Costa's films, at least since In Vanda's Room (2000), have shared certain unique characteristics: they are shot using a digital video camera, "a camera that you can buy in a supermarket," says the director; the production is collaborative, the people on screen 'playing' themselves, supplying their own words and working as an ad hoc film crew with Costa; they use real locations and whatever light happens to be available, only now and then making use of additional lamps or mirrors; and, most pertinently given Costa's filmmaking ethics, they are shot on very low budgets. When he made "In Vanda's Room", he went to Fontaínhas alone, the only equipment his cheap digital camera.
Personal Quotes (6)
[on Horse Money (2014)] ...the film cost 100,000 euros. We have no money in Portugal, and film is the least of our problems, I think. It's in the film, it's the best way we could talk about today. It's not really a film about the past or the future, there's only present. It's very in the present, this film, I think. I'm starting to like the film now, because it doesn't give you time to think, like in the old days, it just is. 
[on what camera they shot Horse Money (2014) with] It's the Panasonic AG-DVX100, it's HD card, but not 2K. But it's much more difficult to light, every DP will tell you the same. It's much more difficult to get anything that looks interesting at all because you have to fight against so much stupid stuff that's put inside the cameras, and you feel it when you go inside the cinema, if it's not Lav Diaz or Béla Tarr or Godard or Straub or something, everything's the same. And it's not their fault, but at the same time you should fight a little bit against that. My kind of fighting is a funny way of fighting. 
[on the subterranean hallways and vacant rooms in Horse Money (2014)] Most of them were shot in two different hospitals. Of course one doesn't need to think about it like this, but Ventura said, "I know a lot of hospitals, I've been there." Most places are where patients do not go, down, down, down, mainly in the biggest hospital that you see from the outside. The last one is one of the oldest hospitals in Lisbon, and that arch is the entrance-exit of the morgue-not of the hospital but the morgue. I used a trick, I wrote the guys in the hospital that I was making a true-life documentary about poor Cape Verdeans in this hospital, it's only an amateur crew of two guys, no lights, nothing, and we only want to shoot in corridors and won't bother anyone, so they gave us complete access every time of the night. 
In Vanda's Room (2000) is a film about possession, not only the drugs, but she possesses the viewer in a certain kind of way that is different from other films. There are films that practice that kind of magic in different ways. That's what I call the Brechtian thing. 
Art is not anything else but reality. We should be concerned with thinking about the things that are there, and not with the things that are not. 
When you see filming on the streets, you have an immediate feeling there's some kind of imposture there. There's some kind of lie. It's all created to escape reality. The talk is always of aesthetics when it should be more about the morals and the money.