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Josine Uwilingiye

Personal Details

First Name:Josine
Middle Name:
Last Name:Uwilingiye
Suffix:
RePEc Short-ID:puw5
[This author has chosen not to make the email address public]

Affiliation

Faculty of Economic and Financial Sciences
University of Johannesburg

Auckland Park, South Africa
http://www.uj.ac.za/ecofin

: +27 (0)11 559 2492
+27 (0)11 559 2036
P.O. Box 524, Auckland Park 2006
RePEc:edi:serauza (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2011. "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Working Papers 201122, University of Pretoria, Department of Economics.
  2. Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011. "Using Large Data Sets to Forecast Sectoral Employment," Working Papers 1106, University of Nevada, Las Vegas , Department of Economics.
  3. Rangan Gupta & Josine Uwilingiye, 2010. "Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa," Working Papers 201002, University of Pretoria, Department of Economics.
  4. Rangan Gupta & Josine Uwilingiye, 2009. "Some Benefits of Reducing Inflation in South Africa," Working Papers 200915, University of Pretoria, Department of Economics.
  5. Rangan Gupta & Josine Uwilingiye, 2009. "Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application Of Saphe Cracking," Working Papers 200906, University of Pretoria, Department of Economics.
  6. Rangan Gupta & Josine Uwilingiye, 2008. "Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation," Working Papers 200825, University of Pretoria, Department of Economics.
  7. Rangan Gupta & Josine Uwilingiye, 2008. "Measuring the welfare cost of inflation in South Africa," Working Papers 68, Economic Research Southern Africa.
  8. Rangan Gupta & Josine Uwilingiye, 2008. "Should the SARB Have Stayed Time Inconsistent?," Working Papers 200833, University of Pretoria, Department of Economics.
  9. Rangan Gupta & Josine Uwilingiye, 2008. "Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration," Working Papers 200809, University of Pretoria, Department of Economics.
  10. Josine Uwilingiye & Rangan Gupta, 2007. "Temporal Causality between Budget Deficit and Interest Rate: The Case of South Africa," Working Papers 200708, University of Pretoria, Department of Economics.

Articles

  1. Rangan Gupta & Josine Uwilingiye, 2010. "Dynamic Time Inconsistency And The South African Reserve Bank," South African Journal of Economics, Economic Society of South Africa, vol. 78(1), pages 76-88, March.
  2. Rangan Gupta & Josine Uwilingiye, 2008. "Measuring The Welfare Cost Of Inflation In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 76(1), pages 16-25, March.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Rangan Gupta & Mampho P. Modise & Josine Uwilingiye, 2011. "Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors," Working Papers 201122, University of Pretoria, Department of Economics.

    Cited by:

    1. Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012. "Structural Breaks and Predictive Regressions Models of South African Equity Premium," Working Papers 201209, University of Pretoria, Department of Economics.
    2. Gupta, Rangan & Hammoudeh, Shawkat & Modise, Mampho P. & Nguyen, Duc Khuong, 2014. "Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 367-378.
    3. Ruipeng Liu & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2017. "Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets," Working Papers 201728, University of Pretoria, Department of Economics.
    4. Kutan, Ali M. & Shi, Yukun & Wei, Mingzhe & Zhao, Yang, 2018. "Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 183-197.
    5. Nicholas Apergis & Rangan Gupta, 2016. "Can Weather Conditions in New York Predict South African Stock Returns?," Working Papers 201634, University of Pretoria, Department of Economics.

  2. Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011. "Using Large Data Sets to Forecast Sectoral Employment," Working Papers 1106, University of Nevada, Las Vegas , Department of Economics.

    Cited by:

    1. Hassani, Hossein & Silva, Emmanuel Sirimal & Gupta, Rangan & Das, Sonali, 2018. "Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 121-139.
    2. Hossein Hassani & Zara Ghodsi & Rangan Gupta & Mawuli K. Segnon, 2014. "Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis," Working Papers 201482, University of Pretoria, Department of Economics.

  3. Rangan Gupta & Josine Uwilingiye, 2010. "Evaluating the Welfare Cost of Inflation in a Monetary Endogenous Growth General Equilibrium Model: The Case of South Africa," Working Papers 201002, University of Pretoria, Department of Economics.

    Cited by:

    1. Rangan Gupta, 2011. "Growth-Effects of Inflation Targeting: The Role of Financial Sector Development," Annals of Economics and Finance, Society for AEF, vol. 12(1), pages 65-87, May.
    2. Kafayat Amusa & Rangan Gupta & Shaakira Karolia & Beatrice D. Simo Kengne, 2010. "The Long-Run Impact of Inflation in South Africa," Working Papers 201029, University of Pretoria, Department of Economics.

  4. Rangan Gupta & Josine Uwilingiye, 2009. "Some Benefits of Reducing Inflation in South Africa," Working Papers 200915, University of Pretoria, Department of Economics.

    Cited by:

    1. Andrew Phiri, 2013. "An inquisition into bivariate threshold effects in the inflation-growth correlation: Evaluating South Africa’s macroeconomic objectives," Business and Economic Horizons (BEH), Prague Development Center, vol. 9(3), pages 1-11, October.

  5. Rangan Gupta & Josine Uwilingiye, 2009. "Comparing South African Inflation Volatility Across Monetary Policy Regimes: An Application Of Saphe Cracking," Working Papers 200906, University of Pretoria, Department of Economics.

    Cited by:

    1. Franz Ruch & Dirk Bester, 2011. "Towards a Measure of Core Inflation using Singular Spectrum Analysis," Working Papers 256, Economic Research Southern Africa.
    2. Giorgio Canarella & Stephen Miller, 2016. "Inflation persistence and structural breaks: the experience of inflation targeting countries and the US," Journal of Economic Studies, Emerald Group Publishing, vol. 43(6), pages 980-1005, November.
    3. Giorgio Canarella & Stephen M Miller, 2017. "Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(1), pages 78-103, January.
    4. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2016. "The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Working Papers 201653, University of Pretoria, Department of Economics.
    5. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter," Working Papers 201440, University of Pretoria, Department of Economics.
    6. Kafayat Amusa & Rangan Gupta & Shaakira Karolia & Beatrice D. Simo Kengne, 2010. "The Long-Run Impact of Inflation in South Africa," Working Papers 201029, University of Pretoria, Department of Economics.

  6. Rangan Gupta & Josine Uwilingiye, 2008. "Time Aggregation, Long-Run Money Demand and the Welfare Cost of Inflation," Working Papers 200825, University of Pretoria, Department of Economics.

    Cited by:

    1. Jaka Sriyana, 2018. "Inflationary effects of fiscal and monetary policies in Indonesia," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(3), pages 674-688, June.

  7. Rangan Gupta & Josine Uwilingiye, 2008. "Measuring the welfare cost of inflation in South Africa," Working Papers 68, Economic Research Southern Africa.

    Cited by:

    1. Steven F. Koch & Adél Bosch, 2009. "Inflation and the Household-Towards a Measurement of the Welfare Costs of Inflation," Working Papers 3488, South African Reserve Bank.
    2. Andrew Phiri, 2012. "Threshold effects and inflation persistence in South Africa," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 4(3), pages 247-269, July.
    3. Bonga-Bonga, Lumengo & Lebese, Ntsakeseni Letitia, 2016. "Rethinking the current inflation target range in South Africa," MPRA Paper 73912, University Library of Munich, Germany.
    4. Eliphas Ndou & Nombulelo Gumata & Mthuli Ncube & Eric Olson, 2013. "Working Paper 189 - An Empirical Investigation of the Taylor Curve in South Africa," Working Paper Series 992, African Development Bank.
    5. Irfan Ahmad Shah & Manmohan Lal Agarwal & Srikanta Kundu, 2019. "Welfare Cost of Inflation: Evidence from India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(4), pages 781-799, December.

  8. Rangan Gupta & Josine Uwilingiye, 2008. "Measuring the Welfare Cost of Inflation in South Africa: A Reconsideration," Working Papers 200809, University of Pretoria, Department of Economics.

    Cited by:

    1. Irfan Ahmad Shah & Manmohan Lal Agarwal & Srikanta Kundu, 2019. "Welfare Cost of Inflation: Evidence from India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(4), pages 781-799, December.

Articles

  1. Rangan Gupta & Josine Uwilingiye, 2010. "Dynamic Time Inconsistency And The South African Reserve Bank," South African Journal of Economics, Economic Society of South Africa, vol. 78(1), pages 76-88, March.

    Cited by:

    1. Gabriel Caldas Montes, 2014. "Can inflation targeting mitigate monetary policy time-inconsistency?," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 2(2), pages 15-25, April.
    2. Phiri, Andrew, 2014. "Re-evaluating Okun's law in South Africa: A nonlinear co-integration approach," MPRA Paper 57398, University Library of Munich, Germany.
    3. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2016. "The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Working Papers 201653, University of Pretoria, Department of Economics.
    4. Eliphas Ndou & Nombulelo Gumata & Mthuli Ncube & Eric Olson, 2013. "Working Paper 189 - An Empirical Investigation of the Taylor Curve in South Africa," Working Paper Series 992, African Development Bank.
    5. Andrew Phiri, 2014. "Nonlinear Co-Integration Between Unemployment and Economic Growth in South Africa," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 12(4 (Winter), pages 303-324.
    6. Kafayat Amusa & Rangan Gupta & Shaakira Karolia & Beatrice D. Simo Kengne, 2010. "The Long-Run Impact of Inflation in South Africa," Working Papers 201029, University of Pretoria, Department of Economics.

  2. Rangan Gupta & Josine Uwilingiye, 2008. "Measuring The Welfare Cost Of Inflation In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 76(1), pages 16-25, March.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 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-MON: Monetary Economics (6) 2008-07-20 2008-09-29 2008-10-21 2009-02-14 2009-07-28 2010-03-13. Author is listed
  2. NEP-AFR: Africa (5) 2007-11-17 2008-09-29 2009-02-14 2009-07-28 2010-03-13. Author is listed
  3. NEP-CBA: Central Banking (5) 2008-07-20 2008-09-29 2008-10-21 2009-02-14 2010-03-13. Author is listed
  4. NEP-MAC: Macroeconomics (5) 2008-07-20 2008-09-29 2008-10-21 2009-02-14 2010-03-13. Author is listed
  5. NEP-FOR: Forecasting (3) 2008-10-21 2011-01-16 2011-01-23
  6. NEP-DGE: Dynamic General Equilibrium (1) 2010-03-13
  7. NEP-ECM: Econometrics (1) 2011-01-23
  8. NEP-URE: Urban & Real Estate Economics (1) 2011-01-23

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