diff --git a/DynareBison.yy b/DynareBison.yy
index 246c8ddacd85d9ba78736efce9df3c7ebde493ed..ebe98d1432de98605688796567aec386affd9664 100644
--- a/DynareBison.yy
+++ b/DynareBison.yy
@@ -129,7 +129,7 @@ class ParsingDriver;
%token TEX RAMSEY_MODEL RAMSEY_POLICY RAMSEY_CONSTRAINTS PLANNER_DISCOUNT DISCRETIONARY_POLICY DISCRETIONARY_TOL
%token <string_val> TEX_NAME
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED
-%token VALUES VAR VAREXO VAREXO_DET VAROBS PREDETERMINED_VARIABLES
+%token VALUES VAR VAREXO VAREXO_DET VAROBS VAREXOBS PREDETERMINED_VARIABLES
%token WRITE_LATEX_DYNAMIC_MODEL WRITE_LATEX_STATIC_MODEL WRITE_LATEX_ORIGINAL_MODEL
%token XLS_SHEET XLS_RANGE LMMCP OCCBIN BANDPASS_FILTER COLORMAP
%left COMMA
@@ -232,6 +232,7 @@ statement : parameters
| options_eq
| varobs
| observation_trends
+ | varexobs
| unit_root_vars
| dsample
| rplot
@@ -1893,6 +1894,16 @@ varobs_list : varobs_list symbol
{ driver.add_varobs($1); }
;
+varexobs : VAREXOBS { driver.check_varexobs(); } varexobs_list ';';
+
+varexobs_list : varexobs_list symbol
+ { driver.add_varexobs($2); }
+ | varexobs_list COMMA symbol
+ { driver.add_varexobs($3); }
+ | symbol
+ { driver.add_varexobs($1); }
+ ;
+
observation_trends : OBSERVATION_TRENDS ';' trend_list END ';' { driver.set_trends(); };
trend_list : trend_list trend_element
diff --git a/DynareFlex.ll b/DynareFlex.ll
index c8d1accdd21fcffeaa77091126909740bba9ac97..38055136c0035eeb4ba91d99736ab2e888aadf32 100644
--- a/DynareFlex.ll
+++ b/DynareFlex.ll
@@ -117,6 +117,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<INITIAL>set_time {BEGIN DYNARE_STATEMENT; return token::SET_TIME;}
<INITIAL>data {BEGIN DYNARE_STATEMENT; return token::DATA;}
<INITIAL>varobs {BEGIN DYNARE_STATEMENT; return token::VAROBS;}
+<INITIAL>varexobs {BEGIN DYNARE_STATEMENT; return token::VAREXOBS;}
<INITIAL>unit_root_vars {BEGIN DYNARE_STATEMENT; return token::UNIT_ROOT_VARS;}
<INITIAL>rplot {BEGIN DYNARE_STATEMENT; return token::RPLOT;}
<INITIAL>osr_params {BEGIN DYNARE_STATEMENT; return token::OSR_PARAMS;}
@@ -761,6 +762,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT,DYNARE_BLOCK>steady_state {return token::STEADY_STATE;}
<DYNARE_STATEMENT,DYNARE_BLOCK>expectation {return token::EXPECTATION;}
<DYNARE_STATEMENT,DYNARE_BLOCK>varobs {return token::VAROBS;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>varexobs {return token::VAREXOBS;}
<DYNARE_STATEMENT,DYNARE_BLOCK>full {return token::FULL;}
<DYNARE_STATEMENT,DYNARE_BLOCK>nan {return token::NAN_CONSTANT;}
<DYNARE_STATEMENT,DYNARE_BLOCK>inf {return token::INF_CONSTANT;}
diff --git a/ParsingDriver.cc b/ParsingDriver.cc
index dc7953ce98c56a0d79efb891909b3a2a15546c3a..7d7c99b48ac47b946cc70d8061154df27f2faf50 100644
--- a/ParsingDriver.cc
+++ b/ParsingDriver.cc
@@ -1776,6 +1776,24 @@ ParsingDriver::add_varobs(string *name)
delete name;
}
+void
+ParsingDriver::check_varexobs()
+{
+ if (mod_file->symbol_table.observedExogenousVariablesNbr() > 0)
+ error("varexobs: you cannot have several 'varexobs' statements in the same MOD file");
+}
+
+void
+ParsingDriver::add_varexobs(string *name)
+{
+ check_symbol_existence(*name);
+ int symb_id = mod_file->symbol_table.getID(*name);
+ if (mod_file->symbol_table.getType(symb_id) != eExogenous)
+ error("varexobs: " + *name + " is not an exogenous variable");
+ mod_file->symbol_table.addObservedExogenousVariable(symb_id);
+ delete name;
+}
+
void
ParsingDriver::set_trends()
{
diff --git a/ParsingDriver.hh b/ParsingDriver.hh
index 28385563cea923a2ecb9a9f356683eec1da3b36e..a9f731c3ffaf72396cc4fe90278399553fd3618e 100644
--- a/ParsingDriver.hh
+++ b/ParsingDriver.hh
@@ -486,6 +486,10 @@ public:
void check_varobs();
//! Add a new observed variable
void add_varobs(string *name);
+ //! Check that no observed exogenous variable has yet be defined
+ void check_varexobs();
+ //! Add a new observed exogenous variable
+ void add_varexobs(string *name);
//! Svar_Identification Statement
void begin_svar_identification();
void end_svar_identification();
diff --git a/SymbolTable.cc b/SymbolTable.cc
index 17b63e953136a1fd482a0ebaf361d724abedc2cb..6d5f6ac2d895269457515df21d404a6226969d6d 100644
--- a/SymbolTable.cc
+++ b/SymbolTable.cc
@@ -394,6 +394,21 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
output << getTypeSpecificID(*it)+1 << " ";
output << " ];" << endl;
}
+
+ if (observedExogenousVariablesNbr() > 0)
+ {
+ int ic = 1;
+ output << "options_.varexobs = cell(1);" << endl;
+ for (vector<int>::const_iterator it = varexobs.begin();
+ it != varexobs.end(); it++, ic++)
+ output << "options_.varexobs(" << ic << ") = {'" << getName(*it) << "'};" << endl;
+
+ output << "options_.varexobs_id = [ ";
+ for (vector<int>::const_iterator it = varexobs.begin();
+ it != varexobs.end(); it++)
+ output << getTypeSpecificID(*it)+1 << " ";
+ output << " ];" << endl;
+ }
}
void
@@ -491,6 +506,20 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
}
output << "};" << endl;
}
+
+ output << "int observedExogenousVariablesNbr = " << observedExogenousVariablesNbr() << ";" << endl;
+ if (observedExogenousVariablesNbr() > 0)
+ {
+ output << "int varexobs[" << observedExogenousVariablesNbr() << "] = {";
+ for (vector<int>::const_iterator it = varexobs.begin();
+ it != varexobs.end(); it++)
+ {
+ if ( it != varexobs.begin() )
+ output << ",";
+ output << getTypeSpecificID(*it);
+ }
+ output << "};" << endl;
+ }
}
void
@@ -549,6 +578,10 @@ SymbolTable::writeCCOutput(ostream &output) const throw (NotYetFrozenException)
for (vector<int>::const_iterator it = varobs.begin();
it != varobs.end(); it++)
output << "varobs.push_back(" << getTypeSpecificID(*it) << ");" << endl;
+
+ for (vector<int>::const_iterator it = varexobs.begin();
+ it != varexobs.end(); it++)
+ output << "varexobs.push_back(" << getTypeSpecificID(*it) << ");" << endl;
}
int
@@ -776,6 +809,36 @@ SymbolTable::getObservedVariableIndex(int symb_id) const
return (int) (it - varobs.begin());
}
+void
+SymbolTable::addObservedExogenousVariable(int symb_id) throw (UnknownSymbolIDException)
+{
+ if (symb_id < 0 || symb_id >= size)
+ throw UnknownSymbolIDException(symb_id);
+
+ assert(getType(symb_id) != eEndogenous);
+ varexobs.push_back(symb_id);
+}
+
+int
+SymbolTable::observedExogenousVariablesNbr() const
+{
+ return (int) varexobs.size();
+}
+
+bool
+SymbolTable::isObservedExogenousVariable(int symb_id) const
+{
+ return (find(varexobs.begin(), varexobs.end(), symb_id) != varexobs.end());
+}
+
+int
+SymbolTable::getObservedExogenousVariableIndex(int symb_id) const
+{
+ vector<int>::const_iterator it = find(varexobs.begin(), varexobs.end(), symb_id);
+ assert(it != varexobs.end());
+ return (int) (it - varexobs.begin());
+}
+
vector <int>
SymbolTable::getTrendVarIds() const
{
diff --git a/SymbolTable.hh b/SymbolTable.hh
index c99dd462ffac9be892a67e9209e2624644e6fb05..1015003d9f0fb4fb2503a32b93ef579c5c1775b8 100644
--- a/SymbolTable.hh
+++ b/SymbolTable.hh
@@ -121,6 +121,9 @@ private:
//! Stores the list of observed variables
vector<int> varobs;
+ //! Stores the list of observed exogenous variables
+ vector<int> varexobs;
+
public:
SymbolTable();
//! Thrown when trying to access an unknown symbol (by name)
@@ -314,6 +317,14 @@ public:
bool isObservedVariable(int symb_id) const;
//! Return the index of a given observed variable in the vector of all observed variables
int getObservedVariableIndex(int symb_id) const;
+ //! Add an observed exogenous variable
+ void addObservedExogenousVariable(int symb_id) throw (UnknownSymbolIDException);
+ //! Return the number of observed exogenous variables
+ int observedExogenousVariablesNbr() const;
+ //! Is a given symbol in the set of observed exogenous variables
+ bool isObservedExogenousVariable(int symb_id) const;
+ //! Return the index of a given observed exogenous variable in the vector of all observed variables
+ int getObservedExogenousVariableIndex(int symb_id) const;
vector <int> getTrendVarIds() const;
//! Get list of exogenous variables
set <int> getExogenous() const;