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Miguel Faria-e-Castro

Personal Details

First Name:Miguel
Middle Name:
Last Name:Faria-e-Castro
Suffix:
RePEc Short-ID:pfa225
[This author has chosen not to make the email address public]
http://www.fariaecastro.net
One Federal Reserve Bank Plaza Broadway and Locust Streets St. Louis, MO 63102
3144448444
Twitter: @mfariacastro
Bluesky: @mfariacastro.bsky.social
Terminal Degree:2017 Department of Economics; New York University (NYU) (from RePEc Genealogy)

Affiliation

Research Division
Federal Reserve Bank of St. Louis

St. Louis, Missouri (United States)
https://www.stlouisfed.org/research
RePEc:edi:efrblus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Miguel Faria-e-Castro, 2025. "A Look at Inflation in Recent Years through the Lens of a Macroeconomic Model," On the Economy 99413, Federal Reserve Bank of St. Louis.
  2. Miguel Faria-e-Castro & Samuel Jordan-Wood & Julian Kozlowski, 2024. "An Empirical Analysis of the Cost of Borrowing," Working Papers 2024-016, Federal Reserve Bank of St. Louis, revised 15 Jul 2024.
  3. Miguel Faria-e-Castro, 2024. "The St. Louis Fed DSGE Model," Working Papers 2024-014, Federal Reserve Bank of St. Louis, revised 10 Dec 2024.
  4. Miguel Faria-e-Castro & Marie Hogan & Samuel Jordan-Wood, 2024. "Recent Trends in Banks’ Commercial Real Estate Exposure," On the Economy 98548, Federal Reserve Bank of St. Louis.
  5. Miguel Faria-e-Castro & Samuel Jordan-Wood, 2024. "Commercial Real Estate Exposure and Bank Stock Returns," On the Economy 98110, Federal Reserve Bank of St. Louis.
  6. Serdar Birinci & Miguel Faria-e-Castro & Kurt See, 2024. "Dissecting the Great Retirement Boom," Working Papers 2024-017, Federal Reserve Bank of St. Louis, revised 21 Mar 2025.
  7. Miguel Faria-e-Castro & Samuel Jordan-Wood, 2023. "Retirements, Net Worth, and the Fall and Rise of Labor Force Participation," On the Economy 95504, Federal Reserve Bank of St. Louis.
  8. Miguel Faria-e-Castro & Samuel Jordan-Wood, 2023. "Pandemic labor force participation and net worth fluctuations," Working Papers 2023-010, Federal Reserve Bank of St. Louis.
  9. Miguel Faria-e-Castro & Samuel Jordan-Wood, 2023. "The Fed’s Remittances to the Treasury: Explaining the 'Deferred Asset'," On the Economy 97372, Federal Reserve Bank of St. Louis.
  10. Miguel Faria-e-Castro & Fernando Leibovici, 2023. "Artificial Intelligence and Inflation Forecasts," Working Papers 2023-015, Federal Reserve Bank of St. Louis, revised 26 Feb 2024.
  11. Miguel Faria-e-Castro & Lowell R. Ricketts, 2023. "Researching COVID-19’s Impact on the 'Great Retirement'," On the Economy 95924, Federal Reserve Bank of St. Louis.
  12. Miguel Faria-e-Castro & Samuel Jordan-Wood, 2023. "Excess Retirements Continue despite Ebbing COVID-19 Pandemic," On the Economy 96448, Federal Reserve Bank of St. Louis.
  13. Kyle Dempsey & Miguel Faria-e-Castro, 2022. "A Quantitative Analysis of Bank Lending Relationships," Working Papers 2022-033, Federal Reserve Bank of St. Louis, revised 06 Mar 2025.
  14. Miguel Faria-e-Castro & Radhakrishnan Gopalan & Avantika Pal & Juan M. Sanchez & Vijay Yerramilli, 2022. "EBITDA Add-backs in Debt Contracting: A Step Too Far?," Working Papers 2022-029, Federal Reserve Bank of St. Louis.
  15. Miguel Faria-e-Castro & Pascal Paul & Juan M. Sanchez, 2022. "Evergreening," Working Paper Series 2022-14, Federal Reserve Bank of San Francisco.
    • Miguel Faria-e-Castro & Pascal Paul & Juan M. Sanchez, 2021. "Evergreening," Working Papers 2021-012, Federal Reserve Bank of St. Louis, revised Aug 2023.
  16. Miguel Faria-e-Castro & Samuel Jordan-Wood, 2022. "How Changing Interest Rates Affect Variable-Rate Loans to U.S. Firms," On the Economy 94646, Federal Reserve Bank of St. Louis.
  17. Miguel Faria-e-Castro & Samuel Jordan-Wood & Julian Kozlowski, 2021. "The Comovement between Credit Spreads, Corporate Debt and Liquid Assets in Recent Crises," On the Economy 94046, Federal Reserve Bank of St. Louis.
  18. Miguel Faria-e-Castro & Ramon Silvera Zumaran, 2021. "The Evolution of Household Net Worth during COVID-19," On the Economy 94048, Federal Reserve Bank of St. Louis.
  19. Miguel Faria-e-Castro, 2021. "Domestic Debt Before and After the Pandemic Recession," On the Economy 94033, Federal Reserve Bank of St. Louis.
  20. Mahdi Ebsim & Miguel Faria-e-Castro & Julian Kozlowski, 2021. "Credit Spreads during the Financial Crisis and COVID-19," On the Economy 93955, Federal Reserve Bank of St. Louis.
  21. Mahdi Ebsim & Miguel Faria-e-Castro & Julian Kozlowski, 2020. "Corporate Bond Spreads and the Pandemic III: Variance across Sectors and Firms," On the Economy 87947, Federal Reserve Bank of St. Louis.
  22. Mahdi Ebsim & Miguel Faria-e-Castro & Julian Kozlowski, 2020. "Credit and Liquidity Policies during Large Crises," Working Papers 2020-035, Federal Reserve Bank of St. Louis, revised 22 Feb 2024.
  23. Mahdi Ebsim & Miguel Faria-e-Castro & Julian Kozlowski, 2020. "Corporate Bond Spreads and the Pandemic IV: Liquidity Buffers," On the Economy 88150, Federal Reserve Bank of St. Louis.
  24. Mahdi Ebsim & Miguel Faria-e-Castro & Julian Kozlowski, 2020. "Corporate Bond Spreads and the Pandemic," On the Economy 87756, Federal Reserve Bank of St. Louis.
  25. Miguel Faria-e-Castro, 2020. "Back-of-the-Envelope Estimates of Next Quarter’s Unemployment Rate," On the Economy 87740, Federal Reserve Bank of St. Louis.
  26. Pedro Brinca & Joao B. Duarte & Miguel Faria-e-Castro, 2020. "Measuring Labor Supply and Demand Shocks during COVID-19," Working Papers 2020-011, Federal Reserve Bank of St. Louis, revised Jul 2021.
  27. Asha Bharadwaj & Miguel Faria-e-Castro, 2020. "The Effects of Extra Unemployment Benefits on Household Delinquencies," On the Economy 88620, Federal Reserve Bank of St. Louis.
  28. Miguel Faria-e-Castro, 2020. "Fiscal Policy during a Pandemic," Working Papers 2020-006, Federal Reserve Bank of St. Louis, revised Feb 2021.
  29. Mahdi Ebsim & Miguel Faria-e-Castro & Julian Kozlowski, 2020. "Corporate Bond Spreads and the Pandemic II: Heterogeneity across Sectors," On the Economy 87798, Federal Reserve Bank of St. Louis.
  30. Miguel Faria-e-Castro, 2019. "A Quantitative Analysis of Countercyclical Capital Buffers," Working Papers 2019-008, Federal Reserve Bank of St. Louis, revised 01 Jan 2020.
  31. Pedro Brinca & Miguel Faria-e-Castro & Miguel H. Ferreira & Hans Holter, 2019. "The Nonlinear Effects of Fiscal Policy," Working Papers 2019-015, Federal Reserve Bank of St. Louis, revised 11 Dec 2024.
  32. Miguel Faria-e-Castro, 2018. "Fiscal Multipliers and Financial Crises," Working Papers 2018-023, Federal Reserve Bank of St. Louis, revised Jan 2022.
  33. Matteo Crosignani & Miguel Faria-e-Castro & Luis Fonseca, 2017. "The (Unintended?) Consequences of the Largest Liquidity Injection Ever," Finance and Economics Discussion Series 2017-011, Board of Governors of the Federal Reserve System (U.S.).
  34. Luís Fonseca, 2015. "Central Bank Interventions, Demand for Collateral, and Sovereign Borrowing Costs," Working Papers w201509, Banco de Portugal, Economics and Research Department.
  35. Philippon, Thomas & Martinez, Joseba & Faria e castro, Miguel, 2015. "Runs versus Lemons: Information Disclosure and Fiscal Capacity," CEPR Discussion Papers 10614, C.E.P.R. Discussion Papers.
  36. Miguel Lebre de Freitas & Miguel de Faria e Castro, 2014. "The Portuguese real exchange rate, 1995-2010: competitiveness or price effects?," NIPE Working Papers 12/2014, NIPE - Universidade do Minho.

Articles

  1. Miguel Faria-e-Castro & Samuel Jordan-Wood, 2024. "Pandemic Labor Force Participation and Net Worth Fluctuations," Review, Federal Reserve Bank of St. Louis, vol. 106(1), pages 40-58, January.
  2. Miguel Faria-e-Castro, 2024. "Fiscal Multipliers and Financial Crises," The Review of Economics and Statistics, MIT Press, vol. 106(3), pages 728-747, May.
  3. Faria-e-Castro, Miguel & Paul, Pascal & Sánchez, Juan M., 2024. "Evergreening," Journal of Financial Economics, Elsevier, vol. 153(C).
    • Miguel Faria-e-Castro & Pascal Paul & Juan M. Sanchez, 2021. "Evergreening," Working Papers 2021-012, Federal Reserve Bank of St. Louis, revised Aug 2023.
    • Miguel Faria-e-Castro & Pascal Paul & Juan M. Sanchez, 2022. "Evergreening," Working Paper Series 2022-14, Federal Reserve Bank of San Francisco.
  4. Miguel Faria-e-Castro & Fernando Leibovici, 2024. "Artificial Intelligence and Inflation Forecasts," Review, Federal Reserve Bank of St. Louis, vol. 106(12), pages 1-14, November.
  5. Miguel Faria-e-Castro & Samuel Jordan-Wood, 2023. "“Stress Testing” Banks on Commercial Real Estate," Economic Synopses, Federal Reserve Bank of St. Louis, issue 26, pages 1-3, December.
  6. Miguel Faria-e-Castro & Samuel Jordan-Wood, 2023. "Commercial Real Estate: Where Are the Financial Risks?," Economic Synopses, Federal Reserve Bank of St. Louis, issue 22, pages 1-2, November.
  7. Miguel Faria-e-Castro & Pascal Paul & Juan M. Sanchez, 2023. "Do Banks Lend to Distressed Firms?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, vol. 2023(31), pages 1-5, November.
  8. Miguel Faria-e-Castro, 2022. "Asset Returns and Labor Force Participation During COVID-19," Economic Synopses, Federal Reserve Bank of St. Louis, pages 1-2, January.
  9. Miguel Faria-e-Castro & Pascal Paul & Juan M. Sanchez, 2022. "Loan Evergreening: Recent Evidence from the U.S," Economic Synopses, Federal Reserve Bank of St. Louis, issue 26, pages 1-2, September.
  10. Miguel Faria-e-Castro, 2021. "The COVID Retirement Boom," Economic Synopses, Federal Reserve Bank of St. Louis, issue 25, pages 1-2, October.
  11. Miguel Faria-e-Castro & Olivia Wilkinson, 2021. "Mortgage Forbearance and Economic Recovery from the Pandemic," Economic Synopses, Federal Reserve Bank of St. Louis, issue 19, pages 1-2, July.
  12. Brinca, Pedro & Duarte, Joao B. & Faria-e-Castro, Miguel, 2021. "Measuring labor supply and demand shocks during COVID-19," European Economic Review, Elsevier, vol. 139(C).
  13. Faria-e-Castro, Miguel, 2021. "Fiscal policy during a pandemic," Journal of Economic Dynamics and Control, Elsevier, vol. 125(C).
  14. Crosignani, Matteo & Faria-e-Castro, Miguel & Fonseca, Luís, 2020. "The (Unintended?) consequences of the largest liquidity injection ever," Journal of Monetary Economics, Elsevier, vol. 112(C), pages 97-112.
  15. Pedro Brinca & Joao B. Duarte & Miguel Faria-e-Castro, 2020. "Is the COVID-19 Pandemic a Supply or a Demand Shock?," Economic Synopses, Federal Reserve Bank of St. Louis, issue 31, May.
  16. Miguel Faria-e-Castro, 2020. "Fiscal Policy and COVID-19: Insights from a Quantitative Model," Economic Synopses, Federal Reserve Bank of St. Louis, issue 8, March.
  17. Miguel Faria-e-Castro, 2019. "Can Countercyclical Capital Buffers Help Prevent a Financial Crisis?," Economic Synopses, Federal Reserve Bank of St. Louis, issue 15, June.
  18. Asha Bharadwaj & Miguel Faria-e-Castro, 2018. "Rising Rates Impact Borrowing Costs for the U.S. Government, Too," The Regional Economist, Federal Reserve Bank of St. Louis, vol. 26(3).
  19. Miguel Faria-e-Castro, 2018. "Rising Interest Rates, the Deficit, and Public Debt," Economic Synopses, Federal Reserve Bank of St. Louis, issue 28, pages 1-2.
  20. Miguel Faria-e-Castro, 2018. "What Are the Fiscal Costs of a (Great) Recession?," Economic Synopses, Federal Reserve Bank of St. Louis, issue 22, pages 1-2.
  21. Miguel Faria-e-Castro & Joseba Martinez & Thomas Philippon, 2017. "Runs versus Lemons: Information Disclosure and Fiscal Capacity," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(4), pages 1683-1707.
  22. Matteo Crosignani & Miguel Faria-e-Castro & Luís Fonseca, 2015. "The Portuguese Banking System during the Sovereign Debt Crisis," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  23. J. Zambujal‐Oliveira & Miguel Faria e Castro, 2011. "Mapping a country's competitive position: a real exchange rate approach," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 28(3), pages 233-244, August.
    RePEc:eme:sef000:10867371111141981 is not listed on IDEAS
    RePEc:ptu:bdpart:e201506 is not listed on IDEAS
    RePEc:eme:sefpps:10867371111141981 is not listed on IDEAS

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Portuguese Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 32 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (18) 2015-05-30 2015-06-05 2015-08-30 2016-07-16 2016-07-30 2017-02-19 2017-07-30 2017-12-03 2018-10-22 2019-04-01 2019-06-10 2019-09-23 2020-03-30 2020-06-08 2020-10-26 2021-06-14 2021-11-08 2024-05-13. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (12) 2017-07-30 2018-10-22 2019-04-01 2019-06-10 2019-09-23 2020-03-30 2021-06-14 2021-11-08 2022-08-29 2022-10-31 2024-07-15 2024-08-19. Author is listed
  3. NEP-BAN: Banking (10) 2017-02-19 2017-04-02 2017-12-03 2021-11-08 2022-08-29 2022-10-24 2022-10-31 2023-08-14 2024-05-13 2024-08-12. Author is listed
  4. NEP-CBA: Central Banking (9) 2015-05-30 2015-08-30 2015-11-01 2016-07-16 2017-02-19 2017-04-02 2017-12-03 2021-06-14 2024-07-15. Author is listed
  5. NEP-CFN: Corporate Finance (8) 2015-05-30 2015-06-05 2016-07-30 2017-12-03 2021-11-08 2022-10-24 2023-12-18 2024-08-12. Author is listed
  6. NEP-MON: Monetary Economics (7) 2015-08-30 2016-07-16 2017-02-19 2017-04-02 2017-12-03 2023-08-14 2025-01-27. Author is listed
  7. NEP-EEC: European Economics (6) 2014-09-29 2015-08-30 2016-07-16 2017-02-19 2017-04-02 2017-12-03. Author is listed
  8. NEP-FDG: Financial Development and Growth (4) 2021-06-14 2021-11-08 2022-10-31 2024-08-12
  9. NEP-GER: German Papers (3) 2014-09-29 2015-08-30 2016-07-16
  10. NEP-AGE: Economics of Ageing (2) 2023-11-27 2024-08-19
  11. NEP-LMA: Labor Markets - Supply, Demand, and Wages (2) 2020-06-08 2024-08-19
  12. NEP-URE: Urban and Real Estate Economics (2) 2024-05-13 2024-08-19
  13. NEP-AIN: Artificial Intelligence (1) 2023-08-14
  14. NEP-BIG: Big Data (1) 2023-08-14
  15. NEP-CMP: Computational Economics (1) 2023-08-14
  16. NEP-CTA: Contract Theory and Applications (1) 2015-06-05
  17. NEP-IAS: Insurance Economics (1) 2020-03-30
  18. NEP-IFN: International Finance (1) 2022-10-31
  19. NEP-OPM: Open Economy Macroeconomics (1) 2014-09-29
  20. NEP-PUB: Public Finance (1) 2020-03-30
  21. NEP-RMG: Risk Management (1) 2021-06-14

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