Browsing Economic and Management Sciences by Author "Uwilingiye, Josine"

Browsing Economic and Management Sciences by Author "Uwilingiye, Josine"

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  • Gupta, Rangan; Uwilingiye, Josine (University of Pretoria, Department of Economics, 2009-02)
    Recent empirical evidence on the direct link of inflation targeting and inflation volatility is at best mixed. However, comparing inflation volatility across alternative monetary policy regimes within a country based on ...
  • Gupta, Rangan; Uwilingiye, Josine (Wiley-Blackwell, 2010-03)
    This paper derives the econometric restrictions imposed by the Barro and Gordon model of dynamic time inconsistency on a bivariate time-series model of consumer price index (CPI) inflation and real gross domestic product ...
  • Uwilingiye, Josine (University of Pretoria, 2011-06-07)
    The South African Reserve Bank (SARB) moved to an official inflation targeting regime in the February of 2000, with the sole aim of maintaining the CPIX inflation between a target-band of three to six percent. Against this ...
  • Gupta, Rangan; Uwilingiye, Josine (Clute Institute for Academic Research, 2010-08)
    This paper uses the general equilibrium monetary endogenous growth model of Dotsey and Ireland (1996), in which inflation distorts a variety of marginal decisions, to evaluate the welfare cost of inflation in South Africa ...
  • Gupta, Rangan; Uwilingiye, Josine (Blackwell, 2008-03)
    In this paper, we estimate the long-run equilibrium relationship between money balance as a ratio of income and the Treasury bill rate for the period of 1965:02 to 2007:01, and in turn use the relationship to obtain ...
  • Gupta, Rangan; Uwilingiye, Josine (University of Pretoria, Department of Economics, 2008-06)
    In this paper, using the Fisher and Seater (1993) long-horizon approach, we estimate the long-run equilibrium relationship between money balance as a ratio of income and the Treasury bill rate for South Africa over the ...
  • Gupta, Rangan; Uwilingiye, Josine (Juta, 2009-06)
    In this paper, using the Fisher and Seater (1993) long-horizon approach, the writers estimate the long-run equilibrium relationship between money balance as a ratio of income and the Treasury bill rate for South Africa ...
  • Uwilingiye, Josine; Cakan, Esin; Demirer, Riza; Gupta, Rangan (Emerald, 2019-06)
    PURPOSE : The purpose of this paper is to examine intentional herding among institutional investors with a particular focus on the technology sector that was the driver of the “New Economy” in the USA during the dot-com ...
  • Gupta, Rangan; Modise, Mampho P.; Uwilingiye, Josine (Routledge, 2016)
    This paper uses a predictive regression framework to examine the out-of-sample predictability of South Africa’s equity premium, using a host of financial and macroeconomic variables. We employ various methods of forecast ...
  • Gupta, Rangan; Uwilingiye, Josine (University of Pretoria, Department of Economics, 2008-10)
    This paper derives the econometric restrictions imposed by the Barro and Gordon (1983) model of dynamic time inconsistency on a bivariate time-series model of Consumer Price Index (CPI) inflation and real Gross Domestic ...
  • Gupta, Rangan; Uwilingiye, Josine (Clute Institute for Academic Research, 2010-09)
    This paper evaluates the welfare gain from permanently reducing inflation from two percent to price stability and compares the output cost associated with this transition. The paper emphasizes the distortions caused by the ...
  • Gupta, Rangan; Uwilingiye, Josine (University of Pretoria, Department of Economics, 2009-07)
    This paper evaluates the welfare gain from reducing inflation permanently from two percent to price stability and compares the output cost associate with this transition. The paper emphasizes the distortions caused by the ...
  • Gupta, Rangan; Uwilingiye, Josine (University of Pretoria, Department of Economics, 2008-07)
    Two recent studies have found markedly different measures of the welfare cost of inflation in South Africa, obtained through the estimation of long-run money demand relationships using cointegration and long-horizon ...
  • Gupta, Rangan; Kabundi, Alain; Miller, Stephen M.; Uwilingiye, Josine (Springer, 2014-06)
    We use several models using classical and Bayesian methods to forecast employment for eight sectors of the US economy. In addition to using standard vectorautoregressive and Bayesian vector autoregressive models, we also ...