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Sébastien Villemot · Sébastien Villemot · Sébastien Villemot · Sébastien Villemot · Sébastien Villemot · Sébastien Villemot
--- a/.clang-format
+++ b/.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
--- a/.gitlab-ci.yml
+++ b/.gitlab-ci.yml
 variables:
  TERM: linux
-  MINGW64_BOOST_VERSION: 1.85.0-2
+  MINGW64_BOOST_VERSION: 1.86.0-7
  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'
@@ -77,3 +77,16 @@ 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
--- a/scripts/wasm.ini
+++ b/scripts/wasm.ini
+# Meson cross file for creating a WebAssembly version of the preprocessor.
+#
+# Requires emscripten to be installed.
+# Was successfully tested with emscripten 3.1.69 installed through emsdk
+# tool, as described on: https://emscripten.org/docs/getting_started/downloads.html
+# Don’t forget to source script snippet in current shell before running meson.
+#
+# Compilation creates a .wasm and .js wrapper under <builddir>/src/
+#
+# Can be run locally with node.js using:
+#  node dynare-preprocessor.js file.mod
+# NB: a version of node.js is shipped with emscripten (under the node/
+# subdirectory), but another version should also work.
+[binaries]
+cpp = 'em++'
+[host_machine]
+system = 'emscripten'
+# Could be changed to wasm64 if 4GB memory constraint is hit
+# Some background: https://v8.dev/blog/4gb-wasm-memory
+cpu_family = 'wasm32'
+cpu = 'wasm32'
+endian = 'little'
+[built-in options]
+# Never do a debug build, because otherwise the lack of optimisations can
+# overflow the memory capacities.
+buildtype = 'release'
+# The -fexceptions flag (for both compilation and linking) is needed for an
+# unknown reason (C++ compilers are supposed to always add exception support).
+# The -Wno-unqualified-std-cast-call flag removes many warnings about “move”
+# not being qualified with “std::” namespace.
+# The -fexperimental-library flag is needed to get std::jthread support (it was
+# supposed to no longer be necessary for LLVM 20, but for some reason we still
+# need it).
+cpp_args = [ '-fexceptions', '-Wno-unqualified-std-cast-call', '-fexperimental-library' ]
+# NODERAWFS=1 is needed for accessing the local filesystem
+cpp_link_args = [ '-s', 'NODERAWFS=1', '-fexceptions' ]
+[properties]
+# It’s necessary to use a different copy of Boost than the one under
+# /usr/include, because otherwise GCC headers confuse Clang
+boost_root = '/tmp/boost_1_86_0'
--- a/src/CommonEnums.hh
+++ b/src/CommonEnums.hh
 /*
- * Copyright © 2007-2023 Dynare Team
+ * Copyright © 2007-2024 Dynare Team
 *
 * This file is part of Dynare.
 *
@@ -25,14 +25,17 @@
 * command */
 enum class SymbolType
 {
-  endogenous = 0,            //!< Endogenous
+  endogenous = 0,              // Endogenous (non-heterogeneous)
-  exogenous = 1,             //!< Exogenous
+  exogenous = 1,               // Exogenous (non-heterogeneous)
-  exogenousDet = 2,          //!< Exogenous deterministic
+  exogenousDet = 2,            // Exogenous deterministic (non-heterogeneous)
-  parameter = 4,             //!< Parameter
+  parameter = 4,               // Parameter (non-heterogeneous)
-  modelLocalVariable = 10,   //!< Local variable whose scope is model (pound expression)
+  heterogeneousEndogenous = 5, // Endogenous that is heterogeneous across some dimension
-  modFileLocalVariable = 11, //!< Local variable whose scope is mod file (model excluded)
+  heterogeneousExogenous = 6,  // Exogenous that is heterogeneous across some dimension
-  externalFunction = 12,     //!< External (user-defined) function
+  heterogeneousParameter = 7,  // Parameter that is heterogeneous across some dimension
-  trend = 13,                //!< Trend variable
+  modelLocalVariable = 10,     // Local variable whose scope is model (pound expression)
+  modFileLocalVariable = 11,   // Local variable whose scope is mod file (model excluded)
+  externalFunction = 12,       // External (user-defined) function
+  trend = 13,                  // Trend variable
  statementDeclaredVariable
  = 14, //!< Local variable assigned within a Statement (see subsample statement for example)
  logTrend = 15, //!< Log-trend variable
@@ -45,6 +48,13 @@ enum class SymbolType
  excludedVariable = 19 //!< Variable excluded via model_remove/var_remove/include_eqs/exclude_eqs
 };
+constexpr bool
+isHeterogeneous(SymbolType type)
+{
+  return type == SymbolType::heterogeneousEndogenous || type == SymbolType::heterogeneousExogenous
+         || type == SymbolType::heterogeneousParameter;
+}
 enum class UnaryOpcode
 {
  uminus,
@@ -75,7 +85,8 @@ enum class UnaryOpcode
  erf,
  erfc,
  diff,
-  adl
+  adl,
+  sum
 };
 enum class BinaryOpcode

--- a/src/ComputingTasks.cc
+++ b/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) :
+SetTimeStatement::SetTimeStatement(string period_arg) : period {move(period_arg)}
-    options_list {move(options_list_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")";
+  output << R"({"statementName": "set_time", "period": ")" << period << R"("})";
-  if (!options_list.empty())
-    {
-      output << ", ";
-      options_list.writeJsonOutput(output);
-    }
-  output << "}";
 }
 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_");
+  options_list.writeOutput(output);
-  output << "display_static_residuals(M_, options_, oo_, options_resid_);" << endl;
+  output << "display_static_residuals(M_, options_, oo_);" << endl;
 }
 void

--- a/src/ComputingTasks.hh
+++ b/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;
 };

--- a/src/Configuration.cc
+++ b/src/Configuration.cc
 /*
- * Copyright © 2010-2023 Dynare Team
+ * Copyright © 2010-2024 Dynare Team
 *
 * This file is part of Dynare.
 *
@@ -666,15 +666,14 @@ Configuration::transformPass()
      }
 #endif
-  auto cluster_it
+  auto& cluster = cluster_name.empty() ? clusters.at(firstClusterName) : clusters.at(cluster_name);
-      = cluster_name.empty() ? clusters.find(firstClusterName) : clusters.find(cluster_name);
  double weight_denominator {0.0};
-  for (const auto& it : cluster_it->second.member_nodes)
+  for (const auto& [name, weight] : cluster.member_nodes)
-    weight_denominator += it.second;
+    weight_denominator += weight;
-  for (auto& member_node : cluster_it->second.member_nodes)
+  for (auto& [name, weight] : cluster.member_nodes)
-    member_node.second /= weight_denominator;
+    weight /= weight_denominator;
 }
 vector<filesystem::path>
@@ -701,51 +700,35 @@ Configuration::writeCluster(ostream& output) const
  if (!parallel && !parallel_test)
    return;
-  auto cluster_it
+  const auto& cluster
-      = cluster_name.empty() ? clusters.find(firstClusterName) : clusters.find(cluster_name);
+      = cluster_name.empty() ? clusters.at(firstClusterName) : clusters.at(cluster_name);
-  for (int i {1}; const auto& follower_node : follower_nodes)
+  for (int i {1}; const auto& [name, node] : follower_nodes)
    {
-      bool follower_node_in_member_nodes = false;
+      if (!cluster.member_nodes.contains(name))
-      for (const auto& itmn : cluster_it->second.member_nodes)
+        continue; // Skip nodes not in the selected cluster
-        if (follower_node.first == itmn.first)
-          follower_node_in_member_nodes = true;
-      if (!follower_node_in_member_nodes)
-        continue;
      output << "options_.parallel";
      if (i > 1)
        output << "(" << i << ")";
      i++;
-      output << " = struct('Local', ";
+      output << " = struct('Local', " << noboolalpha << (node.computerName == "localhost") << ", "
-      if (follower_node.second.computerName == "localhost")
+             << "'ComputerName', '" << node.computerName << "', "
-        output << "1, ";
+             << "'Port', '" << node.port << "', "
-      else
+             << "'CPUnbr', [" << node.minCpuNbr << ":" << node.maxCpuNbr << "], "
-        output << "0, ";
+             << "'UserName', '" << node.userName << "', "
+             << "'Password', '" << node.password << "', "
-      output << "'ComputerName', '" << follower_node.second.computerName << "', "
+             << "'RemoteDrive', '" << node.remoteDrive << "', "
-             << "'Port', '" << follower_node.second.port << "', "
+             << "'RemoteDirectory', '" << node.remoteDirectory
-             << "'CPUnbr', [" << follower_node.second.minCpuNbr << ":"
-             << follower_node.second.maxCpuNbr << "], "
-             << "'UserName', '" << follower_node.second.userName << "', "
-             << "'Password', '" << follower_node.second.password << "', "
-             << "'RemoteDrive', '" << follower_node.second.remoteDrive << "', "
-             << "'RemoteDirectory', '" << follower_node.second.remoteDirectory
             << "', "
             // The following should be switched back to “ProgramPath” once we move to Dragonfly
-             << "'DynarePath', '" << follower_node.second.programPath << "', "
+             << "'DynarePath', '" << node.programPath << "', "
-             << "'ProgramConfig', '" << follower_node.second.programConfig << "', "
+             << "'ProgramConfig', '" << node.programConfig << "', "
-             << "'MatlabOctavePath', '" << follower_node.second.matlabOctavePath << "', "
+             << "'MatlabOctavePath', '" << node.matlabOctavePath << "', "
-             << "'OperatingSystem', '" << follower_node.second.operatingSystem << "', "
+             << "'OperatingSystem', '" << node.operatingSystem << "', "
-             << "'NodeWeight', '" << cluster_it->second.member_nodes.at(follower_node.first)
+             << "'NodeWeight', '" << cluster.member_nodes.at(name) << "', "
-             << "', "
+             << "'NumberOfThreadsPerJob', " << node.numberOfThreadsPerJob << ", "
-             << "'NumberOfThreadsPerJob', " << follower_node.second.numberOfThreadsPerJob << ", ";
+             << "'SingleCompThread', '" << boolalpha << node.singleCompThread << "');" << endl;
-      if (follower_node.second.singleCompThread)
-        output << "'SingleCompThread', 'true');" << endl;
-      else
-        output << "'SingleCompThread', 'false');" << endl;
    }
  // Default values for the following two are both in DynareMain.cc and

--- a/src/Configuration.hh
+++ b/src/Configuration.hh
@@ -47,7 +47,7 @@ private:
    get_paths() const
    {
      return paths;
-    };
+    }
  private:
    map<string, vector<string>> paths;

--- a/src/DataTree.cc
+++ b/src/DataTree.cc
@@ -24,6 +24,7 @@
 #include <fstream>
 #include <iostream>
 #include <iterator>
+#include <ranges>
 #include "DataTree.hh"
@@ -47,10 +48,12 @@ DataTree::initConstants()
 }
 DataTree::DataTree(SymbolTable& symbol_table_arg, NumericalConstants& num_constants_arg,
-                   ExternalFunctionsTable& external_functions_table_arg, bool is_dynamic_arg) :
+                   ExternalFunctionsTable& external_functions_table_arg,
+                   HeterogeneityTable& heterogeneity_table_arg, bool is_dynamic_arg) :
    symbol_table {symbol_table_arg},
    num_constants {num_constants_arg},
    external_functions_table {external_functions_table_arg},
+    heterogeneity_table {heterogeneity_table_arg},
    is_dynamic {is_dynamic_arg}
 {
  initConstants();
@@ -60,19 +63,21 @@ DataTree::DataTree(const DataTree& d) :
    symbol_table {d.symbol_table},
    num_constants {d.num_constants},
    external_functions_table {d.external_functions_table},
+    heterogeneity_table {d.heterogeneity_table},
    is_dynamic {d.is_dynamic},
    local_variables_vector {d.local_variables_vector}
 {
  // 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&
@@ -81,6 +86,7 @@ DataTree::operator=(const DataTree& d)
  assert(&symbol_table == &d.symbol_table);
  assert(&num_constants == &d.num_constants);
  assert(&external_functions_table == &d.external_functions_table);
+  assert(&heterogeneity_table == &d.heterogeneity_table);
  assert(is_dynamic == d.is_dynamic);
  num_const_node_map.clear();
@@ -791,12 +797,18 @@ DataTree::AddSecondDerivExternalFunction(int top_level_symb_id, const vector<exp
  return p;
 }
+expr_t
+DataTree::AddSum(expr_t arg)
+{
+  return AddUnaryOp(UnaryOpcode::sum, arg);
+}
 bool
 DataTree::isSymbolUsed(int symb_id) const
 {
-  for (const auto& [symb_lag, expr] : variable_node_map)
+  if (ranges::any_of(views::keys(variable_node_map),
-    if (symb_lag.first == symb_id)
+                     [=](const auto& symb_lag) { return symb_lag.first == symb_id; }))
-      return true;
+    return true;
  if (local_variables_table.contains(symb_id))
    return true;
@@ -842,18 +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,
+  return ranges::any_of(views::keys(unary_op_node_map),
-                        [=](const auto& it) { return get<1>(it.first) == opcode; });
+                        [=](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)
+  for (const auto& [key, value] : unary_op_node_map)
-    if (get<1>(it.first) == opcode)
+    if (get<1>(key) == opcode)
      {
-        it.second->collectVariables(type, var);
+        value->collectVariables(type, var);
        if (!var.empty())
          return true;
      }
@@ -863,18 +875,18 @@ DataTree::isUnaryOpUsedOnType(SymbolType type, UnaryOpcode opcode) const
 bool
 DataTree::isBinaryOpUsed(BinaryOpcode opcode) const
 {
-  return ranges::any_of(binary_op_node_map,
+  return ranges::any_of(views::keys(binary_op_node_map),
-                        [=](const auto& it) { return get<2>(it.first) == opcode; });
+                        [=](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)
+  for (const auto& [key, value] : binary_op_node_map)
-    if (get<2>(it.first) == opcode)
+    if (get<2>(key) == opcode)
      {
-        it.second->collectVariables(type, var);
+        value->collectVariables(type, var);
        if (!var.empty())
          return true;
      }

--- a/src/DataTree.hh
+++ b/src/DataTree.hh
@@ -33,6 +33,7 @@
 #include "ExprNode.hh"
 #include "ExternalFunctionsTable.hh"
+#include "HeterogeneityTable.hh"
 #include "NumericalConstants.hh"
 #include "SubModel.hh"
 #include "SymbolTable.hh"
@@ -48,6 +49,8 @@ public:
  NumericalConstants& num_constants;
  //! A reference to the external functions table
  ExternalFunctionsTable& external_functions_table;
+  // A reference to the heterogeneity table
+  HeterogeneityTable& heterogeneity_table;
  //! Is it possible to use leads/lags on variable nodes?
  /* NB: This data member cannot be replaced by a virtual method, because this information is needed
     in AddVariable(), which itself can be called from the copy constructor. */
@@ -139,7 +142,8 @@ private:
 public:
  DataTree(SymbolTable& symbol_table_arg, NumericalConstants& num_constants_arg,
-           ExternalFunctionsTable& external_functions_table_arg, bool is_dynamic_arg = false);
+           ExternalFunctionsTable& external_functions_table_arg,
+           HeterogeneityTable& heterogeneity_table_arg, bool is_dynamic_arg = false);
  virtual ~DataTree() = default;
@@ -275,6 +279,9 @@ public:
  //! Adds an external function node for the second derivative of an external function
  expr_t AddSecondDerivExternalFunction(int top_level_symb_id, const vector<expr_t>& arguments,
                                        int input_index1, int input_index2);
+  // Adds "SUM(arg)" to model tree
+  expr_t AddSum(expr_t arg);
  //! Checks if a given symbol is used somewhere in the data tree
  [[nodiscard]] bool isSymbolUsed(int symb_id) const;
  //! Checks if a given unary op is used somewhere in the data tree
@@ -360,7 +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
@@ -389,7 +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)

--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
 /*
- * Copyright © 2003-2024 Dynare Team
+ * Copyright © 2003-2025 Dynare Team
 *
 * This file is part of Dynare.
 *
@@ -50,9 +50,11 @@ DynamicModel::copyHelper(const DynamicModel& m)
 DynamicModel::DynamicModel(SymbolTable& symbol_table_arg, NumericalConstants& num_constants_arg,
                           ExternalFunctionsTable& external_functions_table_arg,
+                           HeterogeneityTable& heterogeneity_table_arg,
                           TrendComponentModelTable& trend_component_model_table_arg,
                           VarModelTable& var_model_table_arg) :
-    ModelTree {symbol_table_arg, num_constants_arg, external_functions_table_arg, true},
+    ModelTree {symbol_table_arg, num_constants_arg, external_functions_table_arg,
+               heterogeneity_table_arg, true},
    trend_component_model_table {trend_component_model_table_arg},
    var_model_table {var_model_table_arg}
 {
@@ -180,32 +182,29 @@ DynamicModel::writeDynamicBytecode(const string& basename) const
                                                 + temporary_terms_derivatives[1].size())};
  // Declare the (single) block
-  vector<int> exo(symbol_table.exo_nbr()), exo_det(symbol_table.exo_det_nbr());
+  auto exo = views::iota(0, symbol_table.exo_nbr());
-  iota(exo.begin(), exo.end(), 0);
+  auto exo_det = views::iota(0, symbol_table.exo_det_nbr());
-  iota(exo_det.begin(), exo_det.end(), 0);
+  auto eq_idx = views::iota(0, static_cast<int>(equations.size()));
+  auto endo_idx = views::iota(0, symbol_table.endo_nbr());
  int jacobian_ncols_endo {
      static_cast<int>(ranges::count_if(dyn_jacobian_cols_table, [this](const auto& v) {
        return getTypeByDerivID(v.first) == SymbolType::endogenous;
      }))};
-  vector<int> eq_idx(equations.size());
-  iota(eq_idx.begin(), eq_idx.end(), 0);
-  vector<int> endo_idx(symbol_table.endo_nbr());
-  iota(endo_idx.begin(), endo_idx.end(), 0);
  code_file << Bytecode::FBEGINBLOCK {symbol_table.endo_nbr(),
                                      simulation_type,
                                      0,
                                      symbol_table.endo_nbr(),
-                                      endo_idx,
+                                      {endo_idx.begin(), endo_idx.end()},
-                                      eq_idx,
+                                      {eq_idx.begin(), eq_idx.end()},
                                      false,
                                      u_count_int,
                                      jacobian_ncols_endo,
                                      symbol_table.exo_det_nbr(),
                                      symbol_table.exo_nbr(),
-                                      exo_det,
+                                      {exo_det.begin(), exo_det.end()},
-                                      exo};
+                                      {exo.begin(), exo.end()}};
  writeBytecodeHelper<true>(code_file);
 }
@@ -732,9 +731,9 @@ DynamicModel::removeEquationsHelper(
      }
  int n_excl = all_equations.size() - new_equations.size();
-  all_equations = new_equations;
+  all_equations = move(new_equations);
-  all_equations_lineno = new_equations_lineno;
+  all_equations_lineno = move(new_equations_lineno);
-  all_complementarity_conditions = new_complementarity_conditions;
+  all_complementarity_conditions = move(new_complementarity_conditions);
  all_equation_tags.erase(eqs_to_delete_by_number, old_eqn_num_2_new);
@@ -1044,14 +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;
+  output << "M_.has_external_function = " << boolalpha
-  for (auto equation : equations)
+         << ranges::any_of(equations, &ExprNode::containsExternalFunction) << ';' << endl;
-    if (equation->containsExternalFunction())
-      {
-        has_external_function = true;
-        break;
-      }
-  output << "M_.has_external_function = " << boolalpha << has_external_function << ';' << endl;
  // Compute list of state variables, ordered in block-order
  vector<int> state_var;
@@ -1136,7 +1129,7 @@ DynamicModel::writeDriverOutput(ostream& output, bool compute_xrefs) const
    output << (i > computed_derivs_order ? -1 : NNZDerivatives[i]) << "; ";
  output << "];" << endl;
-  writeDriverSparseIndicesHelper<true, false>(output);
+  writeDriverSparseIndicesHelper("dynamic", output);
  // Write LHS of each equation in text form
  output << "M_.lhs = {" << endl;
@@ -1360,8 +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(equations[eqn]->arg1->countDiffs() > 0);
-                                                 : diff_vec.push_back(false);
          if (diff_vec.back())
            {
              set<pair<int, int>> diff_set;
@@ -1705,10 +1697,7 @@ DynamicModel::fillTrendComponentModelTableFromOrigModel() const
          // save lhs variables
          equations[eqn]->arg1->collectVARLHSVariable(lhs);
-          if (equations[eqn]->arg1->countDiffs() > 0)
+          diff_vec.push_back(equations[eqn]->arg1->countDiffs() > 0);
-            diff_vec.push_back(true);
-          else
-            diff_vec.push_back(false);
          if (diff_vec.back())
            {
              set<pair<int, int>> diff_set;
@@ -1781,7 +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."
@@ -1789,7 +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)
@@ -1806,11 +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;
@@ -1831,7 +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;
@@ -1930,6 +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
@@ -3040,8 +3032,7 @@ DynamicModel::findUnusedEndogenous()
  for (auto& equation : static_only_equations)
    equation->collectVariables(SymbolType::endogenous, usedEndo);
  set<int> allEndo = symbol_table.getEndogenous();
-  set_difference(allEndo.begin(), allEndo.end(), usedEndo.begin(), usedEndo.end(),
+  ranges::set_difference(allEndo, usedEndo, inserter(unusedEndo, unusedEndo.begin()));
-                 inserter(unusedEndo, unusedEndo.begin()));
  return unusedEndo;
 }
@@ -3055,10 +3046,8 @@ DynamicModel::findUnusedExogenous()
    equation->collectVariables(SymbolType::exogenous, usedExo);
  set<int> observedExo = symbol_table.getObservedExogenous();
  set<int> allExo = symbol_table.getExogenous();
-  set_difference(allExo.begin(), allExo.end(), observedExo.begin(), observedExo.end(),
+  ranges::set_difference(allExo, observedExo, inserter(unobservedExo, unobservedExo.begin()));
-                 inserter(unobservedExo, unobservedExo.begin()));
+  ranges::set_difference(unobservedExo, usedExo, inserter(unusedExo, unusedExo.begin()));
-  set_difference(unobservedExo.begin(), unobservedExo.end(), usedExo.begin(), usedExo.end(),
-                 inserter(unusedExo, unusedExo.begin()));
  return unusedExo;
 }
@@ -3498,10 +3487,8 @@ pair<lag_equivalence_table_t, ExprNode::subst_table_t>
 DynamicModel::substituteUnaryOps(VarExpectationModelTable& var_expectation_model_table,
                                 PacModelTable& pac_model_table)
 {
-  vector<int> eqnumbers(equations.size());
+  auto v = views::iota(0, static_cast<int>(equations.size()));
-  iota(eqnumbers.begin(), eqnumbers.end(), 0);
+  return substituteUnaryOps({v.begin(), v.end()}, var_expectation_model_table, pac_model_table);
-  return substituteUnaryOps({eqnumbers.begin(), eqnumbers.end()}, var_expectation_model_table,
-                            pac_model_table);
 }
 pair<lag_equivalence_table_t, ExprNode::subst_table_t>
@@ -3705,6 +3692,36 @@ DynamicModel::substituteLogTransform()
    }
 }
+void
+DynamicModel::substituteAggregationOperators()
+{
+  ExprNode::subst_table_t subst_table;
+  vector<BinaryOpNode*> neweqs;
+  for (auto& [symb_id, expr] : local_variables_table)
+    expr = expr->substituteAggregationOperators(subst_table, neweqs);
+  for (auto& equation : equations)
+    {
+      equation = dynamic_cast<BinaryOpNode*>(
+          equation->substituteAggregationOperators(subst_table, neweqs));
+      assert(equation);
+    }
+  for (auto& equation : static_only_equations)
+    {
+      equation = dynamic_cast<BinaryOpNode*>(
+          equation->substituteAggregationOperators(subst_table, neweqs));
+      assert(equation);
+    }
+  for (auto neweq : neweqs)
+    {
+      addEquation(neweq, nullopt);
+      addAuxEquation(neweq);
+    }
+}
 void
 DynamicModel::checkNoWithLogTransform(const set<int>& eqnumbers)
 {
@@ -3731,18 +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);
        }
    }

--- a/src/DynamicModel.hh
+++ b/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:
@@ -325,6 +326,7 @@ protected:
 public:
  DynamicModel(SymbolTable& symbol_table_arg, NumericalConstants& num_constants_arg,
               ExternalFunctionsTable& external_functions_table_arg,
+               HeterogeneityTable& heterogeneity_table_arg,
               TrendComponentModelTable& trend_component_model_table_arg,
               VarModelTable& var_model_table_arg);
@@ -566,6 +568,10 @@ public:
  // Performs the transformations associated to variables declared with “var(log)”
  void substituteLogTransform();
+  /* Performs the transformations associated to aggregation operators in heterogeneous models, such
+     as SUM(…) */
+  void substituteAggregationOperators();
  // Check that no variable was declared with “var(log)” in the given equations
  void checkNoWithLogTransform(const set<int>& eqnumbers);
@@ -708,7 +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;

--- a/src/DynareBison.yy
+++ b/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. */
@@ -87,7 +90,7 @@ string
 str_tolower(string s)
 {
  // Converting to unsigned char is needed, see https://en.cppreference.com/w/cpp/string/byte/tolower
-  transform(s.begin(), s.end(), s.begin(), [](unsigned char c){ return std::tolower(c); });
+  ranges::transform(s, s.begin(), [](unsigned char c){ return std::tolower(c); });
  return s;
 }
 }
@@ -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
@@ -216,12 +220,13 @@ 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 PERFECT_FORESIGHT_CONTROLLED_PATHS EXOGENIZE ENDOGENIZE
 %token <vector<string>> SYMBOL_VEC
 %type <expr_t> expression expression_or_empty
 %type <expr_t> equation hand_side
-%type <string> non_negative_number signed_number signed_integer date_str
+%type <string> non_negative_number signed_number signed_integer
 %type <string> filename symbol namespace_qualified_filename namespace_qualified_symbol
 %type <string> date_expr signed_inf signed_number_w_inf range
 %type <string> integer_range signed_integer_range boolean
@@ -241,22 +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 <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 <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 <variant<int, string>> integer_or_date
-%type <pair<string, variant<bool, string>>> mshocks_option
+%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;
@@ -272,6 +281,7 @@ statement : parameters
          | predetermined_variables
          | model_local_variable
          | change_type
+          | heterogeneity_dimension
          | model
          | initval
          | initval_file
@@ -377,6 +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
@@ -531,9 +542,9 @@ log_trend_var : LOG_TREND_VAR '(' LOG_GROWTH_FACTOR EQUAL { driver.begin_model()
              ;
 var : VAR symbol_list_with_tex_and_partition ';'
-      { driver.var($2, false); }
+      { driver.var($2, {}, false); }
    | VAR '(' LOG ')' symbol_list_with_tex_and_partition ';'
-      { driver.var($5, true); }
+      { driver.var($5, {}, true); }
    | VAR '(' DEFLATOR EQUAL { driver.begin_model(); } hand_side ')' symbol_list_with_tex_and_partition ';'
      { driver.end_nonstationary_var(false, $6, $8, false); }
    | VAR '(' LOG COMMA DEFLATOR EQUAL { driver.begin_model(); } hand_side ')' symbol_list_with_tex_and_partition ';'
@@ -542,6 +553,8 @@ var : VAR symbol_list_with_tex_and_partition ';'
      { driver.end_nonstationary_var(true, $6, $8, false); }
    /* The case LOG + LOG_DEFLATOR is omitted, because it does not make much sense
       from an economic point of view (amounts to taking the log two times) */
+    | VAR '(' HETEROGENEITY EQUAL symbol ')' symbol_list_with_tex_and_partition ';'
+      { driver.var($7, $5, false); }
    ;
 var_remove : VAR_REMOVE symbol_list ';' { driver.var_remove($2); };
@@ -615,7 +628,9 @@ var_expectation_model_option : VARIABLE EQUAL symbol
                             ;
 varexo : VAREXO symbol_list_with_tex_and_partition ';'
-         { driver.varexo($2); }
+         { driver.varexo($2, {}); }
+       | VAREXO '(' HETEROGENEITY EQUAL symbol ')' symbol_list_with_tex_and_partition ';'
+         { driver.varexo($7, $5); }
       ;
 varexo_det : VAREXO_DET symbol_list_with_tex_and_partition ';'
@@ -627,7 +642,9 @@ predetermined_variables : PREDETERMINED_VARIABLES symbol_list ';'
                        ;
 parameters : PARAMETERS symbol_list_with_tex_and_partition ';'
-             { driver.parameters($2); }
+             { driver.parameters($2, {}); }
+           | PARAMETERS '(' HETEROGENEITY EQUAL symbol ')' symbol_list_with_tex_and_partition ';'
+             { driver.parameters($7, $5); }
           ;
 model_local_variable : MODEL_LOCAL_VARIABLE symbol_list_with_tex ';'
@@ -648,6 +665,10 @@ change_type_arg : PARAMETERS
                  { $$ = SymbolType::exogenousDet; }
                ;
+heterogeneity_dimension : HETEROGENEITY_DIMENSION symbol_list ';'
+                          { driver.heterogeneity_dimension($2); }
+                        ;
 init_param : symbol EQUAL expression ';' { driver.init_param($1, $3); };
 expression : '(' expression ')'
@@ -784,20 +805,24 @@ h_options: o_filename
          | o_first_obs
          | o_data_first_obs
          | o_first_simulation_period
-          | o_date_first_simulation_period
          | o_last_simulation_period
-          | o_date_last_simulation_period
          | o_last_obs
          | o_data_last_obs
          | o_nobs
          | o_series
          ;
+integer_or_date : INT_NUMBER
+                  { $$.emplace<int>(stoi($1)); }
+                | date_expr
+                  { $$.emplace<string>($1); }
+                ;
 endval : ENDVAL ';' endval_list END ';'
         { driver.end_endval(false); }
       | ENDVAL '(' ALL_VALUES_REQUIRED ')' ';' endval_list END ';'
         { driver.end_endval(true); }
-       | ENDVAL '(' LEARNT_IN EQUAL INT_NUMBER ')' ';' endval_list END ';'
+       | ENDVAL '(' LEARNT_IN EQUAL integer_or_date ')' ';' endval_list END ';'
         { driver.end_endval_learnt_in($5); }
       ;
@@ -995,6 +1020,8 @@ model : MODEL ';' { driver.begin_model(); }
        equation_list END ';' { driver.end_model(); }
      | MODEL '(' model_options_list ')' ';' { driver.begin_model(); }
        equation_list END ';' { driver.end_model(); }
+      | MODEL '(' HETEROGENEITY EQUAL symbol ')' { driver.begin_heterogeneous_model($5); }';'
+        equation_list END ';' { driver.end_model(); }
      ;
 equation_list : equation_list equation
@@ -1152,6 +1179,8 @@ hand_side : '(' hand_side ')'
            { $$ = driver.add_erfc($3); }
          | STEADY_STATE '(' hand_side ')'
            { $$ = driver.add_steady_state($3); }
+          | SUM '(' hand_side ')'
+            { $$ = driver.add_sum($3); }
          ;
 comma_hand_side : hand_side
@@ -1202,9 +1231,15 @@ 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 integer_or_date ')' ';' 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 '(' 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 INT_NUMBER ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($7, 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 ';'
+         { driver.end_heterogeneous_shocks($5, true); }
+       | SHOCKS '(' OVERWRITE COMMA HETEROGENEITY EQUAL symbol ')' ';' stoch_shock_list END ';'
+         { driver.end_heterogeneous_shocks($7, true); }
       ;
 shock_list : shock_list shock_elem
@@ -1212,16 +1247,23 @@ shock_list : shock_list shock_elem
           ;
 shock_elem : det_shock_elem
-           | VAR symbol ';' STDERR expression ';'
+           | stoch_shock_elem
-             { driver.add_stderr_shock($2, $5); }
-           | VAR symbol EQUAL expression ';'
-             { driver.add_var_shock($2, $4); }
-           | VAR symbol COMMA symbol EQUAL expression ';'
-             { driver.add_covar_shock($2, $4, $6); }
-           | CORR symbol COMMA symbol EQUAL expression ';'
-             { driver.add_correl_shock($2, $4, $6); }
           ;
+stoch_shock_elem : VAR symbol ';' STDERR expression ';'
+                   { driver.add_stderr_shock($2, $5); }
+                 | VAR symbol EQUAL expression ';'
+                   { driver.add_var_shock($2, $4); }
+                 | VAR symbol COMMA symbol EQUAL expression ';'
+                   { driver.add_covar_shock($2, $4, $6); }
+                 | CORR symbol COMMA symbol EQUAL expression ';'
+                   { driver.add_correl_shock($2, $4, $6); }
+                 ;
+stoch_shock_list : stoch_shock_list stoch_shock_elem
+                 | stoch_shock_elem
+                 ;
 det_shock_elem : VAR symbol ';' PERIODS period_list ';' VALUES value_list ';'
                 { driver.add_det_shock($2, $5, $8, ParsingDriver::DetShockType::standard); }
               | VAR symbol ';' PERIODS period_list ';' ADD value_list ';'
@@ -1337,11 +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
@@ -1362,7 +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
                 { $$ = {"relative_to_initval", true}; }
@@ -1372,48 +1414,38 @@ mshock_list : mshock_list det_shock_elem
            | det_shock_elem
            ;
-period_list : period_list COMMA INT_NUMBER
+period_list : period_range
-              {
+              { $$ = { $1 }; }
-                $$ = $1;
+            | period_list period_range
-                int p = stoi($3);
-                $$.emplace_back(p, p);
-              }
-            | period_list INT_NUMBER
-              {
-                $$ = $1;
-                int p = stoi($2);
-                $$.emplace_back(p, p);
-              }
-            | period_list COMMA INT_NUMBER ':' INT_NUMBER
              {
                $$ = $1;
-                int p1 = stoi($3), p2 = stoi($5);
+                $$.emplace_back($2);
-                if (p1 > p2)
-                  driver.error("Can't have first period index greater than second index in range specification");
-                $$.emplace_back(p1, p2);
              }
-            | period_list INT_NUMBER ':' INT_NUMBER
+            | period_list COMMA period_range
              {
                $$ = $1;
-                int p1 = stoi($2), p2 = stoi($4);
+                $$.emplace_back($3);
-                if (p1 > p2)
-                  driver.error("Can't have first period index greater than second index in range specification");
-                $$.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}};
              }
            ;
+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;
@@ -1465,9 +1497,11 @@ steady_options : o_solve_algo
               | o_markowitz
               | o_steady_maxit
               | o_nocheck
+               | o_noprint
               | o_steady_tolf
               | o_steady_tolx
               | o_fsolve_options
+               | o_non_zero
               ;
 check : CHECK ';'
@@ -1512,6 +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 ';'
@@ -1564,6 +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 ';'
@@ -1580,6 +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");
+                                            $$ = { $2, $5, $8, $11};
+                                          }
+                                        ;
 method_of_moments : METHOD_OF_MOMENTS ';'
                    { driver.method_of_moments(); }
                  | METHOD_OF_MOMENTS '(' method_of_moments_options_list ')' ';'
@@ -2063,9 +2126,8 @@ prior_pdf : BETA_PDF
            { $$ = PriorDistributions::weibull; }
          ;
-date_str : DATES
+date_expr : DATE
+            { $$ = "dates('" + $1 + "')"; }
-date_expr : date_str
          | date_expr PLUS INT_NUMBER
            { $$ = $1 + '+' + $3; }
          ;
@@ -3465,7 +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 ';'
@@ -3593,7 +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};
                    }
                  ;
@@ -3692,6 +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"); }
@@ -3760,13 +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_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); };
+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); } ;
+                          | 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); };
+                          ;
-o_date_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("lastsimulationperiod", $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); };
@@ -4005,11 +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"); }
+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.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.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"); };
+| 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"); }
@@ -4278,10 +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", "hessian"); }
-                            { driver.option_str("MCMC_jumping_covariance", $3); }
+                          | 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); }
                          ;
@@ -4352,7 +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"); };
@@ -4442,9 +4520,8 @@ vec_int_number : INT_NUMBER
 vec_int_elem : vec_int_number
             | INT_NUMBER ':' INT_NUMBER
               {
-                 $$ = {};
+                 auto v = views::iota(stoi($1), stoi($3) + 1);
-                 for (int i = stoi($1); i <= stoi($3); i++)
+                 $$ = {v.begin(), v.end()};
-                   $$.push_back(i);
               }
             ;
@@ -4572,6 +4649,7 @@ symbol : NAME
       | ADD
       | MULTIPLY
       | MFS
+       | RESIDUAL
       ;
 %%

--- a/src/DynareFlex.ll
+++ b/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>%.*
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,DATES_STATEMENT>"//".*
+<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK>"//".*
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,DATES_STATEMENT>"/*"   {comment_caller = YY_START; BEGIN COMMENT;}
+<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK>"/*"   {comment_caller = YY_START; BEGIN COMMENT;}
 <COMMENT>"*/"        {BEGIN comment_caller;}
 <COMMENT>.
@@ -111,6 +111,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <INITIAL>predetermined_variables {BEGIN DYNARE_STATEMENT; return token::PREDETERMINED_VARIABLES;}
 <INITIAL>parameters {BEGIN DYNARE_STATEMENT; return token::PARAMETERS;}
 <INITIAL>model_local_variable {BEGIN DYNARE_STATEMENT; return token::MODEL_LOCAL_VARIABLE;}
+<INITIAL>heterogeneity_dimension {BEGIN DYNARE_STATEMENT; return token::HETEROGENEITY_DIMENSION;}
 <INITIAL>model_info {BEGIN DYNARE_STATEMENT; return token::MODEL_INFO;}
 <INITIAL>estimation {BEGIN DYNARE_STATEMENT; return token::ESTIMATION;}
 <INITIAL>set_time {BEGIN DYNARE_STATEMENT; return token::SET_TIME;}
@@ -235,6 +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]);}
@@ -245,7 +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;}
@@ -255,31 +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,DYNARE_BLOCK>{DATE} {
-<DYNARE_STATEMENT>{DATE} {
+  yylval->emplace<string>(yytext);
-                           char* yycopy = strdup(yytext);
+  return token::DATE;
-                           char* uput = yycopy + yyleng;
+}
-                           unput(')');
-                           unput('\'');
+ /* Inside a Dynare statement */
-                           while (uput > yycopy)
-                             unput(*--uput);
-                           unput('\'');
-                           unput('(');
-                           unput('s');
-                           unput('e');
-                           unput('t');
-                           unput('a');
-                           unput('d');
-                           free( yycopy );
-                         }
-<DYNARE_STATEMENT>${DATE} { yylloc->step();
-#if (YY_FLEX_MAJOR_VERSION > 2) || (YY_FLEX_MAJOR_VERSION == 2 && YY_FLEX_MINOR_VERSION >= 6)
-                            yyout << yytext + 1;
-#else
-                            *yyout << yytext + 1;
-#endif
-                          }
-<DYNARE_STATEMENT>dates  {dates_parens_nb=0; BEGIN DATES_STATEMENT; yylval->build<string>("dates");}
 <DYNARE_STATEMENT>file                  {return token::FILE;}
 <DYNARE_STATEMENT>datafile 		{return token::DATAFILE;}
 <DYNARE_STATEMENT>dirname       {return token::DIRNAME;}
@@ -312,10 +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>eps  {yylval->emplace<string>(yytext); return token::EPS;}
-<DYNARE_STATEMENT>pdf  {yylval->build<string>(yytext); return token::PDF;}
+<DYNARE_STATEMENT>pdf  {yylval->emplace<string>(yytext); return token::PDF;}
-<DYNARE_STATEMENT>fig  {yylval->build<string>(yytext); return token::FIG;}
+<DYNARE_STATEMENT>fig  {yylval->emplace<string>(yytext); return token::FIG;}
-<DYNARE_STATEMENT>none  {yylval->build<string>(yytext); return token::NONE;}
+<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;}
@@ -423,6 +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;}
@@ -435,6 +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;}
@@ -456,43 +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 {
+<DYNARE_STATEMENT>weibull {return token::WEIBULL;}
-  yylval->build<string>(yytext);
-  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;}
@@ -503,13 +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;}
@@ -526,18 +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;};
@@ -619,18 +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  {
+<DYNARE_STATEMENT>hessian  {return token::HESSIAN;}
-  yylval->build<string>(yytext);
+<DYNARE_STATEMENT>prior_variance  {return token::PRIOR_VARIANCE;}
-  return token::HESSIAN;
+<DYNARE_STATEMENT>identity_matrix  {return token::IDENTITY_MATRIX;}
-}
-<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>mcmc_jumping_covariance {return token::MCMC_JUMPING_COVARIANCE;}
 /* These four (var, varexo, varexo_det, parameters) are for change_type */
@@ -730,14 +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;}
@@ -783,8 +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->emplace<string>(yytext + 1).pop_back();
-  yylval->build<string>(yytext + 1);
  return token::TEX_NAME;
 }
@@ -797,20 +764,21 @@ 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;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>balanced_growth_test_tol {return token::BALANCED_GROWTH_TEST_TOL;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>heterogeneity {return token::HETEROGENEITY;}
 <DYNARE_BLOCK>gamma_pdf {return token::GAMMA_PDF;}
 <DYNARE_BLOCK>beta_pdf {return token::BETA_PDF;}
 <DYNARE_BLOCK>normal_pdf {return token::NORMAL_PDF;}
@@ -822,19 +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;}
@@ -848,22 +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;}
@@ -875,7 +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;}
@@ -939,11 +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;
 }
@@ -1011,6 +981,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_BLOCK>var_expectation {return token::VAR_EXPECTATION;}
 <DYNARE_BLOCK>pac_expectation {return token::PAC_EXPECTATION;}
 <DYNARE_BLOCK>pac_target_nonstationary {return token::PAC_TARGET_NONSTATIONARY;}
+<DYNARE_BLOCK>sum {return token::SUM;}
 <DYNARE_STATEMENT>discount {return token::DISCOUNT;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>varobs {return token::VAROBS;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>varexobs {return token::VAREXOBS;}
@@ -1066,38 +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_]* {
+<DYNARE_STATEMENT,DYNARE_BLOCK>{NAME} {
-  yylval->build<string>(yytext);
+  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]+) {
+<DYNARE_STATEMENT,DYNARE_BLOCK>{FLOAT_NUMBER} {
-  yylval->build<string>(yytext);
+  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;
 }
@@ -1129,11 +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
@@ -1154,7 +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());
@@ -1178,7 +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;
    }
 }
@@ -1223,7 +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"); }
 %%

--- a/src/EquationTags.cc
+++ b/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_tags.contains(oldeqn))
-      if (eqn == oldeqn)
+      {
-        {
+        auto tmp = eqn_tags.extract(oldeqn);
-          auto tmp = eqn_tags.extract(eqn);
+        tmp.key() = neweqn;
-          tmp.key() = neweqn;
+        eqn_tags.insert(move(tmp));
-          eqn_tags.insert(move(tmp));
+      }
-        }
 }
 void

--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
 /*
- * Copyright © 2007-2024 Dynare Team
+ * Copyright © 2007-2025 Dynare Team
 *
 * This file is part of Dynare.
 *
@@ -24,6 +24,7 @@
 #include <limits>
 #include <numbers>
 #include <numeric>
+#include <ranges>
 #include <utility>
 #include "DataTree.hh"
@@ -194,8 +195,7 @@ ExprNode::collectVariables(SymbolType type, set<int>& result) const
 {
  set<pair<int, int>> symbs_lags;
  collectDynamicVariables(type, symbs_lags);
-  transform(symbs_lags.begin(), symbs_lags.end(), inserter(result, result.begin()),
+  ranges::copy(views::keys(symbs_lags), inserter(result, result.begin()));
-            [](const auto& x) { return x.first; });
 }
 void
@@ -870,6 +870,13 @@ NumConstNode::substituteLogTransform([[maybe_unused]] int orig_symb_id,
  return const_cast<NumConstNode*>(this);
 }
+expr_t
+NumConstNode::substituteAggregationOperators([[maybe_unused]] subst_table_t& subst_table,
+                                             [[maybe_unused]] vector<BinaryOpNode*>& neweqs) const
+{
+  return const_cast<NumConstNode*>(this);
+}
 VariableNode::VariableNode(DataTree& datatree_arg, int idx_arg, int symb_id_arg, int lag_arg) :
    ExprNode {datatree_arg, idx_arg}, symb_id {symb_id_arg}, lag {lag_arg}
 {
@@ -900,6 +907,7 @@ VariableNode::prepareForDerivation()
      [[fallthrough]];
    case SymbolType::endogenous:
    case SymbolType::parameter:
+    case SymbolType::heterogeneousEndogenous:
      non_null_derivatives.insert(getDerivID());
      break;
    case SymbolType::modelLocalVariable:
@@ -907,6 +915,8 @@ 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:
    case SymbolType::unusedEndogenous:
@@ -955,6 +965,9 @@ VariableNode::prepareForChainRuleDerivation(
    case SymbolType::modFileLocalVariable:
    case SymbolType::statementDeclaredVariable:
    case SymbolType::unusedEndogenous:
+    case SymbolType::heterogeneousEndogenous:
+    case SymbolType::heterogeneousExogenous:
+    case SymbolType::heterogeneousParameter:
      // Those variables are never derived using chain rule
      non_null_chain_rule_derivatives.try_emplace(const_cast<VariableNode*>(this));
      break;
@@ -990,10 +1003,14 @@ VariableNode::computeDerivative(int deriv_id)
      [[fallthrough]];
    case SymbolType::endogenous:
    case SymbolType::parameter:
+    case SymbolType::heterogeneousEndogenous:
      if (deriv_id == getDerivID())
        return datatree.One;
      else
        return datatree.Zero;
+    case SymbolType::heterogeneousExogenous:
+    case SymbolType::heterogeneousParameter:
+      return datatree.Zero;
    case SymbolType::modelLocalVariable:
      return datatree.getLocalVariable(symb_id, lag)->getDerivative(deriv_id);
    case SymbolType::modFileLocalVariable:
@@ -1069,8 +1086,23 @@ VariableNode::writeJsonAST(ostream& output) const
    case SymbolType::excludedVariable:
      cerr << "VariableNode::computeDerivative: Impossible case!" << endl;
      exit(EXIT_FAILURE);
+    case SymbolType::heterogeneousEndogenous:
+      output << "heterogeneousEndogenous";
+      break;
+    case SymbolType::heterogeneousExogenous:
+      output << "heterogeneousExogenous";
+      break;
+    case SymbolType::heterogeneousParameter:
+      output << "heterogeneousParameter";
+      break;
    }
-  output << R"(", "lag" : )" << lag << "}";
+  output << '"';
+  if (isHeterogeneous(get_type()))
+    output << R"(, "heterogeneity_dimension" : ")"
+           << datatree.heterogeneity_table.getName(
+                  datatree.symbol_table.getHeterogeneityDimension(symb_id))
+           << '"';
+  output << R"(, "lag" : )" << lag << "}";
 }
 void
@@ -1168,12 +1200,18 @@ VariableNode::writeOutput(ostream& output, ExprNodeOutputType output_type,
    case SymbolType::endogenous:
      switch (int tsid {getTypeSpecificID()}; output_type)
        {
-        case ExprNodeOutputType::juliaDynamicModel:
        case ExprNodeOutputType::juliaSparseDynamicModel:
-        case ExprNodeOutputType::matlabDynamicModel:
        case ExprNodeOutputType::matlabSparseDynamicModel:
-        case ExprNodeOutputType::CDynamicModel:
        case ExprNodeOutputType::CSparseDynamicModel:
+          assert(lag >= -1 && lag <= 1);
+          i = tsid + (lag + 1) * datatree.symbol_table.endo_nbr()
+              + ARRAY_SUBSCRIPT_OFFSET(output_type);
+          output << "y" << LEFT_ARRAY_SUBSCRIPT(output_type) << i
+                 << RIGHT_ARRAY_SUBSCRIPT(output_type);
+          break;
+        case ExprNodeOutputType::juliaDynamicModel:
+        case ExprNodeOutputType::matlabDynamicModel:
+        case ExprNodeOutputType::CDynamicModel:
          i = datatree.getJacobianCol(getDerivID(), isSparseModelOutput(output_type))
              + ARRAY_SUBSCRIPT_OFFSET(output_type);
          output << "y" << LEFT_ARRAY_SUBSCRIPT(output_type) << i
@@ -1405,6 +1443,64 @@ VariableNode::writeOutput(ostream& output, ExprNodeOutputType output_type,
    case SymbolType::excludedVariable:
      cerr << "VariableNode::writeOutput: Impossible case" << endl;
      exit(EXIT_FAILURE);
+    case SymbolType::heterogeneousEndogenous:
+      switch (int tsid = datatree.symbol_table.getTypeSpecificID(symb_id); output_type)
+        {
+        case ExprNodeOutputType::juliaSparseDynamicModel:
+        case ExprNodeOutputType::matlabSparseDynamicModel:
+        case ExprNodeOutputType::CSparseDynamicModel:
+          assert(lag >= -1 && lag <= 1);
+          i = tsid
+              + (lag + 1)
+                    * datatree.symbol_table.het_endo_nbr(
+                        datatree.symbol_table.getHeterogeneityDimension(symb_id))
+              + ARRAY_SUBSCRIPT_OFFSET(output_type);
+          output << "yh" << LEFT_ARRAY_SUBSCRIPT(output_type) << i
+                 << RIGHT_ARRAY_SUBSCRIPT(output_type);
+          break;
+        default:
+          cerr << "VariableNode::writeOutput: unsupported output type for heterogeneousEndogenous "
+                  "symbol"
+               << endl;
+          exit(EXIT_FAILURE);
+        }
+      break;
+    case SymbolType::heterogeneousExogenous:
+      i = datatree.symbol_table.getTypeSpecificID(symb_id) + ARRAY_SUBSCRIPT_OFFSET(output_type);
+      switch (output_type)
+        {
+        case ExprNodeOutputType::juliaSparseDynamicModel:
+        case ExprNodeOutputType::matlabSparseDynamicModel:
+        case ExprNodeOutputType::CSparseDynamicModel:
+          assert(lag == 0);
+          output << "xh" << LEFT_ARRAY_SUBSCRIPT(output_type) << i
+                 << RIGHT_ARRAY_SUBSCRIPT(output_type);
+          break;
+        default:
+          cerr << "VariableNode::writeOutput: unsupported output type for heterogeneousExogenous "
+                  "symbol"
+               << endl;
+          exit(EXIT_FAILURE);
+        }
+      break;
+    case SymbolType::heterogeneousParameter:
+      i = datatree.symbol_table.getTypeSpecificID(symb_id) + ARRAY_SUBSCRIPT_OFFSET(output_type);
+      switch (output_type)
+        {
+        case ExprNodeOutputType::juliaSparseDynamicModel:
+        case ExprNodeOutputType::matlabSparseDynamicModel:
+        case ExprNodeOutputType::CSparseDynamicModel:
+          output << "paramsh" << LEFT_ARRAY_SUBSCRIPT(output_type) << i
+                 << RIGHT_ARRAY_SUBSCRIPT(output_type);
+          break;
+        default:
+          cerr << "VariableNode::writeOutput: unsupported output type for heterogeneousParameter "
+                  "symbol"
+               << endl;
+          exit(EXIT_FAILURE);
+        }
+      break;
    }
 }
@@ -1519,6 +1615,7 @@ VariableNode::computeChainRuleDerivative(
      [[fallthrough]];
    case SymbolType::endogenous:
    case SymbolType::parameter:
+    case SymbolType::heterogeneousEndogenous:
      if (deriv_id == getDerivID())
        return datatree.One;
      // If there is in the equation a recursive variable we could use a chaine rule derivation
@@ -1527,6 +1624,9 @@ VariableNode::computeChainRuleDerivative(
                                                        non_null_chain_rule_derivatives, cache);
      else
        return datatree.Zero;
+    case SymbolType::heterogeneousExogenous:
+    case SymbolType::heterogeneousParameter:
+      return datatree.Zero;
    case SymbolType::modelLocalVariable:
      return datatree.getLocalVariable(symb_id, lag)
@@ -1584,6 +1684,9 @@ VariableNode::computeXrefs(EquationInfo& ei) const
    case SymbolType::externalFunction:
    case SymbolType::epilogue:
    case SymbolType::excludedVariable:
+    case SymbolType::heterogeneousEndogenous:
+    case SymbolType::heterogeneousExogenous:
+    case SymbolType::heterogeneousParameter:
      break;
    }
 }
@@ -1682,6 +1785,9 @@ VariableNode::maxLead() const
    case SymbolType::endogenous:
    case SymbolType::exogenous:
    case SymbolType::exogenousDet:
+    case SymbolType::epilogue:
+    case SymbolType::heterogeneousEndogenous:
+    case SymbolType::heterogeneousExogenous:
      return lag;
    case SymbolType::modelLocalVariable:
      return datatree.getLocalVariable(symb_id, lag)->maxLead();
@@ -1698,6 +1804,9 @@ VariableNode::maxLag() const
    case SymbolType::endogenous:
    case SymbolType::exogenous:
    case SymbolType::exogenousDet:
+    case SymbolType::epilogue:
+    case SymbolType::heterogeneousEndogenous:
+    case SymbolType::heterogeneousExogenous:
      return -lag;
    case SymbolType::modelLocalVariable:
      return datatree.getLocalVariable(symb_id, lag)->maxLag();
@@ -1715,6 +1824,8 @@ VariableNode::maxLagWithDiffsExpanded() const
    case SymbolType::exogenous:
    case SymbolType::exogenousDet:
    case SymbolType::epilogue:
+    case SymbolType::heterogeneousEndogenous:
+    case SymbolType::heterogeneousExogenous:
      return -lag;
    case SymbolType::modelLocalVariable:
      return datatree.getLocalVariable(symb_id, lag)->maxLagWithDiffsExpanded();
@@ -1836,8 +1947,11 @@ 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:
+    case SymbolType::heterogeneousExogenous:
      return datatree.AddVariable(symb_id, lag - n);
    case SymbolType::modelLocalVariable:
      return datatree.getLocalVariable(symb_id, lag)->decreaseLeadsLags(n);
@@ -2234,6 +2348,17 @@ VariableNode::substituteLogTransform(int orig_symb_id, int aux_symb_id) const
    return const_cast<VariableNode*>(this);
 }
+expr_t
+VariableNode::substituteAggregationOperators(subst_table_t& subst_table,
+                                             vector<BinaryOpNode*>& neweqs) const
+{
+  if (get_type() == SymbolType::modelLocalVariable)
+    return datatree.getLocalVariable(symb_id, lag)
+        ->substituteAggregationOperators(subst_table, neweqs);
+  return const_cast<VariableNode*>(this);
+}
 UnaryOpNode::UnaryOpNode(DataTree& datatree_arg, int idx_arg, UnaryOpcode op_code_arg,
                         const expr_t arg_arg, int expectation_information_set_arg,
                         int param1_symb_id_arg, int param2_symb_id_arg, string adl_param_name_arg,
@@ -2259,12 +2384,12 @@ UnaryOpNode::prepareForDerivation()
  /* Non-null derivatives are those of the argument (except for STEADY_STATE in
     a dynamic context, in which case the potentially non-null derivatives are
-     all the parameters) */
+     all the parameters; and for SUM, which will be substituted out before deriving) */
  if ((op_code == UnaryOpcode::steadyState || op_code == UnaryOpcode::steadyStateParamDeriv
       || op_code == UnaryOpcode::steadyStateParam2ndDeriv)
      && datatree.is_dynamic)
    datatree.addAllParamDerivId(non_null_derivatives);
-  else
+  else if (op_code != UnaryOpcode::sum)
    {
      arg->prepareForDerivation();
      non_null_derivatives = arg->non_null_derivatives;
@@ -2441,6 +2566,9 @@ UnaryOpNode::composeDerivatives(expr_t darg, int deriv_id)
    case UnaryOpcode::adl:
      cerr << "UnaryOpNode::composeDerivatives: not implemented on UnaryOpcode::adl" << endl;
      exit(EXIT_FAILURE);
+    case UnaryOpcode::sum:
+      cerr << "UnaryOpNode::composeDerivatives: not implemented on UnaryOpcode::sum" << endl;
+      exit(EXIT_FAILURE);
    }
  __builtin_unreachable(); // Silence GCC warning
 }
@@ -2535,6 +2663,8 @@ UnaryOpNode::cost(int cost, bool is_matlab) const
      case UnaryOpcode::adl:
        cerr << "UnaryOpNode::cost: not implemented on UnaryOpcode::adl" << endl;
        exit(EXIT_FAILURE);
+      case UnaryOpcode::sum:
+        return 0; // In the generated files, the SUM() operator behaves like a variable
      }
  else
    // Cost for C files
@@ -2585,6 +2715,8 @@ UnaryOpNode::cost(int cost, bool is_matlab) const
      case UnaryOpcode::adl:
        cerr << "UnaryOpNode::cost: not implemented on UnaryOpcode::adl" << endl;
        exit(EXIT_FAILURE);
+      case UnaryOpcode::sum:
+        return 0; // In the generated files, the SUM() operator behaves like a variable
      }
  __builtin_unreachable(); // Silence GCC warning
 }
@@ -2729,6 +2861,9 @@ UnaryOpNode::writeJsonAST(ostream& output) const
    case UnaryOpcode::erfc:
      output << "erfc";
      break;
+    case UnaryOpcode::sum:
+      output << "sum";
+      break;
    }
  output << R"(", "arg" : )";
  arg->writeJsonAST(output);
@@ -2843,10 +2978,8 @@ UnaryOpNode::writeJsonOutput(ostream& output, const temporary_terms_t& temporary
      output << "])";
      return;
    case UnaryOpcode::steadyState:
-      output << "(";
+      output << "STEADY_STATE";
-      arg->writeJsonOutput(output, temporary_terms, tef_terms, isdynamic);
+      break;
-      output << ")";
-      return;
    case UnaryOpcode::steadyStateParamDeriv:
      {
        auto varg = dynamic_cast<VariableNode*>(arg);
@@ -2881,6 +3014,9 @@ UnaryOpNode::writeJsonOutput(ostream& output, const temporary_terms_t& temporary
    case UnaryOpcode::erfc:
      output << "erfc";
      break;
+    case UnaryOpcode::sum:
+      output << "sum";
+      break;
    }
  bool close_parenthesis = false;
@@ -3111,6 +3247,20 @@ UnaryOpNode::writeOutput(ostream& output, ExprNodeOutputType output_type,
    case UnaryOpcode::adl:
      output << "adl";
      break;
+    case UnaryOpcode::sum:
+      if (isLatexOutput(output_type))
+        output << "sum";
+      else
+        {
+          auto varg {dynamic_cast<VariableNode*>(arg)};
+          assert(varg && varg->lag == 0);
+          int idx {
+              datatree.heterogeneity_table.getSummedHeterogenousEndogenousIndex(varg->symb_id)};
+          output << "yagg" << LEFT_ARRAY_SUBSCRIPT(output_type) << idx + 1
+                 << RIGHT_ARRAY_SUBSCRIPT(output_type);
+          return;
+        }
+      break;
    }
  if (output_type == ExprNodeOutputType::juliaTimeDataFrame && op_code != UnaryOpcode::uminus)
@@ -3240,6 +3390,9 @@ UnaryOpNode::eval_opcode(UnaryOpcode op_code, double v) noexcept(false)
    case UnaryOpcode::adl:
      cerr << "UnaryOpNode::eval_opcode: not implemented on UnaryOpcode::adl" << endl;
      exit(EXIT_FAILURE);
+    case UnaryOpcode::sum:
+      cerr << "UnaryOpNode::eval_opcode: not implemented on UnaryOpcode::sum" << endl;
+      exit(EXIT_FAILURE);
    }
  __builtin_unreachable(); // Silence GCC warning
 }
@@ -3497,6 +3650,8 @@ UnaryOpNode::buildSimilarUnaryOpNode(expr_t alt_arg, DataTree& alt_datatree) con
      return alt_datatree.AddDiff(alt_arg);
    case UnaryOpcode::adl:
      return alt_datatree.AddAdl(alt_arg, adl_param_name, adl_lags);
+    case UnaryOpcode::sum:
+      return alt_datatree.AddSum(alt_arg);
    }
  __builtin_unreachable(); // Silence GCC warning
 }
@@ -4089,6 +4244,34 @@ UnaryOpNode::substituteLogTransform(int orig_symb_id, int aux_symb_id) const
  return recurseTransform(&ExprNode::substituteLogTransform, orig_symb_id, aux_symb_id);
 }
+expr_t
+UnaryOpNode::substituteAggregationOperators(subst_table_t& subst_table,
+                                            vector<BinaryOpNode*>& neweqs) const
+{
+  if (op_code == UnaryOpcode::sum)
+    {
+      if (auto it = subst_table.find(const_cast<UnaryOpNode*>(this)); it != subst_table.end())
+        return const_cast<VariableNode*>(it->second);
+      // Arriving here, we need to create an auxiliary variable for this operator
+      const VariableNode* varg {dynamic_cast<const VariableNode*>(arg)};
+      assert(varg && varg->lag == 0);
+      const string varname {"SUM_" + varg->getName()};
+      int symb_id {datatree.symbol_table.addAggregationOpAuxiliaryVar(
+          varname, const_cast<UnaryOpNode*>(this))};
+      expr_t newAuxE = datatree.AddVariable(symb_id, 0);
+      subst_table[this] = dynamic_cast<VariableNode*>(newAuxE);
+      neweqs.push_back(datatree.AddEqual(newAuxE, const_cast<UnaryOpNode*>(this)));
+      datatree.heterogeneity_table.addSummedHeterogeneousEndogenous(varg->symb_id);
+      return newAuxE;
+    }
+  else
+    return recurseTransform(&ExprNode::substituteAggregationOperators, subst_table, neweqs);
+}
 BinaryOpNode::BinaryOpNode(DataTree& datatree_arg, int idx_arg, const expr_t arg1_arg,
                           BinaryOpcode op_code_arg, const expr_t arg2_arg,
                           int powerDerivOrder_arg) :
@@ -4114,9 +4297,8 @@ BinaryOpNode::prepareForDerivation()
  // Non-null derivatives are the union of those of the arguments
  // Compute set union of arg1->non_null_derivatives and arg2->non_null_derivatives
-  set_union(arg1->non_null_derivatives.begin(), arg1->non_null_derivatives.end(),
+  ranges::set_union(arg1->non_null_derivatives, arg2->non_null_derivatives,
-            arg2->non_null_derivatives.begin(), arg2->non_null_derivatives.end(),
+                    inserter(non_null_derivatives, non_null_derivatives.begin()));
-            inserter(non_null_derivatives, non_null_derivatives.begin()));
 }
 void
@@ -4131,10 +4313,8 @@ BinaryOpNode::prepareForChainRuleDerivation(
  arg2->prepareForChainRuleDerivation(recursive_variables, non_null_chain_rule_derivatives);
  set<int>& nnd {non_null_chain_rule_derivatives[const_cast<BinaryOpNode*>(this)]};
-  set_union(non_null_chain_rule_derivatives.at(arg1).begin(),
+  ranges::set_union(non_null_chain_rule_derivatives.at(arg1),
-            non_null_chain_rule_derivatives.at(arg1).end(),
+                    non_null_chain_rule_derivatives.at(arg2), inserter(nnd, nnd.begin()));
-            non_null_chain_rule_derivatives.at(arg2).begin(),
-            non_null_chain_rule_derivatives.at(arg2).end(), inserter(nnd, nnd.begin()));
 }
 expr_t
@@ -6017,6 +6197,13 @@ BinaryOpNode::substituteLogTransform(int orig_symb_id, int aux_symb_id) const
  return recurseTransform(&ExprNode::substituteLogTransform, orig_symb_id, aux_symb_id);
 }
+expr_t
+BinaryOpNode::substituteAggregationOperators(subst_table_t& subst_table,
+                                             vector<BinaryOpNode*>& neweqs) const
+{
+  return recurseTransform(&ExprNode::substituteAggregationOperators, subst_table, neweqs);
+}
 TrinaryOpNode::TrinaryOpNode(DataTree& datatree_arg, int idx_arg, const expr_t arg1_arg,
                             TrinaryOpcode op_code_arg, const expr_t arg2_arg,
                             const expr_t arg3_arg) :
@@ -6043,12 +6230,10 @@ TrinaryOpNode::prepareForDerivation()
  // Non-null derivatives are the union of those of the arguments
  // Compute set union of arg{1,2,3}->non_null_derivatives
  set<int> non_null_derivatives_tmp;
-  set_union(arg1->non_null_derivatives.begin(), arg1->non_null_derivatives.end(),
+  ranges::set_union(arg1->non_null_derivatives, arg2->non_null_derivatives,
-            arg2->non_null_derivatives.begin(), arg2->non_null_derivatives.end(),
+                    inserter(non_null_derivatives_tmp, non_null_derivatives_tmp.begin()));
-            inserter(non_null_derivatives_tmp, non_null_derivatives_tmp.begin()));
+  ranges::set_union(non_null_derivatives_tmp, arg3->non_null_derivatives,
-  set_union(non_null_derivatives_tmp.begin(), non_null_derivatives_tmp.end(),
+                    inserter(non_null_derivatives, non_null_derivatives.begin()));
-            arg3->non_null_derivatives.begin(), arg3->non_null_derivatives.end(),
-            inserter(non_null_derivatives, non_null_derivatives.begin()));
 }
 void
@@ -6065,12 +6250,9 @@ TrinaryOpNode::prepareForChainRuleDerivation(
  set<int>& nnd {non_null_chain_rule_derivatives[const_cast<TrinaryOpNode*>(this)]};
  set<int> nnd_tmp;
-  set_union(non_null_chain_rule_derivatives.at(arg1).begin(),
+  ranges::set_union(non_null_chain_rule_derivatives.at(arg1),
-            non_null_chain_rule_derivatives.at(arg1).end(),
+                    non_null_chain_rule_derivatives.at(arg2), inserter(nnd_tmp, nnd_tmp.begin()));
-            non_null_chain_rule_derivatives.at(arg2).begin(),
+  ranges::set_union(nnd_tmp, non_null_chain_rule_derivatives.at(arg3), inserter(nnd, nnd.begin()));
-            non_null_chain_rule_derivatives.at(arg2).end(), inserter(nnd_tmp, nnd_tmp.begin()));
-  set_union(nnd_tmp.begin(), nnd_tmp.end(), non_null_chain_rule_derivatives.at(arg3).begin(),
-            non_null_chain_rule_derivatives.at(arg3).end(), inserter(nnd, nnd.begin()));
 }
 expr_t
@@ -6274,9 +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
 }
@@ -6805,9 +6987,9 @@ TrinaryOpNode::isVariableNodeEqualTo([[maybe_unused]] SymbolType type_arg,
 bool
 TrinaryOpNode::containsPacExpectation(const string& pac_model_name) const
 {
-  return (arg1->containsPacExpectation(pac_model_name)
+  return arg1->containsPacExpectation(pac_model_name)
-          || arg2->containsPacExpectation(pac_model_name)
+         || arg2->containsPacExpectation(pac_model_name)
-          || arg3->containsPacExpectation(pac_model_name));
+         || arg3->containsPacExpectation(pac_model_name);
 }
 bool
@@ -6861,6 +7043,13 @@ TrinaryOpNode::substituteLogTransform(int orig_symb_id, int aux_symb_id) const
  return recurseTransform(&ExprNode::substituteLogTransform, orig_symb_id, aux_symb_id);
 }
+expr_t
+TrinaryOpNode::substituteAggregationOperators(subst_table_t& subst_table,
+                                              vector<BinaryOpNode*>& neweqs) const
+{
+  return recurseTransform(&ExprNode::substituteAggregationOperators, subst_table, neweqs);
+}
 AbstractExternalFunctionNode::AbstractExternalFunctionNode(DataTree& datatree_arg, int idx_arg,
                                                           int symb_id_arg,
                                                           vector<expr_t> arguments_arg) :
@@ -6887,10 +7076,8 @@ AbstractExternalFunctionNode::prepareForDerivation()
  for (int i = 1; i < static_cast<int>(arguments.size()); i++)
    {
      set<int> non_null_derivatives_tmp;
-      set_union(non_null_derivatives.begin(), non_null_derivatives.end(),
+      ranges::set_union(non_null_derivatives, arguments.at(i)->non_null_derivatives,
-                arguments.at(i)->non_null_derivatives.begin(),
+                        inserter(non_null_derivatives_tmp, non_null_derivatives_tmp.begin()));
-                arguments.at(i)->non_null_derivatives.end(),
-                inserter(non_null_derivatives_tmp, non_null_derivatives_tmp.begin()));
      non_null_derivatives = move(non_null_derivatives_tmp);
    }
@@ -6915,9 +7102,8 @@ AbstractExternalFunctionNode::prepareForChainRuleDerivation(
  for (int i {1}; i < static_cast<int>(arguments.size()); i++)
    {
      set<int> nnd_tmp;
-      set_union(nnd.begin(), nnd.end(), non_null_chain_rule_derivatives.at(arguments.at(i)).begin(),
+      ranges::set_union(nnd, non_null_chain_rule_derivatives.at(arguments.at(i)),
-                non_null_chain_rule_derivatives.at(arguments.at(i)).end(),
+                        inserter(nnd_tmp, nnd_tmp.begin()));
-                inserter(nnd_tmp, nnd_tmp.begin()));
      nnd = move(nnd_tmp);
    }
 }
@@ -6991,43 +7177,43 @@ AbstractExternalFunctionNode::maxHelper(const function<int(expr_t)>& f) const
 int
 AbstractExternalFunctionNode::maxEndoLead() const
 {
-  return maxHelper([](expr_t e) { return e->maxEndoLead(); });
+  return maxHelper(&ExprNode::maxEndoLead);
 }
 int
 AbstractExternalFunctionNode::maxExoLead() const
 {
-  return maxHelper([](expr_t e) { return e->maxExoLead(); });
+  return maxHelper(&ExprNode::maxExoLead);
 }
 int
 AbstractExternalFunctionNode::maxEndoLag() const
 {
-  return maxHelper([](expr_t e) { return e->maxEndoLag(); });
+  return maxHelper(&ExprNode::maxEndoLag);
 }
 int
 AbstractExternalFunctionNode::maxExoLag() const
 {
-  return maxHelper([](expr_t e) { return e->maxExoLag(); });
+  return maxHelper(&ExprNode::maxExoLag);
 }
 int
 AbstractExternalFunctionNode::maxLead() const
 {
-  return maxHelper([](expr_t e) { return e->maxLead(); });
+  return maxHelper(&ExprNode::maxLead);
 }
 int
 AbstractExternalFunctionNode::maxLag() const
 {
-  return maxHelper([](expr_t e) { return e->maxLag(); });
+  return maxHelper(&ExprNode::maxLag);
 }
 int
 AbstractExternalFunctionNode::maxLagWithDiffsExpanded() const
 {
-  return maxHelper([](expr_t e) { return e->maxLagWithDiffsExpanded(); });
+  return maxHelper(&ExprNode::maxLagWithDiffsExpanded);
 }
 expr_t
@@ -7165,7 +7351,7 @@ AbstractExternalFunctionNode::substituteUnaryOpNodes(const lag_equivalence_table
 int
 AbstractExternalFunctionNode::countDiffs() const
 {
-  return maxHelper([](expr_t e) { return e->countDiffs(); });
+  return maxHelper(&ExprNode::countDiffs);
 }
 expr_t
@@ -7300,7 +7486,7 @@ AbstractExternalFunctionNode::removeTrendLeadLag(const map<int, expr_t>& trend_s
 bool
 AbstractExternalFunctionNode::isInStaticForm() const
 {
-  return ranges::all_of(arguments, [](expr_t e) { return e->isInStaticForm(); });
+  return ranges::all_of(arguments, &ExprNode::isInStaticForm);
 }
 bool
@@ -7413,6 +7599,13 @@ AbstractExternalFunctionNode::substituteLogTransform(int orig_symb_id, int aux_s
  return recurseTransform(&ExprNode::substituteLogTransform, orig_symb_id, aux_symb_id);
 }
+expr_t
+AbstractExternalFunctionNode::substituteAggregationOperators(subst_table_t& subst_table,
+                                                             vector<BinaryOpNode*>& neweqs) const
+{
+  return recurseTransform(&ExprNode::substituteAggregationOperators, subst_table, neweqs);
+}
 expr_t
 AbstractExternalFunctionNode::toStatic(DataTree& static_datatree) const
 {
@@ -7696,7 +7889,6 @@ ExternalFunctionNode::writeJsonExternalFunctionOutput(vector<string>& efout,
 void
 ExternalFunctionNode::computeXrefs(EquationInfo& ei) const
 {
-  vector<expr_t> dynamic_arguments;
  for (auto argument : arguments)
    argument->computeXrefs(ei);
 }
@@ -7713,7 +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;
  };
 }
@@ -8040,7 +8232,6 @@ FirstDerivExternalFunctionNode::buildSimilarExternalFunctionNode(vector<expr_t>&
 void
 FirstDerivExternalFunctionNode::computeXrefs(EquationInfo& ei) const
 {
-  vector<expr_t> dynamic_arguments;
  for (auto argument : arguments)
    argument->computeXrefs(ei);
 }
@@ -8052,12 +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;
    };
 }
@@ -8319,7 +8510,6 @@ SecondDerivExternalFunctionNode::buildSimilarExternalFunctionNode(vector<expr_t>
 void
 SecondDerivExternalFunctionNode::computeXrefs(EquationInfo& ei) const
 {
-  vector<expr_t> dynamic_arguments;
  for (auto argument : arguments)
    argument->computeXrefs(ei);
 }
@@ -8408,12 +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;
    };
 }
@@ -8774,6 +8964,13 @@ SubModelNode::substituteLogTransform([[maybe_unused]] int orig_symb_id,
  return const_cast<SubModelNode*>(this);
 }
+expr_t
+SubModelNode::substituteAggregationOperators([[maybe_unused]] subst_table_t& subst_table,
+                                             [[maybe_unused]] vector<BinaryOpNode*>& neweqs) const
+{
+  return const_cast<SubModelNode*>(this);
+}
 VarExpectationNode::VarExpectationNode(DataTree& datatree_arg, int idx_arg, string model_name_arg) :
    SubModelNode {datatree_arg, idx_arg, move(model_name_arg)}
 {
@@ -9292,9 +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
+        return avi.type == AuxVarType::unaryOp && avi.unary_op == "log" && avi.orig_symb_id
-                && !datatree.symbol_table.isAuxiliaryVariable(*avi.orig_symb_id)
+               && !datatree.symbol_table.isAuxiliaryVariable(*avi.orig_symb_id)
-                && target->lag + avi.orig_lead_lag.value() == -1);
+               && target->lag + avi.orig_lead_lag.value() == -1;
      }
    else
      return target->lag == -1;
@@ -9373,13 +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)
@@ -9397,7 +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;
@@ -9434,11 +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);

--- a/src/ExprNode.hh
+++ b/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;
@@ -572,38 +572,35 @@ public:
  {
  };
-  //! Returns the maximum lead of endogenous in this expression
+  //! Returns the maximum lead of endogenous in this expression (not incl. heterogeneous endo)
  /*! Always returns a non-negative value */
  [[nodiscard]] virtual int maxEndoLead() const = 0;
-  //! Returns the maximum lead of exogenous in this expression
+  //! Returns the maximum lead of exogenous in this expression (not incl. heterogeneous exo)
  /*! Always returns a non-negative value */
  [[nodiscard]] virtual int maxExoLead() const = 0;
-  //! Returns the maximum lag of endogenous in this expression
+  //! Returns the maximum lag of endogenous in this expression (not incl. heterogeneous endo)
  /*! Always returns a non-negative value */
  [[nodiscard]] virtual int maxEndoLag() const = 0;
-  //! Returns the maximum lag of exogenous in this expression
+  //! Returns the maximum lag of exogenous in this expression (not incl. heterogeneous exo)
  /*! Always returns a non-negative value */
  [[nodiscard]] virtual int maxExoLag() const = 0;
-  //! Returns the maximum lead of endo/exo/exodet in this expression
+  /* Returns the maximum lead of endo/exo/exodet in this expression (including heterogeneous
-  /*! A negative value means that the expression contains only lagged
+     endo/exo). A negative value means that the expression contains only lagged variables. A value
-    variables. A value of numeric_limits<int>::min() means that there is
+     of numeric_limits<int>::min() means that there is no variable. */
-    no variable. */
  [[nodiscard]] virtual int maxLead() const = 0;
-  //! Returns the maximum lag of endo/exo/exodet in this expression
+  /* Returns the maximum lag of endo/exo/exodet in this expression (including heterogeneous
-  /*! A negative value means that the expression contains only leaded
+     endo/exo). A negative value means that the expression contains only leaded variables. A value
-    variables. A value of numeric_limits<int>::min() means that there is
+     of numeric_limits<int>::min() means that there is no variable. */
-    no variable. */
  [[nodiscard]] virtual int maxLag() const = 0;
-  //! Returns the maximum lag of endo/exo/exodet, as if diffs were expanded
+  /* Returns the maximum lag of endo/exo/exodet (including heterogeneous endo/exo), as if diffs were
-  /*! This function behaves as maxLag(), except that it treats diff()
+     expanded. This function behaves as maxLag(), except that it treats diff() differently. For
-    differently. For e.g., on diff(diff(x(-1))), maxLag() returns 1 while
+     e.g., on diff(diff(x(-1))), maxLag() returns 1 while maxLagWithDiffsExpanded() returns 3. */
-    maxLagWithDiffsExpanded() returns 3. */
  [[nodiscard]] virtual int maxLagWithDiffsExpanded() const = 0;
  [[nodiscard]] virtual expr_t undiff() const = 0;
@@ -946,7 +943,15 @@ 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
+     compute their index in the dedicated vector in argument of the dynamic/static files. */
+  [[nodiscard]] virtual expr_t substituteAggregationOperators(subst_table_t& subst_table,
+                                                              vector<BinaryOpNode*>& neweqs) const
+      = 0;
 };
 //! Object used to compare two nodes (using their indexes)
@@ -1058,6 +1063,8 @@ public:
                                                    = "") const override;
  [[nodiscard]] bool isParamTimesEndogExpr() const override;
  [[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;
 };
 //! Symbol or variable node
@@ -1165,6 +1172,8 @@ public:
                          vector<int>& powers) const override;
  [[nodiscard]] pair<int, expr_t> matchEndogenousTimesConstant() const override;
  [[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;
 };
 //! Unary operator node
@@ -1312,6 +1321,8 @@ public:
  [[nodiscard]] bool isParamTimesEndogExpr() const override;
  void decomposeAdditiveTerms(vector<pair<expr_t, int>>& terms, int current_sign) const override;
  [[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;
 };
 //! Binary operator node
@@ -1507,7 +1518,11 @@ public:
                          vector<int>& powers) const override;
  [[nodiscard]] pair<int, expr_t> matchEndogenousTimesConstant() const override;
  [[nodiscard]] expr_t substituteLogTransform(int orig_symb_id, int aux_symb_id) const override;
-  [[nodiscard]] tuple<int, expr_t, expr_t> matchComplementarityCondition() 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 optional<int>& heterogeneity_dimension
+                                = nullopt) const override;
 };
 //! Trinary operator node
@@ -1651,6 +1666,8 @@ public:
  [[nodiscard]] bool containsPacTargetNonstationary(const string& pac_model_name
                                                    = "") const override;
  [[nodiscard]] bool isParamTimesEndogExpr() const override;
+  [[nodiscard]] expr_t substituteAggregationOperators(subst_table_t& subst_table,
+                                                      vector<BinaryOpNode*>& neweqs) const override;
  [[nodiscard]] expr_t substituteLogTransform(int orig_symb_id, int aux_symb_id) const override;
 };
@@ -1826,6 +1843,8 @@ public:
                                                    = "") const override;
  [[nodiscard]] bool isParamTimesEndogExpr() const override;
  [[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;
 };
 class ExternalFunctionNode : public AbstractExternalFunctionNode
@@ -2028,6 +2047,8 @@ public:
  expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
  [[nodiscard]] expr_t removeTrendLeadLag(const map<int, expr_t>& trend_symbols_map) const override;
  [[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;
 protected:
  void prepareForDerivation() override;

--- a/src/HeterogeneityTable.cc
+++ b/src/HeterogeneityTable.cc
+/*
+ * Copyright © 2024 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
+ */
+#include <cassert>
+#include <utility>
+#include "HeterogeneityTable.hh"
+#include "SymbolTable.hh"
+void
+HeterogeneityTable::setSymbolTable(SymbolTable* symbol_table_arg)
+{
+  symbol_table = symbol_table_arg;
+}
+int
+HeterogeneityTable::addDimension(string name)
+{
+  if (name_to_id.contains(name))
+    throw AlreadyDeclaredDimensionException {move(name)};
+  int id {static_cast<int>(id_to_name.size())};
+  name_to_id.emplace(name, id);
+  id_to_name.push_back(move(name));
+  return id;
+}
+bool
+HeterogeneityTable::exists(const string& name) const
+{
+  return name_to_id.contains(name);
+}
+int
+HeterogeneityTable::getID(const string& name) const
+{
+  if (auto it = name_to_id.find(name); it != name_to_id.end())
+    return it->second;
+  else
+    throw UnknownDimensionNameException {name};
+}
+string
+HeterogeneityTable::getName(int id) const
+{
+  if (id < 0 || id >= static_cast<int>(id_to_name.size()))
+    throw UnknownDimensionIDException {id};
+  else
+    return id_to_name[id];
+}
+bool
+HeterogeneityTable::empty() const
+{
+  return name_to_id.empty();
+}
+vector<string>
+HeterogeneityTable::getDimensions() const
+{
+  return id_to_name;
+}
+int
+HeterogeneityTable::size() const
+{
+  return static_cast<int>(name_to_id.size());
+}
+void
+HeterogeneityTable::addSummedHeterogeneousEndogenous(int symb_id)
+{
+  assert(symbol_table->getType(symb_id) == SymbolType::heterogeneousEndogenous);
+  if (summed_het_endo_to_index.contains(symb_id))
+    throw AlreadyDeclaredSummedHeterogeneousEndogenousException {symb_id};
+  int index {static_cast<int>(index_to_summed_het_endo.size())};
+  summed_het_endo_to_index.emplace(symb_id, index);
+  index_to_summed_het_endo.push_back(symb_id);
+}
+int
+HeterogeneityTable::getSummedHeterogenousEndogenousIndex(int symb_id) const
+{
+  if (auto it = summed_het_endo_to_index.find(symb_id); it != summed_het_endo_to_index.end())
+    return it->second;
+  else
+    throw UnknownSummedHeterogeneousEndogenousException {symb_id};
+}
+int
+HeterogeneityTable::aggregateEndoSize() const
+{
+  return index_to_summed_het_endo.size();
+}
+void
+HeterogeneityTable::writeOutput(ostream& output) const
+{
+  for (size_t id {0}; id < id_to_name.size(); id++)
+    output << "M_.heterogeneity(" << id + 1 << ").dimension_name = '" << id_to_name[id] << "';"
+           << endl;
+  output << "M_.heterogeneity_aggregates = {" << endl;
+  for (int symb_id : index_to_summed_het_endo)
+    output << "'sum', " << symbol_table->getHeterogeneityDimension(symb_id) + 1 << ", "
+           << symbol_table->getTypeSpecificID(symb_id) + 1 << ";" << endl;
+  output << "};" << endl;
+}
+void
+HeterogeneityTable::writeJsonOutput(ostream& output) const
+{
+  assert(!empty());
+  output << R"("heterogeneity_dimension": [)";
+  for (bool first_written {false}; const auto& dim : id_to_name)
+    {
+      if (exchange(first_written, true))
+        output << ", ";
+      output << '"' << dim << '"';
+    }
+  output << "]" << endl;
+}
--- a/src/HeterogeneityTable.hh
+++ b/src/HeterogeneityTable.hh
+/*
+ * Copyright © 2024 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
+ */
+#ifndef HETEROGENEITY_TABLE_HH
+#define HETEROGENEITY_TABLE_HH
+#include <map>
+#include <ostream>
+#include <string>
+#include <vector>
+using namespace std;
+class SymbolTable; // Forward declaration, to avoid circularity
+/*
+  There is a guarantee that heterogeneity IDs are increasing, i.e. if dimension A is added after
+  dimension B, then the ID of A is greater than the ID of B.
+  Moreover, the IDs form a contiguous interval starting at 0.
+*/
+class HeterogeneityTable
+{
+private:
+  // Maps dimension names to IDs
+  map<string, int> name_to_id;
+  // Maps dimension IDs to names
+  vector<string> id_to_name;
+  SymbolTable* symbol_table {nullptr}; // Cannot be a reference, because of circularity
+  /* Keeps track of the SUM() operator instances.
+     Maps a symbol ID that appears inside a SUM() operator into an index in
+     M_.heterogeneity_aggregates */
+  map<int, int> summed_het_endo_to_index;
+  // Maps an index in M_.heterogeneity_aggregates into a symbol ID
+  vector<int> index_to_summed_het_endo;
+public:
+  void setSymbolTable(SymbolTable* symbol_table_arg);
+  struct AlreadyDeclaredDimensionException
+  {
+    // Dimension name
+    const string name;
+  };
+  struct UnknownDimensionNameException
+  {
+    // Dimension name
+    const string name;
+  };
+  struct UnknownDimensionIDException
+  {
+    // Dimension ID
+    const int id;
+  };
+  // Returns the dimension ID
+  int addDimension(string name);
+  [[nodiscard]] bool exists(const string& name) const;
+  [[nodiscard]] int getID(const string& name) const;
+  [[nodiscard]] string getName(int id) const;
+  [[nodiscard]] bool empty() const;
+  [[nodiscard]] vector<string> getDimensions() const;
+  [[nodiscard]] int size() const;
+  struct AlreadyDeclaredSummedHeterogeneousEndogenousException
+  {
+    const int symb_id;
+  };
+  struct UnknownSummedHeterogeneousEndogenousException
+  {
+    const int symb_id;
+  };
+  void addSummedHeterogeneousEndogenous(int symb_id);
+  [[nodiscard]] int getSummedHeterogenousEndogenousIndex(int symb_id) const;
+  [[nodiscard]] int aggregateEndoSize() const;
+  void writeOutput(ostream& output) const;
+  void writeJsonOutput(ostream& output) const;
+};
+#endif
--- a/src/HeterogeneousModel.cc
+++ b/src/HeterogeneousModel.cc
+/*
+ * Copyright © 2024-2025 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
+ */
+#include <cstdlib>
+#include <iostream>
+#include "HeterogeneousModel.hh"
+HeterogeneousModel::HeterogeneousModel(SymbolTable& symbol_table_arg,
+                                       NumericalConstants& num_constants_arg,
+                                       ExternalFunctionsTable& external_functions_table_arg,
+                                       HeterogeneityTable& heterogeneity_table_arg,
+                                       int heterogeneity_dimension_arg) :
+    ModelTree {symbol_table_arg, num_constants_arg, external_functions_table_arg,
+               heterogeneity_table_arg, true},
+    heterogeneity_dimension {heterogeneity_dimension_arg}
+{
+}
+HeterogeneousModel&
+HeterogeneousModel::operator=(const HeterogeneousModel& m)
+{
+  ModelTree::operator=(m);
+  assert(heterogeneity_dimension == m.heterogeneity_dimension);
+  deriv_id_table = m.deriv_id_table;
+  inv_deriv_id_table = m.inv_deriv_id_table;
+  return *this;
+}
+void
+HeterogeneousModel::computeChainRuleJacobian()
+{
+  cerr << "Heterogeneous::computeChainRuleJacobian(): unimplemented" << endl;
+  exit(EXIT_FAILURE);
+}
+int
+HeterogeneousModel::getBlockJacobianEndoCol([[maybe_unused]] int blk, [[maybe_unused]] int var,
+                                            [[maybe_unused]] int lead_lag) const
+{
+  cerr << "Heterogeneous::getBlockJacobianEndoCol(): unimplemented" << endl;
+  exit(EXIT_FAILURE);
+}
+int
+HeterogeneousModel::getMFS() const
+{
+  cerr << "Heterogeneous::getMFS(): unimplemented" << endl;
+  exit(EXIT_FAILURE);
+}
+void
+HeterogeneousModel::computeDerivIDs()
+{
+  set<pair<int, int>> dynvars;
+  for (auto& equation : equations)
+    {
+      equation->collectDynamicVariables(SymbolType::heterogeneousEndogenous, dynvars);
+      equation->collectDynamicVariables(SymbolType::heterogeneousExogenous, dynvars);
+      equation->collectDynamicVariables(SymbolType::endogenous, dynvars);
+      equation->collectDynamicVariables(SymbolType::exogenous, dynvars);
+      equation->collectDynamicVariables(SymbolType::parameter, dynvars);
+    }
+  for (const auto& [symb_id, lead_lag] : dynvars)
+    {
+      auto type {symbol_table.getType(symb_id)};
+      if (isHeterogeneous(type))
+        assert(symbol_table.getHeterogeneityDimension(symb_id) == heterogeneity_dimension);
+      if (type == SymbolType::heterogeneousEndogenous || type == SymbolType::endogenous)
+        assert(abs(lead_lag) <= 1);
+      if (type == SymbolType::heterogeneousExogenous || type == SymbolType::exogenous)
+        assert(lead_lag == 0);
+      int deriv_id {static_cast<int>(deriv_id_table.size())};
+      deriv_id_table.emplace(pair {symb_id, lead_lag}, deriv_id);
+      inv_deriv_id_table.emplace_back(symb_id, lead_lag);
+    }
+}
+void
+HeterogeneousModel::computingPass(int derivsOrder, bool no_tmp_terms, bool use_dll)
+{
+  assert(!use_dll); // Not yet implemented
+  computeDerivIDs();
+  set<int> vars;
+  for (auto& [symb_lag, deriv_id] : deriv_id_table)
+    if (symbol_table.getType(symb_lag.first) != SymbolType::parameter)
+      vars.insert(deriv_id);
+  cout << "Computing " << modelClassName() << " derivatives (order " << derivsOrder << ")." << endl;
+  computeDerivatives(derivsOrder, vars);
+  computeTemporaryTerms(!use_dll, no_tmp_terms);
+  computeMCPEquationsReordering(heterogeneity_dimension);
+}
+void
+HeterogeneousModel::writeModelFiles(const string& basename, bool julia) const
+{
+  assert(!julia); // Not yet implemented
+  writeSparseModelMFiles<true>(basename, heterogeneity_dimension);
+  writeComplementarityConditionsFile<true>(basename, heterogeneity_dimension);
+}
+int
+HeterogeneousModel::getJacobianCol(int deriv_id, bool sparse) const
+{
+  assert(sparse);
+  SymbolType type {getTypeByDerivID(deriv_id)};
+  int tsid {getTypeSpecificIDByDerivID(deriv_id)};
+  int lag {getLagByDerivID(deriv_id)};
+  if (type == SymbolType::heterogeneousEndogenous)
+    return tsid + (lag + 1) * symbol_table.het_endo_nbr(heterogeneity_dimension);
+  int shift {3 * symbol_table.het_endo_nbr(heterogeneity_dimension)};
+  if (type == SymbolType::heterogeneousExogenous)
+    return shift + tsid;
+  shift += symbol_table.het_exo_nbr(heterogeneity_dimension);
+  if (type == SymbolType::endogenous)
+    return shift + tsid + (lag + 1) * symbol_table.endo_nbr();
+  shift += symbol_table.endo_nbr();
+  if (type == SymbolType::exogenous)
+    return shift + tsid;
+  throw UnknownDerivIDException();
+}
+int
+HeterogeneousModel::getJacobianColsNbr(bool sparse) const
+{
+  assert(sparse);
+  return 3 * (symbol_table.het_endo_nbr(heterogeneity_dimension) + symbol_table.endo_nbr())
+         + symbol_table.het_exo_nbr(heterogeneity_dimension) + symbol_table.exo_nbr();
+}
+SymbolType
+HeterogeneousModel::getTypeByDerivID(int deriv_id) const noexcept(false)
+{
+  return symbol_table.getType(getSymbIDByDerivID(deriv_id));
+}
+int
+HeterogeneousModel::getLagByDerivID(int deriv_id) const noexcept(false)
+{
+  if (deriv_id < 0 || deriv_id >= static_cast<int>(inv_deriv_id_table.size()))
+    throw UnknownDerivIDException();
+  return inv_deriv_id_table[deriv_id].second;
+}
+int
+HeterogeneousModel::getSymbIDByDerivID(int deriv_id) const noexcept(false)
+{
+  if (deriv_id < 0 || deriv_id >= static_cast<int>(inv_deriv_id_table.size()))
+    throw UnknownDerivIDException();
+  return inv_deriv_id_table[deriv_id].first;
+}
+int
+HeterogeneousModel::getTypeSpecificIDByDerivID(int deriv_id) const
+{
+  return symbol_table.getTypeSpecificID(getSymbIDByDerivID(deriv_id));
+}
+int
+HeterogeneousModel::getDerivID(int symb_id, int lead_lag) const noexcept(false)
+{
+  if (auto it = deriv_id_table.find({symb_id, lead_lag}); it == deriv_id_table.end())
+    throw UnknownDerivIDException();
+  else
+    return it->second;
+}
+void
+HeterogeneousModel::writeDriverOutput(ostream& output) const
+{
+  std::vector<int> state_var;
+  for (int endoID = 0; endoID < symbol_table.het_endo_nbr(heterogeneity_dimension); endoID++)
+    try
+      {
+        getDerivID(symbol_table.getID(SymbolType::heterogeneousEndogenous, endoID,
+                                      heterogeneity_dimension),
+                   -1);
+        if (ranges::find(state_var, endoID) == state_var.end())
+          state_var.push_back(endoID);
+      }
+    catch (UnknownDerivIDException& e)
+      {
+      }
+  output << "M_.heterogeneity(" << heterogeneity_dimension + 1 << ").state_var = [";
+  for (int it : state_var)
+    output << it + 1 << " ";
+  output << "];" << endl;
+  output << "M_.heterogeneity(" << heterogeneity_dimension + 1 << ").dynamic_tmp_nbr = [";
+  for (const auto& it : temporary_terms_derivatives)
+    output << it.size() << "; ";
+  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;
+}
No results found