilização da Inflação: Abordagem Teórica e Empírica
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads
  2. The Impact of Conflicts of Interest on Inflation Stabilization
    NIPE Working Papers, NIPE - Universidade do Minho Downloads

2002

  1. Political Business Cycles and Inflation Stabilization
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (3)
    See also Journal Article in Economics Letters (2004)

Journal Articles

2022

  1. A new comprehensive database of financial crises: Identification, frequency, and duration
    Economic Modelling, 2022, 108, (C) Downloads View citations (5)
  2. On the international co-movement of natural interest rates
    Journal of International Financial Markets, Institutions and Money, 2022, 80, (C) Downloads
  3. Political economy of financial crisis duration
    Public Choice, 2022, 192, (3), 309-330 Downloads
  4. Political environment and financial crises
    International Journal of Finance & Economics, 2022, 27, (1), 417-438 Downloads View citations (1)
  5. The effect of emotional positivity of brand-generated social media messages on consumer attention and information sharing
    Journal of Business Research, 2022, 140, (C), 49-61 Downloads

2021

  1. Economic liberalization, political regimes and ideology
    Kyklos, 2021, 74, (4), 463-487 Downloads
  2. Government ideology and economic freedom
    Journal of Comparative Economics, 2021, 49, (1), 73-91 Downloads View citations (3)
  3. On the duration of sovereign ratings cycle phases
    Journal of Economic Behavior & Organization, 2021, 182, (C), 512-526 Downloads
  4. What drives the duration of credit booms?
    International Journal of Finance & Economics, 2021, 26, (1), 1531-1549 Downloads
  5. Why are credit booms sometimes sweet and sometimes sour?
    International Journal of Finance & Economics, 2021, 26, (2), 3054-3074 Downloads
    See also Working Paper (2018)

2020

  1. Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases
    Energy Economics, 2020, 90, (C) Downloads View citations (7)
  2. How does monetary policy respond to the dynamics of the shadow banking sector?
    International Journal of Finance & Economics, 2020, 25, (2), 228-247 Downloads View citations (1)
  3. Riding the Wave of Credit: Are Longer Expansions Really a Bad Omen?
    Open Economies Review, 2020, 31, (4), 729-751 Downloads View citations (1)
  4. The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?
    The Journal of Real Estate Finance and Economics, 2020, 61, (4), 607-670 Downloads View citations (2)
  5. The collapse of credit booms: a competing risks analysis
    Journal of Economic Studies, 2020, 47, (6), 1437-1465 Downloads View citations (1)
  6. Unconventional monetary policy reaction functions: evidence from the US
    Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (4), 18 Downloads View citations (1)
    See also Working Paper (2020)

2019

  1. A competing risks tale on successful and unsuccessful fiscal consolidations
    Journal of International Financial Markets, Institutions and Money, 2019, 63, (C) Downloads View citations (2)
  2. Budgets, expenditure composition and political manipulation
    International Review of Applied Economics, 2019, 33, (2), 172-187 Downloads View citations (6)
  3. Political and Institutional Determinants of Credit Booms
    Oxford Bulletin of Economics and Statistics, 2019, 81, (5), 1144-1178 Downloads View citations (8)
    See also Working Paper (2018)

2018

  1. ECONOMIC ACTIVITY, CREDIT MARKET CONDITIONS, AND THE HOUSING MARKET
    Macroeconomic Dynamics, 2018, 22, (7), 1769-1789 Downloads View citations (11)
  2. FINANCIAL MARKETS' SHUTDOWN AND REACCESS
    Economic Inquiry, 2018, 56, (1), 562-571 Downloads View citations (4)
  3. Politically driven cycles in fiscal policy: In depth analysis of the functional components of government expenditures
    European Journal of Political Economy, 2018, 55, (C), 44-64 Downloads View citations (19)
    See also Working Paper (2016)
  4. Shades of red and blue: government ideology and sustainable development
    Public Choice, 2018, 175, (3), 303-323 Downloads View citations (9)
  5. Systemic financial crises and the housing market cycle
    Applied Economics Letters, 2018, 25, (10), 724-729 Downloads View citations (3)
  6. The Electoral Dynamics of Human Development
    Journal of Development Studies, 2018, 54, (1), 191-211 Downloads View citations (2)
    See also Working Paper (2016)
  7. The Impact of Fiscal Consolidation on Human Development
    Journal of International Development, 2018, 30, (3), 399-429 Downloads View citations (2)
  8. The Legacy and the Tyranny of Time: Exit and Re‐Entry of Sovereigns to International Capital Markets
    Journal of Money, Credit and Banking, 2018, 50, (8), 1969-1994 Downloads View citations (6)

2017

  1. Income inequality, fiscal stimuli and political (in)stability
    International Tax and Public Finance, 2017, 24, (3), 484-511 Downloads View citations (9)
  2. Pure, White and Deadly… Expensive: A Bitter Sweetness in Health Care Expenditure
    Health Economics, 2017, 26, (12), 1644-1666 Downloads
  3. Spillovers from the oil sector to the housing market cycle
    Energy Economics, 2017, 61, (C), 209-220 Downloads View citations (11)
  4. The impact of fiscal consolidations on the functional components of government expenditures
    Economic Modelling, 2017, 60, (C), 138-150 Downloads View citations (14)

2016

  1. Are there political cycles hidden inside government expenditures?
    Applied Economics Letters, 2016, 23, (1), 34-37 Downloads View citations (10)
    See also Working Paper (2014)
  2. Financial stress and sovereign debt composition
    Applied Economics Letters, 2016, 23, (9), 678-683 Downloads View citations (1)

2015

  1. Booms, Busts, and Normal Times in the Housing Market
    Journal of Business & Economic Statistics, 2015, 33, (1), 25-45 Downloads View citations (22)
  2. Do debt crises boost financial reforms?
    Applied Economics Letters, 2015, 22, (5), 356-360 Downloads View citations (5)
  3. Fiscal consolidation and financial reforms
    Applied Economics, 2015, 47, (34-35), 3740-3755 Downloads View citations (6)
  4. The Portuguese business cycle: chronology and duration dependence
    Empirical Economics, 2015, 49, (1), 325-342 Downloads View citations (2)
    See also Working Paper (2011)
  5. What determines the likelihood of structural reforms?
    European Journal of Political Economy, 2015, 37, (C), 129-145 Downloads View citations (32)

2014

  1. Fiscal adjustments, labour market flexibility and unemployment
    Economics Letters, 2014, 124, (2), 231-235 Downloads View citations (12)

2013

  1. Is there duration dependence in Portuguese local governments' tenure?
    European Journal of Political Economy, 2013, 31, (C), 26-39 Downloads View citations (7)
    See also Working Paper (2013)
  2. Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI
    Economic Modelling, 2013, 31, (C), 672-683 Downloads View citations (106)
    See also Working Paper (2013)
  3. Running for office again: evidence from Portuguese municipal elections
    Public Choice, 2013, 156, (3), 677-702 Downloads View citations (6)
  4. The Portuguese stock market cycle: Chronology and duration dependence
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2013, 2013, (1), 1-23 Downloads
    See also Working Paper (2011)
  5. The duration of business cycle expansions and contractions: are there change-points in duration dependence?
    Empirical Economics, 2013, 44, (2), 511-544 Downloads View citations (10)
    See also Working Paper (2010)
  6. What determines the duration of a fiscal consolidation program?
    Journal of International Money and Finance, 2013, 37, (C), 113-134 Downloads View citations (33)
    See also Working Paper (2013)

2012

  1. How do central banks react to wealth composition and asset prices?
    Economic Modelling, 2012, 29, (3), 641-653 Downloads View citations (27)
    See also Working Paper (2010)
  2. How does fiscal policy react to wealth composition and asset prices?
    Journal of Macroeconomics, 2012, 34, (3), 874-890 Downloads View citations (46)
    See also Working Paper (2011)

2011

  1. Can central banks' monetary policy be described by a linear (augmented) Taylor rule or by a nonlinear rule?
    Journal of Financial Stability, 2011, 7, (4), 228-246 Downloads View citations (103)
  2. The impact of the European Union fiscal rules on economic growth
    Journal of Macroeconomics, 2011, 33, (2), 313-326 Downloads View citations (25)
    See also Working Paper (2007)

2010

  1. The duration of economic expansions and recessions: More than duration dependence
    Journal of Macroeconomics, 2010, 32, (1), 347-365 Downloads View citations (63)
    See also Working Paper (2008)

2005

  1. How the Maastricht criteria and the Stability and Growth Pact affected real convergence in the European Union: A panel data analysis
    Journal of Policy Modeling, 2005, 27, (3), 385-399 Downloads View citations (19)

2004

  1. Political business cycles and inflation stabilization
    Economics Letters, 2004, 83, (1), 1-6 Downloads View citations (16)
    See also Working Paper (2002)
 
Page updated 2022-12-07