Vitor Castro

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Affiliations

• Loughborough University / School of Business and Economics
  • EDIRC entry
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Research profile

author of:

• The duration of economic expansions and recessions: More than duration dependence (RePEc:ags:uwarer:269858)
  by Castro, Vitor
• Are Central Banks following a linear or nonlinear (augmented) Taylor rule? (RePEc:ags:uwarer:269883)
  by Castro, Vitor
• Financial Markets' Shutdown And Reaccess (RePEc:bla:ecinqu:v:56:y:2018:i:1:p:562-571)
  by Luca Agnello & Vítor Castro & Ricardo M. Sousa
• Functional components of public expenditure, fiscal consolidations, and economic activity (RePEc:bla:ecopol:v:30:y:2018:i:1:p:124-150)
  by Vítor Castro
• Economic liberalization, political regimes and ideology (RePEc:bla:kyklos:v:74:y:2021:i:4:p:463-487)
  by Vítor Castro & Rodrigo Martins
• Political and Institutional Determinants of Credit Booms (RePEc:bla:obuest:v:81:y:2019:i:5:p:1144-1178)
  by Vítor Castro & Rodrigo Martins
• Unconventional monetary policy reaction functions: evidence from the US (RePEc:bpj:sndecm:v:24:y:2020:i:4:p:18:n:3)
  by Agnello Luca & Castro Vitor & Dufrénot Gilles & Jawadi Fredj & Sousa Ricardo M.
• Shades of red and blue: Political ideology and sustainable development (RePEc:cam:camdae:1635)
  by Toke S Aidt & Vitor Castro & Rodrigo Martins
• Economic Activity, Credit Market Conditions, And The Housing Market (RePEc:cup:macdyn:v:22:y:2018:i:07:p:1769-1789_00)
  by Agnello, Luca & Castro, Vitor & Sousa, Ricardo M.
• A new comprehensive database of financial crises: Identification, frequency, and duration (RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000165)
  by Nguyen, Thanh Cong & Castro, Vítor & Wood, Justine
• A quest between fiscal and market discipline (RePEc:eee:ecmode:v:119:y:2023:i:c:s026499932200356x)
  by Agnello, Luca & Castro, Vítor & Sousa, Ricardo M.
• How do central banks react to wealth composition and asset prices? (RePEc:eee:ecmode:v:29:y:2012:i:3:p:641-653)
  by Castro, Vítor & Sousa, Ricardo M.
• Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI (RePEc:eee:ecmode:v:31:y:2013:i:c:p:672-683)
  by Castro, Vítor
• The impact of fiscal consolidations on the functional components of government expenditures (RePEc:eee:ecmode:v:60:y:2017:i:c:p:138-150)
  by Castro, Vítor
• Fiscal adjustments, labour market flexibility and unemployment (RePEc:eee:ecolet:v:124:y:2014:i:2:p:231-235)
  by Agnello, Luca & Castro, Vitor & Tovar Jalles, João & Sousa, Ricardo M.
• Political business cycles and inflation stabilization (RePEc:eee:ecolet:v:83:y:2004:i:1:p:1-6)
  by Castro, Vitor & Veiga, Francisco Jose
• Spillovers from the oil sector to the housing market cycle (RePEc:eee:eneeco:v:61:y:2017:i:c:p:209-220)
  by Agnello, Luca & Castro, Vitor & Hammoudeh, Shawkat & Sousa, Ricardo M.
• Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases (RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302024)
  by Agnello, Luca & Castro, Vítor & Hammoudeh, Shawkat & Sousa, Ricardo M.
• Can central banks' monetary policy be described by a linear (augmented) Taylor rule or by a nonlinear rule? (RePEc:eee:finsta:v:7:y:2011:i:4:p:228-246)
  by Vítor, Castro
• A competing risks tale on successful and unsuccessful fiscal consolidations (RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302373)
  by Agnello, Luca & Castro, Vítor & Sousa, Ricardo M.
• On the international co-movement of natural interest rates (RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000889)
  by Agnello, Luca & Castro, Vítor & Sousa, Ricardo M.
• The effect of emotional positivity of brand-generated social media messages on consumer attention and information sharing (RePEc:eee:jbrese:v:140:y:2022:i:c:p:49-61)
  by Oliveira, João S. & Ifie, Kemefasu & Sykora, Martin & Tsougkou, Eleni & Castro, Vitor & Elayan, Suzanne
• Government ideology and economic freedom (RePEc:eee:jcecon:v:49:y:2021:i:1:p:73-91)
  by Castro, Vítor & Martins, Rodrigo
• On the duration of sovereign ratings cycle phases (RePEc:eee:jeborg:v:182:y:2021:i:c:p:512-526)
  by Agnello, Luca & Castro, Vítor & Sousa, Ricardo M.
• What determines the duration of a fiscal consolidation program? (RePEc:eee:jimfin:v:37:y:2013:i:c:p:113-134)
  by Agnello, Luca & Castro, Vitor & Sousa, Ricardo M.
• The duration of economic expansions and recessions: More than duration dependence (RePEc:eee:jmacro:v:32:y:2010:i:1:p:347-365)
  by Castro, Vítor
• The impact of the European Union fiscal rules on economic growth (RePEc:eee:jmacro:v:33:y:2011:i:2:p:313-326)
  by Castro, Vitor
• How does fiscal policy react to wealth composition and asset prices? (RePEc:eee:jmacro:v:34:y:2012:i:3:p:874-890)
  by Agnello, Luca & Castro, Vítor & Sousa, Ricardo M.
• How the Maastricht criteria and the Stability and Growth Pact affected real convergence in the European Union: A panel data analysis (RePEc:eee:jpolmo:v:27:y:2005:i:3:p:385-399)
  by Soukiazis, Elias & Castro, Vitor
• Is there duration dependence in Portuguese local governments' tenure? (RePEc:eee:poleco:v:31:y:2013:i:c:p:26-39)
  by Castro, Vítor & Martins, Rodrigo
• What determines the likelihood of structural reforms? (RePEc:eee:poleco:v:37:y:2015:i:c:p:129-145)
  by Agnello, Luca & Castro, Vitor & Jalles, João Tovar & Sousa, Ricardo M.
• Politically driven cycles in fiscal policy: In depth analysis of the functional components of government expenditures (RePEc:eee:poleco:v:55:y:2018:i:c:p:44-64)
  by Castro, Vítor & Martins, Rodrigo
• The collapse of credit booms: a competing risks analysis (RePEc:eme:jespps:jes-04-2019-0196)
  by Vítor Castro & Rodrigo Martins
• Determinants of the Duration of Economic Recoveries: The Role of ´Too Much Finance´ (RePEc:fau:wpaper:wp2022_33)
  by Vitor Castro & Boris Fisera
• Political and institutional determinants of credit booms (RePEc:gmf:papers:2018-09)
  by Vítor Castro & Rodrigo Martins
• Why are credit booms sometimes sweet and sometimes sour? (RePEc:gmf:papers:2018-14)
  by Vítor Castro & Rodrigo Martins
• Causas do Atraso na Estabilização da Inflação: Abordagem Teórica e Empírica (RePEc:gmf:wpaper:2003-05)
  by Vítor Castro
• The duration of business cycle expansions and contractions: Are there change-points in duration dependence? (RePEc:gmf:wpaper:2010-18)
  by Vitor Castro
• How Do Central Banks React to Wealth Composition and Asset Prices? (RePEc:gmf:wpaper:2010-19)
  by Vitor Castro & Ricardo M. Sousa
• The Portuguese Business Cycle: Chronology and Duration Dependence (RePEc:gmf:wpaper:2011-07)
  by Vitor Castro
• The Portuguese Stock Market Cycle: Chronology and Duration Dependence (RePEc:gmf:wpaper:2011-17)
  by Vitor Castro
• How Does Fiscal Policy React to Wealth Composition and Asset Prices? (RePEc:gmf:wpaper:2011-18)
  by Luca Agnello & Vitor Castro & Ricardo M. Sousa
• Is There Duration Dependence in Portuguese Local Governments’ Tenure? (RePEc:gmf:wpaper:2013-04.)
  by Vítor Castro & Rodrigo Martins
• Are There Change-Points in the Likelihood of a Fiscal Consolidation Ending? (RePEc:gmf:wpaper:2013-06.)
  by Luca Agnello & Vitor Castro & Ricardo M. Sousa
• What Determines the Duration of a Fiscal Consolidation Program? (RePEc:gmf:wpaper:2013-09.)
  by Luca Agnello & Vitor Castro & Ricardo M. Sousa
• Macroeconomic Determinants of the Credit Risk in the Banking System: The Case of the GIPSI (RePEc:gmf:wpaper:2013-12.)
  by Vítor Castro
• Duration dependence and change-points in the likelihood of credit booms ending (RePEc:gmf:wpaper:2013-17.)
  by Vitor Castro & Megumi Kubota
• Are There Political Cycles Hidden Inside Government Expenditures? (RePEc:gmf:wpaper:2014-23.)
  by Vítor Castro & Rodrigo Martins
• Budget, expenditures composition and political manipulation: Evidence from Portugal (RePEc:gmf:wpaper:2015-13.)
  by Vítor Castro & Rodrigo Martins
• Unconventional monetary policy reaction functions: evidence from the US (RePEc:hal:journl:hal-03101417)
  by Luca Agnello & Vitor Castro & Gilles Dufrénot & Fredj Jawadi & Ricardo Sousa
• Income inequality, fiscal stimuli and political (in)stability (RePEc:kap:itaxpf:v:24:y:2017:i:3:d:10.1007_s10797-016-9428-x)
  by Luca Agnello & Vitor Castro & João Tovar Jalles & Ricardo M. Sousa
• The Housing Cycle: What Role for Mortgage Market Development and Housing Finance? (RePEc:kap:jrefec:v:61:y:2020:i:4:d:10.1007_s11146-019-09705-z)
  by Luca Agnello & Vitor Castro & Ricardo M. Sousa
• Riding the Wave of Credit: Are Longer Expansions Really a Bad Omen? (RePEc:kap:openec:v:31:y:2020:i:4:d:10.1007_s11079-019-09570-6)
  by Vítor Castro & Rodrigo Martins
• Running for office again: evidence from Portuguese municipal elections (RePEc:kap:pubcho:v:156:y:2013:i:3:p:677-702)
  by Vítor Castro & Rodrigo Martins
• Shades of red and blue: government ideology and sustainable development (RePEc:kap:pubcho:v:175:y:2018:i:3:d:10.1007_s11127-018-0536-2)
  by Toke S. Aidt & Vitor Castro & Rodrigo Martins
• Political economy of financial crisis duration (RePEc:kap:pubcho:v:192:y:2022:i:3:d:10.1007_s11127-022-00986-2)
  by Thanh Cong Nguyen & Vítor Castro & Justine Wood
• Mayors’ Reelection Choice and the Economy: Evidence from Portugal (RePEc:nip:nipewp:06/2011)
  by Vítor Castro & Rodrigo Martins
• Duration dependence and change-points in the likelihood of credit booms ending (RePEc:nip:nipewp:09/2013)
  by Vítor Castro & Megumi Kubota
• The Impact of the European Union Fiscal Rules on Economic Growth (RePEc:nip:nipewp:10/2007)
  by Vítor Castro
• The Portuguese Business Cycle: Chronology and Duration Dependence (RePEc:nip:nipewp:11/2011)
  by Vítor Castro
• Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI (RePEc:nip:nipewp:11/2012)
  by Vítor Castro
• On the behaviour of the functional components ofgovernment expenditures during fiscal consolidations (RePEc:nip:nipewp:11/2016)
  by Vitor Castro
• Functional components of public expenditure, fiscal consolidations and the economic activity (RePEc:nip:nipewp:12/2016)
  by Vitor Castro
• The Causes of Excessive Deficits in the European Union (RePEc:nip:nipewp:13/2007)
  by Vítor Castro
• The Portuguese Stock Market Cycle: Chronology and Duration Dependence (RePEc:nip:nipewp:13/2011)
  by Vítor Castro
• Economic and political drivers of the duration of credit booms (RePEc:nip:nipewp:15/2018)
  by Vítor Castro & Rodrigo Martins
• What determines the duration of a fiscal consolidation program? (RePEc:nip:nipewp:17/2012)
  by Luca Agnello & Vítor Castro & Ricardo M. Sousa
• The duration of economic expansions and recessions: More than duration dependence (RePEc:nip:nipewp:18/2008)
  by Vítor Castro
• Are there change-points in the likelihood of a fiscal consolidation ending? (RePEc:nip:nipewp:18/2012)
  by Luca Agnello & Vítor Castro & Ricardo M. Sousa
• Are Central Banks following a linear or nonlinear (augmented) Taylor rule? (RePEc:nip:nipewp:19/2008)
  by Vítor Castro
• Politically driven cycles in fiscal policy: In depth analysis of the functional components of government expenditures (RePEc:nip:nipewp:2/2016)
  by Vítor Castro & Rodrigo Martins
• Are there political cycles hidden inside government expenditures? (RePEc:nip:nipewp:22/2014)
  by Vítor Castro & Rodrigo Martins
• The duration of business cycle expansions and contractions: Are there change-points in duration dependence? (RePEc:nip:nipewp:24/2010)
  by Vítor Castro
• How Does Fiscal Policy React to Wealth Composition and Asset Prices? (RePEc:nip:nipewp:24/2011)
  by Luca Agnello & Vítor Castro & Ricardo M. Sousa
• How Do Central Banks React to Wealth Composition and Asset Prices? (RePEc:nip:nipewp:26/2010)
  by Vítor Castro & Ricardo M. Sousa
• Budget, expenditures composition and political manipulation: Evidence from Portugal (RePEc:nip:nipewp:4/2015)
  by Vítor Castro & Rodrigo Martins
• The Electoral Dynamics of Human Development (RePEc:nip:nipewp:6/2016)
  by Vítor Castro & Rodrigo Martins
• The Impact of Conflicts of Interest on Inflation Stabilization (RePEc:nip:nipewp:8/2003)
  by Vítor Castro
• Shades of red and blue: Political ideology and sustainable development (RePEc:nip:nipewp:8/2016)
  by Toke S. Aidt & Vítor Castro & Rodrigo Martins
• Political Business Cycles and Inflation Stabilization (RePEc:nip:nipewp:9/2002)
  by Vítor Castro & Francisco José Veiga
• Is there duration dependence in Portuguese local governments’ tenure? (RePEc:nip:nipewp:9/2012)
  by Vítor Castro & Rodrigo Martins
• The Portuguese stock market cycle: Chronology and duration dependence (RePEc:oec:stdkab:5k455rtzv69q)
  by Vitor Castro
• Is fiscal fatigue a threat to consolidation programmes? (RePEc:sae:envirc:v:33:y:2015:i:4:p:765-779)
  by Luca Agnello & Vítor Castro & Ricardo M Sousa
• Shades of red and blue: Political ideology and sustainable development (RePEc:sek:iacpro:3606234)
  by Vitor Castro
• The duration of business cycle expansions and contractions: are there change-points in duration dependence? (RePEc:spr:empeco:v:44:y:2013:i:2:p:511-544)
  by Vitor Castro
• The Portuguese business cycle: chronology and duration dependence (RePEc:spr:empeco:v:49:y:2015:i:1:p:325-342)
  by Vitor Castro
• Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long? (RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02265-x)
  by Luca Agnello & Vítor Castro & Ricardo M. Sousa
• The duration of acceleration cycle downturns: duration dependence, international dynamics and synchronisation (RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02299-1)
  by George Koutsoumanis & Vítor Castro
• The Benevolence of Time, Sound Macroeconomic Environment and Governance Quality on the Duration of Sovereign Ratings Phases (RePEc:stm:wpaper:34)
  by Luca Agnello & Vitor Castro & Ricardo Sousa
• Do debt crises boost financial reforms? (RePEc:taf:apeclt:v:22:y:2015:i:5:p:356-360)
  by Luca Agnello & Vitor Castro & João Tovar Jalles & Ricardo M. Sousa
• Are there political cycles hidden inside government expenditures? (RePEc:taf:apeclt:v:23:y:2016:i:1:p:34-37)
  by V�tor Castro & Rodrigo Martins
• Financial stress and sovereign debt composition (RePEc:taf:apeclt:v:23:y:2016:i:9:p:678-683)
  by Luca Agnello & Vitor Castro & João Tovar Jalles & Ricardo M. Sousa
• Systemic financial crises and the housing market cycle (RePEc:taf:apeclt:v:25:y:2018:i:10:p:724-729)
  by Luca Agnello & Vitor Castro & Ricardo M Sousa
• Fiscal consolidation and financial reforms (RePEc:taf:applec:v:47:y:2015:i:34-35:p:3740-3755)
  by Luca Agnello & Vitor Castro & João Tovar Jalles & Ricardo M. Sousa
• Budgets, expenditure composition and political manipulation (RePEc:taf:irapec:v:33:y:2019:i:2:p:172-187)
  by Vítor Castro & Rodrigo Martins
• The Electoral Dynamics of Human Development (RePEc:taf:jdevst:v:54:y:2018:i:1:p:191-211)
  by Vítor Castro & Rodrigo Martins
• Booms, Busts, and Normal Times in the Housing Market (RePEc:taf:jnlbes:v:33:y:2015:i:1:p:25-45)
  by Luca Agnello & Vitor Castro & Ricardo M. Sousa
• Pure, White and Deadly… Expensive: A Bitter Sweetness in Health Care Expenditure (RePEc:wly:hlthec:v:26:y:2017:i:12:p:1644-1666)
  by Vitor Castro
• How does monetary policy respond to the dynamics of the shadow banking sector? (RePEc:wly:ijfiec:v:25:y:2020:i:2:p:228-247)
  by Luca Agnello & Vitor Castro & Fredj Jawadi & Ricardo M. Sousa
• What drives the duration of credit booms? (RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1531-1549)
  by Vítor Castro & Rodrigo Martins
• Why are credit booms sometimes sweet and sometimes sour? (RePEc:wly:ijfiec:v:26:y:2021:i:2:p:3054-3074)
  by Vítor Castro & Rodrigo Martins
• Political environment and financial crises (RePEc:wly:ijfiec:v:27:y:2022:i:1:p:417-438)
  by Thanh C. Nguyen & Vítor Castro & Justine Wood
• The relationship between excessive lending, risk premium and risk‐taking: Evidence from European banks (RePEc:wly:ijfiec:v:28:y:2023:i:1:p:448-471)
  by Thaer Alhalabi & Vitor Castro & Justine Wood
• The Impact of Fiscal Consolidation on Human Development (RePEc:wly:jintdv:v:30:y:2018:i:3:p:399-429)
  by Luca Agnello & Vitor Castro & João Tovar Jalles & Ricardo M. Sousa
• The Legacy and the Tyranny of Time: Exit and Re‐Entry of Sovereigns to International Capital Markets (RePEc:wly:jmoncb:v:50:y:2018:i:8:p:1969-1994)
  by Luca Agnello & Vítor Castro & Ricardo M. Sousa
• The Impact Of The European Union Fiscal Rules On Economic Growth (RePEc:wrk:warwec:794)
  by Castro, Vítor
• The Causes of Excessive Deficits in The European Union (RePEc:wrk:warwec:805)
  by Castro, Vítor
• The duration of economic expansions and recessions : More than duration dependence (RePEc:wrk:warwec:860)
  by Castro, Vítor
• Are Central Banks following a linear or nonlinear (augmented) Taylor rule? (RePEc:wrk:warwec:872)
  by Castro, Vítor