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( ) 1
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82

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7
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Regimes// Journal of Development Economics. 2001. Vol.66, No2. P. 351386.
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Switching Regimes// Economic Modelling. 2007. Vol.24, No2. P. 189202; Anker P. Uncovered
Interest Parity, Monetary Policy and Time-varying Risk Premia// Journal of International Money
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Rational Forecast Errors in Foreign Exchange Markets: The Uncovered Interest Parity Hypothesis
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Regimes// Economia Internazionale. 2004. Vol.57, No2. P. 125144.

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83

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9
De Grauwe P., Grimaldi M. Exchange Rate Puzzle: ATale of Switching Attractors//
European Economic Review. 2006. Vol.50, No1. P. 133.
10
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84

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Back A., Weigend A. AFirst Application of Independent Component Analysis to Extracting
Structure from Stock Returns// International Journal of Neural Systems. 1997. Vol.8, No4.
P.473484.
23
Cheung Y., Xu L. Independent Component Ordering in ICA Time Series Analysis//
Neurocomputing. 2001. Vol.41, No1. P. 145152.
24
Gomme P. Central Bank Credibility / Federal Reserve Bank of Cleveland. 2006. www.
clevelandfed.org/Research/commentary/2006/0801.pdf.

, 12, 2010

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Faust J., Svensson L. E. Transparency and Credibility: Monetary Policy with Unobservable
Goals// International Economic Review. 2001. Vol.42, No2. P. 369397.
26
Gambacorta L. Monetary Policy and the Risk-taking Channel// BIS Quarterly Review.
2009. Dec. P. 4353.
27
Cecchetti S. G., Krause S. Central Bank Structure, Policy Efficiency and Macroeconomic
Performance: Exploring Empirical Relationships// Federal Reserve Bank of St. Louis Review.
2002. July. P. 4760; Svensson L. How Should Monetary Policy Be Conducted in an Era of Price
Stability// NBER Working Paper No7516. 2000. www.nber.org/papers/w7516.
28
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92

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