diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index d7b058465461a4e7e35386160b90b6e7055023ba..b6fc9a3bab1de4b8c4893ca20f89dd964cc14eb7 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -219,7 +219,7 @@ str_tolower(string s)
%token HOMOTOPY_MAX_COMPLETION_SHARE HOMOTOPY_MIN_STEP_SIZE HOMOTOPY_INITIAL_STEP_SIZE HOMOTOPY_STEP_SIZE_INCREASE_SUCCESS_COUNT
%token HOMOTOPY_LINEARIZATION_FALLBACK HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK HOMOTOPY_EXCLUDE_VAREXO FROM_INITVAL_TO_ENDVAL
%token STATIC_MFS RELATIVE_TO_INITVAL MATCHED_IRFS MATCHED_IRFS_WEIGHTS WEIGHTS PERPENDICULAR
-%token HETEROGENEITY HETEROGENEITY_DIMENSION SUM
+%token HETEROGENEITY HETEROGENEITY_DIMENSION SUM PERFECT_FORESIGHT_CONTROLLED_PATHS EXOGENIZE ENDOGENIZE
%token <vector<string>> SYMBOL_VEC
@@ -263,6 +263,8 @@ str_tolower(string s)
%type <tuple<string, string, string>> matched_irfs_weights_elem_var_varexo
%type <pair<tuple<string, string, string, string, string, string>, expr_t>> matched_irfs_weights_elem
%type <map<tuple<string, string, string, string, string, string>, expr_t>> matched_irfs_weights_list
+%type <tuple<string, vector<AbstractShocksStatement::period_range_t>, vector<expr_t>, string>> perfect_foresight_controlled_paths_elem
+%type <vector<tuple<string, vector<AbstractShocksStatement::period_range_t>, vector<expr_t>, string>>> perfect_foresight_controlled_paths_list
%%
%start statement_list;
@@ -384,6 +386,7 @@ statement : parameters
| perfect_foresight_solver
| perfect_foresight_with_expectation_errors_setup
| perfect_foresight_with_expectation_errors_solver
+ | perfect_foresight_controlled_paths
| prior_function
| posterior_function
| method_of_moments
@@ -1614,6 +1617,31 @@ perfect_foresight_with_expectation_errors_solver_options : o_pfwee_constant_simu
| perfect_foresight_solver_options
;
+perfect_foresight_controlled_paths : PERFECT_FORESIGHT_CONTROLLED_PATHS ';' perfect_foresight_controlled_paths_list END ';'
+ { driver.perfect_foresight_controlled_paths($3, 1); }
+| PERFECT_FORESIGHT_CONTROLLED_PATHS '(' LEARNT_IN EQUAL integer_or_date ')' ';' perfect_foresight_controlled_paths_list END ';'
+ { driver.perfect_foresight_controlled_paths($8, $5); }
+ ;
+
+perfect_foresight_controlled_paths_list : perfect_foresight_controlled_paths_list perfect_foresight_controlled_paths_elem
+ {
+ $$ = $1;
+ $$.push_back($2);
+ }
+ | perfect_foresight_controlled_paths_elem
+ { $$ = { $1 }; }
+ ;
+
+perfect_foresight_controlled_paths_elem : EXOGENIZE symbol ';' PERIODS period_list ';' VALUES value_list ';' ENDOGENIZE symbol ';'
+ {
+ driver.check_symbol_is_endogenous($2);
+ driver.check_symbol_is_exogenous($11, false);
+ if ($5.size() != $8.size())
+ driver.error("The number of periods is different from the number of values");
+ $$ = { $2, $5, $8, $11};
+ }
+ ;
+
method_of_moments : METHOD_OF_MOMENTS ';'
{ driver.method_of_moments(); }
| METHOD_OF_MOMENTS '(' method_of_moments_options_list ')' ';'
diff --git a/src/DynareFlex.ll b/src/DynareFlex.ll
index 9f8cfc07fff45a6c62297e477fa71e2049a2057d..7a4aa1eb3525a2cf04b798087b181c29ae74e94f 100644
--- a/src/DynareFlex.ll
+++ b/src/DynareFlex.ll
@@ -236,6 +236,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4]|[sh][12])
<INITIAL>pac_target_info {BEGIN DYNARE_BLOCK; return token::PAC_TARGET_INFO;}
<INITIAL>matched_irfs {BEGIN DYNARE_BLOCK; return token::MATCHED_IRFS;}
<INITIAL>matched_irfs_weights {BEGIN DYNARE_BLOCK; return token::MATCHED_IRFS_WEIGHTS;}
+<INITIAL>perfect_foresight_controlled_paths {BEGIN DYNARE_BLOCK; return token::PERFECT_FORESIGHT_CONTROLLED_PATHS;}
/* For the semicolon after an "end" keyword */
<INITIAL>; {return Dynare::parser::token_type (yytext[0]);}
@@ -847,6 +848,8 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4]|[sh][12])
return token::DD;
}
<DYNARE_BLOCK>weights {return token::WEIGHTS;}
+<DYNARE_BLOCK>exogenize {return token::EXOGENIZE;}
+<DYNARE_BLOCK>endogenize {return token::ENDOGENIZE;}
/* Inside Dynare statement */
<DYNARE_STATEMENT>solve_algo {return token::SOLVE_ALGO;}
diff --git a/src/ModFile.cc b/src/ModFile.cc
index 5a0f38c064303bd443954d5588db13bb595eb68a..928ec611b51b1c724c52a1c7c22c13fc15d49dc1 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -1,5 +1,5 @@
/*
- * Copyright © 2006-2024 Dynare Team
+ * Copyright © 2006-2025 Dynare Team
*
* This file is part of Dynare.
*
@@ -1137,7 +1137,8 @@ ModFile::writeMOutput(const string& basename, bool clear_all, bool clear_global,
<< "M_.heteroskedastic_shocks.Qvalue_orig = [];" << endl
<< "M_.heteroskedastic_shocks.Qscale_orig = [];" << endl
<< "M_.matched_irfs = {};" << endl
- << "M_.matched_irfs_weights = {};" << endl;
+ << "M_.matched_irfs_weights = {};" << endl
+ << "M_.perfect_foresight_controlled_paths = [];" << endl;
// NB: options_.{ramsey,discretionary}_policy should rather be fields of M_
mOutputFile << boolalpha << "options_.linear = " << linear << ";" << endl
diff --git a/src/ParsingDriver.cc b/src/ParsingDriver.cc
index abbbf4680a9ba0aea3af6a0781cffa18f04e6629..545b6ab5d833b34c08cb899b93a638eb2702e34d 100644
--- a/src/ParsingDriver.cc
+++ b/src/ParsingDriver.cc
@@ -1,5 +1,5 @@
/*
- * Copyright © 2003-2024 Dynare Team
+ * Copyright © 2003-2025 Dynare Team
*
* This file is part of Dynare.
*
@@ -3747,6 +3747,29 @@ ParsingDriver::perfect_foresight_with_expectation_errors_solver()
options_list.clear();
}
+void
+ParsingDriver::perfect_foresight_controlled_paths(
+ const vector<tuple<string, vector<AbstractShocksStatement::period_range_t>, vector<expr_t>,
+ string>>& paths,
+ variant<int, string> learnt_in_period)
+{
+ PerfectForesightControlledPathsStatement::paths_t paths_transformed;
+ for (const auto& [exogenize, periods, values, endogenize] : paths)
+ {
+ int exogenize_id = mod_file->symbol_table.getID(exogenize);
+ int endogenize_id = mod_file->symbol_table.getID(endogenize);
+
+ vector<pair<AbstractShocksStatement::period_range_t, expr_t>> v;
+
+ for (size_t i = 0; i < periods.size(); i++)
+ v.emplace_back(periods[i], values[i]);
+
+ paths_transformed.emplace_back(exogenize_id, move(v), endogenize_id);
+ }
+ mod_file->addStatement(make_unique<PerfectForesightControlledPathsStatement>(
+ move(paths_transformed), move(learnt_in_period), mod_file->symbol_table));
+}
+
void
ParsingDriver::method_of_moments()
{
diff --git a/src/ParsingDriver.hh b/src/ParsingDriver.hh
index df251e792b9d40b4e63040a5fb0bafb7544c6262..ea387be7e3ac53a5f174567385d64d3a4896769f 100644
--- a/src/ParsingDriver.hh
+++ b/src/ParsingDriver.hh
@@ -1,5 +1,5 @@
/*
- * Copyright © 2003-2024 Dynare Team
+ * Copyright © 2003-2025 Dynare Team
*
* This file is part of Dynare.
*
@@ -921,6 +921,10 @@ public:
void perfect_foresight_solver();
void perfect_foresight_with_expectation_errors_setup();
void perfect_foresight_with_expectation_errors_solver();
+ void perfect_foresight_controlled_paths(
+ const vector<tuple<string, vector<AbstractShocksStatement::period_range_t>, vector<expr_t>,
+ string>>& paths,
+ variant<int, string> learnt_in_period);
void prior_posterior_function(bool prior_func);
//! Method of Moments estimation statement
void method_of_moments();
diff --git a/src/Shocks.cc b/src/Shocks.cc
index 3c33baf2ec06e9af90d475e0cbc7881502142f9e..49cfdfa812152dfb1cb0b269e084ce4dd1e2585c 100644
--- a/src/Shocks.cc
+++ b/src/Shocks.cc
@@ -45,6 +45,17 @@ static auto print_json_period_range = []<class T>(ostream& output, const T& arg)
static_assert(always_false_v<T>, "Non-exhaustive visitor!");
};
+static auto print_matlab_learnt_in = [](ostream& output, const auto& p) { output << p; };
+
+static auto print_json_learnt_in = []<class T>(ostream& output, const T& p) {
+ if constexpr (is_same_v<T, int>)
+ output << p;
+ else if constexpr (is_same_v<T, string>)
+ output << '"' << p << '"';
+ else
+ static_assert(always_false_v<T>, "Non-exhaustive visitor!");
+};
+
AbstractShocksStatement::AbstractShocksStatement(bool overwrite_arg, ShockType type_arg,
det_shocks_t det_shocks_arg,
const SymbolTable& symbol_table_arg) :
@@ -564,7 +575,6 @@ void
ShocksLearntInStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
- auto print_matlab_learnt_in = [&](const auto& p) { output << p; };
if (overwrite)
{
output << "if ~isempty(M_.learnt_shocks)" << endl
@@ -576,7 +586,7 @@ ShocksLearntInStatement::writeOutput(ostream& output, [[maybe_unused]] const str
output << "') || x ~= ";
/* NB: date expression not parenthesized since it can only contain a + operator, which has
higher precedence than ~= and || */
- visit(print_matlab_learnt_in, learnt_in_period);
+ visit(bind(print_matlab_learnt_in, ref(output), placeholders::_1), learnt_in_period);
output << ", {M_.learnt_shocks.learnt_in}));" << endl << "end" << endl;
}
@@ -585,7 +595,7 @@ ShocksLearntInStatement::writeOutput(ostream& output, [[maybe_unused]] const str
for (const auto& [type, period_range, value] : shock_vec)
{
output << "struct('learnt_in',";
- visit(print_matlab_learnt_in, learnt_in_period);
+ visit(bind(print_matlab_learnt_in, ref(output), placeholders::_1), learnt_in_period);
output << ",'exo_id'," << symbol_table.getTypeSpecificID(id) + 1 << ",'periods',";
visit(bind(print_matlab_period_range, ref(output), placeholders::_1), period_range);
output << ",'type','" << typeToString(type) << "'"
@@ -601,16 +611,7 @@ ShocksLearntInStatement::writeJsonOutput(ostream& output) const
{
output << R"({"statementName": "shocks")"
<< R"(, "learnt_in": )";
- visit(
- [&]<class T>(const T& p) {
- if constexpr (is_same_v<T, int>)
- output << p;
- else if constexpr (is_same_v<T, string>)
- output << '"' << p << '"';
- else
- static_assert(always_false_v<T>, "Non-exhaustive visitor!");
- },
- learnt_in_period);
+ visit(bind(print_json_learnt_in, ref(output), placeholders::_1), learnt_in_period);
output << R"(, "overwrite": )" << boolalpha << overwrite << R"(, "learnt_shocks": [)";
for (bool printed_something {false}; const auto& [id, shock_vec] : learnt_shocks)
{
@@ -915,6 +916,65 @@ ConditionalForecastPathsStatement::writeJsonOutput(ostream& output) const
output << "]}";
}
+PerfectForesightControlledPathsStatement::PerfectForesightControlledPathsStatement(
+ paths_t paths_arg, variant<int, string> learnt_in_period_arg,
+ const SymbolTable& symbol_table_arg) :
+ paths {move(paths_arg)},
+ learnt_in_period {move(learnt_in_period_arg)},
+ symbol_table {symbol_table_arg}
+{
+}
+
+void
+PerfectForesightControlledPathsStatement::writeOutput(ostream& output,
+ [[maybe_unused]] const string& basename,
+ [[maybe_unused]] bool minimal_workspace) const
+{
+ for (const auto& [exogenize_id, constraints, endogenize_id] : paths)
+ for (const auto& [period_range, value] : constraints)
+ {
+ output << "M_.perfect_foresight_controlled_paths = [ "
+ "M_.perfect_foresight_controlled_paths;"
+ << endl
+ << "struct('exogenize_id'," << symbol_table.getTypeSpecificID(exogenize_id) + 1
+ << ",'periods',";
+ visit(bind(print_matlab_period_range, ref(output), placeholders::_1), period_range);
+ output << ",'value',";
+ value->writeOutput(output);
+ output << ",'endogenize_id'," << symbol_table.getTypeSpecificID(endogenize_id) + 1
+ << ",'learnt_in',";
+ visit(bind(print_matlab_learnt_in, ref(output), placeholders::_1), learnt_in_period);
+ output << ") ];" << endl;
+ }
+}
+
+void
+PerfectForesightControlledPathsStatement::writeJsonOutput(ostream& output) const
+{
+ output << R"({"statementName": "perfect_foresight_controlled_paths")"
+ << R"(, "paths": [)";
+ for (bool printed_something {false};
+ const auto& [exogenize_id, constraints, endogenize_id] : paths)
+ {
+ if (exchange(printed_something, true))
+ output << ", ";
+ output << R"({"exogenize": ")" << symbol_table.getName(exogenize_id) << R"(", )"
+ << R"("values": [)";
+ for (bool printed_something2 {false}; const auto& [period_range, value] : constraints)
+ {
+ if (exchange(printed_something2, true))
+ output << ", ";
+ output << "{";
+ visit(bind(print_json_period_range, ref(output), placeholders::_1), period_range);
+ output << R"(, "value": ")";
+ value->writeJsonOutput(output, {}, {});
+ output << R"("})";
+ }
+ output << R"(], "endogenize": ")" << symbol_table.getName(endogenize_id) << R"("})";
+ }
+ output << "]}";
+}
+
MomentCalibration::MomentCalibration(constraints_t constraints_arg,
const SymbolTable& symbol_table_arg) :
constraints {move(constraints_arg)}, symbol_table {symbol_table_arg}
diff --git a/src/Shocks.hh b/src/Shocks.hh
index dc021e4ab7604d422ad624c2393a9d87b75f4d40..fabffe54d230adac1c4bad43fddfe137d35485c5 100644
--- a/src/Shocks.hh
+++ b/src/Shocks.hh
@@ -1,5 +1,5 @@
/*
- * Copyright © 2003-2024 Dynare Team
+ * Copyright © 2003-2025 Dynare Team
*
* This file is part of Dynare.
*
@@ -216,6 +216,26 @@ public:
static int computePathLength(const AbstractShocksStatement::det_shocks_t& paths);
};
+class PerfectForesightControlledPathsStatement : public Statement
+{
+public:
+ // (exogenize_id, vector of (period range, value), endogenize_id)
+ using paths_t
+ = vector<tuple<int, vector<pair<AbstractShocksStatement::period_range_t, expr_t>>, int>>;
+
+private:
+ const paths_t paths;
+ const variant<int, string> learnt_in_period;
+ const SymbolTable& symbol_table;
+
+public:
+ PerfectForesightControlledPathsStatement(paths_t paths_arg,
+ variant<int, string> learnt_in_period_arg,
+ const SymbolTable& symbol_table_arg);
+ void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
+ void writeJsonOutput(ostream& output) const override;
+};
+
class MomentCalibration : public Statement
{
public: