diff --git a/src/ComputingTasks.cc b/src/ComputingTasks.cc
index a12702f08b62f4b7648acf4caec353b39b6c2fc0..b51ec5b98fd63cc527f487dc881bb307b0cb068d 100644
--- a/src/ComputingTasks.cc
+++ b/src/ComputingTasks.cc
@@ -232,6 +232,60 @@ PerfectForesightSolverStatement::writeJsonOutput(ostream &output) const
output << "}";
}
+PerfectForesightWithExpectationErrorsSetupStatement::PerfectForesightWithExpectationErrorsSetupStatement(OptionsList options_list_arg) :
+ options_list{move(options_list_arg)}
+{
+}
+
+void
+PerfectForesightWithExpectationErrorsSetupStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
+{
+ options_list.writeOutput(output);
+ output << "perfect_foresight_with_expectation_errors_setup;" << endl;
+}
+
+void
+PerfectForesightWithExpectationErrorsSetupStatement::writeJsonOutput(ostream &output) const
+{
+ output << R"({"statementName": "perfect_foresight_with_expectation_errors_setup")";
+ if (options_list.getNumberOfOptions())
+ {
+ output << ", ";
+ options_list.writeJsonOutput(output);
+ }
+ output << "}";
+}
+
+PerfectForesightWithExpectationErrorsSolverStatement::PerfectForesightWithExpectationErrorsSolverStatement(OptionsList options_list_arg) :
+ options_list(move(options_list_arg))
+{
+}
+
+void
+PerfectForesightWithExpectationErrorsSolverStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
+{
+ mod_file_struct.perfect_foresight_solver_present = true;
+}
+
+void
+PerfectForesightWithExpectationErrorsSolverStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
+{
+ options_list.writeOutput(output);
+ output << "perfect_foresight_with_expectation_errors_solver;" << endl;
+}
+
+void
+PerfectForesightWithExpectationErrorsSolverStatement::writeJsonOutput(ostream &output) const
+{
+ output << R"({"statementName": "perfect_foresight_with_expectation_errors_solver")";
+ if (options_list.getNumberOfOptions())
+ {
+ output << ", ";
+ options_list.writeJsonOutput(output);
+ }
+ output << "}";
+}
+
PriorPosteriorFunctionStatement::PriorPosteriorFunctionStatement(const bool prior_func_arg,
OptionsList options_list_arg) :
prior_func{prior_func_arg},
diff --git a/src/ComputingTasks.hh b/src/ComputingTasks.hh
index 80cec5420213c4fc2d2ebb307216b56e49ff7a83..26ecc408dcf0198b00a6a163aca34c57fb80e8c7 100644
--- a/src/ComputingTasks.hh
+++ b/src/ComputingTasks.hh
@@ -83,6 +83,27 @@ public:
void writeJsonOutput(ostream &output) const override;
};
+class PerfectForesightWithExpectationErrorsSetupStatement : public Statement
+{
+private:
+ const OptionsList options_list;
+public:
+ explicit PerfectForesightWithExpectationErrorsSetupStatement(OptionsList options_list_arg);
+ void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
+ void writeJsonOutput(ostream &output) const override;
+};
+
+class PerfectForesightWithExpectationErrorsSolverStatement : public Statement
+{
+private:
+ const OptionsList options_list;
+public:
+ explicit PerfectForesightWithExpectationErrorsSolverStatement(OptionsList options_list_arg);
+ void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
+ void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
+ void writeJsonOutput(ostream &output) const override;
+};
+
class PriorPosteriorFunctionStatement : public Statement
{
private:
diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index f4ce61ac70bc7b2f3377107870184044ef5d154e..e85eeade3cd8c56ead17f345f44c8056f979edf5 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -110,6 +110,7 @@ class ParsingDriver;
%token DETERMINISTIC_TRENDS OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE DISCOUNT OCCBIN
%token PARALLEL_LOCAL_FILES PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERIODS PERIOD PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
%token PERFECT_FORESIGHT_SETUP PERFECT_FORESIGHT_SOLVER NO_POSTERIOR_KERNEL_DENSITY FUNCTION
+%token PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SETUP PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SOLVER
%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN MLE_MODE PRUNING PARTICLE_FILTER_OPTIONS
%token <string> QUOTED_STRING
%token QZ_CRITERIUM QZ_ZERO_THRESHOLD DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE PIPE_E PIPE_X PIPE_P
@@ -166,7 +167,7 @@ class ParsingDriver;
%token PARAMETER_CONVERGENCE_CRITERION NUMBER_OF_LARGE_PERTURBATIONS NUMBER_OF_SMALL_PERTURBATIONS
%token NUMBER_OF_POSTERIOR_DRAWS_AFTER_PERTURBATION MAX_NUMBER_OF_STAGES
%token RANDOM_FUNCTION_CONVERGENCE_CRITERION RANDOM_PARAMETER_CONVERGENCE_CRITERION NO_INIT_ESTIMATION_CHECK_FIRST_OBS
-%token HETEROSKEDASTIC_FILTER TIME_SHIFT STRUCTURAL
+%token HETEROSKEDASTIC_FILTER TIME_SHIFT STRUCTURAL TERMINAL_STEADY_STATE_AS_GUESS_VALUE
/* Method of Moments */
%token METHOD_OF_MOMENTS MOM_METHOD
%token BARTLETT_KERNEL_LAG WEIGHTING_MATRIX WEIGHTING_MATRIX_SCALING_FACTOR ANALYTIC_STANDARD_ERRORS ANALYTIC_JACOBIAN PENALIZED_ESTIMATOR VERBOSE
@@ -316,6 +317,8 @@ statement : parameters
| histval_file
| perfect_foresight_setup
| perfect_foresight_solver
+ | perfect_foresight_with_expectation_errors_setup
+ | perfect_foresight_with_expectation_errors_solver
| prior_function
| posterior_function
| method_of_moments
@@ -1334,6 +1337,34 @@ perfect_foresight_solver_options : o_stack_solve_algo
| o_print
;
+perfect_foresight_with_expectation_errors_setup : PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SETUP ';'
+ { driver.perfect_foresight_with_expectation_errors_setup(); }
+ | PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SETUP '(' perfect_foresight_with_expectation_errors_setup_options_list ')' ';'
+ { driver.perfect_foresight_with_expectation_errors_setup(); }
+ ;
+
+perfect_foresight_with_expectation_errors_setup_options_list : perfect_foresight_with_expectation_errors_setup_options_list COMMA perfect_foresight_with_expectation_errors_setup_options
+ | perfect_foresight_with_expectation_errors_setup_options
+ ;
+
+perfect_foresight_with_expectation_errors_setup_options : o_periods
+ | o_datafile
+ ;
+
+perfect_foresight_with_expectation_errors_solver : PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SOLVER ';'
+ { driver.perfect_foresight_with_expectation_errors_solver(); }
+ | PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SOLVER '(' perfect_foresight_with_expectation_errors_solver_options_list ')' ';'
+ { driver.perfect_foresight_with_expectation_errors_solver(); }
+ ;
+
+perfect_foresight_with_expectation_errors_solver_options_list : perfect_foresight_with_expectation_errors_solver_options_list COMMA perfect_foresight_solver_options
+ | perfect_foresight_with_expectation_errors_solver_options
+ ;
+
+perfect_foresight_with_expectation_errors_solver_options : o_pfwee_terminal_steady_state_as_guess_value
+ | perfect_foresight_solver_options
+ ;
+
method_of_moments : METHOD_OF_MOMENTS ';'
{ driver.method_of_moments(); }
| METHOD_OF_MOMENTS '(' method_of_moments_options_list ')' ';'
@@ -3798,6 +3829,7 @@ o_colormap : COLORMAP EQUAL symbol { driver.option_num("plot_shock_decomp.colorm
o_icd_colormap : COLORMAP EQUAL symbol { driver.option_num("initial_condition_decomp.colormap",$3); };
o_no_init_estimation_check_first_obs : NO_INIT_ESTIMATION_CHECK_FIRST_OBS { driver.option_num("no_init_estimation_check_first_obs", "true"); };
o_heteroskedastic_filter : HETEROSKEDASTIC_FILTER { driver.option_num("heteroskedastic_filter", "true"); };
+o_pfwee_terminal_steady_state_as_guess_value : TERMINAL_STEADY_STATE_AS_GUESS_VALUE { driver.option_num("pfwee.terminal_steady_state_as_guess_value", "true"); };
// Some options to "method_of_moments"
o_bartlett_kernel_lag : BARTLETT_KERNEL_LAG EQUAL INT_NUMBER { driver.option_num("mom.bartlett_kernel_lag", $3); };
diff --git a/src/DynareFlex.ll b/src/DynareFlex.ll
index 180b691973982e5b4b46c0f50c65fc184a6ea3e7..1ebb669fff4d2882be01ec474f7e2939126e1461 100644
--- a/src/DynareFlex.ll
+++ b/src/DynareFlex.ll
@@ -185,6 +185,8 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<INITIAL>smoother2histval {BEGIN DYNARE_STATEMENT; return token::SMOOTHER2HISTVAL;}
<INITIAL>perfect_foresight_setup {BEGIN DYNARE_STATEMENT; return token::PERFECT_FORESIGHT_SETUP;}
<INITIAL>perfect_foresight_solver {BEGIN DYNARE_STATEMENT; return token::PERFECT_FORESIGHT_SOLVER;}
+<INITIAL>perfect_foresight_with_expectation_errors_setup {BEGIN DYNARE_STATEMENT; return token::PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SETUP;}
+<INITIAL>perfect_foresight_with_expectation_errors_solver {BEGIN DYNARE_STATEMENT; return token::PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SOLVER;}
<INITIAL>compilation_setup {BEGIN DYNARE_STATEMENT; return token::COMPILATION_SETUP;}
<DYNARE_STATEMENT>; {
@@ -797,6 +799,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>irf_plot_threshold {return token::IRF_PLOT_THRESHOLD;}
<DYNARE_STATEMENT>no_homotopy {return token::NO_HOMOTOPY;}
<DYNARE_STATEMENT>particle_filter_options {return token::PARTICLE_FILTER_OPTIONS;}
+<DYNARE_STATEMENT>terminal_steady_state_as_guess_value {return token::TERMINAL_STEADY_STATE_AS_GUESS_VALUE;}
<DYNARE_BLOCK>stderr_multiples {return token::STDERR_MULTIPLES;}
<DYNARE_BLOCK>diagonal_only {return token::DIAGONAL_ONLY;}
diff --git a/src/ParsingDriver.cc b/src/ParsingDriver.cc
index bd156cd2304d27e1f6bcd0c98092bf427e594d3a..49656a4c433c57aa341e30c10c5263afe6c4819b 100644
--- a/src/ParsingDriver.cc
+++ b/src/ParsingDriver.cc
@@ -3186,6 +3186,20 @@ ParsingDriver::perfect_foresight_solver()
options_list.clear();
}
+void
+ParsingDriver::perfect_foresight_with_expectation_errors_setup()
+{
+ mod_file->addStatement(make_unique<PerfectForesightWithExpectationErrorsSetupStatement>(options_list));
+ options_list.clear();
+}
+
+void
+ParsingDriver::perfect_foresight_with_expectation_errors_solver()
+{
+ mod_file->addStatement(make_unique<PerfectForesightWithExpectationErrorsSolverStatement>(options_list));
+ options_list.clear();
+}
+
void
ParsingDriver::method_of_moments()
{
diff --git a/src/ParsingDriver.hh b/src/ParsingDriver.hh
index 74b66f09b7cdb1b5751cd4419fbd0e615c2fa0b7..cc6fb43316664fa82646b39dfe199d7744c5de56 100644
--- a/src/ParsingDriver.hh
+++ b/src/ParsingDriver.hh
@@ -863,6 +863,8 @@ public:
void histval_file();
void perfect_foresight_setup();
void perfect_foresight_solver();
+ void perfect_foresight_with_expectation_errors_setup();
+ void perfect_foresight_with_expectation_errors_solver();
void prior_posterior_function(bool prior_func);
//! Method of Moments estimation statement
void method_of_moments();
diff --git a/src/Statement.hh b/src/Statement.hh
index 8c00dc51c8e6ed1aeecc6d482ba26ff658ac9658..32e020a8b196af042192fe82ad45c3b57b4c4f17 100644
--- a/src/Statement.hh
+++ b/src/Statement.hh
@@ -36,7 +36,7 @@ public:
bool check_present{false};
//! Whether steady is present
bool steady_present{false};
- //! Whether a perfect_foresight_solver/simul statement is present
+ //! Whether a perfect_foresight_solver/simul/perfect_foresight_with_expectation_errors_solver statement is present
bool perfect_foresight_solver_present{false};
//! Whether a stoch_simul statement is present
bool stoch_simul_present{false};