Miguel Faria-e-Castro

Federal Reserve Bank of St. Louis

Economist

411 Locust St

Saint Louis, MO 63011

United States

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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Top 9,493

in Total Papers Citations

82

CROSSREF CITATIONS

43

Scholarly Papers (13)

1.

Fiscal Policy During a Pandemic

FRB St. Louis Working Paper No. 2020-006
Number of pages: 37 Posted: 29 Apr 2020
Miguel Faria-e-Castro
Federal Reserve Bank of St. Louis
Downloads 505 (62,421)
Citation 6

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fiscal policy, financial stability, pandemic

2.

Measuring Sectoral Supply and Demand Shocks During COVID-19

FRB St. Louis Working Paper No. 2020-011
Number of pages: 29 Posted: 19 May 2020
Pedro Brinca, João B. Duarte and Miguel Faria-e-Castro
Nova School of Business and Economics, New University of Lisbon - Nova School of Business and Economics and Federal Reserve Bank of St. Louis
Downloads 413 (80,372)
Citation 7

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Structural Vector Autoregressions, Supply and Demand Shocks, Sign Restrictions, COVID-19

The (Unintended?) Consequences of the Largest Liquidity Injection Ever

Number of pages: 45 Posted: 21 Apr 2015 Last Revised: 21 Nov 2017
Matteo Crosignani, Miguel Faria-e-Castro and Luís Fonseca
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of St. Louis and London Business School - Department of Economics
Downloads 234 (146,980)
Citation 3

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Lender of Last Resort; Unconventional Monetary Policy; Sovereign Debt; Bank Portfolio Choice

The (Unintended?) Consequences of the Largest Liquidity Injection Ever

FEDS Working Paper No. 2017-011
Number of pages: 58 Posted: 09 Feb 2017
Matteo Crosignani, Miguel Faria-e-Castro and Luís Fonseca
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of St. Louis and London Business School - Department of Economics
Downloads 50 (441,257)

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Lender of Last Resort, Sovereign Debt, Unconventional Monetary Policy

The (Unintended?) Consequences of the Largest Liquidity Injection Ever

FRB St. Louis Working Paper No. 2017-39
Number of pages: 46 Posted: 28 Nov 2017 Last Revised: 21 Feb 2019
Matteo Crosignani, Miguel Faria-e-Castro and Luís Fonseca
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of St. Louis and London Business School - Department of Economics
Downloads 19 (609,680)
Citation 8

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Lender of Last Resort, Bank-Sovereign Nexus, Collateral, Sovereign Debt, Eurozone Crisis

The (Unintended?) Consequences of the Largest Liquidity Injection Ever

ESRB: Working Paper Series (Topic) 201631
Number of pages: 58 Posted: 05 Nov 2020
Matteo Crosignani, Miguel Faria-e-Castro and Luís Fonseca
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of St. Louis and London Business School - Department of Economics
Downloads 2 (747,026)

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Lender of Last Resort, Unconventional Monetary Policy, Sovereign Debt

4.

The Portuguese Banking System During the Sovereign Debt Crisis

Banco de Portugal Economic Studies, 1(2), pp.43-80, July 2015
Number of pages: 38 Posted: 29 Jul 2015
Matteo Crosignani, Miguel Faria-e-Castro and Luís Fonseca
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of St. Louis and London Business School - Department of Economics
Downloads 80 (341,596)
Citation 2

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Eurozone Debt Crisis, ECB

5.

Fiscal Multipliers and Financial Crises

FRB St. Louis Working Paper No. 2018-23
Number of pages: 78 Posted: 02 Oct 2018 Last Revised: 06 Jun 2019
Miguel Faria-e-Castro
Federal Reserve Bank of St. Louis
Downloads 53 (422,841)

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fiscal multipliers, financial crisis, bailouts, nonlinear methods

The Nonlinear Effects of Fiscal Policy

FRB St. Louis Working Paper No. 2019-15
Number of pages: 72 Posted: 22 May 2019 Last Revised: 01 Jun 2019
Pedro Brinca, Miguel Faria-e-Castro, Miguel Homem Ferreira and Hans Holter
Nova School of Business and Economics, Federal Reserve Bank of St. Louis, Nova School of Business and Economics and University of Oslo
Downloads 37 (498,458)

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Fiscal Multipliers, Nonlinearity, Asymmetry, Heterogeneous Agents

The Nonlinear Effects of Fiscal Policy

Number of pages: 64 Posted: 16 Jun 2020
Nova School of Business and Economics, Federal Reserve Bank of St. Louis, Nova School of Business and Economics and University of Oslo - Department of Economics
Downloads 8 (693,850)

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Fiscal Multipliers, Nonlinearity, Asymmetry, Heterogeneous Agents

7.

A Quantitative Analysis of Countercyclical Capital Buffers

FRB St. Louis Working Paper No. 2019-8
Number of pages: 51 Posted: 21 Mar 2019 Last Revised: 28 Jan 2020
Miguel Faria-e-Castro
Federal Reserve Bank of St. Louis
Downloads 44 (457,273)

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countercyclical capital buffers, financial crises, macroprudential policy

8.

Is the Covid-19 Pandemic a Supply or a Demand Shock?

Number of pages: 3 Posted: 28 May 2020
Pedro Brinca, João B. Duarte and Miguel Faria-e-Castro
Nova School of Business and Economics, New University of Lisbon - Nova School of Business and Economics and Federal Reserve Bank of St. Louis
Downloads 14 (622,985)

Abstract:

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COVID-19

9.

Anatomy of Corporate Credit Spreads: The Great Recession vs. Covid-19

FRB St. Louis Working Paper No. 2020-035
Number of pages: 27 Posted: 14 Oct 2020
Mahdi Ebsim, Miguel Faria-e-Castro and Julian Kozlowski
affiliation not provided to SSRN, Federal Reserve Bank of St. Louis and New York University (NYU)
Downloads 13 (630,019)

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Credit Spreads, Great Recession, COVID-19

10.

What are the Fiscal Costs of a (Great) Recession?

Economic Synopses, Issue 22, pp. 1-2, 2018
Number of pages: 2 Posted: 04 Feb 2019 Last Revised: 21 Feb 2019
Miguel Faria-e-Castro
Federal Reserve Bank of St. Louis
Downloads 9 (658,742)

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Runs Versus Lemons: Information Disclosure and Fiscal Capacity

NBER Working Paper No. w21201
Number of pages: 68 Posted: 26 May 2015
Miguel Faria-e-Castro, Joseba Martinez and Thomas Philippon
Federal Reserve Bank of St. Louis, London Business School - Department of Economics and New York University (NYU) - Department of Finance
Downloads 9 (685,891)

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Runs Versus Lemons: Information Disclosure and Fiscal Capacity

CEPR Discussion Paper No. DP10614
Number of pages: 62 Posted: 27 May 2015
Miguel Faria-e-Castro, Joseba Martinez and Thomas Philippon
Federal Reserve Bank of St. Louis, London Business School - Department of Economics and New York University (NYU) - Department of Finance
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bailouts, credit guarantees, deposit insurance, fiscal backstop, stress tests

Runs versus Lemons: Information Disclosure and Fiscal Capacity

CEPR Discussion Paper No. DP11408
Number of pages: 70 Posted: 25 Jul 2016
Miguel Faria-e-Castro, Joseba Martinez and Thomas Philippon
Federal Reserve Bank of St. Louis, London Business School - Department of Economics and New York University (NYU) - Department of Finance
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Citation 12
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12.

Rising Interest Rates, the Deficit, and Public Debt

Economic Synopses, Issue 28, pp. 1-2, 2018
Number of pages: 2 Posted: 04 Feb 2019 Last Revised: 21 Feb 2019
Miguel Faria-e-Castro
Federal Reserve Bank of St. Louis
Downloads 8 (666,064)

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13.

Fiscal Policy and Covid-19: Insights from a Quantitative Model

Posted: 30 Apr 2020
Miguel Faria-e-Castro
Federal Reserve Bank of St. Louis
Downloads 6

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COVID-19