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Vitor Castro

Associate Researcher

Vitor Castro

Ph.D in Economics University of Warwick

V.M.Q.Castro@lboro.ac.uk

ORCID

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Publications

Publications

Nguyen, T C , Castro, V , & Wood, J (2022)

Political economy of financial crisis duration

Public Choice, 192(3), 309-330 DOI

Alhalabi, Thaer, Castro, Vítor and Wood, Justine (2023)

The Relationship between Excessive Lending, Risk Premium and Risk-Taking: Evidence from European Banks

International Journal of Finance and Economics, 28(1), 448-471 DOI

Agnello, L , Castro, V , & Sousa, R M (2022)

On the international co-movement of natural interest rates

Journal of International Financial Markets, Institutions and Money, 80, 101610 DOI

Nguyen, T C , Castro, V , & Wood, J (2022)

A new comprehensive database of financial crises: Identification, frequency, and duration

Economic Modelling, 108, 105770 DOI

Agnello, L , Castro, V , & Sousa, R M (2023)

A quest between fiscal and market discipline

Economic Modelling, 119, 106119 DOI

Nguyen, T C , Castro, V , & Justine, W

Political environment and financial crises

International Journal of Finance and Economics, 27(1), 417–438 DOI

Agnello, L , Castro, V , & Sousa, R M (2021)

On the duration of sovereign ratings cycle phases

Journal of Economic Behavior and Organization, 182, 512–526 DOI

Castro, V , & Martins, R (2021)

Government ideology and economic freedom

Journal of Comparative Economics, 49(1), 73–91 DOI

Castro, V , & Martins, R (2021)

What drives the duration of credit booms?

International Journal of Finance and Economics, 26(1), 1531–1549 DOI

Castro, V , & Martins, R (2021)

Why are credit booms sometimes sweet and sometimes sour?

International Journal of Finance and Economics, 26(2), 3054–3074 DOI

Agnello, L , Castro, V , & Sousa, R M (2020)

The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?

Journal of Real Estate Finance and Economics, 61(4), 607–670 DOI

Agnello, L , Castro, V , Dufrénot, G , Jawadi, F , & Sousa, R M (2020)

Unconventional monetary policy reaction functions: Evidence from the US

Studies in Nonlinear Dynamics and Econometrics, 24(4), 20180088 DOI

Agnello, L , Castro, V , Hammoudeh, S , & Sousa, R M (2020)

Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases

Energy Economics, 90(104862) DOI

Agnello, L , Castro, V , Jawadi, F , & Sousa, R M (2020)

How does monetary policy respond to the dynamics of the shadow banking sector?

International Journal of Finance and Economics, 25(2), 228–247 DOI

Castro, V , & Martins, R (2020)

Riding the Wave of Credit: Are Longer Expansions Really a Bad Omen?

Open Economies Review, 31(4), 729–751 DOI

Castro, V , & Martins, R (2020)

The collapse of credit booms: a competing risks analysis

Journal of Economic Studies, 47(6), 1437–1465 DOI

Agnello, L , Castro, V , & Sousa, R M (2019)

A competing risks tale on successful and unsuccessful fiscal consolidations

Journal of International Financial Markets, Institutions and Money, 63(101148) DOI

Castro, V , & Martins, R (2019)

Budgets, expenditure composition and political manipulation

International Review of Applied Economics, 33(2), 172–187 DOI

Castro, V , & Martins, R (2019)

Political and Institutional Determinants of Credit Booms

Oxford Bulletin of Economics and Statistics, 81(5), 1144–1178 DOI

Agnello, L , Castro, V , & Sousa, R M (2018)

Economic Activity, Credit Market Conditions, and the Housing Market

Macroeconomic Dynamics, 22(7), 1769–1789 DOI

Agnello, L , Castro, V , & Sousa, R M (2018)

Financial Markets'' Shutdown and Reaccess

Economic Inquiry, 56(1), 562–571 DOI

Agnello, L , Castro, V , & Sousa, R M (2018)

Systemic financial crises and the housing market cycle

Applied Economics Letters, 25(10), 724–729 DOI

Agnello, L , Castro, V , & Sousa, R M (2018)

The Legacy and the Tyranny of Time: Exit and Re-Entry of Sovereigns to International Capital Markets

Journal of Money, Credit and Banking, 50(8), 1969–1994 DOI

Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2018)

The Impact of Fiscal Consolidation on Human Development

Journal of International Development, 30(3), 399–429 DOI

Aidt, T S , Castro, V , & Martins, R (2018)

Shades of red and blue: government ideology and sustainable development

Public Choice, 175(3-4), 303–323 DOI

Castro, V (2018)

Functional components of public expenditure, fiscal consolidations, and economic activity

Economics and Politics, 30(1), 124–150 DOI

Castro, V , & Martins, R (2018)

Politically driven cycles in fiscal policy: In depth analysis of the functional components of government expenditures

European Journal of Political Economy, 55, 44–64 DOI

Castro, V , & Martins, R (2018)

The Electoral Dynamics of Human Development

Journal of Development Studies, 54(1), 191–211 DOI

Agnello, L , Castro, V , Hammoudeh, S , & Sousa, R M (2017)

Spillovers from the oil sector to the housing market cycle

Energy Economics, 61, 209–220 DOI

Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2017)

Income inequality, fiscal stimuli and political (in)stability

International Tax and Public Finance, 24(3), 484–511 DOI

Castro, V (2017)

Pure, White and Deadly… Expensive: A Bitter Sweetness in Health Care Expenditure

Health Economics, 26(12), 1644–1666 DOI

Castro, V (2017)

The impact of fiscal consolidations on the functional components of government expenditures

Economic Modelling, 60, 138–150 DOI

Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2016)

Financial stress and sovereign debt composition

Applied Economics Letters, 23(9), 678–683 DOI

Castro, V , & Martins, R (2016)

Are there political cycles hidden inside government expenditures?

Applied Economics Letters, 23(1), 34–37 DOI

Murteira, J , Castro, V , & Martins, R (2016)

Introdução à Econometria

Almedina DOI

Agnello, L , Castro, V , & Sousa, R M (2015)

Booms, Busts, and Normal Times in the Housing Market

Journal of Business and Economic Statistics, 33(1), 25–45 DOI

Agnello, L , Castro, V , & Sousa, R M (2015)

Is fiscal fatigue a threat to consolidation programmes?

Environment and Planning C: Government and Policy, 33(4), 765–779 DOI

Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2015)

Do debt crises boost financial reforms?

Applied Economics Letters, 22(5), 356–360 DOI

Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2015)

Fiscal consolidation and financial reforms

Applied Economics, 47(34-35), 3740–3755 DOI

Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2015)

What determines the likelihood of structural reforms?

European Journal of Political Economy, 37, 129–145 DOI

Castro, V (2015)

The Portuguese business cycle: chronology and duration dependence

Empirical Economics, 49(1), 325–342 DOI

Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2014)

Fiscal adjustments, labour market flexibility and unemployment

Economics Letters, 124(2), 231–235 DOI

Agnello, L , Castro, V , & Sousa, R M (2013)

What determines the duration of a fiscal consolidation program?

Journal of International Money and Finance, 37, 113–134 DOI

Castro, V (2013)

Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI

Economic Modelling, 31(1), 672–683 DOI

Castro, V (2013)

The Portuguese Stock Market Cycle: Chronology and Duration Dependence

Journal of Business Cycle Measurement and Analysis, 2013(1), 1–23 DOI

Castro, V (2013)

The duration of business cycle expansions and contractions: Are there change-points in duration dependence?

Empirical Economics, 44(2), 511–544 DOI

Castro, V , & Martins, R (2013)

Is there duration dependence in Portuguese local governments' tenure?

European Journal of Political Economy, 31, 26–39 DOI

Castro, V , & Martins, R (2013)

Running for office again: Evidence from Portuguese municipal elections

Public Choice, 156(3-4), 677–702 DOI

Agnello, L , Castro, V , & Sousa, R M (2012)

How does fiscal policy react to wealth composition and asset prices?

Journal of Macroeconomics, 34(3), 874–890 DOI

Castro, V , & Sousa, R M (2012)

How do central banks react to wealth composition and asset prices?

Economic Modelling, 29(3), 641–653 DOI

Castro, V (2011)

Can central banks' monetary policy be described by a linear (augmented) Taylor rule or by a nonlinear rule?

Journal of Financial Stability, 7(4), 228–246 DOI

Castro, V , & Veiga, F J (2004)

Political business cycles and inflation stabilization

Economics Letters, 83(1), 1–6 DOI

Cardoso, A R , Sousa, R , Castro, V , & Ferreira, P (2000)

Perfil do trabalhador e da empresa de baixos salários em Portugal

Economia, 24(Jan -Maio-Out ), 53–66 DOI

Oliveira, J S , Ifie, K , Sykora, M , Tsougkou, E , Castro, V , & Elayan, S (2022)

The effect of emotional positivity of brand-generated social media messages on consumer attention and information sharing

Journal of Business Research, 140, 49-61 DOI

Koutsoumanis, G , & Castro, V (2022)

The duration of acceleration cycle downturns: duration dependence, international dynamics and synchronisation

Empirical Economics, 1-32 DOI

Agnello, L , Castro, V , & Sousa, R M (2022)

Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long?

Empirical Economics, 1-27 DOI

Castro, V , & Martins, R (2021)

Economic liberalization, political regimes and ideology

Kyklos, 74(4), 463-487 DOI

Agnello, L , Castro, V , & Sousa, R M (2018)

Financial Markets'' Shutdown and Reaccess

Economic Inquiry, 56(1), 562–571 DOI

Castro, V (2007)

The Impact of the European Union Fiscal Rules on Economic Growth

(No 10) Universidade do Minho, NIPE DOI

Castro, V (2008)

The duration of economic expansions and recessions: More than duration dependence

(No 18) Universidade do Minho, NIPE DOI

Soukiazis, E , & Castro, V (2005) 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, 27(3), 385-399 DOI

People

Vitor Castro

Publications

Political economy of financial crisis duration

The Relationship between Excessive Lending, Risk Premium and Risk-Taking: Evidence from European Banks

On the international co-movement of natural interest rates

A new comprehensive database of financial crises: Identification, frequency, and duration

A quest between fiscal and market discipline

Political environment and financial crises

On the duration of sovereign ratings cycle phases

Government ideology and economic freedom

What drives the duration of credit booms?

Why are credit booms sometimes sweet and sometimes sour?

The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?

Unconventional monetary policy reaction functions: Evidence from the US

Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases

How does monetary policy respond to the dynamics of the shadow banking sector?

Riding the Wave of Credit: Are Longer Expansions Really a Bad Omen?

The collapse of credit booms: a competing risks analysis

A competing risks tale on successful and unsuccessful fiscal consolidations

Budgets, expenditure composition and political manipulation

Political and Institutional Determinants of Credit Booms

Economic Activity, Credit Market Conditions, and the Housing Market

Financial Markets'' Shutdown and Reaccess

Systemic financial crises and the housing market cycle

The Legacy and the Tyranny of Time: Exit and Re-Entry of Sovereigns to International Capital Markets

The Impact of Fiscal Consolidation on Human Development

Shades of red and blue: government ideology and sustainable development

Functional components of public expenditure, fiscal consolidations, and economic activity

Politically driven cycles in fiscal policy: In depth analysis of the functional components of government expenditures

The Electoral Dynamics of Human Development

Spillovers from the oil sector to the housing market cycle

Income inequality, fiscal stimuli and political (in)stability

Pure, White and Deadly… Expensive: A Bitter Sweetness in Health Care Expenditure

The impact of fiscal consolidations on the functional components of government expenditures

Financial stress and sovereign debt composition

Are there political cycles hidden inside government expenditures?

Introdução à Econometria

Booms, Busts, and Normal Times in the Housing Market

Is fiscal fatigue a threat to consolidation programmes?

Do debt crises boost financial reforms?

Fiscal consolidation and financial reforms

What determines the likelihood of structural reforms?

The Portuguese business cycle: chronology and duration dependence

Fiscal adjustments, labour market flexibility and unemployment

What determines the duration of a fiscal consolidation program?

Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI

The Portuguese Stock Market Cycle: Chronology and Duration Dependence

The duration of business cycle expansions and contractions: Are there change-points in duration dependence?

Is there duration dependence in Portuguese local governments' tenure?

Running for office again: Evidence from Portuguese municipal elections

How does fiscal policy react to wealth composition and asset prices?

How do central banks react to wealth composition and asset prices?

Can central banks' monetary policy be described by a linear (augmented) Taylor rule or by a nonlinear rule?

Political business cycles and inflation stabilization

Perfil do trabalhador e da empresa de baixos salários em Portugal

The effect of emotional positivity of brand-generated social media messages on consumer attention and information sharing

The duration of acceleration cycle downturns: duration dependence, international dynamics and synchronisation

Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long?

Economic liberalization, political regimes and ideology

Financial Markets'' Shutdown and Reaccess

The Impact of the European Union Fiscal Rules on Economic Growth

The duration of economic expansions and recessions: More than duration dependence

More publications

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