Loughborough University
Leicestershire, UK
LE11 3TU
+44 (0)1509 263171
Loughborough University

Loughborough University Research Publications


Publications for Vitor Castro

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Journal Articles

Agnello, L, Castro, V, Sousa, RM (2021) On the duration of sovereign ratings cycle phases, Journal of Economic Behavior and Organization, 182, pp.512-526, ISSN: 0167-2681. DOI: 10.1016/j.jebo.2019.01.016.

Alhalabi, T, Castro, V, Wood, J (2021) The relationship between excessive lending, risk premium and risk-taking: evidence from European banks, International Journal of Finance and Economics, ISSN: 1076-9307. DOI: 10.1002/ijfe.2430.

Castro, V and Martins, R (2020) Why are credit booms sometimes sweet and sometimes sour?, International Journal of Finance and Economics, ISSN: 1076-9307. DOI: 10.1002/ijfe.1950.

Nguyen, T, Castro, V, Wood, J (2020) Political environment and financial crises, International Journal of Finance and Economics, ISSN: 1076-9307. DOI: 10.1002/ijfe.2160.

Castro, V and Martins, R (2020) What drives the duration of credit booms?, International Journal of Finance and Economics, 26(1), pp.1531-1549, ISSN: 1076-9307. DOI: 10.1002/ijfe.1862.

Castro, V and Martins, R (2020) Government Ideology and Economic Freedom, Journal of Comparative Economics, ISSN: 0147-5967.

Agnello, L, Castro, V, Hammoudeh, S, Sousa, R (2020) Global factors, uncertainty, weather conditions and energy prices: on the drivers of the duration of commodity price cycle phases, Energy Economics, 90, 104862, ISSN: 0140-9883. DOI: 10.1016/j.eneco.2020.104862.

Castro, V and Martins, R (2020) The collapse of credit booms: A competing risks analysis, Journal of Economic Studies, 47(6), pp.1437-1465, ISSN: 0144-3585. DOI: 10.1108/JES-04-2019-0196.

Castro, V and Martins, R (2019) Riding the wave of credit: Are longer expansions really a bad omen?, Open Economies Review, 31, ISSN: 0923-7992. DOI: 10.1007/s11079-019-09570-6.

Agnello, L, Castro, V, Sousa, R (2019) A competing risks tale on successful and unsuccessful fiscal consolidations, Journal of International Financial Markets, Institutions and Money, 63, 101148, ISSN: 1042-4431. DOI: 10.1016/j.intfin.2019.101148.

Agnello, L, Castro, V, Jawadi, F, Sousa, R (2019) How does monetary policy respond to the dynamics of the shadow banking sector?, International Journal of Finance and Economics, 25(2), pp.228-247, ISSN: 1076-9307. DOI: 10.1002/ijfe.1748.

Agnello, L, Castro, V, Dufrénot, G, Jawadi, F, Sousa, R (2019) Unconventional monetary policy reaction functions: evidence from the U.S, Studies in Nonlinear Dynamics and Econometrics, 24(4), 20180088, ISSN: 1558-3708. DOI: 10.1515/snde-2018-0088.

Castro, V and Martins, R (2019) Political and Institutional Determinants of Credit Booms, Oxford Bulletin of Economics and Statistics, 81(5), pp.1144-1178, ISSN: 0305-9049. DOI: 10.1111/obes.12290.

Agnello, L, Castro, V, Sousa, RM (2019) The housing cycle: what role for mortgage market development and housing finance?, Journal of Real Estate Finance and Economics, 61(4), pp.607-670, ISSN: 0895-5638. DOI: 10.1007/s11146-019-09705-z.

Castro, V and Martins, R (2019) Budgets, expenditure composition and political manipulation, International Review of Applied Economics, 33(2), pp.172-187, ISSN: 0269-2171. DOI: 10.1080/02692171.2017.1379474.

Agnello, L, Castro, V, Sousa, RM (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), pp.1969-1994, ISSN: 0022-2879. DOI: 10.1111/jmcb.12474.

Castro, V and 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, pp.44-64, ISSN: 0176-2680. DOI: 10.1016/j.ejpoleco.2017.11.003.

Agnello, L, Castro, V, Sousa, RM (2018) ECONOMIC ACTIVITY, CREDIT MARKET CONDITIONS, and the HOUSING MARKET, Macroeconomic Dynamics, 22(7), pp.1769-1789, ISSN: 1365-1005. DOI: 10.1017/S1365100516000869.

Agnello, L, Castro, V, Sousa, RM (2018) Systemic financial crises and the housing market cycle, Applied Economics Letters, 25(10), pp.724-729, ISSN: 1350-4851. DOI: 10.1080/13504851.2017.1361001.

Aidt, TS, Castro, V, Martins, R (2018) Shades of red and blue: government ideology and sustainable development, Public Choice, 175(3-4), pp.303-323, ISSN: 0048-5829. DOI: 10.1007/s11127-018-0536-2.

Agnello, L, Castro, V, Jalles, JT, Sousa, RM (2018) The Impact of Fiscal Consolidation on Human Development, Journal of International Development, 30(3), pp.399-429, ISSN: 0954-1748. DOI: 10.1002/jid.3309.

Castro, V (2018) Functional components of public expenditure, fiscal consolidations, and economic activity, Economics and Politics, 30(1), pp.124-150, ISSN: 0954-1985. DOI: 10.1111/ecpo.12104.

Castro, V and Martins, R (2018) The Electoral Dynamics of Human Development, Journal of Development Studies, 54(1), pp.191-211, ISSN: 0022-0388. DOI: 10.1080/00220388.2017.1288221.

Agnello, L, Castro, V, Sousa, RM (2018) FINANCIAL MARKETS' SHUTDOWN AND REACCESS, Economic Inquiry, 56(1), pp.562-571, ISSN: 0095-2583. DOI: 10.1111/ecin.12518.

Castro, V (2017) Pure, White and Deadly… Expensive: A Bitter Sweetness in Health Care Expenditure, Health Economics (United Kingdom), 26(12), pp.1644-1666, ISSN: 1057-9230. DOI: 10.1002/hec.3462.

Agnello, L, Castro, V, Jalles, JT, Sousa, RM (2017) Income inequality, fiscal stimuli and political (in)stability, International Tax and Public Finance, 24(3), pp.484-511, ISSN: 0927-5940. DOI: 10.1007/s10797-016-9428-x.

Castro, V (2017) The impact of fiscal consolidations on the functional components of government expenditures, Economic Modelling, 60, pp.138-150, ISSN: 0264-9993. DOI: 10.1016/j.econmod.2016.09.027.

Agnello, L, Castro, V, Hammoudeh, S, Sousa, RM (2017) Spillovers from the oil sector to the housing market cycle, Energy Economics, 61, pp.209-220, ISSN: 0140-9883. DOI: 10.1016/j.eneco.2016.11.004.

Agnello, L, Castro, V, Jalles, JT, Sousa, RM (2016) Financial stress and sovereign debt composition, Applied Economics Letters, 23(9), pp.678-683, ISSN: 1350-4851. DOI: 10.1080/13504851.2015.1100241.

Castro, V and Martins, R (2016) Are there political cycles hidden inside government expenditures?, Applied Economics Letters, 23(1), pp.34-37, ISSN: 1350-4851. DOI: 10.1080/13504851.2015.1047084.

Castro, V (2015) The Portuguese business cycle: chronology and duration dependence, Empirical Economics, 49(1), pp.325-342, ISSN: 0377-7332. DOI: 10.1007/s00181-014-0860-4.

Agnello, L, Castro, V, Sousa, RM (2015) Booms, busts, and normal times in the housing market, Journal of Business and Economic Statistics, 33(1), pp.25-45, ISSN: 0735-0015. DOI: 10.1080/07350015.2014.918545.

Agnello, L, Castro, V, Jalles, JT, Sousa, RM (2015) Do debt crises boost financial reforms?, Applied Economics Letters, 22(5), pp.356-360, ISSN: 1350-4851. DOI: 10.1080/13504851.2014.943878.

Agnello, L, Castro, V, Jalles, JT, Sousa, RM (2015) Fiscal consolidation and financial reforms, Applied Economics, 47(34-35), pp.3740-3755, ISSN: 0003-6846. DOI: 10.1080/00036846.2015.1021457.

Agnello, L, Castro, V, Sousa, RM (2015) Is fiscal fatigue a threat to consolidation programmes?, Environment and Planning C: Government and Policy, 33(4), pp.765-779, ISSN: 0263-774X. DOI: 10.1177/0263774X15597391.

Agnello, L, Castro, V, Tovar Jalles, J, Sousa, RM (2014) Fiscal adjustments, labour market flexibility and unemployment, Economics Letters, 124(2), pp.231-235, ISSN: 0165-1765. DOI: 10.1016/j.econlet.2014.05.029.

Agnello, L, Castro, V, Jalles, JT, Sousa, RM (2014) What determines the likelihood of structural reforms?, European Journal of Political Economy, 37, pp.129-145, ISSN: 0176-2680. DOI: 10.1016/j.ejpoleco.2014.10.007.

Agnello, L, Castro, V, Sousa, RM (2013) What determines the duration of a fiscal consolidation program?, Journal of International Money and Finance, 37, pp.113-134, ISSN: 0261-5606. DOI: 10.1016/j.jimonfin.2013.05.012.

Castro, V and Martins, R (2013) Running for office again: evidence from Portuguese municipal elections, Public Choice, 156(3-4), pp.677-702, ISSN: 0048-5829. DOI: 10.1007/s11127-012-9922-3.

Castro, V and Martins, R (2013) Is there duration dependence in Portuguese local governments' tenure?, European Journal of Political Economy, 31, pp.26-39, ISSN: 0176-2680. DOI: 10.1016/j.ejpoleco.2013.03.004.

Castro, VMQ (2013) The Portuguese Stock Market Cycle: Chronology and Duration Dependence, Journal of Business Cycle Measurement and Analysis, 4(1), pp.1-23.

Castro, V (2013) The duration of business cycle expansions and contractions: are there change-points in duration dependence?, Empirical Economics, 44(2), pp.511-544, ISSN: 0377-7332. DOI: 10.1007/s00181-011-0544-2.

Castro, V (2013) Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI, Economic Modelling, 31, pp.672-683, ISSN: 0264-9993. DOI: 10.1016/j.econmod.2013.01.027.

Agnello, L, Castro, V, Sousa, RM (2012) How does fiscal policy react to wealth composition and asset prices?, Journal of Macroeconomics, 34(3), pp.874-890, ISSN: 0164-0704. DOI: 10.1016/j.jmacro.2012.04.001.

Castro, V and Sousa, RM (2012) How do central banks react to wealth composition and asset prices?, Economic Modelling, 29(3), pp.641-653, ISSN: 0264-9993. DOI: 10.1016/j.econmod.2012.01.006.

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), pp.228-246, ISSN: 1572-3089. DOI: 10.1016/j.jfs.2010.06.002.

Castro, V (2011) The impact of the European Union fiscal rules on economic growth, Journal of Macroeconomics, 33(2), pp.313-326, ISSN: 0164-0704. DOI: 10.1016/j.jmacro.2010.09.003.

Castro, V (2010) The duration of economic expansions and recessions: More than duration dependence, Journal of Macroeconomics, 32(1), pp.347-365, ISSN: 0164-0704. DOI: 10.1016/j.jmacro.2009.06.006.

Soukiazis, E and Castro, V (2005) How the Maastricht criteria and the Stability and Growth Pact affected real convergence in the European Union, Journal of Policy Modeling, 27(3), pp.385-399, ISSN: 0161-8938. DOI: 10.1016/j.jpolmod.2005.01.002.

Castro, V and Veiga, FJ (2004) Political business cycles and inflation stabilization, Economics Letters, 83(1), pp.1-6, ISSN: 0165-1765. DOI: 10.1016/j.econlet.2003.07.016.



Books

Castro, VMQ and Murteira, J (2018) Introdução à Econometria (2nd.Ed.), Edições Almedina, ISBN: 9789724073644.

Castro, VMQ and Murteira, J (2018) Introdução à Econometria: Exercícios Resolvidos, Edições Almedina, ISBN: 9789724073651.

Castro, VMQ, Murteira, J, Martins, R (2016) Introdução à Econometria, Edições Almedina, ISBN: 9789724060149.



Getting in touch

Research Office
Loughborough University
Loughborough
Leicestershire
LE11 3TU
researchpolicy@lboro.ac.uk
+44 (0)1509 222453

Research Repository
University Library
Loughborough University
Loughborough
LE11 3TU
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+44 (0)1509 222338 / 222414