.clang-format

@@ -11,9 +11,12 @@ BreakInheritanceList: AfterColon
 Cpp11BracedListStyle: true
 DeriveLineEnding: false
 IndentPPDirectives: AfterHash
+InsertNewlineAtEOF: true
 PackConstructorInitializers: NextLine
 PPIndentWidth: 1
 PointerAlignment: Left
+# RemoveParentheses: ReturnStatement
+# RemoveSemicolon: true
 SpaceAfterTemplateKeyword: false
 SpaceBeforeParens: ControlStatements
 SpaceBeforeCpp11BracedList: true

.gitlab-ci.yml

 variables:
   TERM: linux
-  MINGW64_BOOST_VERSION: 1.85.0-2
+  MINGW64_BOOST_VERSION: 1.88.0-2
   WGET_OPTIONS: '--no-verbose --no-use-server-timestamps --retry-connrefused --retry-on-host-error'
   # To ensure that "false && true" fails, see https://gitlab.com/gitlab-org/gitlab-runner/-/issues/25394#note_412609647
   FF_ENABLE_BASH_EXIT_CODE_CHECK: 'true'
@@ -47,9 +47,6 @@ build_macos_x86_64:
   tags:
     - macOS
   script:
-    # Workaround for bug in Xcode 15.3 which does not include m4
-    # See https://github.com/Homebrew/homebrew-core/issues/165388 and https://trac.macports.org/ticket/69639
-    - export PATH="/usr/local/opt/m4/bin/:$PATH"
     - arch -x86_64 meson setup -D buildtype=release --native-file scripts/homebrew-native-x86_64.ini build
     - arch -x86_64 meson compile -C build -v
   artifacts:
@@ -62,9 +59,6 @@ build_macos_arm64:
     - macOS
   script:
     - export PATH="/opt/homebrew/bin:$PATH"
-    # Workaround for bug in Xcode 15.3 which does not include m4
-    # See https://github.com/Homebrew/homebrew-core/issues/165388 and https://trac.macports.org/ticket/69639
-    - export PATH="/opt/homebrew/opt/m4/bin/:$PATH"
     - arch -arm64 meson setup -D buildtype=release --native-file scripts/homebrew-native-arm64.ini build
     - arch -arm64 meson compile -C build -v
   artifacts:
@@ -77,3 +71,16 @@ test_clang_format:
     - meson setup build-clang-format
     - ninja -C build-clang-format clang-format-check
   needs: []
+
+test_clang_tidy:
+  stage: test
+  script:
+    # Hack needed for meson < 1.6.0 which only looks for unversioned clang-tidy
+    - mkdir -p ~/.local/bin && ln -s /usr/bin/clang-tidy-19 ~/.local/bin/clang-tidy
+    - export PATH="$HOME/.local/bin:$PATH"
+    - meson setup build-clang-tidy
+    # Generate Flex and Bison files
+    - meson compile -C build-clang-tidy
+    - ninja -C build-clang-tidy clang-tidy
+  needs: []
+  when: manual

src/ComputingTasks.cc

@@ -283,7 +283,9 @@ PerfectForesightWithExpectationErrorsSolverStatement::writeOutput(
     [[maybe_unused]] bool minimal_workspace) const
 {
   options_list.writeOutput(output);
-  output << "oo_ = perfect_foresight_with_expectation_errors_solver(M_, options_, oo_);" << endl;
+  output << "[oo_, Simulated_time_series] = perfect_foresight_with_expectation_errors_solver(M_, "
+            "options_, oo_);"
+         << endl;
 }
 
 void
@@ -3713,8 +3715,7 @@ SvarGlobalIdentificationCheckStatement::writeJsonOutput(ostream& output) const
   output << R"({"statementName": "svar_global_identification"})";
 }
 
-SetTimeStatement::SetTimeStatement(OptionsList options_list_arg) :
-    options_list {move(options_list_arg)}
+SetTimeStatement::SetTimeStatement(string period_arg) : period {move(period_arg)}
 {
 }
 
@@ -3722,19 +3723,13 @@ void
 SetTimeStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
                               [[maybe_unused]] bool minimal_workspace) const
 {
-  options_list.writeOutput(output);
+  output << "options_.initial_period = " << period << endl;
 }
 
 void
 SetTimeStatement::writeJsonOutput(ostream& output) const
 {
-  output << R"({"statementName": "set_time")";
-  if (!options_list.empty())
-    {
-      output << ", ";
-      options_list.writeJsonOutput(output);
-    }
-  output << "}";
+  output << R"({"statementName": "set_time", "period": ")" << period << R"("})";
 }
 
 EstimationDataStatement::EstimationDataStatement(OptionsList options_list_arg) :
@@ -5347,8 +5342,8 @@ void
 ResidStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
                             [[maybe_unused]] bool minimal_workspace) const
 {
-  options_list.writeOutput(output, "options_resid_");
-  output << "display_static_residuals(M_, options_, oo_, options_resid_);" << endl;
+  options_list.writeOutput(output);
+  output << "display_static_residuals(M_, options_, oo_);" << endl;
 }
 
 void

src/ComputingTasks.hh

@@ -524,7 +524,7 @@ public:
   blockName() const override
   {
     return "estimated_params";
-  };
+  }
   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;
@@ -542,7 +542,7 @@ public:
   blockName() const override
   {
     return "estimated_params_init";
-  };
+  }
   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;
@@ -557,7 +557,7 @@ public:
   blockName() const override
   {
     return "estimated_params_bounds";
-  };
+  }
   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;
@@ -1007,10 +1007,10 @@ public:
 class SetTimeStatement : public Statement
 {
 private:
-  const OptionsList options_list;
+  const string period;
 
 public:
-  explicit SetTimeStatement(OptionsList options_list_arg);
+  explicit SetTimeStatement(string period_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
   void writeJsonOutput(ostream& output) const override;
 };

src/Configuration.hh

@@ -47,7 +47,7 @@ private:
     get_paths() const
     {
       return paths;
-    };
+    }
 
   private:
     map<string, vector<string>> paths;

src/DataTree.cc

 /*
- * Copyright © 2003-2024 Dynare Team
+ * Copyright © 2003-2025 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -24,6 +24,7 @@
 #include <fstream>
 #include <iostream>
 #include <iterator>
+#include <ranges>
 
 #include "DataTree.hh"
 
@@ -69,13 +70,14 @@ DataTree::DataTree(const DataTree& d) :
   // Constants must be initialized first because they are used in some Add* methods
   initConstants();
 
+  // See commment in DataTree::operator=() for the rationale
+  for (int symb_id : d.local_variables_vector)
+    local_variables_table[symb_id] = d.local_variables_table.at(symb_id)->clone(*this);
+
   for (const auto& it : d.node_list)
     it->clone(*this);
 
   assert(node_list.size() == d.node_list.size());
-
-  for (const auto& [symb_id, value] : d.local_variables_table)
-    local_variables_table[symb_id] = value->clone(*this);
 }
 
 DataTree&
@@ -804,9 +806,9 @@ DataTree::AddSum(expr_t arg)
 bool
 DataTree::isSymbolUsed(int symb_id) const
 {
-  for (const auto& [symb_lag, expr] : variable_node_map)
-    if (symb_lag.first == symb_id)
-      return true;
+  if (ranges::any_of(views::keys(variable_node_map),
+                     [=](const auto& symb_lag) { return symb_lag.first == symb_id; }))
+    return true;
 
   if (local_variables_table.contains(symb_id))
     return true;
@@ -852,18 +854,18 @@ DataTree::addAllParamDerivId([[maybe_unused]] set<int>& deriv_id_set)
 bool
 DataTree::isUnaryOpUsed(UnaryOpcode opcode) const
 {
-  return ranges::any_of(unary_op_node_map,
-                        [=](const auto& it) { return get<1>(it.first) == opcode; });
+  return ranges::any_of(views::keys(unary_op_node_map),
+                        [=](const auto& key) { return get<1>(key) == opcode; });
 }
 
 bool
 DataTree::isUnaryOpUsedOnType(SymbolType type, UnaryOpcode opcode) const
 {
   set<int> var;
-  for (const auto& it : unary_op_node_map)
-    if (get<1>(it.first) == opcode)
+  for (const auto& [key, value] : unary_op_node_map)
+    if (get<1>(key) == opcode)
       {
-        it.second->collectVariables(type, var);
+        value->collectVariables(type, var);
         if (!var.empty())
           return true;
       }
@@ -873,18 +875,18 @@ DataTree::isUnaryOpUsedOnType(SymbolType type, UnaryOpcode opcode) const
 bool
 DataTree::isBinaryOpUsed(BinaryOpcode opcode) const
 {
-  return ranges::any_of(binary_op_node_map,
-                        [=](const auto& it) { return get<2>(it.first) == opcode; });
+  return ranges::any_of(views::keys(binary_op_node_map),
+                        [=](const auto& key) { return get<2>(key) == opcode; });
 }
 
 bool
 DataTree::isBinaryOpUsedOnType(SymbolType type, BinaryOpcode opcode) const
 {
   set<int> var;
-  for (const auto& it : binary_op_node_map)
-    if (get<2>(it.first) == opcode)
+  for (const auto& [key, value] : binary_op_node_map)
+    if (get<2>(key) == opcode)
       {
-        it.second->collectVariables(type, var);
+        value->collectVariables(type, var);
         if (!var.empty())
           return true;
       }
@@ -910,7 +912,7 @@ DataTree::writeCHelpersDefinition(ostream& output) const
            << "getPowerDeriv(double x, double p, int k)" << endl
            << "{" << endl
            << "  if (fabs(x) < " << power_deriv_near_zero
-           << " && p > 0 && k > p && fabs(p-nearbyint(p)) < " << power_deriv_near_zero << ')'
+           << " && p >= 0 && k > p && fabs(p-nearbyint(p)) < " << power_deriv_near_zero << ')'
            << endl
            << "    return 0.0;" << endl
            << "  else" << endl

src/DataTree.hh

@@ -367,7 +367,13 @@ public:
     if (it == local_variables_table.end())
       throw UnknownLocalVariableException {symb_id};
 
-    return it->second->decreaseLeadsLags(-lead_lag);
+    /* In the following, the case without lead/lag is optimized. It makes a difference on models
+       with many nested model-local variables, see e.g.
+       https://forum.dynare.org/t/pre-processing-takes-very-long/26865 */
+    if (lead_lag == 0)
+      return it->second;
+    else
+      return it->second->decreaseLeadsLags(-lead_lag);
   }
 
   static void
@@ -396,7 +402,7 @@ DataTree::AddPossiblyNegativeConstant(double v)
   if (isnan(v))
     return NaN;
   if (isinf(v))
-    return (v < 0 ? MinusInfinity : Infinity);
+    return v < 0 ? MinusInfinity : Infinity;
 
   bool neg = false;
   if (v < 0)

src/DynamicModel.cc

 /*
- * Copyright © 2003-2024 Dynare Team
+ * Copyright © 2003-2025 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -731,9 +731,9 @@ DynamicModel::removeEquationsHelper(
       }
   int n_excl = all_equations.size() - new_equations.size();
 
-  all_equations = new_equations;
-  all_equations_lineno = new_equations_lineno;
-  all_complementarity_conditions = new_complementarity_conditions;
+  all_equations = move(new_equations);
+  all_equations_lineno = move(new_equations_lineno);
+  all_complementarity_conditions = move(new_complementarity_conditions);
 
   all_equation_tags.erase(eqs_to_delete_by_number, old_eqn_num_2_new);
 
@@ -1043,14 +1043,8 @@ DynamicModel::writeDriverOutput(ostream& output, bool compute_xrefs) const
          << (static_only_equations.size() > 0) << ";" << endl;
 
   // Say if model contains an external function call
-  bool has_external_function = false;
-  for (auto equation : equations)
-    if (equation->containsExternalFunction())
-      {
-        has_external_function = true;
-        break;
-      }
-  output << "M_.has_external_function = " << boolalpha << has_external_function << ';' << endl;
+  output << "M_.has_external_function = " << boolalpha
+         << ranges::any_of(equations, &ExprNode::containsExternalFunction) << ';' << endl;
 
   // Compute list of state variables, ordered in block-order
   vector<int> state_var;
@@ -1359,8 +1353,7 @@ DynamicModel::fillVarModelTableFromOrigModel() const
           // save lhs variables
           equations[eqn]->arg1->collectVARLHSVariable(lhs);
 
-          equations[eqn]->arg1->countDiffs() > 0 ? diff_vec.push_back(true)
-                                                 : diff_vec.push_back(false);
+          diff_vec.push_back(equations[eqn]->arg1->countDiffs() > 0);
           if (diff_vec.back())
             {
               set<pair<int, int>> diff_set;
@@ -1704,10 +1697,7 @@ DynamicModel::fillTrendComponentModelTableFromOrigModel() const
           // save lhs variables
           equations[eqn]->arg1->collectVARLHSVariable(lhs);
 
-          if (equations[eqn]->arg1->countDiffs() > 0)
-            diff_vec.push_back(true);
-          else
-            diff_vec.push_back(false);
+          diff_vec.push_back(equations[eqn]->arg1->countDiffs() > 0);
           if (diff_vec.back())
             {
               set<pair<int, int>> diff_set;
@@ -1780,7 +1770,7 @@ DynamicModel::getUndiffLHSForPac(const string& aux_model_name,
           exit(EXIT_FAILURE);
         }
 
-      if (diff.at(i) != true)
+      if (!diff.at(i))
         {
           cerr << "ERROR: the variable on the LHS of equation #" << eqn
                << " does not have the diff operator applied to it yet you are trying to undiff it."
@@ -1788,7 +1778,6 @@ DynamicModel::getUndiffLHSForPac(const string& aux_model_name,
           exit(EXIT_FAILURE);
         }
 
-      bool printerr = false;
       expr_t node = nullptr;
       expr_t aux_var = lhs_expr_t.at(i);
       for (const auto& it : diff_subst_table)
@@ -1805,11 +1794,8 @@ DynamicModel::getUndiffLHSForPac(const string& aux_model_name,
         }
 
       node = node->undiff();
-      auto it1 = diff_subst_table.find(node);
-      if (it1 == diff_subst_table.end())
-        printerr = true;
 
-      if (printerr)
+      if (auto it1 = diff_subst_table.find(node); it1 == diff_subst_table.end())
         { // we have undiffed something like diff(x), hence x is not in diff_subst_table
           lhs_expr_t.at(i) = node;
           lhs.at(i) = dynamic_cast<VariableNode*>(node)->symb_id;
@@ -1830,7 +1816,7 @@ DynamicModel::analyzePacEquationStructure(const string& name, map<string, string
   for (auto& equation : equations)
     if (equation->containsPacExpectation(name))
       {
-        if (!pac_eq_name[name].empty())
+        if (pac_eq_name.contains(name))
           {
             cerr << "It is not possible to use 'pac_expectation(" << name
                  << ")' in several equations." << endl;
@@ -1929,6 +1915,13 @@ DynamicModel::analyzePacEquationStructure(const string& name, map<string, string
                                    move(additive_vars_params_and_constants),
                                    move(optim_additive_vars_params_and_constants)};
       }
+
+  if (!pac_eq_name.contains(name))
+    {
+      cerr << "ERROR: the model does not contain the 'pac_expectation(" << name << ")' operator."
+           << endl;
+      exit(EXIT_FAILURE);
+    }
 }
 
 int
@@ -3755,18 +3748,18 @@ void
 DynamicModel::detrendEquations()
 {
   // We go backwards in the list of trend_vars, to deal correctly with I(2) processes
-  for (const auto& it : std::ranges::reverse_view(nonstationary_symbols_map))
+  for (const auto& [symb_id, deflator] : std::ranges::reverse_view(nonstationary_symbols_map))
     {
       for (auto& equation : equations)
         {
           equation = dynamic_cast<BinaryOpNode*>(
-              equation->detrend(it.first, it.second.first, it.second.second));
+              equation->detrend(symb_id, deflator.first, deflator.second));
           assert(equation);
         }
       for (auto& equation : static_only_equations)
         {
           equation = dynamic_cast<BinaryOpNode*>(
-              equation->detrend(it.first, it.second.first, it.second.second));
+              equation->detrend(symb_id, deflator.first, deflator.second));
           assert(equation);
         }
     }

src/DynamicModel.hh

@@ -73,7 +73,8 @@ public:
     void checkAllRegimesPresent() const noexcept(false);
 
   private:
-    pair<vector<string>, vector<string>> convertBitVectorToRegimes(const vector<bool>& r) const;
+    [[nodiscard]] pair<vector<string>, vector<string>>
+    convertBitVectorToRegimes(const vector<bool>& r) const;
   };
 
 private:
@@ -713,7 +714,7 @@ public:
   {
     return tuple {static_only_equations, static_only_equations_lineno,
                   static_only_complementarity_conditions, static_only_equations_equation_tags};
-  };
+  }
 
   //! Returns true if a parameter was used in the model block with a lead or lag
   bool ParamUsedWithLeadLag() const;

src/DynareBison.yy

 // -*- C++ -*-
 /*
- * Copyright © 2003-2024 Dynare Team
+ * Copyright © 2003-2025 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -28,20 +28,20 @@
 %define parse.error verbose
 %define parse.trace
 
-%code top {
-class ParsingDriver;
-}
-
 %code requires {
+// Only headers needed for the value and location types go here
+// Headers needed by the Bison file itself go in the unqualified %code section
 #include <string>
 #include <vector>
 #include <map>
-#include <utility>
 #include <tuple>
 #include <variant>
 
 #include "CommonEnums.hh"
 #include "ExprNode.hh"
+#include "Shocks.hh"
+
+class ParsingDriver;
 }
 
 %param { ParsingDriver &driver }
@@ -54,6 +54,9 @@ class ParsingDriver;
 }
 
 %code {
+#include <ranges>
+#include <utility>
+
 /* Little hack: we redefine the macro which computes the locations, because
    we need to access the location from within the parsing driver for error
    and warning messages. */
@@ -104,11 +107,11 @@ str_tolower(string s)
 %token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT EXTENDED_PATH ENDOGENOUS_PRIOR EXPRESSION
 %token FILENAME DIRNAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS FIRST_SIMULATION_PERIOD LAST_SIMULATION_PERIOD LAST_OBS
 %token SET_TIME OSR_PARAMS_BOUNDS KEEP_KALMAN_ALGO_IF_SINGULARITY_IS_DETECTED
-%token <string> FALSE FLOAT_NUMBER DATES
+%token <string> FALSE FLOAT_NUMBER DATE
 %token DEFAULT FIXED_POINT FLIP OPT_ALGO COMPILATION_SETUP COMPILER ADD_FLAGS SUBSTITUTE_FLAGS ADD_LIBS SUBSTITUTE_LIBS
 %token FORECAST K_ORDER_SOLVER INSTRUMENTS SHIFT MEAN STDEV VARIANCE MODE INTERVAL SHAPE DOMAINN
 %token GAMMA_PDF GRAPH GRAPH_FORMAT CONDITIONAL_VARIANCE_DECOMPOSITION NOCHECK STD
-%token HISTVAL HISTVAL_FILE HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID FILTERED_THEORETICAL_MOMENTS_GRID HYBRID ONE_SIDED_HP_FILTER
+%token HISTVAL HISTVAL_FILE HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID FILTERED_THEORETICAL_MOMENTS_GRID HYBRID USE_FIRST_ORDER_SOLUTION ONE_SIDED_HP_FILTER
 %token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT INFILE INVARS
 %token <string> INT_NUMBER
 %token CONDITIONAL_LIKELIHOOD
@@ -170,7 +173,8 @@ str_tolower(string s)
 %token VLISTLOG VLISTPER SPECTRAL_DENSITY INIT2SHOCKS
 %token RESTRICTION RESTRICTION_FNAME CROSS_RESTRICTIONS NLAGS CONTEMP_REDUCED_FORM REAL_PSEUDO_FORECAST
 %token DUMMY_OBS NSTATES INDXSCALESSTATES NO_BAYESIAN_PRIOR SPECIFICATION SIMS_ZHA
-%token <string> ALPHA BETA ABAND NINV CMS NCMS CNUM GAMMA INV_GAMMA INV_GAMMA1 INV_GAMMA2 NORMAL UNIFORM EPS PDF FIG DR NONE PRIOR PRIOR_VARIANCE HESSIAN IDENTITY_MATRIX DIRICHLET DIAGONAL OPTIMAL MFS
+%token <string> ALPHA BETA ABAND NINV CMS NCMS CNUM GAMMA INV_GAMMA INV_GAMMA1 INV_GAMMA2 NORMAL UNIFORM EPS PDF FIG DR NONE PRIOR DIRICHLET MFS RESIDUAL
+%token PRIOR_VARIANCE HESSIAN IDENTITY_MATRIX
 %token GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD WEIBULL WEIBULL_PDF
 %token INDXPARR INDXOVR INDXAP APBAND INDXIMF INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
 %token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE UPDATED_COVARIANCE FILTER_DECOMPOSITION SMOOTHED_STATE_UNCERTAINTY SMOOTHER_REDUX
@@ -216,7 +220,7 @@ 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
 
@@ -242,22 +246,26 @@ str_tolower(string s)
 %type <vector<map<string, string>>> tag_pair_list_for_selection
 %type <map<string, string>> tag_pair_list
 %type <tuple<string,string,string,string>> prior_eq_opt options_eq_opt
-%type <vector<pair<int, int>>> period_list
+%type <AbstractShocksStatement::period_range_t> period_range
+%type <vector<AbstractShocksStatement::period_range_t>> period_list
 %type <vector<expr_t>> matched_moments_list value_list ramsey_constraints_list
-%type <tuple<string, BinaryOpNode *, BinaryOpNode *, expr_t, expr_t>> occbin_constraints_regime
-%type <vector<tuple<string, BinaryOpNode *, BinaryOpNode *, expr_t, expr_t>>> occbin_constraints_regimes_list
+%type <tuple<string, BinaryOpNode*, BinaryOpNode*, expr_t, expr_t>> occbin_constraints_regime
+%type <vector<tuple<string, BinaryOpNode*, BinaryOpNode*, expr_t, expr_t>>> occbin_constraints_regimes_list
 %type <map<string, expr_t>> occbin_constraints_regime_options_list
 %type <pair<string, expr_t>> occbin_constraints_regime_option
 %type <PacTargetKind> pac_target_kind
 %type <vector<tuple<string, string, vector<pair<string, string>>>>> symbol_list_with_tex_and_partition
-%type <map<string, variant<bool, string>>> mshocks_options_list
-%type <pair<string, variant<bool, string>>> mshocks_option
+%type <variant<int, string>> integer_or_date
+%type <map<string, variant<bool, variant<int, string>>>> mshocks_options_list
+%type <pair<string, variant<bool, variant<int, string>>>> mshocks_option
 %type <pair<vector<expr_t>, vector<expr_t>>> matched_irfs_elem_values_weights
 %type <pair<pair<string, string>, vector<tuple<int, int, expr_t, expr_t>>>> matched_irfs_elem
 %type <map<pair<string, string>, vector<tuple<int, int, expr_t, expr_t>>>> matched_irfs_list
 %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;
@@ -379,6 +387,7 @@ 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
@@ -796,20 +805,24 @@ h_options: o_filename
           | o_first_obs
           | o_data_first_obs
           | o_first_simulation_period
-          | o_date_first_simulation_period
           | o_last_simulation_period
-          | o_date_last_simulation_period
           | o_last_obs
           | o_data_last_obs
           | o_nobs
           | o_series
           ;
 
+integer_or_date : INT_NUMBER
+                  { $$.emplace<int>(stoi($1)); }
+                | date_expr
+                  { $$.emplace<string>($1); }
+                ;
+
 endval : ENDVAL ';' endval_list END ';'
          { driver.end_endval(false); }
        | ENDVAL '(' ALL_VALUES_REQUIRED ')' ';' endval_list END ';'
          { driver.end_endval(true); }
-       | ENDVAL '(' LEARNT_IN EQUAL INT_NUMBER ')' ';' endval_list END ';'
+       | ENDVAL '(' LEARNT_IN EQUAL integer_or_date ')' ';' endval_list END ';'
          { driver.end_endval_learnt_in($5); }
        ;
 
@@ -1218,9 +1231,9 @@ shocks : SHOCKS ';' shock_list END ';' { driver.end_shocks(false); }
        | SHOCKS '(' SURPRISE ')' ';' det_shock_list END ';' { driver.end_shocks_surprise(false); }
        | SHOCKS '(' SURPRISE COMMA OVERWRITE ')' ';' det_shock_list END ';' { driver.end_shocks_surprise(true); }
        | SHOCKS '(' OVERWRITE COMMA SURPRISE ')' ';' det_shock_list END ';' { driver.end_shocks_surprise(true); }
-       | SHOCKS '(' LEARNT_IN EQUAL INT_NUMBER ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($5, false); }
-       | SHOCKS '(' LEARNT_IN EQUAL INT_NUMBER COMMA OVERWRITE ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($5, true); }
-       | SHOCKS '(' OVERWRITE COMMA LEARNT_IN EQUAL INT_NUMBER ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($7, true); }
+       | SHOCKS '(' LEARNT_IN EQUAL integer_or_date ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($5, false); }
+       | SHOCKS '(' LEARNT_IN EQUAL integer_or_date COMMA OVERWRITE ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($5, true); }
+       | SHOCKS '(' OVERWRITE COMMA LEARNT_IN EQUAL integer_or_date ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($7, true); }
        | SHOCKS '(' HETEROGENEITY EQUAL symbol ')' ';' stoch_shock_list END ';'
          { driver.end_heterogeneous_shocks($5, false); }
        | SHOCKS '(' HETEROGENEITY EQUAL symbol COMMA OVERWRITE ')' ';' stoch_shock_list END ';'
@@ -1366,11 +1379,11 @@ mshocks : MSHOCKS ';' mshock_list END ';'
           { driver.end_mshocks(false, false); }
         | MSHOCKS '(' mshocks_options_list ')' ';' mshock_list END ';'
           {
-            /* NB: the following relies of the fact that bool is the first
+            /* NB: the following relies on the fact that bool is the first
                alternative in the variant, so that default initialization of the
                variant by the [] operator will give false */
             if ($3.contains("learnt_in"))
-              driver.end_mshocks_learnt_in(get<string>($3.at("learnt_in")),
+              driver.end_mshocks_learnt_in(get<variant<int, string>>($3.at("learnt_in")),
                                            get<bool>($3["overwrite"]),
                                            get<bool>($3["relative_to_initval"]));
             else
@@ -1391,7 +1404,7 @@ mshocks_options_list : mshocks_option
 
 mshocks_option : OVERWRITE
                  { $$ = {"overwrite", true}; }
-               | LEARNT_IN EQUAL INT_NUMBER
+               | LEARNT_IN EQUAL integer_or_date
                  { $$ = {"learnt_in", $3}; }
                | RELATIVE_TO_INITVAL
                  { $$ = {"relative_to_initval", true}; }
@@ -1401,48 +1414,38 @@ mshock_list : mshock_list det_shock_elem
             | det_shock_elem
             ;
 
-period_list : period_list COMMA INT_NUMBER
-              {
-                $$ = $1;
-                int p = stoi($3);
-                $$.emplace_back(p, p);
-              }
-            | period_list INT_NUMBER
-              {
-                $$ = $1;
-                int p = stoi($2);
-                $$.emplace_back(p, p);
-              }
-            | period_list COMMA INT_NUMBER ':' INT_NUMBER
+period_list : period_range
+              { $$ = { $1 }; }
+            | period_list period_range
               {
                 $$ = $1;
-                int p1 = stoi($3), p2 = stoi($5);
-                if (p1 > p2)
-                  driver.error("Can't have first period index greater than second index in range specification");
-                $$.emplace_back(p1, p2);
+                $$.emplace_back($2);
               }
-            | period_list INT_NUMBER ':' INT_NUMBER
+            | period_list COMMA period_range
               {
                 $$ = $1;
-                int p1 = stoi($2), p2 = stoi($4);
-                if (p1 > p2)
-                  driver.error("Can't have first period index greater than second index in range specification");
-                $$.emplace_back(p1, p2);
-              }
-            | INT_NUMBER ':' INT_NUMBER
-              {
-                int p1 = stoi($1), p2 = stoi($3);
-                if (p1 > p2)
-                  driver.error("Can't have first period index greater than second index in range specification");
-                $$ = {{p1, p2}};
-              }
-            | INT_NUMBER
-              {
-                int p = stoi($1);
-                $$ = {{p, p}};
+                $$.emplace_back($3);
               }
             ;
 
+period_range : INT_NUMBER
+               {
+                 int p = stoi($1);
+                 $$.emplace<pair<int, int>>(p, p);
+               }
+             | INT_NUMBER ':' INT_NUMBER
+               {
+                 int p1 = stoi($1), p2 = stoi($3);
+                 if (p1 > p2)
+                   driver.error("Can't have first period index greater than second index in range specification");
+                 $$.emplace<pair<int, int>>(p1, p2);
+               }
+             | date_expr
+               { $$.emplace<pair<string, string>>($1, $1); }
+             | date_expr ':' date_expr
+               { $$.emplace<pair<string, string>>($1, $3); }
+             ;
+
 value_list : value_list COMMA '(' expression ')'
              {
                $$ = $1;
@@ -1498,6 +1501,7 @@ steady_options : o_solve_algo
                | o_steady_tolf
                | o_steady_tolx
                | o_fsolve_options
+               | o_non_zero
                ;
 
 check : CHECK ';'
@@ -1542,6 +1546,8 @@ perfect_foresight_setup_options_list : perfect_foresight_setup_options_list COMM
 perfect_foresight_setup_options : o_periods
                                 | o_datafile
                                 | o_endval_steady
+                                | o_pf_first_simulation_period
+                                | o_pf_last_simulation_period
                                 ;
 
 perfect_foresight_solver : PERFECT_FORESIGHT_SOLVER ';'
@@ -1594,6 +1600,8 @@ perfect_foresight_with_expectation_errors_setup_options_list : perfect_foresight
 
 perfect_foresight_with_expectation_errors_setup_options : o_periods
                                                         | o_datafile
+                                                        | o_pf_first_simulation_period
+                                                        | o_pf_last_simulation_period
                                                         ;
 
 perfect_foresight_with_expectation_errors_solver : PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SOLVER ';'
@@ -1610,6 +1618,31 @@ 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 ')' ';'
@@ -2093,7 +2126,8 @@ prior_pdf : BETA_PDF
             { $$ = PriorDistributions::weibull; }
           ;
 
-date_expr : DATES
+date_expr : DATE
+            { $$ = "dates('" + $1 + "')"; }
           | date_expr PLUS INT_NUMBER
             { $$ = $1 + '+' + $3; }
           ;
@@ -3493,7 +3527,8 @@ extended_path_option : o_periods
                      | o_solver_periods
                      | o_extended_path_order
                      | o_hybrid
-		     | o_lmmcp
+                     | o_use_first_order_solution
+                     | o_lmmcp
                      ;
 
 model_diagnostics : MODEL_DIAGNOSTICS ';'
@@ -3621,7 +3656,15 @@ matched_irfs_elem : matched_irfs_elem_var_varexo
                       vector<tuple<int, int, expr_t, expr_t>> v;
                       v.reserve($3.size());
                       for (size_t i {0}; i < $3.size(); i++)
-                        v.emplace_back($3[i].first, $3[i].second, $5.first[i], $5.second[i]);
+                        try
+                          {
+                            auto [p1, p2] = get<pair<int, int>>($3[i]);
+                            v.emplace_back(p1, p2, $5.first[i], $5.second[i]);
+                          }
+                        catch (bad_variant_access&)
+                          {
+                            driver.error("matched_irfs: dates are not allowed in the 'periods' keyword");
+                          }
                       $$ = {$1, v};
                     }
                   ;
@@ -3720,6 +3763,7 @@ o_periods : PERIODS EQUAL INT_NUMBER { driver.option_num("periods", $3); };
 o_solver_periods : SOLVER_PERIODS EQUAL INT_NUMBER { driver.option_num("ep.periods", $3); };
 o_extended_path_order : ORDER EQUAL INT_NUMBER { driver.option_num("ep.stochastic.order", $3); };
 o_hybrid : HYBRID { driver.option_num("ep.stochastic.hybrid_order", "2"); };
+o_use_first_order_solution : USE_FIRST_ORDER_SOLUTION { driver.option_num("ep.use_first_order_solution_as_initial_guess", "true"); };
 o_steady_maxit : MAXIT EQUAL INT_NUMBER { driver.option_num("steady.maxit", $3); };
 o_simul_maxit : MAXIT EQUAL INT_NUMBER { driver.option_num("simul.maxit", $3); };
 o_bandpass_filter : BANDPASS_FILTER { driver.option_num("bandpass.indicator", "true"); }
@@ -3788,13 +3832,17 @@ o_est_first_obs : FIRST_OBS EQUAL vec_int
 o_posterior_sampling_method : POSTERIOR_SAMPLING_METHOD EQUAL QUOTED_STRING
                               { driver.option_str("posterior_sampler_options.posterior_sampling_method", $3); } ;
 o_first_obs : FIRST_OBS EQUAL INT_NUMBER { driver.option_num("first_obs", $3); };
-o_data_first_obs : FIRST_OBS EQUAL date_expr { driver.option_date("firstobs", $3); } ;
-o_first_simulation_period : FIRST_SIMULATION_PERIOD EQUAL INT_NUMBER { driver.option_num("first_simulation_period", $3); };
-o_date_first_simulation_period : FIRST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("firstsimulationperiod", $3); } ;
-o_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL INT_NUMBER { driver.option_num("last_simulation_period", $3); };
-o_date_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("lastsimulationperiod", $3); } ;
+o_data_first_obs : FIRST_OBS EQUAL date_expr { driver.option_date("first_obs", $3); } ;
+o_first_simulation_period : FIRST_SIMULATION_PERIOD EQUAL INT_NUMBER { driver.option_num("first_simulation_period", $3); }
+                          | FIRST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("first_simulation_period", $3); }
+                          ;
+o_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL INT_NUMBER { driver.option_num("last_simulation_period", $3); }
+                         | LAST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("last_simulation_period", $3); }
+                         ;
+o_pf_first_simulation_period : FIRST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("simul.first_simulation_period", $3); };
+o_pf_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("simul.last_simulation_period", $3); };
 o_last_obs : LAST_OBS EQUAL INT_NUMBER { driver.option_num("last_obs", $3); };
-o_data_last_obs : LAST_OBS EQUAL date_expr { driver.option_date("lastobs", $3); } ;
+o_data_last_obs : LAST_OBS EQUAL date_expr { driver.option_date("last_obs", $3); } ;
 o_keep_kalman_algo_if_singularity_is_detected : KEEP_KALMAN_ALGO_IF_SINGULARITY_IS_DETECTED { driver.option_num("kalman.keep_kalman_algo_if_singularity_is_detected", "true"); } ;
 o_data_nobs : NOBS EQUAL INT_NUMBER { driver.option_num("nobs", $3); };
 o_shift : SHIFT EQUAL signed_number { driver.option_num("shift", $3); };
@@ -4033,11 +4081,12 @@ o_resampling : RESAMPLING EQUAL SYSTEMATIC
               | RESAMPLING EQUAL NONE { driver.option_num("particle.resampling.status.systematic", "false"); driver.option_num("particle.resampling.status.none", "true"); }
               | RESAMPLING EQUAL GENERIC { driver.option_num("particle.resampling.status.systematic", "false"); driver.option_num("particle.resampling.status.generic", "true"); };
 o_resampling_threshold : RESAMPLING_THRESHOLD EQUAL non_negative_number { driver.option_num("particle.resampling.threshold", $3); };
-o_resampling_method : RESAMPLING_METHOD EQUAL KITAGAWA { driver.option_num("particle.resampling.method.kitagawa", "true"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.smethod.stratified", "false"); }
-              | RESAMPLING_METHOD EQUAL SMOOTH { driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "true"); driver.option_num("particle.resampling.smethod.stratified", "false"); }
-              | RESAMPLING_METHOD EQUAL STRATIFIED { driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.method.stratified", "true"); };
+o_resampling_method : RESAMPLING_METHOD EQUAL KITAGAWA { driver.option_num("particle.resampling.method.kitagawa", "true"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.method.stratified", "false"); driver.option_num("particle.resampling.method.residual", "false");}
+| RESAMPLING_METHOD EQUAL SMOOTH { driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "true"); driver.option_num("particle.resampling.method.stratified", "false"); driver.option_num("particle.resampling.method.residual", "false"); }
+| RESAMPLING_METHOD EQUAL STRATIFIED { driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.method.stratified", "true"); driver.option_num("particle.resampling.method.residual", "false"); };
+| RESAMPLING_METHOD EQUAL RESIDUAL { driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.method.stratified", "false"); driver.option_num("particle.resampling.method.residual", "true"); };
 o_cpf_weights : CPF_WEIGHTS EQUAL AMISANOTRISTANI { driver.option_num("particle.cpf_weights_method.amisanotristani", "true"); driver.option_num("particle.cpf_weights_method.murrayjonesparslow", "false"); }
-              | CPF_WEIGHTS EQUAL MURRAYJONESPARSLOW { driver.option_num("particle.cpf_weights_method.amisanotristani", "false"); driver.option_num("particle.cpf_weights_method.murrayjonesparslow", "true"); };
+| CPF_WEIGHTS EQUAL MURRAYJONESPARSLOW { driver.option_num("particle.cpf_weights_method.amisanotristani", "false"); driver.option_num("particle.cpf_weights_method.murrayjonesparslow", "true"); };
 o_filter_algorithm : FILTER_ALGORITHM EQUAL symbol { driver.option_str("particle.filter_algorithm", $3); };
 o_nonlinear_filter_initialization : NONLINEAR_FILTER_INITIALIZATION EQUAL INT_NUMBER { driver.option_num("particle.initialization", $3); };
 o_proposal_approximation : PROPOSAL_APPROXIMATION EQUAL CUBATURE { driver.option_num("particle.proposal_approximation.cubature", "true"); driver.option_num("particle.proposal_approximation.unscented", "false"); driver.option_num("particle.proposal_approximation.montecarlo", "false"); }
@@ -4306,10 +4355,11 @@ o_analytic_derivation_mode : ANALYTIC_DERIVATION_MODE EQUAL signed_number { driv
 o_endogenous_prior : ENDOGENOUS_PRIOR { driver.option_num("endogenous_prior", "true"); }
 o_use_univariate_filters_if_singularity_is_detected : USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED EQUAL INT_NUMBER { driver.option_num("use_univariate_filters_if_singularity_is_detected", $3); }
 o_mcmc_jumping_covariance : MCMC_JUMPING_COVARIANCE EQUAL HESSIAN
-                            { driver.option_str("MCMC_jumping_covariance", $3); }                                  | MCMC_JUMPING_COVARIANCE EQUAL PRIOR_VARIANCE
-                            { driver.option_str("MCMC_jumping_covariance", $3); }
+                            { driver.option_str("MCMC_jumping_covariance", "hessian"); }
+                          | MCMC_JUMPING_COVARIANCE EQUAL PRIOR_VARIANCE
+                            { driver.option_str("MCMC_jumping_covariance", "prior_variance"); }
                           | MCMC_JUMPING_COVARIANCE EQUAL IDENTITY_MATRIX
-                            { driver.option_str("MCMC_jumping_covariance", $3); }
+                            { driver.option_str("MCMC_jumping_covariance", "identity_matrix"); }
                           | MCMC_JUMPING_COVARIANCE EQUAL filename
                             { driver.option_str("MCMC_jumping_covariance", $3); }
                           ;
@@ -4380,7 +4430,7 @@ o_emas_girf : EMAS_GIRF { driver.option_num("irf_opt.ergodic_mean_irf", "true");
 o_emas_drop : EMAS_DROP EQUAL INT_NUMBER { driver.option_num("irf_opt.EM.drop", $3); };
 o_emas_tolf : EMAS_TOLF EQUAL non_negative_number { driver.option_num("irf_opt.EM.tolf", $3); };
 o_emas_max_iter : EMAS_MAX_ITER EQUAL INT_NUMBER { driver.option_num("irf_opt.EM.iter", $3); };
-o_non_zero : NON_ZERO { driver.option_num("non_zero", "true"); };
+o_non_zero : NON_ZERO { driver.option_num("steady.non_zero", "true"); };
 
 // Some options to "identification"
 o_no_identification_strength : NO_IDENTIFICATION_STRENGTH { driver.option_num("no_identification_strength", "true"); };
@@ -4470,9 +4520,8 @@ vec_int_number : INT_NUMBER
 vec_int_elem : vec_int_number
              | INT_NUMBER ':' INT_NUMBER
                {
-                 $$ = {};
-                 for (int i = stoi($1); i <= stoi($3); i++)
-                   $$.push_back(i);
+                 auto v = views::iota(stoi($1), stoi($3) + 1);
+                 $$ = {v.begin(), v.end()};
                }
              ;
 
@@ -4600,6 +4649,7 @@ symbol : NAME
        | ADD
        | MULTIPLY
        | MFS
+       | RESIDUAL
        ;
 
 %%

src/DynareFlex.ll

 /* -*- C++ -*- */
 /*
- * Copyright © 2003-2024 Dynare Team
+ * Copyright © 2003-2025 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -20,7 +20,6 @@
 
 
 %{
-#include <cstring>
 #include "ParsingDriver.hh"
 
 using namespace std;
@@ -60,7 +59,6 @@ string eofbuff;
 %x VERBATIM_BLOCK
 %x NATIVE
 %x NATIVE_COMMENT
-%x DATES_STATEMENT
 %x LINE1
 %x LINE2
 %x LINE3
@@ -70,7 +68,9 @@ string eofbuff;
 #define YY_USER_ACTION location_increment(yylloc, yytext);
 %}
 
-DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
+NAME [a-z_][a-z0-9_]*
+FLOAT_NUMBER ((([0-9]*\.[0-9]+)|([0-9]+\.))([ed][-+]?[0-9]+)?)|([0-9]+[ed][-+]?[0-9]+)
+DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4]|[sh][12])
 
 %%
  /* Code put at the beginning of yylex() */
@@ -92,12 +92,12 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
                 }
 
  /* spaces, tabs and carriage returns are ignored */
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,DATES_STATEMENT,LINE1,LINE2,LINE3>[[:space:]]+  { yylloc->step(); }
+<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,LINE1,LINE2,LINE3>[[:space:]]+  { yylloc->step(); }
 
  /* Comments */
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,DATES_STATEMENT>%.*
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,DATES_STATEMENT>"//".*
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,DATES_STATEMENT>"/*"   {comment_caller = YY_START; BEGIN COMMENT;}
+<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK>%.*
+<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK>"//".*
+<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK>"/*"   {comment_caller = YY_START; BEGIN COMMENT;}
 
 <COMMENT>"*/"        {BEGIN comment_caller;}
 <COMMENT>.
@@ -236,6 +236,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <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]);}
@@ -246,7 +247,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_STATEMENT>subsamples {return token::SUBSAMPLES;}
 <DYNARE_STATEMENT>options {return token::OPTIONS;}
 <DYNARE_STATEMENT>prior {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::PRIOR;
 }
 <INITIAL>std {BEGIN DYNARE_STATEMENT; return token::STD;}
@@ -256,27 +257,12 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <INITIAL>prior_function {BEGIN DYNARE_STATEMENT; return token::PRIOR_FUNCTION;}
 <INITIAL>posterior_function {BEGIN DYNARE_STATEMENT; return token::POSTERIOR_FUNCTION;}
 
- /* Inside  of a Dynare statement */
-<DYNARE_STATEMENT>{DATE} {
-                           /* If a date is found within a statement, substitute it with a call to
-                              the dates() constructor in the input character stream. Then it will
-                              be handled by the rule that follows the present one. */
-                           char* yycopy = strdup(yytext);
-                           char* uput = yycopy + yyleng;
-                           unput(')');
-                           unput('\'');
-                           while (uput > yycopy)
-                             unput(*--uput);
-                           unput('\'');
-                           unput('(');
-                           unput('s');
-                           unput('e');
-                           unput('t');
-                           unput('a');
-                           unput('d');
-                           free( yycopy );
-                         }
-<DYNARE_STATEMENT>dates  {dates_parens_nb=0; BEGIN DATES_STATEMENT; yylval->build<string>("dates");}
+<DYNARE_STATEMENT,DYNARE_BLOCK>{DATE} {
+  yylval->emplace<string>(yytext);
+  return token::DATE;
+}
+
+ /* Inside a Dynare statement */
 <DYNARE_STATEMENT>file                  {return token::FILE;}
 <DYNARE_STATEMENT>datafile 		{return token::DATAFILE;}
 <DYNARE_STATEMENT>dirname       {return token::DIRNAME;}
@@ -309,10 +295,10 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_STATEMENT>posterior_nograph   		{return token::POSTERIOR_NOGRAPH;}
 <DYNARE_STATEMENT>nodisplay     {return token::NODISPLAY;}
 <DYNARE_STATEMENT>graph_format  {return token::GRAPH_FORMAT;}
-<DYNARE_STATEMENT>eps  {yylval->build<string>(yytext); return token::EPS;}
-<DYNARE_STATEMENT>pdf  {yylval->build<string>(yytext); return token::PDF;}
-<DYNARE_STATEMENT>fig  {yylval->build<string>(yytext); return token::FIG;}
-<DYNARE_STATEMENT>none  {yylval->build<string>(yytext); return token::NONE;}
+<DYNARE_STATEMENT>eps  {yylval->emplace<string>(yytext); return token::EPS;}
+<DYNARE_STATEMENT>pdf  {yylval->emplace<string>(yytext); return token::PDF;}
+<DYNARE_STATEMENT>fig  {yylval->emplace<string>(yytext); return token::FIG;}
+<DYNARE_STATEMENT>none  {yylval->emplace<string>(yytext); return token::NONE;}
 <DYNARE_STATEMENT>print   		{return token::PRINT;}
 <DYNARE_STATEMENT>noprint   		{return token::NOPRINT;}
 <DYNARE_STATEMENT>conf_sig  		{return token::CONF_SIG;}
@@ -420,6 +406,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_STATEMENT>logarithmic_reduction {return token::LOGARITHMIC_REDUCTION;}
 <DYNARE_STATEMENT>use_univariate_filters_if_singularity_is_detected {return token::USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED;}
 <DYNARE_STATEMENT>hybrid {return token::HYBRID;}
+<DYNARE_STATEMENT>use_first_order_solution {return token::USE_FIRST_ORDER_SOLUTION;}
 <DYNARE_STATEMENT>default {return token::DEFAULT;}
 <DYNARE_STATEMENT>init2shocks {return token::INIT2SHOCKS;}
 
@@ -432,6 +419,10 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_STATEMENT>kitagawa {return token::KITAGAWA;}
 <DYNARE_STATEMENT>smooth {return token::SMOOTH;}
 <DYNARE_STATEMENT>stratified {return token::STRATIFIED;}
+<DYNARE_STATEMENT>residual {
+  yylval->emplace<string>(yytext);
+  return token::RESIDUAL;
+}
 <DYNARE_STATEMENT>cpf_weights {return token::CPF_WEIGHTS;}
 <DYNARE_STATEMENT>amisanotristani {return token::AMISANOTRISTANI;}
 <DYNARE_STATEMENT>murrayjonesparslow {return token::MURRAYJONESPARSLOW;}
@@ -453,43 +444,40 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_STATEMENT>fsolve_options {return token::FSOLVE_OPTIONS;}
 
 <DYNARE_STATEMENT>alpha {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::ALPHA;
 }
 <DYNARE_STATEMENT>beta {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::BETA;
 }
 <DYNARE_STATEMENT>gamma {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::GAMMA;
 }
 <DYNARE_STATEMENT>inv_gamma {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::INV_GAMMA;
 }
 <DYNARE_STATEMENT>inv_gamma1 {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::INV_GAMMA1;
 }
 <DYNARE_STATEMENT>inv_gamma2 {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::INV_GAMMA2;
 }
 <DYNARE_STATEMENT>dirichlet {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::DIRICHLET;
 }
-<DYNARE_STATEMENT>weibull {
-  yylval->build<string>(yytext);
-  return token::WEIBULL;
-}
+<DYNARE_STATEMENT>weibull {return token::WEIBULL;}
 <DYNARE_STATEMENT>normal {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::NORMAL;
 }
 <DYNARE_STATEMENT>uniform {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::UNIFORM;
 }
 <DYNARE_STATEMENT>gsig2_lmdm {return token::GSIG2_LMDM;}
@@ -500,13 +488,13 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_STATEMENT>ncsk {return token::NCSK;}
 <DYNARE_STATEMENT>nstd {return token::NSTD;}
 <DYNARE_STATEMENT>ninv {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::NINV;
 }
 <DYNARE_STATEMENT>indxparr {return token::INDXPARR;}
 <DYNARE_STATEMENT>indxovr {return token::INDXOVR;}
 <DYNARE_STATEMENT>aband {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::ABAND;
 }
 <DYNARE_STATEMENT>write_equation_tags {return token::WRITE_EQUATION_TAGS;}
@@ -523,18 +511,18 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_STATEMENT>indxgdls {return token::INDXGDLS;}
 <DYNARE_STATEMENT>eq_ms {return token::EQ_MS;}
 <DYNARE_STATEMENT>cms {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::CMS;
 }
 <DYNARE_STATEMENT>ncms {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::NCMS;
 }
 <DYNARE_STATEMENT>eq_cms {return token::EQ_CMS;}
 <DYNARE_STATEMENT>tlindx {return token::TLINDX;}
 <DYNARE_STATEMENT>tlnumber {return token::TLNUMBER;}
 <DYNARE_STATEMENT>cnum {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::CNUM;
 }
 <DYNARE_STATEMENT>nodecomposition {return token::NODECOMPOSITION;};
@@ -616,18 +604,9 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_STATEMENT>substitute_libs {return token::SUBSTITUTE_LIBS;}
 <DYNARE_STATEMENT>compiler {return token::COMPILER;}
 <DYNARE_STATEMENT>instruments {return token::INSTRUMENTS;}
-<DYNARE_STATEMENT>hessian  {
-  yylval->build<string>(yytext);
-  return token::HESSIAN;
-}
-<DYNARE_STATEMENT>prior_variance  {
-  yylval->build<string>(yytext);
-  return token::PRIOR_VARIANCE;
-}
-<DYNARE_STATEMENT>identity_matrix  {
-  yylval->build<string>(yytext);
-  return token::IDENTITY_MATRIX;
-}
+<DYNARE_STATEMENT>hessian  {return token::HESSIAN;}
+<DYNARE_STATEMENT>prior_variance  {return token::PRIOR_VARIANCE;}
+<DYNARE_STATEMENT>identity_matrix  {return token::IDENTITY_MATRIX;}
 <DYNARE_STATEMENT>mcmc_jumping_covariance {return token::MCMC_JUMPING_COVARIANCE;}
 
  /* These four (var, varexo, varexo_det, parameters) are for change_type */
@@ -727,14 +706,6 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_STATEMENT>lmmcp {return token::LMMCP;}
 <DYNARE_STATEMENT>additional_optimizer_steps	{return token::ADDITIONAL_OPTIMIZER_STEPS;}
 <DYNARE_STATEMENT>bartlett_kernel_lag {return token::BARTLETT_KERNEL_LAG; }
-<DYNARE_STATEMENT>optimal {
-  yylval->build<string>(yytext);
-  return token::OPTIMAL;
-}
-<DYNARE_STATEMENT>diagonal  {
-  yylval->build<string>(yytext);
-  return token::DIAGONAL;
-}
 <DYNARE_STATEMENT>gmm {return token::GMM;}
 <DYNARE_STATEMENT>smm {return token::SMM;}
 <DYNARE_STATEMENT>irf_matching {return token::IRF_MATCHING;}
@@ -780,8 +751,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_STATEMENT>non_zero {return token::NON_ZERO;}
 
 <DYNARE_STATEMENT>\$[^$]*\$ {
-  strtok(yytext + 1, "$");
-  yylval->build<string>(yytext + 1);
+  yylval->emplace<string>(yytext + 1).pop_back();
   return token::TEX_NAME;
 }
 
@@ -794,16 +764,16 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_BLOCK>periods {return token::PERIODS;}
 <DYNARE_BLOCK>scales {return token::SCALES;}
 <DYNARE_BLOCK>add {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::ADD;
 }
 <DYNARE_BLOCK>multiply {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::MULTIPLY;
 }
 <DYNARE_STATEMENT,DYNARE_BLOCK>cutoff {return token::CUTOFF;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>mfs {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::MFS;
 }
 <DYNARE_STATEMENT,DYNARE_BLOCK>static_mfs {return token::STATIC_MFS;}
@@ -820,19 +790,19 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_BLOCK>dsge_prior_weight {return token::DSGE_PRIOR_WEIGHT;}
 <DYNARE_BLOCK>surprise {return token::SURPRISE;}
 <DYNARE_BLOCK>bind {
-    yylval->build<string>(yytext);
+    yylval->emplace<string>(yytext);
     return token::BIND;
 }
 <DYNARE_BLOCK>relax {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::RELAX;
 }
 <DYNARE_BLOCK>error_bind {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::ERROR_BIND;
 }
 <DYNARE_BLOCK>error_relax {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::ERROR_RELAX;
 }
 <DYNARE_BLOCK>relative_to_initval {return token::RELATIVE_TO_INITVAL;}
@@ -846,22 +816,24 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_BLOCK,DYNARE_STATEMENT>auxname {return token::AUXNAME;}
 <DYNARE_BLOCK>auxname_target_nonstationary {return token::AUXNAME_TARGET_NONSTATIONARY;}
 <DYNARE_BLOCK,DYNARE_STATEMENT>kind {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::KIND;
 }
 <DYNARE_BLOCK,DYNARE_STATEMENT>ll {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::LL;
 }
 <DYNARE_BLOCK,DYNARE_STATEMENT>dl {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::DL;
 }
 <DYNARE_BLOCK,DYNARE_STATEMENT>dd {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   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;}
@@ -873,7 +845,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_STATEMENT>order {return token::ORDER;}
 <DYNARE_STATEMENT>lyapunov {return token::LYAPUNOV;}
 <DYNARE_STATEMENT>dr {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::DR;
  }
 <DYNARE_STATEMENT>lyapunov_complex_threshold {return token::LYAPUNOV_COMPLEX_THRESHOLD;}
@@ -937,11 +909,11 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_STATEMENT>time_shift {return token::TIME_SHIFT;}
 <DYNARE_STATEMENT>structural {return token::STRUCTURAL;}
 <DYNARE_STATEMENT>true {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::TRUE;
 }
 <DYNARE_STATEMENT>false {
-    yylval->build<string>(yytext);
+    yylval->emplace<string>(yytext);
     return token::FALSE;
 }
 
@@ -1065,38 +1037,27 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_STATEMENT>use_shock_groups {return token::USE_SHOCK_GROUPS;}
 <DYNARE_STATEMENT>colormap {return token::COLORMAP;}
 
-<DYNARE_STATEMENT,DYNARE_BLOCK>[a-z_][a-z0-9_]* {
-  yylval->build<string>(yytext);
+<DYNARE_STATEMENT,DYNARE_BLOCK>{NAME} {
+  yylval->emplace<string>(yytext);
   return token::NAME;
 }
 
-<DYNARE_STATEMENT,DYNARE_BLOCK>((([0-9]*\.[0-9]+)|([0-9]+\.))([ed][-+]?[0-9]+)?)|([0-9]+[ed][-+]?[0-9]+) {
-  yylval->build<string>(yytext);
+<DYNARE_STATEMENT,DYNARE_BLOCK>{FLOAT_NUMBER} {
+  yylval->emplace<string>(yytext);
   return token::FLOAT_NUMBER;
 }
 
 <DYNARE_STATEMENT,DYNARE_BLOCK>[0-9]+ {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::INT_NUMBER;
 }
 
-<DATES_STATEMENT>\( { yylval->as<string>().append(yytext); dates_parens_nb++; }
-<DATES_STATEMENT>\) {
-                      yylval->as<string>().append(yytext);
-                      if (--dates_parens_nb == 0)
-                      {
-                        BEGIN DYNARE_STATEMENT;
-                        return token::DATES;
-                      }
-                    }
-<DATES_STATEMENT>.  { yylval->as<string>().append(yytext); }
-
 <DYNARE_BLOCK>\|e { return token::PIPE_E; }
 <DYNARE_BLOCK>\|x { return token::PIPE_X; }
 <DYNARE_BLOCK>\|p { return token::PIPE_P; }
 
 <DYNARE_STATEMENT,DYNARE_BLOCK>\'[^\']*\' {
-  yylval->build<string>(yytext + 1).pop_back();
+  yylval->emplace<string>(yytext + 1).pop_back();
   return token::QUOTED_STRING;
 }
 
@@ -1128,11 +1089,11 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
     element in initval (in which case Dynare recognizes the matrix name as an external
     function symbol), and may want to modify the matrix later with Matlab statements.
  */
-<INITIAL>[a-z_][a-z0-9_]* {
+<INITIAL>{NAME} {
   if (driver.symbol_exists_and_is_not_modfile_local_or_external_function(yytext))
     {
       BEGIN DYNARE_STATEMENT;
-      yylval->build<string>(yytext);
+      yylval->emplace<string>(yytext);
       return token::NAME;
     }
   else
@@ -1153,7 +1114,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
     be able to back out of the statement if we realize it's a native statement
     and move to the NATIVE context
  */
-<INITIAL>\[([[:space:]]*[a-z_][a-z0-9_]*[[:space:]]*,{1}[[:space:]]*)*([[:space:]]*[a-z_][a-z0-9_]*[[:space:]]*){1}\] {
+<INITIAL>\[([[:space:]]*{NAME}[[:space:]]*,{1}[[:space:]]*)*([[:space:]]*{NAME}[[:space:]]*){1}\] {
   string yytextcpy{yytext};
   yytextcpy.erase(remove(yytextcpy.begin(), yytextcpy.end(), '['), yytextcpy.end());
   yytextcpy.erase(remove(yytextcpy.begin(), yytextcpy.end(), ']'), yytextcpy.end());
@@ -1177,7 +1138,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
   if (dynare_statement)
     {
       BEGIN DYNARE_STATEMENT;
-      yylval->build<vector<string>>(val);
+      yylval->emplace<vector<string>>(val);
       return token::SYMBOL_VEC;
     }
 }
@@ -1222,7 +1183,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <NATIVE_COMMENT>"*/"[[:space:]]*\n   { BEGIN NATIVE; }
 <NATIVE_COMMENT>.
 
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,DATES_STATEMENT,LINE1,LINE2,LINE3,NATIVE_COMMENT><<EOF>> { yyterminate(); }
+<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,LINE1,LINE2,LINE3,NATIVE_COMMENT><<EOF>> { yyterminate(); }
 
 <*>.      { driver.error(*yylloc, "character unrecognized by lexer"); }
 %%

src/DynareMain.cc

@@ -56,7 +56,7 @@ usage()
           "[conffile=path_to_config_file] [parallel_follower_open_mode] "
           "[parallel_test] [parallel_use_psexec=true|false]"
        << " [-D<variable>[=<value>]] [-I/path] [nostrict] [stochastic] [fast] [minimal_workspace] "
-          "[compute_xrefs] [output=second|third] [language=matlab|julia]"
+          "[compute_xrefs] [output=first|second|third] [language=matlab|julia]"
        << " [params_derivs_order=0|1|2] [transform_unary_ops] "
           "[exclude_eqs=<equation_tag_list_or_file>] [include_eqs=<equation_tag_list_or_file>]"
        << " [json=parse|check|transform|compute] [jsonstdout] [onlyjson] [jsonderivsimple] "
@@ -320,7 +320,9 @@ main(int argc, char** argv)
 
           s.erase(0, 7);
 
-          if (s == "second")
+          if (s == "first")
+            output_mode = OutputType::first;
+          else if (s == "second")
             output_mode = OutputType::second;
           else if (s == "third")
             output_mode = OutputType::third;

src/EquationTags.cc

 /*
- * Copyright © 2020-2023 Dynare Team
+ * Copyright © 2020-2025 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -74,13 +74,12 @@ EquationTags::erase(const set<int>& eqns, const map<int, int>& old_eqn_num_2_new
     eqn_tags.erase(eqn);
 
   for (const auto& [oldeqn, neweqn] : old_eqn_num_2_new)
-    for (auto& [eqn, tags] : eqn_tags)
-      if (eqn == oldeqn)
-        {
-          auto tmp = eqn_tags.extract(eqn);
-          tmp.key() = neweqn;
-          eqn_tags.insert(move(tmp));
-        }
+    if (eqn_tags.contains(oldeqn))
+      {
+        auto tmp = eqn_tags.extract(oldeqn);
+        tmp.key() = neweqn;
+        eqn_tags.insert(move(tmp));
+      }
 }
 
 void

src/ExprNode.cc

 /*
- * Copyright © 2007-2024 Dynare Team
+ * Copyright © 2007-2025 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -908,6 +908,7 @@ VariableNode::prepareForDerivation()
     case SymbolType::endogenous:
     case SymbolType::parameter:
     case SymbolType::heterogeneousEndogenous:
+    case SymbolType::heterogeneousExogenous:
       non_null_derivatives.insert(getDerivID());
       break;
     case SymbolType::modelLocalVariable:
@@ -915,7 +916,6 @@ VariableNode::prepareForDerivation()
       // Non null derivatives are those of the value of the local parameter
       non_null_derivatives = datatree.getLocalVariable(symb_id, lag)->non_null_derivatives;
       break;
-    case SymbolType::heterogeneousExogenous:
     case SymbolType::heterogeneousParameter:
     case SymbolType::modFileLocalVariable:
     case SymbolType::statementDeclaredVariable:
@@ -1004,11 +1004,11 @@ VariableNode::computeDerivative(int deriv_id)
     case SymbolType::endogenous:
     case SymbolType::parameter:
     case SymbolType::heterogeneousEndogenous:
+    case SymbolType::heterogeneousExogenous:
       if (deriv_id == getDerivID())
         return datatree.One;
       else
         return datatree.Zero;
-    case SymbolType::heterogeneousExogenous:
     case SymbolType::heterogeneousParameter:
       return datatree.Zero;
     case SymbolType::modelLocalVariable:
@@ -1785,6 +1785,7 @@ VariableNode::maxLead() const
     case SymbolType::endogenous:
     case SymbolType::exogenous:
     case SymbolType::exogenousDet:
+    case SymbolType::epilogue:
     case SymbolType::heterogeneousEndogenous:
     case SymbolType::heterogeneousExogenous:
       return lag;
@@ -1803,6 +1804,7 @@ VariableNode::maxLag() const
     case SymbolType::endogenous:
     case SymbolType::exogenous:
     case SymbolType::exogenousDet:
+    case SymbolType::epilogue:
     case SymbolType::heterogeneousEndogenous:
     case SymbolType::heterogeneousExogenous:
       return -lag;
@@ -1945,6 +1947,7 @@ VariableNode::decreaseLeadsLags(int n) const
     case SymbolType::endogenous:
     case SymbolType::exogenous:
     case SymbolType::exogenousDet:
+    case SymbolType::epilogue:
     case SymbolType::trend:
     case SymbolType::logTrend:
     case SymbolType::heterogeneousEndogenous:
@@ -2975,10 +2978,8 @@ UnaryOpNode::writeJsonOutput(ostream& output, const temporary_terms_t& temporary
       output << "])";
       return;
     case UnaryOpcode::steadyState:
-      output << "(";
-      arg->writeJsonOutput(output, temporary_terms, tef_terms, isdynamic);
-      output << ")";
-      return;
+      output << "STEADY_STATE";
+      break;
     case UnaryOpcode::steadyStateParamDeriv:
       {
         auto varg = dynamic_cast<VariableNode*>(arg);
@@ -6455,9 +6456,9 @@ TrinaryOpNode::eval_opcode(double v1, TrinaryOpcode op_code, double v2, double v
   switch (op_code)
     {
     case TrinaryOpcode::normcdf:
-      return (0.5 * (1 + erf((v1 - v2) / v3 / numbers::sqrt2)));
+      return 0.5 * (1 + erf((v1 - v2) / v3 / numbers::sqrt2));
     case TrinaryOpcode::normpdf:
-      return (1 / (v3 * sqrt(2 * numbers::pi) * exp(pow((v1 - v2) / v3, 2) / 2)));
+      return 1 / (v3 * sqrt(2 * numbers::pi) * exp(pow((v1 - v2) / v3, 2) / 2));
     }
   __builtin_unreachable(); // Silence GCC warning
 }
@@ -6986,9 +6987,9 @@ TrinaryOpNode::isVariableNodeEqualTo([[maybe_unused]] SymbolType type_arg,
 bool
 TrinaryOpNode::containsPacExpectation(const string& pac_model_name) const
 {
-  return (arg1->containsPacExpectation(pac_model_name)
-          || arg2->containsPacExpectation(pac_model_name)
-          || arg3->containsPacExpectation(pac_model_name));
+  return arg1->containsPacExpectation(pac_model_name)
+         || arg2->containsPacExpectation(pac_model_name)
+         || arg3->containsPacExpectation(pac_model_name);
 }
 
 bool
@@ -7904,7 +7905,7 @@ ExternalFunctionNode::sameTefTermPredicate() const
 {
   return [this](expr_t e) {
     auto e2 = dynamic_cast<ExternalFunctionNode*>(e);
-    return (e2 != nullptr && e2->symb_id == symb_id && e2->arguments == arguments);
+    return e2 != nullptr && e2->symb_id == symb_id && e2->arguments == arguments;
   };
 }
 
@@ -8242,12 +8243,12 @@ FirstDerivExternalFunctionNode::sameTefTermPredicate() const
   if (first_deriv_symb_id == symb_id)
     return [this](expr_t e) {
       auto e2 = dynamic_cast<ExternalFunctionNode*>(e);
-      return (e2 && e2->symb_id == symb_id && e2->arguments == arguments);
+      return e2 && e2->symb_id == symb_id && e2->arguments == arguments;
     };
   else
     return [this](expr_t e) {
       auto e2 = dynamic_cast<FirstDerivExternalFunctionNode*>(e);
-      return (e2 && e2->symb_id == symb_id && e2->arguments == arguments);
+      return e2 && e2->symb_id == symb_id && e2->arguments == arguments;
     };
 }
 
@@ -8597,12 +8598,12 @@ SecondDerivExternalFunctionNode::sameTefTermPredicate() const
   if (second_deriv_symb_id == symb_id)
     return [this](expr_t e) {
       auto e2 = dynamic_cast<ExternalFunctionNode*>(e);
-      return (e2 && e2->symb_id == symb_id && e2->arguments == arguments);
+      return e2 && e2->symb_id == symb_id && e2->arguments == arguments;
     };
   else
     return [this](expr_t e) {
       auto e2 = dynamic_cast<SecondDerivExternalFunctionNode*>(e);
-      return (e2 && e2->symb_id == symb_id && e2->arguments == arguments);
+      return e2 && e2->symb_id == symb_id && e2->arguments == arguments;
     };
 }
 
@@ -9488,9 +9489,9 @@ ExprNode::matchParamTimesTargetMinusVariable(int symb_id) const
         auto& avi = datatree.symbol_table.getAuxVarInfo(target->symb_id);
         if (avi.type == AuxVarType::pacTargetNonstationary && target->lag == -1)
           return true;
-        return (avi.type == AuxVarType::unaryOp && avi.unary_op == "log" && avi.orig_symb_id
-                && !datatree.symbol_table.isAuxiliaryVariable(*avi.orig_symb_id)
-                && target->lag + avi.orig_lead_lag.value() == -1);
+        return avi.type == AuxVarType::unaryOp && avi.unary_op == "log" && avi.orig_symb_id
+               && !datatree.symbol_table.isAuxiliaryVariable(*avi.orig_symb_id)
+               && target->lag + avi.orig_lead_lag.value() == -1;
       }
     else
       return target->lag == -1;
@@ -9569,13 +9570,14 @@ ExprNode::toString() const
 }
 
 tuple<int, expr_t, expr_t>
-ExprNode::matchComplementarityCondition() const
+ExprNode::matchComplementarityCondition(
+    [[maybe_unused]] const optional<int>& heterogeneity_dimension) const
 {
   throw MatchFailureException {"This expression is not an inequality"};
 }
 
 tuple<int, expr_t, expr_t>
-BinaryOpNode::matchComplementarityCondition() const
+BinaryOpNode::matchComplementarityCondition(const optional<int>& heterogeneity_dimension) const
 {
   bool is_greater {[&] {
     switch (op_code)
@@ -9593,7 +9595,13 @@ BinaryOpNode::matchComplementarityCondition() const
 
   auto match_contemporaneous_endogenous = [&](expr_t e) -> optional<int> {
     auto* ve = dynamic_cast<VariableNode*>(e);
-    if (ve && ve->lag == 0 && datatree.symbol_table.getType(ve->symb_id) == SymbolType::endogenous)
+    if (ve && ve->lag == 0
+        && ((!heterogeneity_dimension
+             && datatree.symbol_table.getType(ve->symb_id) == SymbolType::endogenous)
+            || (heterogeneity_dimension
+                && datatree.symbol_table.getType(ve->symb_id) == SymbolType::heterogeneousEndogenous
+                && datatree.symbol_table.getHeterogeneityDimension(ve->symb_id)
+                       == *heterogeneity_dimension)))
       return ve->symb_id;
     else
       return nullopt;
@@ -9630,11 +9638,11 @@ BinaryOpNode::matchComplementarityCondition() const
             || (!is_greater
                 && (barg1->op_code == BinaryOpcode::less
                     || barg1->op_code == BinaryOpcode::lessEqual)))))
-    throw MatchFailureException {"Complementarity condition does not have the right form"};
+    throw MatchFailureException {};
 
   auto id = match_contemporaneous_endogenous(barg1->arg2);
   if (!id)
-    throw MatchFailureException {"Complementarity condition does not have the right form"};
+    throw MatchFailureException {};
   check_bound_constant(barg1->arg1);
   check_bound_constant(arg2);
 

src/ExprNode.hh

 /*
- * Copyright © 2007-2024 Dynare Team
+ * Copyright © 2007-2025 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -283,7 +283,7 @@ protected:
   min_cost(bool is_matlab)
   {
     return is_matlab ? min_cost_matlab : min_cost_c;
-  };
+  }
 
   //! Initializes data member non_null_derivatives
   virtual void prepareForDerivation() = 0;
@@ -943,7 +943,8 @@ public:
   /* Matches an expression that constitutes a complementarity condition.
      If successful, returns a triplet (endo_symb_id, lower_bound, upper_bound).
      Otherwise, throws a MatchFailureException. */
-  [[nodiscard]] virtual tuple<int, expr_t, expr_t> matchComplementarityCondition() const;
+  [[nodiscard]] virtual tuple<int, expr_t, expr_t>
+  matchComplementarityCondition(const optional<int>& heterogeneity_dimension = nullopt) const;
 
   /* Replaces aggregation operators (e.g. SUM()) by new auxiliary variables.
      Also declares those aggregation operators in the HeterogeneityTable, so as to
@@ -1519,7 +1520,9 @@ public:
   [[nodiscard]] expr_t substituteLogTransform(int orig_symb_id, int aux_symb_id) const override;
   [[nodiscard]] expr_t substituteAggregationOperators(subst_table_t& subst_table,
                                                       vector<BinaryOpNode*>& neweqs) const override;
-  [[nodiscard]] tuple<int, expr_t, expr_t> matchComplementarityCondition() const override;
+  [[nodiscard]] tuple<int, expr_t, expr_t>
+  matchComplementarityCondition(const optional<int>& heterogeneity_dimension
+                                = nullopt) const override;
 };
 
 //! Trinary operator node

src/ExtendedPreprocessorTypes.hh

@@ -24,6 +24,7 @@
 enum class OutputType
 {
   standard, // Default value, infer the derivation order from .mod file only
+  first,    // Output only 1st dynamic derivatives with no other computations
   second,   // Output at least 2nd dynamic derivatives
   third,    // Output at least 3rd dynamic derivatives
 };

src/HeterogeneityTable.hh

@@ -90,7 +90,7 @@ public:
   };
 
   void addSummedHeterogeneousEndogenous(int symb_id);
-  int getSummedHeterogenousEndogenousIndex(int symb_id) const;
+  [[nodiscard]] int getSummedHeterogenousEndogenousIndex(int symb_id) const;
   [[nodiscard]] int aggregateEndoSize() const;
 
   void writeOutput(ostream& output) const;

src/HeterogeneousModel.cc

 /*
- * Copyright © 2024 Dynare Team
+ * Copyright © 2024-2025 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -33,14 +33,6 @@ HeterogeneousModel::HeterogeneousModel(SymbolTable& symbol_table_arg,
 {
 }
 
-HeterogeneousModel::HeterogeneousModel(const HeterogeneousModel& m) :
-    ModelTree {m},
-    heterogeneity_dimension {m.heterogeneity_dimension},
-    deriv_id_table {m.deriv_id_table},
-    inv_deriv_id_table {m.inv_deriv_id_table}
-{
-}
-
 HeterogeneousModel&
 HeterogeneousModel::operator=(const HeterogeneousModel& m)
 {
@@ -123,14 +115,7 @@ HeterogeneousModel::computingPass(int derivsOrder, bool no_tmp_terms, bool use_d
 
   computeTemporaryTerms(!use_dll, no_tmp_terms);
 
-  if (ranges::any_of(complementarity_conditions, [](const auto& x) { return x.has_value(); }))
-    {
-      // Implementing it requires modifications in ModelTree::computeMCPEquationsReordering()
-      cerr << "ERROR: Complementarity conditions are not yet implemented in "
-              "model(heterogeneity=...) blocks"
-           << endl;
-      exit(EXIT_FAILURE);
-    }
+  computeMCPEquationsReordering(heterogeneity_dimension);
 }
 
 void
@@ -138,6 +123,7 @@ HeterogeneousModel::writeModelFiles(const string& basename, bool julia) const
 {
   assert(!julia); // Not yet implemented
   writeSparseModelMFiles<true>(basename, heterogeneity_dimension);
+  writeComplementarityConditionsFile<true>(basename, heterogeneity_dimension);
 }
 
 int
@@ -245,4 +231,9 @@ HeterogeneousModel::writeDriverOutput(ostream& output) const
   output << "];" << endl;
   writeDriverSparseIndicesHelper(
       "heterogeneity("s + to_string(heterogeneity_dimension + 1) + ").dynamic", output);
+  output << "M_.heterogeneity(" << heterogeneity_dimension + 1
+         << ").dynamic_mcp_equations_reordering = [";
+  for (auto i : mcp_equations_reordering)
+    output << i + 1 << "; ";
+  output << "];" << endl;
 }

src/HeterogeneousModel.hh

@@ -35,7 +35,7 @@ public:
                      ExternalFunctionsTable& external_functions_table_arg,
                      HeterogeneityTable& heterogeneity_table_arg, int heterogeneity_dimension_arg);
 
-  HeterogeneousModel(const HeterogeneousModel& m);
+  HeterogeneousModel(const HeterogeneousModel& m) = default;
   HeterogeneousModel& operator=(const HeterogeneousModel& m);
 
   void computingPass(int derivsOrder, bool no_tmp_terms, bool use_dll);

src/ModFile.cc

 /*
- * Copyright © 2006-2024 Dynare Team
+ * Copyright © 2006-2025 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -960,8 +960,22 @@ ModFile::computingPass(bool no_tmp_terms, OutputType output, int params_derivs_o
                                                         no_tmp_terms, block, use_dll);
             }
         }
-      else // No computing task requested, compute derivatives up to 2nd order by default
-        dynamic_model.computingPass(2, 0, global_eval_context, no_tmp_terms, block, use_dll);
+      else // No computing task requested, compute derivatives up to 2nd order by default unless
+           // output=first (preprocessor#100) or third (preprocessor#121) is requested
+        {
+          switch (output)
+            {
+            case OutputType::first:
+              dynamic_model.computingPass(1, 0, global_eval_context, no_tmp_terms, block, use_dll);
+              break;
+            case OutputType::third:
+              dynamic_model.computingPass(3, 0, global_eval_context, no_tmp_terms, block, use_dll);
+              break;
+            default:
+              dynamic_model.computingPass(2, 0, global_eval_context, no_tmp_terms, block, use_dll);
+              break;
+            }
+        }
 
       if (linear)
         {
@@ -1137,7 +1151,8 @@ 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
@@ -1311,8 +1326,8 @@ ModFile::writeMOutput(const string& basename, bool clear_all, bool clear_global,
 
       if (!no_warn)
         {
-          if (warnings.countWarnings() > 0)
-            mOutputFile << "disp('Note: " << warnings.countWarnings()
+          if (int num_warnings {warnings.numWarnings()}; num_warnings > 0)
+            mOutputFile << "disp('Note: " << num_warnings
                         << " warning(s) encountered in the preprocessor')" << endl;
 
           mOutputFile << "if ~isempty(lastwarn)" << endl