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 (4)
   See also Journal Article Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market, Advances in Decision Sciences, Asia University, Taiwan (2019) View citations (4) (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 A note on the technology herd: evidence from large institutional investors, Review of Behavioral Finance, Emerald Group Publishing Limited (2019) View citations (4) (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 Dynamic Relationship Between Oil Price And Inflation In South Africa, Journal of Developing Areas, Tennessee State University, College of Business (2018) View citations (18) (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 (4)
   Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) View citations (3)
   See also Journal Article The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis, African Development Review, African Development Bank (2017) View citations (30) (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 Pretoria, Department of Economics (2011) View citations (2)
   Working Papers, University of Nevada, Las Vegas , Department of Economics (2011) View citations (3)
   See also Journal Article Using large data sets to forecast sectoral employment, Statistical Methods & Applications, Springer (2014) View citations (2) (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 Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors, Emerging Markets Finance and Trade, Taylor & Francis Journals (2016) View citations (7) (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 Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application of Saphe Cracking, Journal of Developing Areas, Tennessee State University, College of Business (2012) View citations (10) (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 MEASURING THE WELFARE COST OF INFLATION IN SOUTH AFRICA, South African Journal of Economics, Economic Society of South Africa (2008) View citations (6) (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 Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation, Studies in Economics and Econometrics, Taylor & Francis Journals (2009) (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 (4)
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 (4)
   See also Working Paper A Note on the Technology Herd: Evidence from Large Institutional Investors, Working Papers (2017) View citations (2) (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 (4)
   See also Working Paper Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market, Working Papers (2019) View citations (4) (2019)

2018

5. Dynamic Relationship Between Oil Price And Inflation In South Africa
   Journal of Developing Areas, 2018, 52, (2), 73-93 View citations (18)
   See also Working Paper Dynamic Relationship between Oil Price and Inflation in South Africa, Working Papers (2014) View citations (3) (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 (30)
   See also Working Paper The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis, Working Papers (2014) View citations (4) (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 (7)
   See also Working Paper Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors, Working Papers (2011) View citations (11) (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 Using Large Data Sets to Forecast Sectoral Employment, Working papers (2012) (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 (10)
   See also Working Paper COMPARING SOUTH AFRICAN INFLATION VOLATILITY ACROSS MONETARY POLICY REGIMES: AN APPLICATION OF SAPHE CRACKING, Working Papers (2009) View citations (8) (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 Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation, Working Papers (2008) View citations (1) (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 Measuring the Welfare Cost of Inflation in South Africa, Working Papers (2008) View citations (5) (2008)