diff --git a/ComputingTasks.cc b/ComputingTasks.cc
index d3777117ba18d34d3f76afa48dd556662cb45192..e9292f90174e86d63734304cbba8bcf0b2749d41 100644
--- a/ComputingTasks.cc
+++ b/ComputingTasks.cc
@@ -94,14 +94,45 @@ SimulStatement::SimulStatement(const OptionsList &options_list_arg) :
void
SimulStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
- mod_file_struct.simul_present = true;
+ mod_file_struct.perfect_foresight_solver_present = true;
}
void
SimulStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
- output << "simul();\n";
+ output << "perfect_foresight_setup;" << endl
+ << "perfect_foresight_solver;" << endl;
+}
+
+PerfectForesightSetupStatement::PerfectForesightSetupStatement(const OptionsList &options_list_arg) :
+ options_list(options_list_arg)
+{
+}
+
+void
+PerfectForesightSetupStatement::writeOutput(ostream &output, const string &basename) const
+{
+ options_list.writeOutput(output);
+ output << "perfect_foresight_setup;" << endl;
+}
+
+PerfectForesightSolverStatement::PerfectForesightSolverStatement(const OptionsList &options_list_arg) :
+ options_list(options_list_arg)
+{
+}
+
+void
+PerfectForesightSolverStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
+{
+ mod_file_struct.perfect_foresight_solver_present = true;
+}
+
+void
+PerfectForesightSolverStatement::writeOutput(ostream &output, const string &basename) const
+{
+ options_list.writeOutput(output);
+ output << "perfect_foresight_solver;" << endl;
}
StochSimulStatement::StochSimulStatement(const SymbolList &symbol_list_arg,
diff --git a/ComputingTasks.hh b/ComputingTasks.hh
index c04f2f7051d2e27a0f261f4a7613edcaf9e67dfe..b1a009ffac7e2ed92df869624d27a4762adadd44 100644
--- a/ComputingTasks.hh
+++ b/ComputingTasks.hh
@@ -58,6 +58,25 @@ public:
virtual void writeOutput(ostream &output, const string &basename) const;
};
+class PerfectForesightSetupStatement : public Statement
+{
+private:
+ const OptionsList options_list;
+public:
+ PerfectForesightSetupStatement(const OptionsList &options_list_arg);
+ virtual void writeOutput(ostream &output, const string &basename) const;
+};
+
+class PerfectForesightSolverStatement : public Statement
+{
+private:
+ const OptionsList options_list;
+public:
+ PerfectForesightSolverStatement(const OptionsList &options_list_arg);
+ virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
+ virtual void writeOutput(ostream &output, const string &basename) const;
+};
+
class ModelInfoStatement : public Statement
{
private:
diff --git a/DynareBison.yy b/DynareBison.yy
index bedda79b712c9d19470891d2f1d4ef14eeb1c3cc..3449cc6fdb878c7816dd1aefcd20e6f5234add5d 100644
--- a/DynareBison.yy
+++ b/DynareBison.yy
@@ -112,6 +112,7 @@ class ParsingDriver;
%token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS
%token PARALLEL_LOCAL_FILES PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERFECT_FORESIGHT PERIODS PERIOD PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
+%token PERFECT_FORESIGHT_SETUP PERFECT_FORESIGHT_SOLVER
%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN PRUNING
%token <string_val> QUOTED_STRING
%token QZ_CRITERIUM QZ_ZERO_THRESHOLD FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE
@@ -272,6 +273,8 @@ statement : parameters
| irf_calibration
| smoother2histval
| histval_file
+ | perfect_foresight_setup
+ | perfect_foresight_solver
;
dsample : DSAMPLE INT_NUMBER ';'
@@ -970,6 +973,37 @@ model_info_options_list : model_info_options_list COMMA model_info_options
;
model_info_options :
+perfect_foresight_setup : PERFECT_FORESIGHT_SETUP ';'
+ { driver.perfect_foresight_setup(); }
+ | PERFECT_FORESIGHT_SETUP '(' perfect_foresight_setup_options_list ')' ';'
+ { driver.perfect_foresight_setup(); }
+ ;
+
+perfect_foresight_setup_options_list : perfect_foresight_setup_options_list COMMA perfect_foresight_setup_options
+ | perfect_foresight_setup_options
+ ;
+
+perfect_foresight_setup_options : o_periods
+ | o_datafile
+ ;
+
+perfect_foresight_solver : PERFECT_FORESIGHT_SOLVER ';'
+ { driver.perfect_foresight_solver(); }
+ | PERFECT_FORESIGHT_SOLVER '(' perfect_foresight_solver_options_list ')' ';'
+ { driver.perfect_foresight_solver(); }
+ ;
+
+perfect_foresight_solver_options_list : perfect_foresight_solver_options_list COMMA perfect_foresight_solver_options
+ | perfect_foresight_solver_options
+ ;
+
+perfect_foresight_solver_options : o_stack_solve_algo
+ | o_markowitz
+ | o_minimal_solving_periods
+ | o_simul_maxit
+ | o_endogenous_terminal_period
+ ;
+
simul : SIMUL ';'
{ driver.simul(); }
| SIMUL '(' simul_options_list ')' ';'
@@ -980,13 +1014,8 @@ simul_options_list : simul_options_list COMMA simul_options
| simul_options
;
-simul_options : o_periods
- | o_datafile
- | o_stack_solve_algo
- | o_markowitz
- | o_minimal_solving_periods
- | o_simul_maxit
- | o_endogenous_terminal_period
+simul_options : perfect_foresight_setup_options
+ | perfect_foresight_solver_options
;
external_function : EXTERNAL_FUNCTION '(' external_function_options_list ')' ';'
diff --git a/DynareFlex.ll b/DynareFlex.ll
index eafa637eca407b83ac8a771629d43bda8aacf85d..4834afeee446522e2083f846800ff212813fabe4 100644
--- a/DynareFlex.ll
+++ b/DynareFlex.ll
@@ -168,6 +168,8 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<INITIAL>model_diagnostics {BEGIN DYNARE_STATEMENT; return token::MODEL_DIAGNOSTICS;}
<INITIAL>extended_path {BEGIN DYNARE_STATEMENT; return token::EXTENDED_PATH;}
<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;}
<DYNARE_STATEMENT>; {
if (!sigma_e)
diff --git a/ModFile.cc b/ModFile.cc
index f5c20837c02aeec7c698ffdcf52f366b4173dac9..7f31e86ff05e89a1a78db8aa18c53434d5be6477 100644
--- a/ModFile.cc
+++ b/ModFile.cc
@@ -129,7 +129,7 @@ ModFile::checkPass()
// Allow empty model only when doing a standalone BVAR estimation
if (dynamic_model.equation_number() == 0
&& (mod_file_struct.check_present
- || mod_file_struct.simul_present
+ || mod_file_struct.perfect_foresight_solver_present
|| stochastic_statement_present))
{
cerr << "ERROR: At least one model equation must be declared!" << endl;
@@ -153,9 +153,9 @@ ModFile::checkPass()
exit(EXIT_FAILURE);
}
- if (mod_file_struct.simul_present && stochastic_statement_present)
+ if (mod_file_struct.perfect_foresight_solver_present && stochastic_statement_present)
{
- cerr << "ERROR: A .mod file cannot contain both a simul command and one of {stoch_simul, estimation, osr, ramsey_policy, discretionary_policy}" << endl;
+ cerr << "ERROR: A .mod file cannot contain both one of {perfect_foresight_solver,simul} and one of {stoch_simul, estimation, osr, ramsey_policy, discretionary_policy}. This is not possible: one cannot mix perfect foresight context with stochastic context in the same file." << endl;
exit(EXIT_FAILURE);
}
@@ -407,9 +407,9 @@ ModFile::transformPass(bool nostrict)
exit(EXIT_FAILURE);
}
- if (symbol_table.exo_det_nbr() > 0 && mod_file_struct.simul_present)
+ if (symbol_table.exo_det_nbr() > 0 && mod_file_struct.perfect_foresight_solver_present)
{
- cerr << "ERROR: A .mod file cannot contain both a simul command and varexo_det declaration (all exogenous variables are deterministic in this case)" << endl;
+ cerr << "ERROR: A .mod file cannot contain both one of {perfect_foresight_solver,simul} and varexo_det declaration (all exogenous variables are deterministic in this case)" << endl;
exit(EXIT_FAILURE);
}
@@ -473,13 +473,13 @@ ModFile::computingPass(bool no_tmp_terms, FileOutputType output)
false, paramsDerivatives, block, byte_code);
}
// Set things to compute for dynamic model
- if (mod_file_struct.simul_present || mod_file_struct.check_present
+ if (mod_file_struct.perfect_foresight_solver_present || mod_file_struct.check_present
|| mod_file_struct.stoch_simul_present
|| mod_file_struct.estimation_present || mod_file_struct.osr_present
|| mod_file_struct.ramsey_model_present || mod_file_struct.identification_present
|| mod_file_struct.calib_smoother_present)
{
- if (mod_file_struct.simul_present)
+ if (mod_file_struct.perfect_foresight_solver_present)
dynamic_model.computingPass(true, false, false, false, global_eval_context, no_tmp_terms, block, use_dll, byte_code);
else
{
diff --git a/ParsingDriver.cc b/ParsingDriver.cc
index fe48e41a888577e18d2b7b94afbdb9191fb330e3..cda8804258f762ead726bb9a36a52e1587d7d90c 100644
--- a/ParsingDriver.cc
+++ b/ParsingDriver.cc
@@ -2692,3 +2692,18 @@ ParsingDriver::histval_file(string *filename)
mod_file->addStatement(new HistvalFileStatement(*filename));
delete filename;
}
+
+
+void
+ParsingDriver::perfect_foresight_setup()
+{
+ mod_file->addStatement(new PerfectForesightSetupStatement(options_list));
+ options_list.clear();
+}
+
+void
+ParsingDriver::perfect_foresight_solver()
+{
+ mod_file->addStatement(new PerfectForesightSolverStatement(options_list));
+ options_list.clear();
+}
diff --git a/ParsingDriver.hh b/ParsingDriver.hh
index 464938791709315d63207d0c628d08572eb039c6..6218776e8f05900dffeaadec94a210807a1889bf 100644
--- a/ParsingDriver.hh
+++ b/ParsingDriver.hh
@@ -668,6 +668,8 @@ public:
void smoother2histval();
void histval_file(string *filename);
+ void perfect_foresight_setup();
+ void perfect_foresight_solver();
};
#endif // ! PARSING_DRIVER_HH
diff --git a/Statement.cc b/Statement.cc
index 688883cc3879f084d7a7cc78827d66877b0c01b3..50d8ccefb0f998f94f2a748534ea4bfaf7c5a5bd 100644
--- a/Statement.cc
+++ b/Statement.cc
@@ -23,7 +23,7 @@
ModFileStructure::ModFileStructure() :
check_present(false),
steady_present(false),
- simul_present(false),
+ perfect_foresight_solver_present(false),
stoch_simul_present(false),
estimation_present(false),
osr_present(false),
diff --git a/Statement.hh b/Statement.hh
index 0f5838653d75d6c4bde50cf7e2dabf24c22f577f..5bdade3910b8a77ee145856a92084ae05f13d9e6 100644
--- a/Statement.hh
+++ b/Statement.hh
@@ -36,8 +36,8 @@ public:
bool check_present;
//! Whether steady is present
bool steady_present;
- //! Whether a simul statement is present
- bool simul_present;
+ //! Whether a perfect_foresight_solver/simul statement is present
+ bool perfect_foresight_solver_present;
//! Whether a stoch_simul statement is present
bool stoch_simul_present;
//! Whether an estimation statement is present