Vitor Castro : Citation Profile

Are you Vitor Castro?

Loughborough University

14

H index

18

i10 index

755

Citations

RESEARCH PRODUCTION:

58

Articles

51

Papers

RESEARCH ACTIVITY:

   21 years (2002 - 2023). See details.
   Cites by year: 35
   Journals where Vitor Castro has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 49 (6.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca481
   Updated: 2023-11-04    RAS profile: 2023-10-20    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Sousa, Ricardo (16)

Martins, Rodrigo (14)

Wood, Justine (4)

JAWADI, Fredj (3)

Nguyen, Thanh Cong (2)

Dufrénot, Gilles (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Vitor Castro.

Is cited by:

Sousa, Ricardo (92)

GUPTA, RANGAN (40)

Agnello, Luca (35)

Potrafke, Niklas (26)

Balcilar, Mehmet (16)

Creel, Jerome (14)

Hubert, Paul (14)

Jooste, Charl (13)

Naraidoo, Ruthira (13)

Miller, Stephen (13)

Wohar, Mark (11)

Cites to:

Sousa, Ricardo (198)

Agnello, Luca (124)

Reinhart, Carmen (93)

Rogoff, Kenneth (79)

Potrafke, Niklas (71)

Mallick, Sushanta (44)

Terrones, Marco (42)

Veiga, Francisco (41)

Afonso, Antonio (39)

Laeven, Luc (39)

Sichel, Daniel (34)

Main data

Where Vitor Castro has published?

Journals with more than one article published# docs
International Journal of Finance & Economics5
Economic Modelling5
Applied Economics Letters4
Empirical Economics4
Public Choice3
Journal of Macroeconomics3
European Journal of Political Economy3
Journal of International Financial Markets, Institutions and Money2
Energy Economics2
Economics Letters2

Working Papers Series with more than one paper published# docs
GEMF Working Papers / GEMF, Faculty of Economics, University of Coimbra13
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics4
CeBER Working Papers / Centre for Business and Economics Research (CeBER), University of Coimbra2
Economic Research Papers / University of Warwick - Department of Economics2

Recent works citing Vitor Castro (2023 and 2022)

YearTitle of citing document
2022Predicting Default Probabilities for Stress Tests: A Comparison of Models. (2022). Guth, Martin. In: Papers. RePEc:arx:papers:2202.03110.

Full description at Econpapers || Download paper

2023Propagation of carbon tax in credit portfolio through macroeconomic factors. (2023). Sopgoui, Lionel ; Jacquier, Antoine ; Ibbou, Smail ; Chassagneux, Jean-Franccois ; Bouveret, G'Eraldine. In: Papers. RePEc:arx:papers:2307.12695.

Full description at Econpapers || Download paper

2022The Determinants of Youth Unemployment in the Arab Countries. (2022). Mina, Wasseem. In: International Center for Public Policy Working Paper Series, at AYSPS, GSU. RePEc:ays:ispwps:paper2204.

Full description at Econpapers || Download paper

2022The effects of financial crisis on income inequality. (2022). Nguyen, Thanh Cong. In: Development Policy Review. RePEc:bla:devpol:v:40:y:2022:i:6:n:e12600.

Full description at Econpapers || Download paper

2023How do fiscal rules shape governments spending behavior?. (2023). Vinturis, Cezara. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:2:p:322-341.

Full description at Econpapers || Download paper

2023Does income inequality really matter for credit booms?. (2023). Challita, Sandra ; Naceur, Sami B ; Ayadi, Rym. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:1:n:e12208.

Full description at Econpapers || Download paper

2022The Implementation of Economic Rules: From the Stability and Growth Pact to the European Semester. (2022). Mariotto, Camilla . In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:1:p:40-57.

Full description at Econpapers || Download paper

2022Loans to Different Groups and Economic Activity at Times of Crisis and Growth. (2022). Cafiso, Gianluca. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:594-623.

Full description at Econpapers || Download paper

2023On the relationship between trade openness and government size. (2023). Jetter, Michael ; Farhad, Mohammad ; Bharati, Tushar. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:7:p:2102-2133.

Full description at Econpapers || Download paper

2023Time-Varying Parameters in Monetary Policy Rules: A GMM Approach. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10451.

Full description at Econpapers || Download paper

2022Austerity Reduces Public Health Investment. (2022). Noel, Alain ; Jacques, Olivier. In: CIRANO Working Papers. RePEc:cir:cirwor:2022s-02.

Full description at Econpapers || Download paper

2022A sensitivities based CoVaR approach to assets commonality and its application to SSM banks. (2022). Cappelletti, Giuseppe ; Spano, Guido ; Shaw, Frances ; Giglio, Carla ; del Vecchio, Leonardo. In: Working Paper Series. RePEc:ecb:ecbwps:20222725.

Full description at Econpapers || Download paper

2022The impacts of energy insecurity on green innovation: A multi-country study. (2022). Chang, Chun-Ping ; Zhao, Xinxin ; Feng, Gen-Fu ; Yang, Hao-Chang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:139-154.

Full description at Econpapers || Download paper

2023Political budget cycles in military expenditures: A meta-analysis. (2023). Klomp, Jeroen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:1083-1102.

Full description at Econpapers || Download paper

2022Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011.

Full description at Econpapers || Download paper

2022Spillovers from the European Central Banks asset purchases to countries in Central and Eastern Europe. (2022). Kaszab, Lorant ; Antal, Mark. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001146.

Full description at Econpapers || Download paper

2022The effects of asset prices on income inequality: Redistribution policy does matter. (2022). Rhee, Dong-Eun ; Kim, Hyoungjong. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001456.

Full description at Econpapers || Download paper

2022?he effects of fiscal consolidation in OECD countries. (2023). Tagkalakis, Athanasios ; Kasselaki, Maria ; Georgantas, Georgios. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003364.

Full description at Econpapers || Download paper

2023A quest between fiscal and market discipline. (2023). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s026499932200356x.

Full description at Econpapers || Download paper

2023Has monetary policy fueled the rise in shadow banking?. (2023). Hodula, Martin ; Libich, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000901.

Full description at Econpapers || Download paper

2023The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281.

Full description at Econpapers || Download paper

2023Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566.

Full description at Econpapers || Download paper

2023Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries. (2023). el Ouardi, Sofiane ; Bouvatier, Vincent. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000067.

Full description at Econpapers || Download paper

2022Nonlinear tail dependence between the housing and energy markets. (2022). Taghizadeh-Hesary, Farhad ; Uddin, Gazi Salah ; Yoshino, Naoyuki ; Hedstrom, Axel ; Stenvall, David. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006137.

Full description at Econpapers || Download paper

2023The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation. (2023). Pacelli, Vincenzo ; Foglia, Matteo ; di Tommaso, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000947.

Full description at Econpapers || Download paper

2022Performance and risk of energy industrial firms with stock pledge in China. (2022). Lu, Xinyu ; Liu, Haiyue ; Fang, Libing ; Ni, Zaiwen. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004049.

Full description at Econpapers || Download paper

2023Do weather conditions drive Chinas carbon-coal-electricity markets systemic risk? A multi-timescale analysis. (2023). Wang, Qunwei ; Zhang, Dongna ; Dai, Xingyu ; Zhao, YI ; Cao, Yaru. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006092.

Full description at Econpapers || Download paper

2023On the efficient synthesis of short financial time series: A Dynamic Factor Model approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000521.

Full description at Econpapers || Download paper

2023Geopolitical risk and the cost of bank loans. (2023). Ho, Tien ; Nguyen, Thanh Cong. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300185x.

Full description at Econpapers || Download paper

2022Exchange rate and balance of payment crisis risks in the global development finance architecture. (2022). Xu, Jiajun ; Schclarek, Alfredo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000580.

Full description at Econpapers || Download paper

2023Does political ideology matter in Chinese cross-border acquisitions?. (2023). Zhang, Jianhong ; Jiang, Jiangang. In: Journal of Business Research. RePEc:eee:jbrese:v:161:y:2023:i:c:s014829632300187x.

Full description at Econpapers || Download paper

2022The effects of elections on macroprudential policy. (2022). Yucel, Emekcan ; Sever, Can. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:2:p:507-533.

Full description at Econpapers || Download paper

2022What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

Full description at Econpapers || Download paper

2023Three sisters: The interlinkage between sovereign debt, currency, and banking crises. (2023). Karataş, Bilge. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622002017.

Full description at Econpapers || Download paper

2022Monetary policy, trade-offs and the transmission of UK Monetary Policy. (2022). Osullivan, Niall ; Kavanagh, Ella. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:6:p:1128-1147.

Full description at Econpapers || Download paper

2022Presidential honeymoons, political cycles and the commodity market. (2022). Idilbi, Yasmeen ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722000800.

Full description at Econpapers || Download paper

2022Oil and property rights. (2022). Krieger, Tim ; Meierrieks, Daniel ; de Soysa, Indra. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005128.

Full description at Econpapers || Download paper

2023Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216.

Full description at Econpapers || Download paper

2023Bank stability in the Indian subcontinent region: Evolution and determinants. (2023). Duppati, Geeta ; Kumar, Sunil ; Singh, Nirmal ; Gulati, Rachita. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000896.

Full description at Econpapers || Download paper

2022Financial openness, capital rents and income inequality. (2022). Zhou, Hui ; Liu, Yulin ; Ni, Niannian. In: European Journal of Political Economy. RePEc:eee:poleco:v:71:y:2022:i:c:s0176268021000677.

Full description at Econpapers || Download paper

2022Labor market flexibility and exchange rate regimes. (2022). Asali, Muhammad ; Spurga, Simonas Algirdas ; Kuoktis, Vytautas. In: European Journal of Political Economy. RePEc:eee:poleco:v:75:y:2022:i:c:s0176268022000222.

Full description at Econpapers || Download paper

2023The effects of IMF conditional programs on the unemployment rate. (2023). Sintos, Andreas ; Chletsos, Michael. In: European Journal of Political Economy. RePEc:eee:poleco:v:76:y:2023:i:c:s0176268022000726.

Full description at Econpapers || Download paper

2022Economic policy uncertainty: The probability and duration of economic recessions in major European Union countries. (2022). Nguyen, Thanh Cong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000897.

Full description at Econpapers || Download paper

2023Wholesale funding and bank stability: The impact of economic policy uncertainty. (2023). Nguyen, Thanh Cong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001162.

Full description at Econpapers || Download paper

2022The politics of public health investments. (2022). Noel, Alain ; Jacques, Olivier. In: Social Science & Medicine. RePEc:eee:socmed:v:309:y:2022:i:c:s0277953622005780.

Full description at Econpapers || Download paper

2022The housing net worth channel and the public finances: Evidence from a European country panel. (2022). McQuinn, Kieran ; Cronin, David. In: Papers. RePEc:esr:wpaper:wp730.

Full description at Econpapers || Download paper

2023The Maastricht Treaty and the accession of the Western Balkans. Reflections at its 30th anniversary over the coherence in the EU integration processes.. (2023). Musaraj, Arta. In: Academicus International Scientific Journal. RePEc:etc:journl:y:2023:i:27:p:92-102.

Full description at Econpapers || Download paper

2023Threshold of the CAPB That Can Be Attributed to Fiscal Consolidation Episodes in South Africa. (2023). Nyatanga, Phocenah ; Buthelezi, Eugene Msizi. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:6:p:152-:d:1153855.

Full description at Econpapers || Download paper

2022Impact of the COVID-19 Pandemic Crisis on the Efficiency of European Intraday Electricity Markets. (2022). Momm, Florian ; Gottwald, Daria ; Buescher, Jan Niklas ; Zureck, Alexander. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:10:p:3494-:d:812510.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022The Convergence in the Sustainability of the Economies of the European Union Countries between 2006 and 2016. (2022). Chiril, Viorica ; TURTUREAN, Ciprian Ionel . In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:16:p:10115-:d:888727.

Full description at Econpapers || Download paper

2022Macroeconomic Determinants of Credit Risk: Evidence on the Impact on Consumer Credit in Central and Eastern European Countries. (2022). Neifaltas, Airidas ; Picas, Renatas ; Teresien, Deimant ; Keliuotyt-Staniulnien, Greta ; Kanapickien, Rasa. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:20:p:13219-:d:942461.

Full description at Econpapers || Download paper

2022Banks’ Financial Stability and Macroeconomic Key Factors in GCC Countries. (2022). Hasan, Hamid Abdulkhaleq ; Mabkhot, Hashed. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:23:p:15999-:d:989222.

Full description at Econpapers || Download paper

2023Determinants of public sector efficiency: a panel database from a stochastic frontier analysis. (2023). Bernard, Aguima Aime ; Bao-We-Wal Bambe, ; Apeti, Ablam Estel. In: Post-Print. RePEc:hal:journl:hal-04189811.

Full description at Econpapers || Download paper

2023On the Macroeconomic Effects of Fiscal Reforms: Fiscal Rules and Public Expenditure Efficiency. (2023). Combes, Jean-Louis ; Bao-We-Wal BAMBE, ; Apeti, Ablam Estel. In: Working Papers. RePEc:hal:wpaper:hal-03961062.

Full description at Econpapers || Download paper

2023Original Sin: Fiscal Rules and Government Debt in Foreign Currency in Developing Countries. (2023). Edoh, Eyah Denise ; Combes, Jean-Louis ; Bao-We-Wal Bambe, ; Apeti, Ablam Estel. In: Working Papers. RePEc:hal:wpaper:hal-04130477.

Full description at Econpapers || Download paper

2022Early warning models for systemic banking crises: can political indicators improve prediction?. (2022). Uebelmesser, Silke ; Huynh, Tran. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2022-007.

Full description at Econpapers || Download paper

2023Systematic and Unsystematic Determinants of Sectoral Risk Default Interconnectedness. (2023). Hunjra, Ahmed Imran ; ben Zaied, Younes ; Awijen, Haithem. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10336-5.

Full description at Econpapers || Download paper

2022Estimating asymmetries in monetary policy reaction function: an oil price augmented Taylor type rule for Nigeria under unconventional regime. (2022). Usman, Nuruddeen ; Shitile, Tersoo Shimonkabir ; Ogiji, Patricks. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:3:d:10.1007_s10644-021-09362-4.

Full description at Econpapers || Download paper

2023The housing net worth channel and the public finances: evidence from a European country panel. (2023). Cronin, David ; McQuinn, Kieran. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:5:d:10.1007_s10797-022-09751-z.

Full description at Econpapers || Download paper

2022Do board characteristics and ownership structure matter for bank non-performing loans? Empirical evidence from US commercial banks. (2022). Bouri, Abdelfettah ; Jarraya, Bilel ; Tarchouna, Ameni. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:26:y:2022:i:2:d:10.1007_s10997-020-09558-2.

Full description at Econpapers || Download paper

2023Slowing Growth: More Than a Rough Patch. (2023). Ohnsorge, Franziska ; Kose, Ayhan M. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2304.

Full description at Econpapers || Download paper

2022On the Macroeconomic Effects of Fiscal Reforms : Fiscal Rules and Public Expenditure Efficiency. (2022). Combes, Jean Louis ; Bao-We-Wal BAMBE, ; Apeti, Ablam Estel. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2985.

Full description at Econpapers || Download paper

2022Fiscal Consolidation, Social Sector Expenditures and Twin Deficit Hypothesis: Evidence from Emerging and Middle-Income Countries. (2022). Gabsi, Foued ; Mtibaa, Ameni ; Lahiani, Amine. In: Comparative Economic Studies. RePEc:pal:compes:v:64:y:2022:i:4:d:10.1057_s41294-022-00183-6.

Full description at Econpapers || Download paper

2022Developing an Income-Distribution- Sensitive Taylor Rule: An Application to South Africa. (2022). Capazario, Michele. In: MPRA Paper. RePEc:pra:mprapa:112740.

Full description at Econpapers || Download paper

2023Potential Growth Prospects: Risks, Rewards, and Policies. (2023). Kose, Ayhan ; Ohnsorge, Franziska ; Celic, Sinem Kilic. In: MPRA Paper. RePEc:pra:mprapa:116905.

Full description at Econpapers || Download paper

2023Slowing Growth: More than a rough Patch. (2023). Ohnsorge, Franziska ; Kose, Ayhan M. In: MPRA Paper. RePEc:pra:mprapa:117327.

Full description at Econpapers || Download paper

2022Úvěry v selhání a makroekonomika: modelování systémového kreditního rizika v České republice. (2015). Melecky, Ales ; Melecký, Martin ; Ulganova, Monika. In: Politická ekonomie. RePEc:prg:jnlpol:v:2015:y:2015:i:8:id:1045:p:921-947.

Full description at Econpapers || Download paper

2023Heterogeneous Monetary Zone and Macroprudential Policy: The Case of the Waemu Zone. (2023). Mangre, Ahobaut P. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:10:y:2023:i:2:p:4661.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2023Heterogenous Effects of the Determinants of Pro-market Reforms: Panel Quantile Estimation for OECD Countries. (2023). Ergen, Kubilay ; Bariik, Salih. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:2:p:36-51.

Full description at Econpapers || Download paper

2022The Determinants of Non-Performing Loans in the Indonesian Banking Industry: An Asymmetric Approach Before and During the Pandemic Crisis. (2022). Hendrie, Mohammad Bekti ; Haron, Razali ; Isnaini, Rindang Nuri ; Fakhrunnas, Faaza. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:2:p:21582440221102421.

Full description at Econpapers || Download paper

2022Taming the Capital Flows-Credit Nexus: A Sectoral Approach. (2022). Rogelio, JR ; Lepers, Etienne ; Carvalho, Daniel. In: Working Papers. RePEc:sea:wpaper:wp46.

Full description at Econpapers || Download paper

2022Mali Konsolidasyon Büyüme ve İstihdam için Bir Çıpa mı, Mali Tuzak mı? Teorik ve Ampirik Literatür Temelli Bir Analiz*. (2017). En, Huseyin ; Kaya, Aye. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:170406.

Full description at Econpapers || Download paper

2022Exchange rate parities and Taylor rule deviations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:4:d:10.1007_s00181-021-02192-3.

Full description at Econpapers || Download paper

2023Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long?. (2023). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02265-x.

Full description at Econpapers || Download paper

2023The duration of acceleration cycle downturns: duration dependence, international dynamics and synchronisation. (2023). Castro, Vitor ; Koutsoumanis, George. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02299-1.

Full description at Econpapers || Download paper

2022Shadow banking contraction and innovation efficiency of tech-based SMEs-based on the implementation of China’s New Asset Management Regulation. (2022). Xiao, Xiang ; Yu, Ziqin. In: Eurasian Business Review. RePEc:spr:eurasi:v:12:y:2022:i:2:d:10.1007_s40821-021-00201-0.

Full description at Econpapers || Download paper

2022Can news-based economic sentiment predict bubbles in precious metal markets?. (2022). Maghyereh, Aktham ; Abdoh, Hussein. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00341-w.

Full description at Econpapers || Download paper

2022Are non-performing loans sensitive to macroeconomic determinants? an empirical evidence from banking sector of SAARC countries. (2022). Nawar, Nousheen ; Tasnova, Nishat ; Anita, Saom Shawleen. In: Future Business Journal. RePEc:spr:futbus:v:8:y:2022:i:1:d:10.1186_s43093-022-00117-9.

Full description at Econpapers || Download paper

2023Measuring the impacts of monetary policy in Turkey: an extended structural vector autoregressive model with structural breaks. (2023). Bulut, Umit. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:17:y:2023:i:1:d:10.1007_s42495-022-00095-4.

Full description at Econpapers || Download paper

2022Markov Switching-Vector AutoRegression Model Analysis of the Economic and Growth Cycles in Tunisia and Its Main European Partners. (2022). Helali, Kamel. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:13:y:2022:i:1:d:10.1007_s13132-021-00740-x.

Full description at Econpapers || Download paper

2022Describing of central banks’ monetary policy in the context to linear and nonlinear taylor rule: the case of Turkey. (2022). Altunoz, Utku. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:56:y:2022:i:6:d:10.1007_s11135-022-01329-5.

Full description at Econpapers || Download paper

2023Women and Governance: Monetary policy decisions taken by central banks affect the economy, society and politics worldwide. Does the presence of women matter in these decisions? We construct a new and . (2023). Romelli, Davide ; Profeta, Paola ; Masciandaro, Donato. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep1123.

Full description at Econpapers || Download paper

2023Minimum wage and collective bargaining shocks: a narrative database for advanced economies. (2023). Jalles, Joao ; Afonso, Antonio ; Zoe, Venter ; Antonio, Afonso. In: IZA Journal of Labor Policy. RePEc:vrs:izajlp:v:13:y:2023:i:1:p:18:n:1.

Full description at Econpapers || Download paper

2022Assessment of Factors Determining the Level of Private Credit in European Union Countries. (2022). Dovil, Ruplien ; Kristina, Matuzeviit ; Lina, Garvien. In: Management of Organizations: Systematic Research. RePEc:vrs:morgsr:v:87:y:2022:i:1:p:67-82:n:3.

Full description at Econpapers || Download paper

2022Dependence of Housing Real Estate Prices on Inflation as One of the Most Important Factors: Poland’s Case. (2022). Valerii, Matskul ; Anatoliy, Kovalyov ; Tetiana, Osadcha ; Oleksandr, Melnychenko. In: Real Estate Management and Valuation. RePEc:vrs:remava:v:30:y:2022:i:4:p:25-41:n:8.

Full description at Econpapers || Download paper

2022The determinants of banks credit risk: Review of the literature and future research agenda. (2022). Lahrichi, Younes ; Naili, Maryem. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:334-360.

Full description at Econpapers || Download paper

2022Macroeconomic determinants of credit risk: Evidence from the Eurozone. (2022). Primor, Rodrigo ; Curto, Jose D ; Carvalho, Paulo V. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2054-2072.

Full description at Econpapers || Download paper

2022Impact of bank capital on non?performing loans: New evidence of concave capital from dynamic panel?data and time series analysis in Malaysia. (2022). Hajja, Yaman. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:2921-2948.

Full description at Econpapers || Download paper

2022Determinants of credit risk in Palestine: Panel data estimation. (2022). Abusharbeh, Mohammed T. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3434-3443.

Full description at Econpapers || Download paper

2023Nexus between non?performing loans and economic growth in emerging countries: Evidence from Turkey with wavelet coherence approach. (2023). Kirikkaleli, Dervis ; Kartal, Mustafa ; Ayhan, Fatih. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1250-1260.

Full description at Econpapers || Download paper

2023Analysis of default risk in microfinance institutions under the Basel III framework. (2023). Navarrogalera, Andres ; Lararubio, Juan ; Durangogutierrez, Maria Patricia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1261-1278.

Full description at Econpapers || Download paper

2022Legal cost of contract enforcement and nonperforming loans: Is credit information sharing relevant?. (2022). Sarpongdanquah, Beatrice ; Adeleye, Ngozi ; Adusei, Michael. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:6:p:2501-2514.

Full description at Econpapers || Download paper

Works by Vitor Castro:

YearTitleTypeCited
2008The duration of economic expansions and recessions: More than duration dependence In: Economic Research Papers.
[Full Text][Citation analysis]		paper43
2010The duration of economic expansions and recessions: More than duration dependence.(2010) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		article
2008The duration of economic expansions and recessions: More than duration dependence.(2008) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2008The duration of economic expansions and recessions : More than duration dependence.(2008) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2008Are Central Banks following a linear or nonlinear (augmented) Taylor rule? In: Economic Research Papers.
[Full Text][Citation analysis]		paper39
2008Are Central Banks following a linear or nonlinear (augmented) Taylor rule?.(2008) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39		paper
2008Are Central Banks following a linear or nonlinear (augmented) Taylor rule?.(2008) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39		paper
2018FINANCIAL MARKETS SHUTDOWN AND REACCESS In: Economic Inquiry.
[Full Text][Citation analysis]		article0
2018Functional components of public expenditure, fiscal consolidations, and economic activity In: Economics and Politics.
[Full Text][Citation analysis]		article1
2016Functional components of public expenditure, fiscal consolidations and the economic activity.(2016) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2021Economic liberalization, political regimes and ideology In: Kyklos.
[Full Text][Citation analysis]		article0
2019Political and Institutional Determinants of Credit Booms In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article5
2018Political and institutional determinants of credit booms.(2018) In: CeBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2020Unconventional monetary policy reaction functions: evidence from the US In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2020Unconventional monetary policy reaction functions: evidence from the US.(2020) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2016Shades of red and blue: Political ideology and sustainable development In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper4
2016Shades of red and blue: Political ideology and sustainable development.(2016) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2016Shades of red and blue: Political ideology and sustainable development.(2016) In: Proceedings of International Academic Conferences.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2018ECONOMIC ACTIVITY, CREDIT MARKET CONDITIONS, AND THE HOUSING MARKET In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article9
2022A new comprehensive database of financial crises: Identification, frequency, and duration In: Economic Modelling.
[Full Text][Citation analysis]		article7
2023A quest between fiscal and market discipline In: Economic Modelling.
[Full Text][Citation analysis]		article0
2012How do central banks react to wealth composition and asset prices? In: Economic Modelling.
[Full Text][Citation analysis]		article25
2010How Do Central Banks React to Wealth Composition and Asset Prices?.(2010) In: GEMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2010How Do Central Banks React to Wealth Composition and Asset Prices?.(2010) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2013Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI In: Economic Modelling.
[Full Text][Citation analysis]		article131
2013Macroeconomic Determinants of the Credit Risk in the Banking System: The Case of the GIPSI.(2013) In: GEMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 131		paper
2012Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI.(2012) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 131		paper
2017The impact of fiscal consolidations on the functional components of government expenditures In: Economic Modelling.
[Full Text][Citation analysis]		article18
2014Fiscal adjustments, labour market flexibility and unemployment In: Economics Letters.
[Full Text][Citation analysis]		article14
2004Political business cycles and inflation stabilization In: Economics Letters.
[Full Text][Citation analysis]		article17
2002Political Business Cycles and Inflation Stabilization.(2002) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2017Spillovers from the oil sector to the housing market cycle In: Energy Economics.
[Full Text][Citation analysis]		article9
2020Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases In: Energy Economics.
[Full Text][Citation analysis]		article11
2011Can central banks monetary policy be described by a linear (augmented) Taylor rule or by a nonlinear rule? In: Journal of Financial Stability.
[Full Text][Citation analysis]		article103
2019A competing risks tale on successful and unsuccessful fiscal consolidations In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2022On the international co-movement of natural interest rates In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2022The effect of emotional positivity of brand-generated social media messages on consumer attention and information sharing In: Journal of Business Research.
[Full Text][Citation analysis]		article0
2021Government ideology and economic freedom In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article6
2021On the duration of sovereign ratings cycle phases In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article3
2013What determines the duration of a fiscal consolidation program? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article23
2013What Determines the Duration of a Fiscal Consolidation Program?.(2013) In: GEMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2012What determines the duration of a fiscal consolidation program?.(2012) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2011The impact of the European Union fiscal rules on economic growth In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article38
2007The Impact of the European Union Fiscal Rules on Economic Growth.(2007) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		paper
2007The Impact Of The European Union Fiscal Rules On Economic Growth.(2007) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		paper
2012How does fiscal policy react to wealth composition and asset prices? In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article40
2011How Does Fiscal Policy React to Wealth Composition and Asset Prices?.(2011) In: GEMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40		paper
2011How Does Fiscal Policy React to Wealth Composition and Asset Prices?.(2011) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40		paper
2005How the Maastricht criteria and the Stability and Growth Pact affected real convergence in the European Union: A panel data analysis In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article19
2013Is there duration dependence in Portuguese local governments tenure? In: European Journal of Political Economy.
[Full Text][Citation analysis]		article6
2013Is There Duration Dependence in Portuguese Local Governments’ Tenure?.(2013) In: GEMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2012Is there duration dependence in Portuguese local governments’ tenure?.(2012) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2015What determines the likelihood of structural reforms? In: European Journal of Political Economy.
[Full Text][Citation analysis]		article34
2018Politically driven cycles in fiscal policy: In depth analysis of the functional components of government expenditures In: European Journal of Political Economy.
[Full Text][Citation analysis]		article25
2016Politically driven cycles in fiscal policy: In depth analysis of the functional components of government expenditures.(2016) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2020The collapse of credit booms: a competing risks analysis In: Journal of Economic Studies.
[Full Text][Citation analysis]		article1
2022Determinants of the Duration of Economic Recoveries: The Role of ´Too Much Finance´ In: Working Papers IES.
[Full Text][Citation analysis]		paper0
2018Why are credit booms sometimes sweet and sometimes sour? In: CeBER Working Papers.
[Full Text][Citation analysis]		paper1
2021Why are credit booms sometimes sweet and sometimes sour?.(2021) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2003Causas do Atraso na Estabilização da Inflação: Abordagem Teórica e Empírica In: GEMF Working Papers.
[Full Text][Citation analysis]		paper0
2010The duration of business cycle expansions and contractions: Are there change-points in duration dependence? In: GEMF Working Papers.
[Full Text][Citation analysis]		paper10
2010The duration of business cycle expansions and contractions: Are there change-points in duration dependence?.(2010) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2013The duration of business cycle expansions and contractions: are there change-points in duration dependence?.(2013) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2011The Portuguese Business Cycle: Chronology and Duration Dependence In: GEMF Working Papers.
[Full Text][Citation analysis]		paper3
2011The Portuguese Business Cycle: Chronology and Duration Dependence.(2011) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2015The Portuguese business cycle: chronology and duration dependence.(2015) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2011The Portuguese Stock Market Cycle: Chronology and Duration Dependence In: GEMF Working Papers.
[Full Text][Citation analysis]		paper1
2011The Portuguese Stock Market Cycle: Chronology and Duration Dependence.(2011) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2013The Portuguese stock market cycle: Chronology and duration dependence.(2013) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2013Are There Change-Points in the Likelihood of a Fiscal Consolidation Ending? In: GEMF Working Papers.
[Full Text][Citation analysis]		paper1
2012Are there change-points in the likelihood of a fiscal consolidation ending?.(2012) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2013Duration dependence and change-points in the likelihood of credit booms ending In: GEMF Working Papers.
[Full Text][Citation analysis]		paper2
2013Duration dependence and change-points in the likelihood of credit booms ending.(2013) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2014Are There Political Cycles Hidden Inside Government Expenditures? In: GEMF Working Papers.
[Full Text][Citation analysis]		paper10
2014Are there political cycles hidden inside government expenditures?.(2014) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2016Are there political cycles hidden inside government expenditures?.(2016) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2015Budget, expenditures composition and political manipulation: Evidence from Portugal In: GEMF Working Papers.
[Full Text][Citation analysis]		paper2
2015Budget, expenditures composition and political manipulation: Evidence from Portugal.(2015) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2017Income inequality, fiscal stimuli and political (in)stability In: International Tax and Public Finance.
[Full Text][Citation analysis]		article8
2020The Housing Cycle: What Role for Mortgage Market Development and Housing Finance? In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article3
2020Riding the Wave of Credit: Are Longer Expansions Really a Bad Omen? In: Open Economies Review.
[Full Text][Citation analysis]		article3
2013Running for office again: evidence from Portuguese municipal elections In: Public Choice.
[Full Text][Citation analysis]		article7
2018Shades of red and blue: government ideology and sustainable development In: Public Choice.
[Full Text][Citation analysis]		article7
2022Political economy of financial crisis duration In: Public Choice.
[Full Text][Citation analysis]		article2
2011Mayors’ Reelection Choice and the Economy: Evidence from Portugal In: NIPE Working Papers.
[Full Text][Citation analysis]		paper0
2016On the behaviour of the functional components ofgovernment expenditures during fiscal consolidations In: NIPE Working Papers.
[Full Text][Citation analysis]		paper1
2007The Causes of Excessive Deficits in the European Union In: NIPE Working Papers.
[Full Text][Citation analysis]		paper7
2007The Causes of Excessive Deficits in The European Union.(2007) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2018Economic and political drivers of the duration of credit booms In: NIPE Working Papers.
[Full Text][Citation analysis]		paper0
2016The Electoral Dynamics of Human Development In: NIPE Working Papers.
[Full Text][Citation analysis]		paper4
2018The Electoral Dynamics of Human Development.(2018) In: Journal of Development Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2003The Impact of Conflicts of Interest on Inflation Stabilization In: NIPE Working Papers.
[Full Text][Citation analysis]		paper0
2015Is fiscal fatigue a threat to consolidation programmes? In: Environment and Planning C.
[Full Text][Citation analysis]		article6
2023Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long? In: Empirical Economics.
[Full Text][Citation analysis]		article0
2023The duration of acceleration cycle downturns: duration dependence, international dynamics and synchronisation In: Empirical Economics.
[Full Text][Citation analysis]		article0
2019The Benevolence of Time, Sound Macroeconomic Environment and Governance Quality on the Duration of Sovereign Ratings Phases In: Working Papers.
[Full Text][Citation analysis]		paper0
2015Do debt crises boost financial reforms? In: Applied Economics Letters.
[Full Text][Citation analysis]		article4
2016Financial stress and sovereign debt composition In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2018Systemic financial crises and the housing market cycle In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2015Fiscal consolidation and financial reforms In: Applied Economics.
[Full Text][Citation analysis]		article3
2019Budgets, expenditure composition and political manipulation In: International Review of Applied Economics.
[Full Text][Citation analysis]		article6
2015Booms, Busts, and Normal Times in the Housing Market In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article14
2017Pure, White and Deadly… Expensive: A Bitter Sweetness in Health Care Expenditure In: Health Economics.
[Full Text][Citation analysis]		article0
2020How does monetary policy respond to the dynamics of the shadow banking sector? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article2
2021What drives the duration of credit booms? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article1
2022Political environment and financial crises In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article2
2023The relationship between excessive lending, risk premium and risk?taking: Evidence from European banks In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2018The Impact of Fiscal Consolidation on Human Development In: Journal of International Development.
[Full Text][Citation analysis]		article3
2018The Legacy and the Tyranny of Time: Exit and Re?Entry of Sovereigns to International Capital Markets In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team