diff --git a/DynareBison.yy b/DynareBison.yy
index dbf7ae6f27d7f47baa3c8b4cd434aad2956bb4f8..c6ac9ea0f5194526cbe6da064f87c98b86d3e15d 100644
--- a/DynareBison.yy
+++ b/DynareBison.yy
@@ -120,7 +120,7 @@ class ParsingDriver;
%token <string_val> QUOTED_STRING
%token QZ_CRITERIUM QZ_ZERO_THRESHOLD FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE
%token RELATIVE_IRF REPLIC SIMUL_REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY
-%token SHOCKS SHOCK_DECOMPOSITION SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED ENDOGENOUS_TERMINAL_PERIOD
+%token SHOCKS SHOCK_DECOMPOSITION SHOCK_GROUPS USE_SHOCK_GROUPS SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED ENDOGENOUS_TERMINAL_PERIOD
%token SMOOTHER SMOOTHER2HISTVAL SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS
%token STDERR STEADY STOCH_SIMUL SURPRISE SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME
%token TEX RAMSEY_MODEL RAMSEY_POLICY RAMSEY_CONSTRAINTS PLANNER_DISCOUNT DISCRETIONARY_POLICY DISCRETIONARY_TOL
@@ -128,7 +128,7 @@ class ParsingDriver;
%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 WRITE_LATEX_DYNAMIC_MODEL WRITE_LATEX_STATIC_MODEL WRITE_LATEX_ORIGINAL_MODEL
-%token XLS_SHEET XLS_RANGE LMMCP OCCBIN BANDPASS_FILTER
+%token XLS_SHEET XLS_RANGE LMMCP OCCBIN BANDPASS_FILTER COLORMAP
%left COMMA
%left EQUAL_EQUAL EXCLAMATION_EQUAL
%left LESS GREATER LESS_EQUAL GREATER_EQUAL
@@ -285,6 +285,7 @@ statement : parameters
| perfect_foresight_solver
| prior_function
| posterior_function
+ | shock_groups
;
dsample : DSAMPLE INT_NUMBER ';'
@@ -2382,6 +2383,8 @@ shock_decomposition_options_list : shock_decomposition_option COMMA shock_decomp
shock_decomposition_option : o_parameter_set
| o_datafile
+ | o_use_shock_groups
+ | o_colormap
;
homotopy_setup: HOMOTOPY_SETUP ';' homotopy_list END ';'
@@ -2583,6 +2586,23 @@ smoother2histval_option : o_infile
| o_outvars
;
+shock_groups : SHOCK_GROUPS ';' shock_group_list END ';'{driver.end_shock_groups(new string("default"));}
+ | SHOCK_GROUPS '(' NAME EQUAL symbol ')' ';' shock_group_list END ';'
+ {driver.end_shock_groups($5);}
+ ;
+
+shock_group_list : shock_group_list shock_group_element
+ | shock_group_element
+ ;
+
+shock_group_element : symbol EQUAL shock_name_list ';' {driver.add_shock_group($1);}
+ ;
+
+shock_name_list : shock_name_list COMMA symbol {driver.add_shock_group_element($3);}
+ | shock_name_list symbol {driver.add_shock_group_element($2);}
+ | symbol {driver.add_shock_group_element($1);}
+ ;
+
o_dr_algo : DR_ALGO EQUAL INT_NUMBER {
if (*$3 == string("0"))
driver.warning("dr_algo option is now deprecated, and may be removed in a future version of Dynare");
@@ -3094,6 +3114,10 @@ o_lmmcp : LMMCP {driver.option_num("lmmcp", "1"); };
o_occbin : OCCBIN {driver.option_num("occbin", "1"); };
o_function : FUNCTION EQUAL filename { driver.option_str("function", $3); };
o_sampling_draws : SAMPLING_DRAWS EQUAL INT_NUMBER { driver.option_num("sampling_draws",$3); };
+o_use_shock_groups : USE_SHOCK_GROUPS { driver.option_str("use_shock_groups","default"); }
+ | USE_SHOCK_GROUPS EQUAL symbol { driver.option_str("use_shock_groups", $3); }
+ ;
+o_colormap : COLORMAP EQUAL symbol { driver.option_str("colormap",$3); };
range : symbol ':' symbol
{
diff --git a/DynareFlex.ll b/DynareFlex.ll
index dedf87dca4be497f5a52858ec091d3d4d7a546fc..2e695633f131bea5171e41304e670040e0bb4e8b 100644
--- a/DynareFlex.ll
+++ b/DynareFlex.ll
@@ -187,6 +187,7 @@ 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>endval {BEGIN DYNARE_BLOCK; return token::ENDVAL;}
<INITIAL>histval {BEGIN DYNARE_BLOCK; return token::HISTVAL;}
<INITIAL>shocks {BEGIN DYNARE_BLOCK; return token::SHOCKS;}
+<INITIAL>shock_groups {BEGIN DYNARE_BLOCK; return token::SHOCK_GROUPS;}
<INITIAL>mshocks {BEGIN DYNARE_BLOCK; return token::MSHOCKS;}
<INITIAL>estimated_params {BEGIN DYNARE_BLOCK; return token::ESTIMATED_PARAMS;}
/* priors is an alias for estimated_params */
@@ -793,6 +794,8 @@ 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>max_dim_cova_group {return token::MAX_DIM_COVA_GROUP;}
<DYNARE_STATEMENT>gsa_sample_file {return token::GSA_SAMPLE_FILE;}
+<DYNARE_STATEMENT>use_shock_groups {return token::USE_SHOCK_GROUPS;}
+
<DYNARE_STATEMENT,DYNARE_BLOCK>[A-Za-z_][A-Za-z0-9_]* {
yylval->string_val = new string(yytext);
return token::NAME;
diff --git a/ParsingDriver.cc b/ParsingDriver.cc
index 15194cb18275b953632dec2bce3e70a76ee088ba..fa23d85290a76d2b140b2e9f54bd86072d271fce 100644
--- a/ParsingDriver.cc
+++ b/ParsingDriver.cc
@@ -2872,3 +2872,36 @@ ParsingDriver::add_ramsey_constraint(const string *name, BinaryOpcode op_code, c
delete name;
}
+void
+ParsingDriver::add_shock_group_element(string *name)
+{
+ check_symbol_existence(*name);
+ int symb_id = mod_file->symbol_table.getID(*name);
+ SymbolType type = mod_file->symbol_table.getType(symb_id);
+
+ if (type != eExogenous)
+ error("shock_groups: " + *name + " should be an exogenous variable");
+
+ shock_group.push_back(*name);
+
+ delete name;
+}
+
+
+void
+ParsingDriver::add_shock_group(string *name)
+{
+ ShockGroupsStatement::Group G;
+ G.name = *name;
+ G.list = shock_group;
+ shock_groups.push_back(G);
+
+ shock_group.clear();
+}
+
+void
+ParsingDriver::end_shock_groups(const string *name)
+{
+ mod_file->addStatement(new ShockGroupsStatement(shock_groups, *name));
+ shock_groups.clear();
+}
diff --git a/ParsingDriver.hh b/ParsingDriver.hh
index 0885f5a69425e74bbfa4f42670f554f7d058183e..32096308f2879e0165f8e51c9b508dc361eaa2c4 100644
--- a/ParsingDriver.hh
+++ b/ParsingDriver.hh
@@ -205,6 +205,10 @@ private:
//! Temporary storage for subsample statement: map<pair<var_name1, var_name2>>, subsample_declaration_map >
typedef map<pair<string, string >, SubsamplesStatement::subsample_declaration_map_t > subsample_declarations_t;
subsample_declarations_t subsample_declarations;
+ //! Temporary storage for shock_groups
+ vector<string> shock_group;
+ vector<ShockGroupsStatement::Group> shock_groups;
+
//! reset the values for temporary storage
void reset_current_external_function_options();
//! Adds a model lagged variable to ModelTree and VariableTable
@@ -698,7 +702,13 @@ public:
void add_irf_calibration_item(string *endo, string *periods, string *exo, vector<string *> *range);
//! End a moment_calibration statement
void end_irf_calibration();
-
+ //! Add a shock to a group
+ void add_shock_group_element(string *name);
+ //! Add a set of shock groups
+ void add_shock_group(string *name);
+ //! End shock groups declaration
+ void end_shock_groups(const string *name);
+
void smoother2histval();
void histval_file(string *filename);
void perfect_foresight_setup();
diff --git a/Shocks.cc b/Shocks.cc
index 85ace03e645bd26c2d0a0a90bb2ec93b015cde96..64e5feac6c9f06b4bf38d91b7f0b669b8cdcfb90 100644
--- a/Shocks.cc
+++ b/Shocks.cc
@@ -459,3 +459,22 @@ IrfCalibration::writeOutput(ostream &output, const string &basename, bool minima
}
output << "};" << endl;
}
+
+ShockGroupsStatement::ShockGroupsStatement(const group_t &shock_groups_arg, const string &name_arg)
+ : shock_groups(shock_groups_arg), name(name_arg)
+{
+}
+
+void
+ShockGroupsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
+{
+ for (vector<Group>::const_iterator it = shock_groups.begin(); it != shock_groups.end(); it++)
+ {
+ output << "M_.shock_groups." << name
+ << "." << it->name << " = {";
+ for ( vector<string>::const_iterator it1 = it->list.begin(); it1 != it->list.end(); it1++)
+ output << " '" << *it1 << "'";
+ output << "};" << endl;
+ }
+}
+
diff --git a/Shocks.hh b/Shocks.hh
index a78a154bf48927a38629e19392397ea245e36475..7af10e2a3b8f5c3198c7a2b38d50a1f03db491f6 100644
--- a/Shocks.hh
+++ b/Shocks.hh
@@ -141,4 +141,22 @@ public:
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
};
+class ShockGroupsStatement : public Statement
+{
+public:
+ struct Group
+ {
+ string name;
+ vector<string> list;
+ };
+ typedef vector<Group> group_t;
+private:
+ group_t shock_groups;
+ vector<string> group_names;
+ string name;
+public:
+ ShockGroupsStatement(const group_t &shock_groups_arg, const string &name_arg);
+ virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
+};
+
#endif