Vítor Castro

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Trabalho de Investigação

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COLABORAÇÃO EM CENTROS DE INVESTIGAÇÃO

Investigador Integrado do Núcleo de Investigação em Políticas Económicas (NIPE), Departamento de Economia, Escola de Economia e Gestão, Universidade do Minho.

Membro Colaborador do Grupo de Estudo Monetários e Financeiros (GEMF), Faculdade de Economia, Universidade de Coimbra.

 

ÁREAS DE INTERESSE

Macroeconomia: Crescimento Económico; Ciclos Económicos; Política Orçamental; Política Monetária; Economia da União Europeia; Estabilização da Inflação.

Econometria: Modelos de dados em painel; Modelos de escolha discreta; Modelos de duração; Modelos não-lineares.

 

TESES 

Castro, Vítor (2008). Growth, Cycles and Macroeconomic Policy in the European Union. University of Warwick, UK. Dissertação submetida em Dezembro de 2008 para obter o grau de Doutor em Economia (PhD in Economics). Tese orientada pelas Prof. Jennifer Smith (University of Warwick, UK) e Prof. Natalie Chen (University of Warwick, UK).

Castro, Vítor (2002), O Atraso na Implementação de Programas de Estabilização da Inflação como resultado de Conflitos de Interesses. Tese de Mestrado em Política Económica, Universidade do Minho. Tese orientada pelo Prof. Francisco Veiga (Universidade do Minho, Portugal).

 

PUBLICAÇÕES EM REVISTAS COM REVISOR

Agnello, Luca, Castro, Vitor and Sousa, Ricardo M. (2013). Is fiscal fatigue a threat to consolidation programmes? Environment and Planning C: Government and Policy, forthcoming.

Agnello, Luca, Castro, Vitor and Sousa, Ricardo M. (2013). What determines the duration of a fiscal consolidation program? Journal of International and Money and Finance, 37, 113-134.

Castro, Vitor (2013). Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI. Economic Modelling, 31, 672-683.

Castro, Vitor and Martins, Rodrigo (2013). Is there duration dependence in Portuguese local governments’ tenure? European Journal of Political Economy, 31 (1), 26-39.

Castro, Vitor and Martins, Rodrigo (2013). Running for office again: evidence from Portuguese municipal elections. Public Choice, 156 (3), 677-702.

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

Castro, Vitor (2013). The duration of business cycle expansions and contractions: Are there change-points in duration dependence? Empirical Economics, 44(2), 511-544.

Agnello, Luca, Castro, Vitor and Sousa, Ricardo M. (2012). How Does Fiscal Policy React to Wealth Composition and Asset Prices? Journal of Macroeconomics, 34 (3), 874-890.

Castro, Vitor and Sousa, Ricardo M. (2012). How Do Central Banks React to Wealth Composition and Asset Prices? Economic Modelling, 29 (3), 641-653.

Castro, Vitor (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.

Castro, Vitor (2011). The impact of the European Union fiscal rules on economic growth. Journal of Macroeconomics, 33 (2), 313-326.

Castro, Vitor (2010). The duration of economic expansions and recessions: More than duration dependence. Journal of Macroeconomics, 32 (1), 347-365.

Soukiazis, Elias and Castro, Vitor (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.

Castro, Vitor and Veiga, Francisco J. (2004). Political Business Cycles and Inflation Stabilization. Economics Letters, 83 (1), 1-6.

Cardoso, Ana Rute; Sousa, Ricardo; Castro, Vitor; and Ferreira, Priscila (2000). The profile of low-paid workers and firms in Portugal. Economia, Vol. XXIV, January-May-October, 53-66, Catholic University, Lisbon. [Language: Portuguese]

 

PUBLICAÇÕES COMO DOCUMENTOS DE TRABALHO

Castro, Vítor and Megumi Kubota (2013). Duration dependence and change-points in the likelihood of credit booms ending. World Bank Policy Research Working-Paper, WPS 6475 (available at http://econ.worldbank.org/external/default/main?pagePK=64165259&piPK=64165421&theSitePK=469372&menuPK=64166093&entityID=000158349_20130610113002).

Castro, Vítor and Megumi Kubota (2013). Duration dependence and change-points in the likelihood of credit booms ending. NIPE Working Paper, WP 09/2013, University of Minho, Portugal (available at http://www3.eeg.uminho.pt/economia/nipe/docs/2013/NIPE_WP_09_2013.pdf).

Agnello, Luca, Castro, Vitor and Sousa, Ricardo M. (2012). Are there change-points in the likelihood of a fiscal consolidation ending? NIPE Working Paper, WP 18/2012, University of Minho, Portugal (available at http://www3.eeg.uminho.pt/economia/nipe/docs/2011/NIPE_WP_18_2012.pdf).

Agnello, Luca, Castro, Vitor and Sousa, Ricardo M. (2012). What determines the duration of a fiscal consolidation program? NIPE Working Paper, WP 17/2012, University of Minho, Portugal (available at http://www3.eeg.uminho.pt/economia/nipe/docs/2011/NIPE_WP_17_2012.pdf).

Castro, Vitor (2012). Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI. NIPE Working Paper, WP 11/2012, University of Minho, Portugal (available at http://www3.eeg.uminho.pt/economia/nipe/docs/2012/NIPE_WP_11_2012.pdf).

Castro, Vitor and Martins, Rodrigo (2012). Is there duration dependence in Portuguese local governments’ tenure? NIPE Working Paper, WP 9/2012, University of Minho, Portugal (available at http://www3.eeg.uminho.pt/economia/nipe/docs/2012/NIPE_WP_09_2012.pdf).

Agnello, Luca, Castro, Vitor and Sousa, Ricardo M. (2011). How Does Fiscal Policy React to Wealth Composition and Asset Prices? NIPE Working Paper, WP 23/2011, University of Minho, Portugal (available at http://www3.eeg.uminho.pt/economia/nipe/docs/2011/NIPE_WP_23_2011.pdf).

Castro, Vitor (2011). The Portuguese Stock Market Cycle: Chronology and Duration Dependence. NIPE Working Paper, WP 13/2011, University of Minho, Portugal (available at http://www3.eeg.uminho.pt/economia/nipe/docs/2011/NIPE_WP_13_2011.pdf).

Castro, Vitor (2011). The Portuguese Business Cycle: Chronology and Duration Dependence. NIPE Working Paper, WP 11/2011, University of Minho, Portugal (available at http://www3.eeg.uminho.pt/economia/nipe/docs/2011/NIPE_WP_11_2011.pdf). Submitted to the Empirical Economics.

Castro, Vitor and Martins, Rodrigo (2011). Mayors’ Reelection Choice and the Economy: Evidence from Portugal. NIPE Working Paper, WP 6/2011, University of Minho, Portugal (available at http://www3.eeg.uminho.pt/economia/nipe/docs/2011/NIPE_WP_06_2011.pdf).

Castro, Vitor and Sousa, Ricardo M. (2010). How Do Central Banks React to Wealth Composition and Asset Prices? NIPE Working Paper, WP 26/2010, University of Minho, Portugal (available at http://www3.eeg.uminho.pt/economia/nipe/docs/2010/NIPE_WP_26_2010.pdf).

Castro, Vitor (2010). The duration of business cycle expansions and contractions: Are there change-points in duration dependence? NIPE Working Paper, WP 24/2010, University of Minho, Portugal (available at http://www3.eeg.uminho.pt/economia/nipe/docs/2010/NIPE_WP_24_2010.pdf).

Castro, Vitor (2008). Are Central Banks following a linear or nonlinear (augmented) Taylor rule? The Warwick Economics Research Paper Series (TWERPS), Working-Paper No. 872 (available at http://www2.warwick.ac.uk/fac/soc/economics/research/papers/).

Castro, Vitor (2008). The duration of economic expansions and recessions: More than duration dependence. The Warwick Economics Research Paper Series (TWERPS), Working-Paper No. 860 (available at http://www2.warwick.ac.uk/fac/soc/economics/research/papers/).

Castro, Vitor (2007). The causes of excessive deficits in the European Union. The Warwick Economics Research Paper Series (TWERPS), Working-Paper No. 805 (available at http://www2.warwick.ac.uk/fac/soc/economics/research/papers/).

Castro, Vitor (2007). The impact of the European Union fiscal rules on economic growth. The Warwick Economics Research Paper Series (TWERPS), Working-Paper No. 794 (available at http://www2.warwick.ac.uk/fac/soc/economics/research/papers/).

Soukiazis, Elias and Castro, Vitor (2004). How the Maastricht rules affected the convergence process in the European Union: a panel data analysis. CEUNEUROP Discussion-Paper, No.24 (April), Faculty of Economics, University of Coimbra, Portugal.

Castro, Vitor (2003). Causes of delays on inflation stabilization: theoretical and empirical approach. GEMF Working Paper, No. 5/2003, Faculty of Economics, University of Coimbra, Portugal (available at http://gemf.fe.uc.pt).

Castro, Vitor (2003). The Impact of Conflicts of Interest on Inflation Stabilization. NIPE Working Paper, No. 8/2003, University of Minho, Portugal (available at http://www3.eeg.uminho.pt/economia/nipe/docs/2003/NIPE_WP_8_2003.pdf).

Soukiazis, Elias and Castro, Vitor (2003). The Impact of the Maastricht Criteria and the Stability Pact on Growth and Unemployment in Europe. CEUNEUROP Discussion-Paper, No.15 (July), Faculty of Economics, University of Coimbra, Portugal.

Castro, Vitor and Veiga, Francisco J. (2002). Political Business Cycles and Inflation Stabilization.” NIPE Working-Paper, No. 9/2002, University of Minho, Portugal (available at http://www3.eeg.uminho.pt/economia/nipe/docs/2002/NIPE_WP_9_2002.pdf).