Gretl變數名稱說明：

RR：央行重貼現率
IOR：銀行同業隔夜拆款利率
ER：名目匯率
GDP_95R：修正實質GDP
CPI_t：同期通貨膨脹率
CPI_t1：往前1期貨膨脹率
CPI_t2：往前2期貨膨脹率
GDP_X12：季節性調整後之GDP
T_GDP_X12：GDP之趨勢值
C_GDP_X12：GDP之循環值(即產出缺口)
D1：膨脹性缺口之虛擬變數

#產出缺口
Y_t=(C_GDP_X12/T_GDP_X12)*100

#同期模型(對稱)-貼現率【表1的A欄】
scalar a = 0.1
scalar b = 0.1
scalar c = 0.1
scalar d = 0.1
scalar e = 0.1

nls d_RR = b*a - b*RR_1 + b*c*CPI_t + b*d*Y_t + e*d_RR_1
deriv a = b
deriv b = a-RR_1+c*CPI_t+d*Y_t
deriv c = b*CPI_t 
deriv d = d*Y_t
deriv e = d_RR_1
end nls --robust

#同期模型(不對稱)-貼現率【表1的B欄】
scalar a = 0.1
scalar b = 0.1
scalar c = 0.1
scalar d = 0.1
scalar e = 0.1
scalar f = 0.1
scalar g = 0.1

nls d_RR = a - b*RR_1 + b*c*D1*CPI_t + b*d*(1-D1)*CPI_t + b*e*D1*Y_t + b*f*(1-D1)*Y_t + g*d_RR_1

deriv a = 1
deriv b = -RR_1+c*D1*CPI_t + d*(1-D1)*CPI_t + e*D1*Y_t + f*(1-D1)*Y_t 
deriv c = b*D1*CPI_t
deriv d = b*(1-D1)*CPI_t
deriv e = b*D1*Y_t 
deriv f = b*(1-D1)*Y_t
deriv g = d_RR_1
end nls --robust

#前瞻性模型(對稱)-貼現率【表2的A欄 h=1】
scalar a = 0.1
scalar b = 0.1
scalar c = 0.1
scalar d = 0.1
scalar e = 0.1


nls d_RR = b*a - b*RR_1 + b*c*CPI_t1 + b*d*Y_t + e*d_RR_1
deriv a = b
deriv b = a-RR_1+c*CPI_t1+d*Y_t
deriv c = b*CPI_t1 
deriv d = d*Y_t
deriv e = d_RR_1
end nls --robust

#前瞻性模型(對稱)-貼現率【表2的C欄 h=2】
scalar a = 0.1
scalar b = 0.1
scalar c = 0.1
scalar d = 0.1
scalar e = 0.1


nls d_RR = b*a - b*RR_1 + b*c*CPI_t2 + b*d*Y_t + e*d_RR_1
deriv a = b
deriv b = a-RR_1+c*CPI_t2+d*Y_t
deriv c = b*CPI_t2 
deriv d = d*Y_t
deriv e = d_RR_1
end nls --robust

#前瞻性模型(不對稱)-貼現率【表2的B欄 h=1】
scalar a = 0.1
scalar b = 0.1
scalar c = 0.1
scalar d = 0.1
scalar e = 0.1
scalar f = 0.1
scalar g = 0.1

nls d_RR = a - b*RR_1 + b*c*D1*CPI_t1 + b*d*(1-D1)*CPI_t1 + b*e*D1*Y_t + b*f*(1-D1)*Y_t + g*d_RR_1

deriv a = 1
deriv b = -RR_1+c*D1*CPI_t1 + d*(1-D1)*CPI_t1 + e*D1*Y_t + f*(1-D1)*Y_t 
deriv c = b*D1*CPI_t1
deriv d = b*(1-D1)*CPI_t1
deriv e = b*D1*Y_t 
deriv f = b*(1-D1)*Y_t
deriv g = d_RR_1
end nls --robust

#前瞻性模型(不對稱)-貼現率【表2的D欄 h=2】
scalar a = 0.1
scalar b = 0.1
scalar c = 0.1
scalar d = 0.1
scalar e = 0.1
scalar f = 0.1
scalar g = 0.1

nls d_RR = a - b*RR_1 + b*c*D1*CPI_t2 + b*d*(1-D1)*CPI_t2 + b*e*D1*Y_t + b*f*(1-D1)*Y_t + g*d_RR_1

deriv a = 1
deriv b = -RR_1+c*D1*CPI_t2 + d*(1-D1)*CPI_t2 + e*D1*Y_t + f*(1-D1)*Y_t 
deriv c = b*D1*CPI_t2
deriv d = b*(1-D1)*CPI_t2
deriv e = b*D1*Y_t 
deriv f = b*(1-D1)*Y_t
deriv g = d_RR_1
end nls --robust