Jo isn't a ghost.
Maybe Erin/Katie saw a picture of her with the name "Jo" on it and didn't make the connection because she knew Alex's wife had a different name. She quickly forgot about that picture, but her subconscious memories turned "Jo" into her "friend". In the movie, Jo physically interacts with a swing.- Alternatively, Jo is real and alive, but the ending of the movie is a delusion, and Erin/Katie imagines Alex's dead wife as Jo.
