Details about Josine Uwilingiye

Access statistics for papers by Josine Uwilingiye.

Last updated 2023-05-11. Update your information in the RePEc Author Service.

Short-id: puw5

Working Papers

2019

1. Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market
   Working Papers, University of Pretoria, Department of Economics View citations (2)
   See also Journal Article in Advances in Decision Sciences (2019)

2017

2. A Note on the Technology Herd: Evidence from Large Institutional Investors
   Working Papers, University of Pretoria, Department of Economics View citations (2)
   See also Journal Article in Review of Behavioral Finance (2019)

2014

3. Dynamic Relationship between Oil Price and Inflation in South Africa
   Working Papers, University of Pretoria, Department of Economics View citations (3)
   See also Journal Article in Journal of Developing Areas (2018)
4. Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models
   MPRA Paper, University Library of Munich, Germany
5. The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis
   Working Papers, University of Pretoria, Department of Economics View citations (3)
   Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) View citations (3)
   See also Journal Article in African Development Review (2017)

2012

6. Using Large Data Sets to Forecast Sectoral Employment
   Working papers, University of Connecticut, Department of Economics
   Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2011) View citations (3)
   Working Papers, University of Pretoria, Department of Economics (2011) View citations (2)
   See also Journal Article in Statistical Methods & Applications (2014)

2011

7. Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors
   Working Papers, University of Pretoria, Department of Economics View citations (11)
   See also Journal Article in Emerging Markets Finance and Trade (2016)

2010

8. Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa
   Working Papers, University of Pretoria, Department of Economics View citations (2)

2009

9. COMPARING SOUTH AFRICAN INFLATION VOLATILITY ACROSS MONETARY POLICY REGIMES: AN APPLICATION OF SAPHE CRACKING
   Working Papers, University of Pretoria, Department of Economics View citations (8)
   See also Journal Article in Journal of Developing Areas (2012)
10. Some Benefits of Reducing Inflation in South Africa
    Working Papers, University of Pretoria, Department of Economics View citations (1)

2008

11. Measuring the Welfare Cost of Inflation in South Africa
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article in South African Journal of Economics (2008)
12. Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration
    Working Papers, University of Pretoria, Department of Economics View citations (2)
13. Should the SARB Have Stayed Time Inconsistent?
    Working Papers, University of Pretoria, Department of Economics
14. Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Studies in Economics and Econometrics (2009)

2007

15. Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa
    Working Papers, University of Pretoria, Department of Economics View citations (1)

Journal Articles

2022

1. Comovement across BRICS and the US Stock Markets: A Multitime Scale Wavelet Analysis
   IJFS, 2022, 10, (2), 1-21 View citations (1)
2. Sustainable Development–Fiscal Federalism Nexus: A “Beyond GDP” Approach
   Sustainability, 2022, 14, (10), 1-37

2019

3. A note on the technology herd: evidence from large institutional investors
   Review of Behavioral Finance, 2019, 11, (3), 294-308 View citations (3)
   See also Working Paper (2017)
4. Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market
   Advances in Decision Sciences, 2019, 23, (1), 88-113 View citations (2)
   See also Working Paper (2019)

2018

5. Dynamic Relationship Between Oil Price And Inflation In South Africa
   Journal of Developing Areas, 2018, 52, (2), 73-93 View citations (15)
   See also Working Paper (2014)

2017

6. The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis
   African Development Review, 2017, 29, (2), 319-336 View citations (26)
   See also Working Paper (2014)

2016

7. Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors
   Emerging Markets Finance and Trade, 2016, 52, (8), 1935-1955 View citations (6)
   See also Working Paper (2011)

2014

8. Using large data sets to forecast sectoral employment
   Statistical Methods & Applications, 2014, 23, (2), 229-264 View citations (2)
   See also Working Paper (2012)

2012

9. Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application of Saphe Cracking
   Journal of Developing Areas, 2012, 46, (1), 45-54 View citations (9)
   See also Working Paper (2009)

2010

10. DYNAMIC TIME INCONSISTENCY AND THE SOUTH AFRICAN RESERVE BANK
    South African Journal of Economics, 2010, 78, (1), 76-88 View citations (6)

2009

11. Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation
    Studies in Economics and Econometrics, 2009, 33, (3), 95-109
    See also Working Paper (2008)

2008

12. MEASURING THE WELFARE COST OF INFLATION IN SOUTH AFRICA
    South African Journal of Economics, 2008, 76, (1), 16-25 View citations (6)
    See also Working Paper (2008)