Details about Miguel Faria-e-Castro

Access statistics for papers by Miguel Faria-e-Castro.

Last updated 2023-07-21. Update your information in the RePEc Author Service.

Short-id: pfa225

Working Papers

2023

1. Artificial Intelligence and Inflation Forecasts
   Working Papers, Federal Reserve Bank of St. Louis
2. Credit and Liquidity Policies during Large Crises
   Working Papers, Federal Reserve Bank of St. Louis View citations (4)
3. Evergreening
   Working Papers, Federal Reserve Bank of St. Louis
   Also in Working Paper Series, Federal Reserve Bank of San Francisco (2022)
4. Excess Retirements Continue despite Ebbing COVID-19 Pandemic
   On the Economy, Federal Reserve Bank of St. Louis
5. Pandemic labor force participation and net worth fluctuations
   Working Papers, Federal Reserve Bank of St. Louis
   See also Journal Article in Review (2023)
6. Researching COVID-19’s Impact on the 'Great Retirement'
   On the Economy, Federal Reserve Bank of St. Louis
7. Retirements, Net Worth, and the Fall and Rise of Labor Force Participation
   On the Economy, Federal Reserve Bank of St. Louis
8. The Fed’s Remittances to the Treasury: Explaining the 'Deferred Asset'
   On the Economy, Federal Reserve Bank of St. Louis
9. The Nonlinear Effects of Fiscal Policy
   Working Papers, Federal Reserve Bank of St. Louis View citations (11)
   Also in 2019 Meeting Papers, Society for Economic Dynamics (2019) View citations (19)

2022

10. A Quantitative Theory of Relationship Lending
    Working Papers, Federal Reserve Bank of St. Louis
11. EBITDA Add-backs in Debt Contracting: A Step Too Far?
    Working Papers, Federal Reserve Bank of St. Louis
12. Fiscal Multipliers and Financial Crises
    Working Papers, Federal Reserve Bank of St. Louis View citations (11)
    Also in 2017 Meeting Papers, Society for Economic Dynamics (2017) View citations (14)
13. How Changing Interest Rates Affect Variable-Rate Loans to U.S. Firms
    On the Economy, Federal Reserve Bank of St. Louis

2021

14. A quantitative analysis of the countercyclical capital buffer
    ESRB Working Paper Series, European Systemic Risk Board View citations (1)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2020) View citations (5)
15. Credit Spreads during the Financial Crisis and COVID-19
    On the Economy, Federal Reserve Bank of St. Louis
16. Domestic Debt Before and After the Pandemic Recession
    On the Economy, Federal Reserve Bank of St. Louis
17. Fiscal Policy during a Pandemic
    Working Papers, Federal Reserve Bank of St. Louis View citations (104)
    See also Journal Article in Journal of Economic Dynamics and Control (2021)
18. Measuring Labor Supply and Demand Shocks during COVID-19
    Working Papers, Federal Reserve Bank of St. Louis View citations (68)
    See also Journal Article in European Economic Review (2021)
19. The Comovement between Credit Spreads, Corporate Debt and Liquid Assets in Recent Crises
    On the Economy, Federal Reserve Bank of St. Louis
20. The Evolution of Household Net Worth during COVID-19
    On the Economy, Federal Reserve Bank of St. Louis

2020

21. Back-of-the-Envelope Estimates of Next Quarter’s Unemployment Rate
    On the Economy, Federal Reserve Bank of St. Louis View citations (13)
22. Corporate Bond Spreads and the Pandemic
    On the Economy, Federal Reserve Bank of St. Louis View citations (1)
23. Corporate Bond Spreads and the Pandemic II: Heterogeneity across Sectors
    On the Economy, Federal Reserve Bank of St. Louis
24. Corporate Bond Spreads and the Pandemic III: Variance across Sectors and Firms
    On the Economy, Federal Reserve Bank of St. Louis
25. Corporate Bond Spreads and the Pandemic IV: Liquidity Buffers
    On the Economy, Federal Reserve Bank of St. Louis
26. The Effects of Extra Unemployment Benefits on Household Delinquencies
    On the Economy, Federal Reserve Bank of St. Louis

2017

27. The (Unintended?) Consequences of the Largest Liquidity Injection Ever
    Working Papers, Federal Reserve Bank of St. Louis View citations (40)
    Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (43)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2017) View citations (31)
    ESRB Working Paper Series, European Systemic Risk Board (2016) View citations (41)
    See also Journal Article in Journal of Monetary Economics (2020)

2016

28. Runs versus Lemons: Information Disclosure and Fiscal Capacity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (18)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2015) View citations (12)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (4)
    2015 Meeting Papers, Society for Economic Dynamics (2015) View citations (4)
    See also Journal Article in Review of Economic Studies (2017)

2015

29. Central Bank Interventions, Demand for Collateral, and Sovereign Borrowing Costs
    Working Papers, Banco de Portugal, Economics and Research Department View citations (12)

2014

30. The Portuguese real exchange rate, 1995-2010: competitiveness or price effects?
    NIPE Working Papers, NIPE - Universidade do Minho

Journal Articles

2023

1. Commercial Real Estate: Where Are the Financial Risks?
   Economic Synopses, 2023, (22), 2 pages
2. Do Banks Lend to Distressed Firms?
   FRBSF Economic Letter, 2023, 2023, (31), 5
3. Pandemic Labor Force Participation and Net Worth Fluctuations
   Review, 2023, 19 pages
   See also Working Paper (2023)

2022

4. Asset Returns and Labor Force Participation During COVID-19
   Economic Synopses, 2022, 1-2 View citations (1)
5. Loan Evergreening: Recent Evidence from the U.S
   Economic Synopses, 2022, (26), 1-2

2021

6. Fiscal policy during a pandemic
   Journal of Economic Dynamics and Control, 2021, 125, (C) View citations (48)
   See also Working Paper (2021)
7. Measuring labor supply and demand shocks during COVID-19
   European Economic Review, 2021, 139, (C) View citations (30)
   See also Working Paper (2021)
8. Mortgage Forbearance and Economic Recovery from the Pandemic
   Economic Synopses, 2021, (19), 1-2
9. The COVID Retirement Boom
   Economic Synopses, 2021, (25), 1-2

2020

10. Fiscal Policy and COVID-19: Insights from a Quantitative Model
    Economic Synopses, 2020, (8)
11. Is the COVID-19 Pandemic a Supply or a Demand Shock?
    Economic Synopses, 2020, (31) View citations (18)
12. The (Unintended?) consequences of the largest liquidity injection ever
    Journal of Monetary Economics, 2020, 112, (C), 97-112 View citations (31)
    See also Working Paper (2017)

2019

13. Can Countercyclical Capital Buffers Help Prevent a Financial Crisis?
    Economic Synopses, 2019, (15)

2018

14. Rising Interest Rates, the Deficit, and Public Debt
    Economic Synopses, 2018, (28), 1-2
15. Rising Rates Impact Borrowing Costs for the U.S. Government, Too
    The Regional Economist, 2018, 26, (3)
16. What Are the Fiscal Costs of a (Great) Recession?
    Economic Synopses, 2018, (22), 1-2

2017

17. Runs versus Lemons: Information Disclosure and Fiscal Capacity
    Review of Economic Studies, 2017, 84, (4), 1683-1707 View citations (26)
    See also Working Paper (2016)

2015

18. The Portuguese Banking System during the Sovereign Debt Crisis
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2015 View citations (7)

2011

19. Mapping a country's competitive position: a real exchange rate approach
    Studies in Economics and Finance, 2011, 28, (3), 233-244 View citations (1)