.clang-format

@@ -11,8 +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

.clang-tidy

+# TODO: add the following check families:
+# - bugprone-*
+# - cppcoreguidelines-
+
+# NB: as of clang-tidy 16, we get several false positives inside boost, notably this one:
+#  https://github.com/llvm/llvm-project/issues/40486
+
+Checks: 'performance-*,modernize-*,-modernize-use-trailing-return-type,-clang-diagnostic-unqualified-std-cast-call'

.gitlab-ci.yml

 variables:
   TERM: linux
-  MINGW32_BOOST_VERSION: 1.81.0-7
-  MINGW64_BOOST_VERSION: 1.81.0-7
+  MINGW64_BOOST_VERSION: 1.88.0-2
   WGET_OPTIONS: '--no-verbose --no-use-server-timestamps --retry-connrefused --retry-on-host-error'
   # To ensure that "false && true" fails, see https://gitlab.com/gitlab-org/gitlab-runner/-/issues/25394#note_412609647
   FF_ENABLE_BASH_EXIT_CODE_CHECK: 'true'
@@ -9,7 +8,7 @@ variables:
 build_linux_x86_64:
   stage: build
   script:
-    - meson setup -D buildtype=release build
+    - meson setup --buildtype=release -Db_lto=true build
     - meson compile -C build -v
   artifacts:
     paths:
@@ -18,7 +17,7 @@ build_linux_x86_64:
 build_linux_arm64:
   stage: build
   script:
-    - meson setup -D buildtype=release --cross-file scripts/linux-arm64-cross.ini build
+    - meson setup --buildtype=release -Db_lto=true --cross-file scripts/linux-arm64-cross.ini build
     - meson compile -C build -v
   artifacts:
     paths:
@@ -32,7 +31,7 @@ build_windows_x86_64:
     - mkdir -p deps
     - tar xf tarballs/mingw-w64-x86_64-boost-$MINGW64_BOOST_VERSION-any.pkg.tar.zst --directory deps
     - echo -e "[properties]\nboost_root = '$(pwd)/deps/mingw64/'" > boost.ini
-    - meson setup -D buildtype=release --cross-file scripts/windows-cross.ini --cross-file boost.ini build
+    - meson setup --buildtype=release -Db_lto=true --cross-file scripts/windows-cross.ini --cross-file boost.ini build
     - meson compile -C build -v
   cache:
     # This cache is shared between all branches, to save space
@@ -48,7 +47,7 @@ build_macos_x86_64:
   tags:
     - macOS
   script:
-    - arch -x86_64 meson setup -D buildtype=release --native-file scripts/homebrew-native-x86_64.ini build
+    - arch -x86_64 meson setup --buildtype=release -Db_lto=true --native-file scripts/homebrew-native-x86_64.ini build
     - arch -x86_64 meson compile -C build -v
   artifacts:
     paths:
@@ -60,8 +59,28 @@ build_macos_arm64:
     - macOS
   script:
     - export PATH="/opt/homebrew/bin:$PATH"
-    - arch -arm64 meson setup -D buildtype=release --native-file scripts/homebrew-native-arm64.ini build
+    - arch -arm64 meson setup --buildtype=release -Db_lto=true --native-file scripts/homebrew-native-arm64.ini build
     - arch -arm64 meson compile -C build -v
   artifacts:
     paths:
       - build/src/dynare-preprocessor
+
+test_clang_format:
+  stage: test
+  script:
+    - meson setup build-clang-format
+    - ninja -C build-clang-format clang-format-check
+  needs: []
+
+test_clang_tidy:
+  stage: test
+  script:
+    # Hack needed for meson < 1.6.0 which only looks for unversioned clang-tidy
+    - mkdir -p ~/.local/bin && ln -s /usr/bin/clang-tidy-19 ~/.local/bin/clang-tidy
+    - export PATH="$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

doc/macroprocessor/macroprocessor.tex

@@ -15,7 +15,7 @@
 \pgfdeclareimage[height=0.8cm]{logo}{dlogo}
 \institute[Dynare Team]{\pgfuseimage{logo}}
 
-\date{23 May 2023}
+\date{31 May 2024}
 
 \AtBeginSection[]
 {
@@ -156,9 +156,9 @@
     \item comparison operators: \texttt{< > <= >= == !=}
     \item logical operators: \verb+&& || !+
     \item range with unit increment: \texttt{1:4} is equivalent to
-      real array \texttt{[1, 2, 3, 4]}. (NB: \texttt{[1:4]} is equivalent to an
+      real array \texttt{[1, 2, 3, 4]} \\ (NB: \texttt{[1:4]} is equivalent to an
       array containing an array of reals, \textit{i.e.} \texttt{[[1, 2, 3, 4]]})
-    \item range with user-defined increment: \texttt{4:-1.1:-1} is equivalent to real array \texttt{[4, 2.9, 1.8, 0.7, -0.4]}.
+    \item range with user-defined increment: \\ \texttt{4:-1.1:-1} is equivalent to real array \texttt{[4, 2.9, 1.8, 0.7, -0.4]}
     \end{itemize}
   \end{block}
 
@@ -314,7 +314,7 @@ Then \texttt{distance(3, 4)} will be equivalent to \texttt{5}.
 \end{frame}
 
 \begin{frame}[fragile=singleslide]
-  \frametitle{Defining macro-variables}
+  \frametitle{Defining macro-variables (1/2)}
 
   The value of a macro-variable can be defined with the \verb+@#define+
   directive.
@@ -335,9 +335,31 @@ Then \texttt{distance(3, 4)} will be equivalent to \texttt{5}.
 @#define t = ("US" in w)    // Equals true
 \end{verbatim}
   \end{block}
-  NB: You can define macro variables on the Dynare command line by using the \texttt{-D} option
 \end{frame}
 
+\begin{frame}[fragile=singleslide]
+  \frametitle{Defining macro-variables (2/2)}
+  Macro variables can also be defined on the Dynare command line by using the
+  \texttt{-D} option, for easily switching between different flavours of a model.
+
+  \begin{block}{Example 1}
+\begin{verbatim}
+dynare myfile.mod -Dx=5
+\end{verbatim}
+The macro-variable \texttt{x} will be equal to \texttt{5} when running \texttt{myfile.mod}.
+\end{block}
+
+\begin{block}{Example 2}
+  Use single quotes around the \texttt{-D} option when there are spaces or
+  special characters in the variable definition.
+\begin{verbatim}
+dynare myfile.mod '-DA=[ i in [1,2,3] when i > 1 ]'
+\end{verbatim}
+The macro-variable \texttt{A} will be equal to \texttt{[2,3]} when running \texttt{myfile.mod}.
+\end{block}
+\end{frame}
+
+
 \begin{frame}[fragile=singleslide]
   \frametitle{Expression substitution}
   \framesubtitle{Dummy example}
@@ -611,7 +633,7 @@ end;
 \begin{frame}
   \frametitle{Macro-related command line options}
   \begin{itemize}
-  \item \texttt{savemacro}: Useful for debugging or learning purposes, saves the output of the macro processor. If your \texttt{.mod} file is called \texttt{file.mod}, the output is saved to \texttt{file-macroexp.mod}.
+  \item \texttt{savemacro}: Useful for debugging or learning purposes, saves the output of the macro processor. If your \texttt{.mod} file is called \texttt{file.mod}, the output is saved to \texttt{file\_macroexp.mod}.
   \item NB: \texttt{savemacro=filename} allows a user-defined file name
   \item \texttt{linemacro}: In the output of \texttt{savemacro}, print line numbers where the macro directives were placed.
   \item \texttt{onlymacro}: Stops processing after the macro processing step.
@@ -866,7 +888,7 @@ rhos = [ 0.8, 0.9, 1];
     \ccbysa
     \column{0.71\textwidth}
     \tiny
-    Copyright © 2008-2023 Dynare Team \\
+    Copyright © 2008-2024 Dynare Team \\
     License: \href{http://creativecommons.org/licenses/by-sa/4.0/}{Creative
       Commons Attribution-ShareAlike 4.0}
   \end{columns}

meson.build

@@ -2,7 +2,7 @@
 # It is not used when building Dynare as a whole.
 
 project('dynare-preprocessor', 'cpp',
-        version : '6-unstable',
+        version : '7-unstable',
         # NB: update C++ standard in .clang-format whenever the following is modified
         default_options : [ 'cpp_std=gnu++20', 'warning_level=2' ],
         meson_version : '>=0.64.0')

scripts/homebrew-native-arm64.ini

 # Meson native file for compiling under Homebrew / arm64
 
 [binaries]
-cpp = '/opt/homebrew/bin/g++-13'
+cpp = '/opt/homebrew/bin/g++-15'
 flex = '/opt/homebrew/opt/flex/bin/flex'
 bison = '/opt/homebrew/opt/bison/bin/bison'
 

scripts/homebrew-native-x86_64.ini

 # Meson native file for compiling under Homebrew / x86-64
 
 [binaries]
-cpp = '/usr/local/bin/g++-13'
+cpp = '/usr/local/bin/g++-15'
 flex = '/usr/local/opt/flex/bin/flex'
 bison = '/usr/local/opt/bison/bin/bison'
 

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'

src/Bytecode.cc

 /*
- * Copyright © 2022-2023 Dynare Team
+ * Copyright © 2022-2024 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -17,14 +17,17 @@
  * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
-#include <iostream>
-#include <ios>
-#include <cstdlib>
 #include <algorithm>
+#include <cstdlib>
+#include <ios>
+#include <iostream>
 
 #include "Bytecode.hh"
 
-BytecodeWriter::BytecodeWriter(const filesystem::path &filename)
+namespace Bytecode
+{
+
+Writer::Writer(const filesystem::path& filename)
 {
   open(filename, ios::out | ios::binary);
   if (!is_open())
@@ -35,17 +38,16 @@ BytecodeWriter::BytecodeWriter(const filesystem::path &filename)
 }
 
 template<>
-BytecodeWriter &
-operator<<(BytecodeWriter &code_file, const FCALL_ &instr)
+Writer&
+operator<<(Writer& code_file, const FCALL& instr)
 {
   code_file.instructions_positions.push_back(code_file.tellp());
 
-  auto write_member = [&code_file](const auto &member)
-  {
+  auto write_member = [&code_file](const auto& member) {
     code_file.write(reinterpret_cast<const char*>(&member), sizeof member);
   };
 
-  write_member(instr.op_code);
+  write_member(instr.tag);
   write_member(instr.nb_output_arguments);
   write_member(instr.nb_input_arguments);
   write_member(instr.indx);
@@ -66,23 +68,22 @@ operator<<(BytecodeWriter &code_file, const FCALL_ &instr)
 }
 
 template<>
-BytecodeWriter &
-operator<<(BytecodeWriter &code_file, const FBEGINBLOCK_ &instr)
+Writer&
+operator<<(Writer& code_file, const FBEGINBLOCK& instr)
 {
   code_file.instructions_positions.push_back(code_file.tellp());
 
-  auto write_member = [&code_file](const auto &member)
-  {
+  auto write_member = [&code_file](const auto& member) {
     code_file.write(reinterpret_cast<const char*>(&member), sizeof member);
   };
 
-  write_member(instr.op_code);
+  write_member(instr.tag);
   write_member(instr.size);
   write_member(instr.type);
   for (int i = 0; i < instr.size; i++)
     {
-      write_member(instr.variable[i]);
-      write_member(instr.equation[i]);
+      write_member(instr.variables[i]);
+      write_member(instr.equations[i]);
     }
   if (instr.type == BlockSimulationType::solveTwoBoundariesSimple
       || instr.type == BlockSimulationType::solveTwoBoundariesComplete
@@ -96,8 +97,10 @@ operator<<(BytecodeWriter &code_file, const FBEGINBLOCK_ &instr)
   write_member(instr.det_exo_size);
   write_member(instr.exo_size);
 
-  for_each_n(instr.det_exogenous.begin(), instr.det_exo_size, write_member);
-  for_each_n(instr.exogenous.begin(), instr.exo_size, write_member);
+  ranges::for_each_n(instr.det_exogenous.begin(), instr.det_exo_size, write_member);
+  ranges::for_each_n(instr.exogenous.begin(), instr.exo_size, write_member);
 
   return code_file;
 }
+
+}

src/Bytecode.hh

 /*
- * Copyright © 2007-2023 Dynare Team
+ * Copyright © 2007-2024 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -17,50 +17,66 @@
  * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
-#ifndef _BYTECODE_HH
-#define _BYTECODE_HH
+#ifndef BYTECODE_HH
+#define BYTECODE_HH
 
+#include <concepts>
+#include <filesystem>
 #include <fstream>
-#include <vector>
-#include <utility>
 #include <ios>
-#include <filesystem>
 #include <type_traits>
+#include <utility>
+#include <vector>
 
 #include "CommonEnums.hh"
 
 using namespace std;
 
-// The different opcodes of bytecode
-enum class Tags
+namespace Bytecode
+{
+
+// The different tags encoding a bytecode instruction
+enum class Tag
 {
   FLDZ, // Loads a zero onto the stack
   FLDC, // Loads a constant term onto the stack
 
   FDIMT, // Defines the number of temporary terms - dynamic context (the period has to be indicated)
-   FDIMST, // Defines the number of temporary terms - static context (the period hasn’t to be indicated)
+  FDIMST, // Defines the number of temporary terms - static context (the period hasn’t to be
+          // indicated)
   FLDT,  // Loads a temporary term onto the stack - dynamic context (the period has to be indicated)
-   FLDST, // Loads a temporary term onto the stack - static context (the period hasn’t to be indicated)
-   FSTPT, // Stores a temporary term from the stack - dynamic context (the period has to be indicated)
-   FSTPST, // Stores a temporary term from the stack - static context (the period hasn’t to be indicated)
-
-   FLDU, // Loads an element of the vector U onto the stack - dynamic context (the period has to be indicated)
-   FLDSU, // Loads an element of the vector U onto the stack - static context (the period hasn’t to be indicated)
-   FSTPU, // Stores an element of the vector U from the stack - dynamic context (the period has to be indicated)
-   FSTPSU, // Stores an element of the vector U from the stack - static context (the period hasn’t to be indicated)
-
-   FLDV, // Loads a variable (described in SymbolType) onto the stack - dynamic context (the period has to be indicated)
-   FLDSV, // Loads a variable (described in SymbolType) onto the stack - static context (the period hasn’t to be indicated)
-   FLDVS, // Loads a variable (described in SymbolType) onto the stack - dynamic context but inside the STEADY_STATE operator (the period hasn’t to be indicated)
-   FSTPV, // Stores a variable (described in SymbolType) from the stack - dynamic context (the period has to be indicated)
-   FSTPSV, // Stores a variable (described in SymbolType) from the stack - static context (the period hasn’t to be indicated)
+  FLDST, // Loads a temporary term onto the stack - static context (the period hasn’t to be
+         // indicated)
+  FSTPT, // Stores a temporary term from the stack - dynamic context (the period has to be
+         // indicated)
+  FSTPST, // Stores a temporary term from the stack - static context (the period hasn’t to be
+          // indicated)
+
+  FLDU,  // Loads an element of the vector U onto the stack - dynamic context (the period has to be
+         // indicated)
+  FLDSU, // Loads an element of the vector U onto the stack - static context (the period hasn’t to
+         // be indicated)
+  FSTPU, // Stores an element of the vector U from the stack - dynamic context (the period has to be
+         // indicated)
+  FSTPSU, // Stores an element of the vector U from the stack - static context (the period hasn’t to
+          // be indicated)
+
+  FLDV,  // Loads a variable (described in SymbolType) onto the stack - dynamic context (the period
+         // has to be indicated)
+  FLDSV, // Loads a variable (described in SymbolType) onto the stack - static context (the period
+         // hasn’t to be indicated)
+  FLDVS, // Loads a variable (described in SymbolType) onto the stack - dynamic context but inside
+         // the STEADY_STATE operator (the period hasn’t to be indicated)
+  FSTPV, // Stores a variable (described in SymbolType) from the stack - dynamic context (the period
+         // has to be indicated)
+  FSTPSV, // Stores a variable (described in SymbolType) from the stack - static context (the period
+          // hasn’t to be indicated)
 
   FLDR,  // Loads a residual onto the stack
   FSTPR, // Stores a residual from the stack
 
-   FSTPG, // Stores a derivative from the stack
-   FSTPG2, // Stores a derivative matrix for a static model from the stack
-   FSTPG3, // Stores a derivative matrix for a dynamic model from the stack
+  FSTPG,  // Stores the derivative of a simple (single-equation) block in simulate mode
+  FSTPG2, // Stores the derivative matrix of a block in evaluate mode
 
   FUNARY,   // A unary operator
   FBINARY,  // A binary operator
@@ -71,7 +87,8 @@ enum class Tags
 
   FBEGINBLOCK, // Marks the beginning of a model block
   FENDBLOCK,   // Marks the end of a model block
-   FENDEQU, // Marks the last equation of the block; for a block that has to be solved, the derivatives appear just after this flag
+  FENDEQU,     // Marks the last equation of the block; for a block that has to be solved, the
+               // derivatives appear just after this flag
   FEND,        // Marks the end of the model code
 
   FNUMEXPR, // Stores the expression type and references
@@ -105,660 +122,342 @@ enum class ExternalFunctionCallType
   numericalSecondDerivative
 };
 
-struct Block_contain_type
-{
-  int Equation, Variable, Own_Derivative;
-};
-
-class BytecodeWriter;
+class Writer;
 
-struct BytecodeInstruction
+struct Instruction
 {
-  const Tags op_code;
-  explicit BytecodeInstruction(Tags op_code_arg) :
-    op_code {op_code_arg}
+  const Tag tag;
+  explicit Instruction(Tag tag_arg) : tag {tag_arg}
   {
   }
+
 protected:
   /* This is a base class, so the destructor should be either public+virtual or
      protected+non-virtual. We opt for the latter, because otherwise this class
      would no longer be POD; its memory representation would also include
      runtime type information, and our crude serialization technique (copying the
      whole object from memory) would thus not work. */
-  ~BytecodeInstruction() = default;
+  ~Instruction() = default;
 };
 
-template<typename T1>
-class TagWithOneArgument : public BytecodeInstruction
-{
-protected:
-  T1 arg1;
-public:
-  TagWithOneArgument(Tags op_code_arg, T1 arg_arg1) : BytecodeInstruction{op_code_arg},
-                                                      arg1{arg_arg1}
-  {
-  };
-protected:
-  // See BytecodeInstruction destructor for the rationale
-  ~TagWithOneArgument() = default;
-};
+template<typename T>
+concept IsInstruction = derived_from<T, Instruction>;
 
-template<typename T1, typename T2>
-class TagWithTwoArguments : public BytecodeInstruction
+struct FLDZ final : public Instruction
 {
-protected:
-  T1 arg1;
-  T2 arg2;
-public:
-  TagWithTwoArguments(Tags op_code_arg, T1 arg_arg1, T2 arg_arg2) :
-    BytecodeInstruction{op_code_arg}, arg1{arg_arg1}, arg2{arg_arg2}
+  FLDZ() : Instruction {Tag::FLDZ}
   {
-  };
-protected:
-  // See BytecodeInstruction destructor for the rationale
-  ~TagWithTwoArguments() = default;
-};
-
-template<typename T1, typename T2, typename T3>
-class TagWithThreeArguments : public BytecodeInstruction
-{
-protected:
-  T1 arg1;
-  T2 arg2;
-  T3 arg3;
-public:
-  TagWithThreeArguments(Tags op_code_arg, T1 arg_arg1, T2 arg_arg2, T3 arg_arg3) :
-    BytecodeInstruction{op_code_arg}, arg1{arg_arg1}, arg2{arg_arg2}, arg3{arg_arg3}
-  {
-  };
-protected:
-  // See BytecodeInstruction destructor for the rationale
-  ~TagWithThreeArguments() = default;
-};
-
-template<typename T1, typename T2, typename T3, typename T4>
-class TagWithFourArguments : public BytecodeInstruction
-{
-protected:
-  T1 arg1;
-  T2 arg2;
-  T3 arg3;
-  T4 arg4;
-public:
-  TagWithFourArguments(Tags op_code_arg, T1 arg_arg1, T2 arg_arg2, T3 arg_arg3, T4 arg_arg4) :
-    BytecodeInstruction{op_code_arg}, arg1{arg_arg1}, arg2{arg_arg2},
-    arg3{move(arg_arg3)}, arg4{arg_arg4}
-  {
-  };
-protected:
-  // See BytecodeInstruction destructor for the rationale
-  ~TagWithFourArguments() = default;
-};
-
-class FLDZ_ final : public BytecodeInstruction
-{
-public:
-  FLDZ_() : BytecodeInstruction{Tags::FLDZ}
-  {
-  };
+  }
 };
 
-class FEND_ final : public BytecodeInstruction
+struct FEND final : public Instruction
 {
-public:
-  FEND_() : BytecodeInstruction{Tags::FEND}
+  FEND() : Instruction {Tag::FEND}
   {
-  };
+  }
 };
 
-class FENDBLOCK_ final : public BytecodeInstruction
+struct FENDBLOCK final : public Instruction
 {
-public:
-  FENDBLOCK_() : BytecodeInstruction{Tags::FENDBLOCK}
+  FENDBLOCK() : Instruction {Tag::FENDBLOCK}
   {
-  };
+  }
 };
 
-class FENDEQU_ final : public BytecodeInstruction
+struct FENDEQU final : public Instruction
 {
-public:
-  FENDEQU_() : BytecodeInstruction{Tags::FENDEQU}
+  FENDEQU() : Instruction {Tag::FENDEQU}
   {
-  };
+  }
 };
 
-class FDIMT_ final : public TagWithOneArgument<int>
+struct FDIMT final : public Instruction
 {
-public:
-  explicit FDIMT_(int size_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FDIMT, size_arg}
+  const int size;
+  explicit FDIMT(int size_arg) : Instruction {Tag::FDIMT}, size {size_arg}
   {
-  };
-  int
-  get_size()
-  {
-    return arg1;
-  };
+  }
 };
 
-class FDIMST_ final : public TagWithOneArgument<int>
+struct FDIMST final : public Instruction
 {
-public:
-  explicit FDIMST_(int size_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FDIMST, size_arg}
+  const int size;
+  explicit FDIMST(int size_arg) : Instruction {Tag::FDIMST}, size {size_arg}
   {
-  };
-  int
-  get_size()
-  {
-    return arg1;
-  };
+  }
 };
 
-class FLDC_ final : public TagWithOneArgument<double>
-{
-public:
-  explicit FLDC_(double value_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FLDC, value_arg}
+struct FLDC final : public Instruction
 {
-  };
-  double
-  get_value()
+  const double value;
+  explicit FLDC(double value_arg) : Instruction {Tag::FLDC}, value {value_arg}
   {
-    return arg1;
-  };
+  }
 };
 
-class FLDU_ final : public TagWithOneArgument<int>
+struct FLDU final : public Instruction
 {
-public:
-  explicit FLDU_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FLDU, pos_arg}
-  {
-  };
-  int
-  get_pos()
+  const int pos;
+  explicit FLDU(int pos_arg) : Instruction {Tag::FLDU}, pos {pos_arg}
   {
-    return arg1;
-  };
+  }
 };
 
-class FLDSU_ final : public TagWithOneArgument<int>
+struct FLDSU final : public Instruction
 {
-public:
-  explicit FLDSU_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FLDSU, pos_arg}
-  {
-  };
-  int
-  get_pos()
+  const int pos;
+  explicit FLDSU(int pos_arg) : Instruction {Tag::FLDSU}, pos {pos_arg}
   {
-    return arg1;
-  };
+  }
 };
 
-class FLDR_ final : public TagWithOneArgument<int>
+struct FLDR final : public Instruction
 {
-public:
-  explicit FLDR_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FLDR, pos_arg}
+  const int pos;
+  explicit FLDR(int pos_arg) : Instruction {Tag::FLDR}, pos {pos_arg}
   {
-  };
-  int
-  get_pos()
-  {
-    return arg1;
-  };
+  }
 };
 
-class FLDT_ final : public TagWithOneArgument<int>
-{
-public:
-  explicit FLDT_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FLDT, pos_arg}
+struct FLDT final : public Instruction
 {
-  };
-  int
-  get_pos()
+  const int pos;
+  explicit FLDT(int pos_arg) : Instruction {Tag::FLDT}, pos {pos_arg}
   {
-    return arg1;
-  };
+  }
 };
 
-class FLDST_ final : public TagWithOneArgument<int>
-{
-public:
-  explicit FLDST_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FLDST, pos_arg}
+struct FLDST final : public Instruction
 {
-  };
-  int
-  get_pos()
+  const int pos;
+  explicit FLDST(int pos_arg) : Instruction {Tag::FLDST}, pos {pos_arg}
   {
-    return arg1;
-  };
+  }
 };
 
-class FSTPT_ final : public TagWithOneArgument<int>
-{
-public:
-  explicit FSTPT_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FSTPT, pos_arg}
+struct FSTPT final : public Instruction
 {
-  };
-  int
-  get_pos()
+  const int pos;
+  explicit FSTPT(int pos_arg) : Instruction {Tag::FSTPT}, pos {pos_arg}
   {
-    return arg1;
-  };
+  }
 };
 
-class FSTPST_ final : public TagWithOneArgument<int>
-{
-public:
-  explicit FSTPST_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FSTPST, pos_arg}
+struct FSTPST final : public Instruction
 {
-  };
-  int
-  get_pos()
+  const int pos;
+  explicit FSTPST(int pos_arg) : Instruction {Tag::FSTPST}, pos {pos_arg}
   {
-    return arg1;
-  };
+  }
 };
 
-class FSTPR_ final : public TagWithOneArgument<int>
-{
-public:
-  explicit FSTPR_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FSTPR, pos_arg}
+struct FSTPR final : public Instruction
 {
-  };
-  int
-  get_pos()
+  const int pos;
+  explicit FSTPR(int pos_arg) : Instruction {Tag::FSTPR}, pos {pos_arg}
   {
-    return arg1;
-  };
+  }
 };
 
-class FSTPU_ final : public TagWithOneArgument<int>
-{
-public:
-  explicit FSTPU_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FSTPU, pos_arg}
+struct FSTPU final : public Instruction
 {
-  };
-  int
-  get_pos()
+  const int pos;
+  explicit FSTPU(int pos_arg) : Instruction {Tag::FSTPU}, pos {pos_arg}
   {
-    return arg1;
-  };
+  }
 };
 
-class FSTPSU_ final : public TagWithOneArgument<int>
-{
-public:
-  explicit FSTPSU_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FSTPSU, pos_arg}
+struct FSTPSU final : public Instruction
 {
-  };
-  int
-  get_pos()
+  const int pos;
+  explicit FSTPSU(int pos_arg) : Instruction {Tag::FSTPSU}, pos {pos_arg}
   {
-    return arg1;
-  };
+  }
 };
 
-class FSTPG_ final : public TagWithOneArgument<int>
-{
-public:
-  explicit FSTPG_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FSTPG, pos_arg}
+struct FSTPG final : public Instruction
 {
-  };
-  int
-  get_pos()
+  explicit FSTPG() : Instruction {Tag::FSTPG}
   {
-    return arg1;
-  };
+  }
 };
 
-class FSTPG2_ final : public TagWithTwoArguments<int, int>
-{
-public:
-  FSTPG2_(int row_arg, int col_arg) : TagWithTwoArguments::TagWithTwoArguments{Tags::FSTPG2, row_arg, col_arg}
-  {
-  };
-  int
-  get_row()
+struct FSTPG2 final : public Instruction
 {
-    return arg1;
-  };
-  int
-  get_col()
+  const int row, col;
+  FSTPG2(int row_arg, int col_arg) : Instruction {Tag::FSTPG2}, row {row_arg}, col {col_arg}
   {
-    return arg2;
-  };
+  }
 };
 
-class FSTPG3_ final : public TagWithFourArguments<int, int, int, int>
-{
-public:
-  FSTPG3_(int row_arg, int col_arg, int lag_arg, int col_pos_arg) : TagWithFourArguments::TagWithFourArguments{Tags::FSTPG3, row_arg, col_arg, lag_arg, col_pos_arg}
-  {
-  };
-  int
-  get_row()
-  {
-    return arg1;
-  };
-  int
-  get_col()
+struct FUNARY final : public Instruction
 {
-    return arg2;
-  };
-  int
-  get_lag()
-  {
-    return arg3;
-  };
-  int
-  get_col_pos()
+  const UnaryOpcode op_code;
+  explicit FUNARY(UnaryOpcode op_code_arg) : Instruction {Tag::FUNARY}, op_code {op_code_arg}
   {
-    return arg4;
-  };
+  }
 };
 
-class FUNARY_ final : public TagWithOneArgument<UnaryOpcode>
-{
-public:
-  explicit FUNARY_(UnaryOpcode op_type_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FUNARY, op_type_arg}
+struct FBINARY final : public Instruction
 {
-  };
-  UnaryOpcode
-  get_op_type()
+  const BinaryOpcode op_code;
+  explicit FBINARY(BinaryOpcode op_code_arg) : Instruction {Tag::FBINARY}, op_code {op_code_arg}
   {
-    return arg1;
-  };
+  }
 };
 
-class FBINARY_ final : public TagWithOneArgument<BinaryOpcode>
+struct FTRINARY final : public Instruction
 {
-public:
-  explicit FBINARY_(BinaryOpcode op_type_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FBINARY, op_type_arg}
-  {
-  };
-  BinaryOpcode
-  get_op_type()
+  const TrinaryOpcode op_code;
+  explicit FTRINARY(TrinaryOpcode op_code_arg) : Instruction {Tag::FTRINARY}, op_code {op_code_arg}
   {
-    return arg1;
-  };
+  }
 };
 
-class FTRINARY_ final : public TagWithOneArgument<TrinaryOpcode>
+struct FJMPIFEVAL final : public Instruction
 {
-public:
-  explicit FTRINARY_(TrinaryOpcode op_type_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FTRINARY, op_type_arg}
+  const int pos;
+  explicit FJMPIFEVAL(int pos_arg) : Instruction {Tag::FJMPIFEVAL}, pos {pos_arg}
   {
-  };
-  TrinaryOpcode
-  get_op_type()
-  {
-    return arg1;
-  };
+  }
 };
 
-class FJMPIFEVAL_ final : public TagWithOneArgument<int>
-{
-public:
-  explicit FJMPIFEVAL_(int arg_pos) : TagWithOneArgument::TagWithOneArgument{Tags::FJMPIFEVAL, arg_pos}
+struct FJMP final : public Instruction
 {
-  };
-  int
-  get_pos()
+  const int pos;
+  explicit FJMP(int pos_arg) : Instruction {Tag::FJMP}, pos {pos_arg}
   {
-    return arg1;
   }
 };
 
-class FJMP_ final : public TagWithOneArgument<int>
+struct FLDTEF final : public Instruction
 {
-public:
-  explicit FJMP_(int arg_pos) : TagWithOneArgument::TagWithOneArgument{Tags::FJMP, arg_pos}
-  {
-  };
-  int
-  get_pos()
+  const int number;
+  explicit FLDTEF(int number_arg) : Instruction {Tag::FLDTEF}, number {number_arg}
   {
-    return arg1;
   }
 };
 
-class FLDTEF_ final : public TagWithOneArgument<int>
-{
-public:
-  explicit FLDTEF_(int number) : TagWithOneArgument::TagWithOneArgument{Tags::FLDTEF, number}
+struct FSTPTEF final : public Instruction
 {
-  };
-  int
-  get_number()
+  const int number;
+  explicit FSTPTEF(int number_arg) : Instruction {Tag::FSTPTEF}, number {number_arg}
   {
-    return arg1;
   }
 };
 
-class FSTPTEF_ final : public TagWithOneArgument<int>
-{
-public:
-  explicit FSTPTEF_(int number) : TagWithOneArgument::TagWithOneArgument{Tags::FSTPTEF, number}
+struct FLDTEFD final : public Instruction
 {
-  };
-  int
-  get_number()
+  const int indx, row;
+  FLDTEFD(int indx_arg, int row_arg) : Instruction {Tag::FLDTEFD}, indx {indx_arg}, row {row_arg}
   {
-    return arg1;
   }
 };
 
-class FLDTEFD_ final : public TagWithTwoArguments<int, int>
-{
-public:
-  FLDTEFD_(int indx, int row) : TagWithTwoArguments::TagWithTwoArguments{Tags::FLDTEFD, indx, row}
-  {
-  };
-  int
-  get_indx()
+struct FSTPTEFD final : public Instruction
 {
-    return arg1;
-  };
-  int
-  get_row()
+  const int indx, row;
+  FSTPTEFD(int indx_arg, int row_arg) : Instruction {Tag::FSTPTEFD}, indx {indx_arg}, row {row_arg}
   {
-    return arg2;
-  };
+  }
 };
 
-class FSTPTEFD_ final : public TagWithTwoArguments<int, int>
-{
-public:
-  FSTPTEFD_(int indx, int row) : TagWithTwoArguments::TagWithTwoArguments{Tags::FSTPTEFD, indx, row}
-  {
-  };
-  int
-  get_indx()
+struct FLDTEFDD final : public Instruction
 {
-    return arg1;
-  };
-  int
-  get_row()
+  const int indx, row, col;
+  FLDTEFDD(int indx_arg, int row_arg, int col_arg) :
+      Instruction {Tag::FLDTEFDD}, indx {indx_arg}, row {row_arg}, col {col_arg}
   {
-    return arg2;
-  };
+  }
 };
 
-class FLDTEFDD_ final : public TagWithThreeArguments<int, int, int>
-{
-public:
-  FLDTEFDD_(int indx, int row, int col) : TagWithThreeArguments::TagWithThreeArguments{Tags::FLDTEFDD, indx, row, col}
+struct FSTPTEFDD final : public Instruction
 {
-  };
-  int
-  get_indx()
+  const int indx, row, col;
+  FSTPTEFDD(int indx_arg, int row_arg, int col_arg) :
+      Instruction {Tag::FSTPTEF}, indx {indx_arg}, row {row_arg}, col {col_arg}
   {
-    return arg1;
-  };
-  int
-  get_row()
-  {
-    return arg2;
-  };
-  int
-  get_col()
-  {
-    return arg3;
-  };
+  }
 };
 
-class FSTPTEFDD_ final : public TagWithThreeArguments<int, int, int>
-{
-public:
-  FSTPTEFDD_(int indx, int row, int col) : TagWithThreeArguments::TagWithThreeArguments{Tags::FSTPTEF, indx, row, col}
+struct FLDVS final : public Instruction
 {
-  };
-  int
-  get_indx()
+  const SymbolType type;
+  const int pos;
+  FLDVS(SymbolType type_arg, int pos_arg) : Instruction {Tag::FLDVS}, type {type_arg}, pos {pos_arg}
   {
-    return arg1;
-  };
-  int
-  get_row()
-  {
-    return arg2;
-  };
-  int
-  get_col()
-  {
-    return arg3;
-  };
+  }
 };
 
-class FLDVS_ final : public TagWithTwoArguments<SymbolType, int>
-{
-public:
-  FLDVS_(SymbolType type_arg, int pos_arg) : TagWithTwoArguments::TagWithTwoArguments{Tags::FLDVS, type_arg, pos_arg}
-  {
-  };
-  SymbolType
-  get_type()
+struct FLDSV final : public Instruction
 {
-    return arg1;
-  };
-  int
-  get_pos()
+  const SymbolType type;
+  const int pos;
+  FLDSV(SymbolType type_arg, int pos_arg) : Instruction {Tag::FLDSV}, type {type_arg}, pos {pos_arg}
   {
-    return arg2;
-  };
+  }
 };
 
-class FLDSV_ final : public TagWithTwoArguments<SymbolType, int>
+struct FSTPSV final : public Instruction
 {
-public:
-  FLDSV_(SymbolType type_arg, int pos_arg) : TagWithTwoArguments::TagWithTwoArguments{Tags::FLDSV, type_arg, pos_arg}
-  {
-  };
-  SymbolType
-  get_type()
+  const SymbolType type;
+  const int pos;
+  FSTPSV(SymbolType type_arg, int pos_arg) :
+      Instruction {Tag::FSTPSV}, type {type_arg}, pos {pos_arg}
   {
-    return arg1;
-  };
-  int
-  get_pos()
-  {
-    return arg2;
-  };
+  }
 };
 
-class FSTPSV_ final : public TagWithTwoArguments<SymbolType, int>
+struct FLDV final : public Instruction
 {
-public:
-  FSTPSV_(SymbolType type_arg, int pos_arg) : TagWithTwoArguments::TagWithTwoArguments{Tags::FSTPSV, type_arg, pos_arg}
+  const SymbolType type;
+  const int pos, lead_lag;
+  FLDV(SymbolType type_arg, int pos_arg, int lead_lag_arg) :
+      Instruction {Tag::FLDV}, type {type_arg}, pos {pos_arg}, lead_lag {lead_lag_arg}
   {
-  };
-  SymbolType
-  get_type()
-  {
-    return arg1;
-  };
-  int
-  get_pos()
-  {
-    return arg2;
-  };
+  }
 };
 
-class FLDV_ final : public TagWithThreeArguments<SymbolType, int, int>
-{
-public:
-  FLDV_(SymbolType type_arg, int pos_arg, int lead_lag_arg) :
-    TagWithThreeArguments::TagWithThreeArguments{Tags::FLDV, type_arg, pos_arg, lead_lag_arg}
-  {
-  };
-  SymbolType
-  get_type()
+struct FSTPV final : public Instruction
 {
-    return arg1;
-  };
-  int
-  get_pos()
-  {
-    return arg2;
-  };
-  int
-  get_lead_lag()
+  const SymbolType type;
+  const int pos, lead_lag;
+  FSTPV(SymbolType type_arg, int pos_arg, int lead_lag_arg) :
+      Instruction {Tag::FSTPV}, type {type_arg}, pos {pos_arg}, lead_lag {lead_lag_arg}
   {
-    return arg3;
-  };
+  }
 };
 
-class FSTPV_ final : public TagWithThreeArguments<SymbolType, int, int>
-{
-public:
-  FSTPV_(SymbolType type_arg, int pos_arg, int lead_lag_arg) :
-    TagWithThreeArguments::TagWithThreeArguments{Tags::FSTPV, type_arg, pos_arg, lead_lag_arg}
-  {
-  };
-  SymbolType
-  get_type()
-  {
-    return arg1;
-  };
-  int
-  get_pos()
-  {
-    return arg2;
-  };
-  int
-  get_lead_lag()
+class FCALL final : public Instruction
 {
-    return arg3;
-  };
-};
+  template<IsInstruction B>
+  friend Writer& operator<<(Writer& code_file, const B& instr);
 
-class FCALL_ final : public BytecodeInstruction
-{
-  template<typename B>
-  friend BytecodeWriter &operator<<(BytecodeWriter &code_file, const B &instr);
 private:
   int nb_output_arguments, nb_input_arguments, indx;
   string func_name;
   string arg_func_name;
   int add_input_arguments {0}, row {0}, col {0};
   ExternalFunctionCallType call_type;
+
 public:
-  FCALL_(int nb_output_arguments_arg, int nb_input_arguments_arg, string func_name_arg, int indx_arg, ExternalFunctionCallType call_type_arg) :
-    BytecodeInstruction{Tags::FCALL},
+  FCALL(int nb_output_arguments_arg, int nb_input_arguments_arg, string func_name_arg, int indx_arg,
+        ExternalFunctionCallType call_type_arg) :
+      Instruction {Tag::FCALL},
       nb_output_arguments {nb_output_arguments_arg},
       nb_input_arguments {nb_input_arguments_arg},
       indx {indx_arg},
       func_name {move(func_name_arg)},
       call_type {call_type_arg}
   {
-  };
+  }
   /* Deserializing constructor.
      Updates the code pointer to point beyond the bytes read. */
-  FCALL_(char *&code) :
-    BytecodeInstruction{Tags::FCALL}
+  FCALL(char*& code) : Instruction {Tag::FCALL}
   {
-    code += sizeof(op_code);
+    code += sizeof(tag);
 
-    auto read_member = [&code](auto &member)
-    {
+    auto read_member = [&code](auto& member) {
       member = *reinterpret_cast<add_pointer_t<decltype(member)>>(code);
       code += sizeof member;
     };
@@ -786,47 +485,47 @@ public:
   {
     // printf("get_function_name => func_name=%s\n",func_name.c_str());fflush(stdout);
     return func_name;
-  };
+  }
   int
   get_nb_output_arguments()
   {
     return nb_output_arguments;
-  };
+  }
   int
   get_nb_input_arguments()
   {
     return nb_input_arguments;
-  };
+  }
   int
   get_indx()
   {
     return indx;
-  };
+  }
   void
   set_arg_func_name(string arg_arg_func_name)
   {
-    arg_func_name = arg_arg_func_name;
-  };
+    arg_func_name = move(arg_arg_func_name);
+  }
   string
   get_arg_func_name()
   {
     return arg_func_name;
-  };
+  }
   void
   set_nb_add_input_arguments(int arg_add_input_arguments)
   {
     add_input_arguments = arg_add_input_arguments;
-  };
+  }
   int
   get_nb_add_input_arguments()
   {
     return add_input_arguments;
-  };
+  }
   void
   set_row(int arg_row)
   {
     row = arg_row;
-  };
+  }
   int
   get_row()
   {
@@ -836,12 +535,12 @@ public:
   set_col(int arg_col)
   {
     col = arg_col;
-  };
+  }
   int
   get_col()
   {
     return col;
-  };
+  }
   ExternalFunctionCallType
   get_call_type()
   {
@@ -849,38 +548,40 @@ public:
   }
 };
 
-class FNUMEXPR_ final : public BytecodeInstruction
+class FNUMEXPR final : public Instruction
 {
 private:
   ExpressionType expression_type;
-  int equation; // Equation number (non-block-specific) (or temporary term number for ExpressionType::TemporaryTerm)
+  int equation;   // Equation number (non-block-specific) (or temporary term number for
+                  // ExpressionType::TemporaryTerm)
   int dvariable1; // For derivatives, type-specific ID of the derivation variable
   int lag1;       // For derivatives, lead/lag of the derivation variable
 public:
-  FNUMEXPR_(const ExpressionType expression_type_arg, int equation_arg) :
-    BytecodeInstruction{Tags::FNUMEXPR},
+  FNUMEXPR(const ExpressionType expression_type_arg, int equation_arg) :
+      Instruction {Tag::FNUMEXPR},
       expression_type {expression_type_arg},
       equation {equation_arg},
       dvariable1 {0},
       lag1 {0}
   {
-  };
-  FNUMEXPR_(const ExpressionType expression_type_arg, int equation_arg, int dvariable1_arg) :
-    BytecodeInstruction{Tags::FNUMEXPR},
+  }
+  FNUMEXPR(const ExpressionType expression_type_arg, int equation_arg, int dvariable1_arg) :
+      Instruction {Tag::FNUMEXPR},
       expression_type {expression_type_arg},
       equation {equation_arg},
       dvariable1 {dvariable1_arg},
       lag1 {0}
   {
-  };
-  FNUMEXPR_(const ExpressionType expression_type_arg, int equation_arg, int dvariable1_arg, int lag1_arg) :
-    BytecodeInstruction{Tags::FNUMEXPR},
+  }
+  FNUMEXPR(const ExpressionType expression_type_arg, int equation_arg, int dvariable1_arg,
+           int lag1_arg) :
+      Instruction {Tag::FNUMEXPR},
       expression_type {expression_type_arg},
       equation {equation_arg},
       dvariable1 {dvariable1_arg},
       lag1 {lag1_arg}
   {
-  };
+  }
   ExpressionType
   get_expression_type()
   {
@@ -890,49 +591,51 @@ public:
   get_equation()
   {
     return equation;
-  };
+  }
   int
   get_dvariable1()
   {
     return dvariable1;
-  };
+  }
   int
   get_lag1()
   {
     return lag1;
-  };
+  }
 };
 
-class FBEGINBLOCK_ final : public BytecodeInstruction
+class FBEGINBLOCK final : public Instruction
 {
-  template<typename B>
-  friend BytecodeWriter &operator<<(BytecodeWriter &code_file, const B &instr);
+  template<IsInstruction B>
+  friend Writer& operator<<(Writer& code_file, const B& instr);
+
 private:
   int size {0};
   BlockSimulationType type;
-  vector<int> variable;
-  vector<int> equation;
+  vector<int> variables;
+  vector<int> equations;
   vector<int> exogenous;
   vector<int> det_exogenous;
   bool is_linear {false};
-  vector<Block_contain_type> Block_Contain_;
   int u_count_int {0};
   int nb_col_jacob {0};
   int det_exo_size, exo_size;
+
 public:
   /* Constructor when derivatives w.r.t. exogenous are present (only makes
      sense when there is no block-decomposition, since there is no provision for
      derivatives w.r.t. endogenous not belonging to the block) */
-  FBEGINBLOCK_(int size_arg, BlockSimulationType type_arg, int first_element, int block_size,
-               const vector<int> &variable_arg, const vector<int> &equation_arg,
-               bool is_linear_arg, int u_count_int_arg, int nb_col_jacob_arg,
-               int det_exo_size_arg, int exo_size_arg,
-               vector<int> det_exogenous_arg, vector<int> exogenous_arg) :
-    BytecodeInstruction{Tags::FBEGINBLOCK},
+  FBEGINBLOCK(int size_arg, BlockSimulationType type_arg, int first_element, int block_size,
+              const vector<int>& variables_arg, const vector<int>& equations_arg,
+              bool is_linear_arg, int u_count_int_arg, int nb_col_jacob_arg, int det_exo_size_arg,
+              int exo_size_arg, vector<int> det_exogenous_arg, vector<int> exogenous_arg) :
+      Instruction {Tag::FBEGINBLOCK},
       size {size_arg},
       type {type_arg},
-    variable{variable_arg.begin()+first_element, variable_arg.begin()+(first_element+block_size)},
-    equation{equation_arg.begin()+first_element, equation_arg.begin()+(first_element+block_size)},
+      variables {variables_arg.begin() + first_element,
+                 variables_arg.begin() + (first_element + block_size)},
+      equations {equations_arg.begin() + first_element,
+                 equations_arg.begin() + (first_element + block_size)},
       exogenous {move(exogenous_arg)},
       det_exogenous {move(det_exogenous_arg)},
       is_linear {is_linear_arg},
@@ -943,14 +646,16 @@ public:
   {
   }
   // Constructor when derivatives w.r.t. exogenous are absent
-  FBEGINBLOCK_(int size_arg, BlockSimulationType type_arg, int first_element, int block_size,
-               const vector<int> &variable_arg, const vector<int> &equation_arg,
+  FBEGINBLOCK(int size_arg, BlockSimulationType type_arg, int first_element, int block_size,
+              const vector<int>& variables_arg, const vector<int>& equations_arg,
               bool is_linear_arg, int u_count_int_arg, int nb_col_jacob_arg) :
-    BytecodeInstruction{Tags::FBEGINBLOCK},
+      Instruction {Tag::FBEGINBLOCK},
       size {size_arg},
       type {type_arg},
-    variable{variable_arg.begin()+first_element, variable_arg.begin()+(first_element+block_size)},
-    equation{equation_arg.begin()+first_element, equation_arg.begin()+(first_element+block_size)},
+      variables {variables_arg.begin() + first_element,
+                 variables_arg.begin() + (first_element + block_size)},
+      equations {equations_arg.begin() + first_element,
+                 equations_arg.begin() + (first_element + block_size)},
       is_linear {is_linear_arg},
       u_count_int {u_count_int_arg},
       nb_col_jacob {nb_col_jacob_arg},
@@ -960,25 +665,23 @@ public:
   }
   /* Deserializing constructor.
      Updates the code pointer to point beyond the bytes read. */
-  FBEGINBLOCK_(char *&code) :
-    BytecodeInstruction{Tags::FBEGINBLOCK}
+  FBEGINBLOCK(char*& code) : Instruction {Tag::FBEGINBLOCK}
   {
-    code += sizeof(op_code);
+    code += sizeof(tag);
 
-    auto read_member = [&code](auto &member)
-    {
+    auto read_member = [&code](auto& member) {
       member = *reinterpret_cast<add_pointer_t<decltype(member)>>(code);
       code += sizeof member;
     };
 
     read_member(size);
     read_member(type);
+    variables.resize(size);
+    equations.resize(size);
     for (int i {0}; i < size; i++)
       {
-        Block_contain_type bc;
-        read_member(bc.Variable);
-        read_member(bc.Equation);
-        Block_Contain_.push_back(move(bc));
+        read_member(variables[i]);
+        read_member(equations[i]);
       }
     if (type == BlockSimulationType::solveTwoBoundariesSimple
         || type == BlockSimulationType::solveTwoBoundariesComplete
@@ -1010,46 +713,46 @@ public:
   get_size()
   {
     return size;
-  };
+  }
   BlockSimulationType
   get_type()
   {
     return type;
-  };
+  }
   bool
   get_is_linear()
   {
     return is_linear;
-  };
+  }
   int
   get_u_count_int()
   {
     return u_count_int;
-  };
-  vector<Block_contain_type>
-  get_Block_Contain()
+  }
+  vector<int>
+  get_variables()
   {
-    return Block_Contain_;
-  };
+    return variables;
+  }
+  vector<int>
+  get_equations()
+  {
+    return equations;
+  }
   int
   get_nb_col_jacob()
   {
     return nb_col_jacob;
-  };
+  }
   int
   get_exo_size()
   {
     return exo_size;
-  };
+  }
   int
   get_det_exo_size()
   {
     return det_exo_size;
-  };
-  vector<int>
-  get_endogenous()
-  {
-    return variable;
   }
   vector<int>
   get_exogenous()
@@ -1059,15 +762,17 @@ public:
 };
 
 // Superclass of std::ofstream for writing a sequence of bytecode instructions
-class BytecodeWriter : private ofstream
+class Writer : private ofstream
 {
-  template<typename B>
-  friend BytecodeWriter &operator<<(BytecodeWriter &code_file, const B &instr);
+  template<IsInstruction B>
+  friend Writer& operator<<(Writer& code_file, const B& instr);
+
 private:
   // Stores the positions of all instructions in the byte stream
   vector<pos_type> instructions_positions;
+
 public:
-  BytecodeWriter(const filesystem::path &filename);
+  Writer(const filesystem::path& filename);
   // Returns the number of the next instruction to be written
   int
   getInstructionCounter() const
@@ -1077,9 +782,8 @@ public:
   /* Overwrites an existing instruction, given its number.
      It is the responsibility of the caller to ensure that the new instruction
      occupies exactly as many bytes as the former one. */
-  template<typename B>
   void
-  overwriteInstruction(int instruction_number, const B &new_instruction)
+  overwriteInstruction(int instruction_number, const IsInstruction auto& new_instruction)
   {
     seekp(instructions_positions.at(instruction_number));
     *this << new_instruction;
@@ -1090,9 +794,9 @@ public:
 
 // Overloads of operator<< for writing bytecode instructions
 
-template<typename B>
-BytecodeWriter &
-operator<<(BytecodeWriter &code_file, const B &instr)
+template<IsInstruction B>
+Writer&
+operator<<(Writer& code_file, const B& instr)
 {
   code_file.instructions_positions.push_back(code_file.tellp());
   code_file.write(reinterpret_cast<const char*>(&instr), sizeof(B));
@@ -1100,9 +804,11 @@ operator<<(BytecodeWriter &code_file, const B &instr)
 }
 
 template<>
-BytecodeWriter &operator<<(BytecodeWriter &code_file, const FCALL_ &instr);
+Writer& operator<<(Writer& code_file, const FCALL& instr);
 
 template<>
-BytecodeWriter &operator<<(BytecodeWriter &code_file, const FBEGINBLOCK_ &instr);
+Writer& operator<<(Writer& code_file, const FBEGINBLOCK& instr);
+
+}
 
-#endif // _BYTECODE_HH
+#endif

src/CommonEnums.hh

 /*
- * Copyright © 2007-2022 Dynare Team
+ * Copyright © 2007-2024 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -17,24 +17,30 @@
  * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
-#ifndef _COMMON_ENUMS_HH
-#define _COMMON_ENUMS_HH
+#ifndef COMMON_ENUMS_HH
+#define COMMON_ENUMS_HH
 
 //! Enumeration of possible symbol types
-/*! Warning: do not to change existing values for 0 to 4: the values matter for homotopy_setup command */
+/*! Warning: do not to change existing values for 0 to 4: the values matter for homotopy_setup
+ * command */
 enum class SymbolType
 {
-   endogenous = 0, //!< Endogenous
-   exogenous = 1, //!< Exogenous
-   exogenousDet = 2, //!< Exogenous deterministic
-   parameter = 4, //!< Parameter
-   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)
+  endogenous = 0,              // Endogenous (non-heterogeneous)
+  exogenous = 1,               // Exogenous (non-heterogeneous)
+  exogenousDet = 2,            // Exogenous deterministic (non-heterogeneous)
+  parameter = 4,               // Parameter (non-heterogeneous)
+  heterogeneousEndogenous = 5, // Endogenous that is heterogeneous across some dimension
+  heterogeneousExogenous = 6,  // Exogenous that is heterogeneous across some dimension
+  heterogeneousParameter = 7,  // Parameter that is heterogeneous across some dimension
+  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
-   unusedEndogenous = 16, //!< Type to mark unused endogenous variables when `nostrict` option is passed
+  unusedEndogenous
+  = 16, //!< Type to mark unused endogenous variables when `nostrict` option is passed
 
   // Value 17 is unused for the time being (but could be reused)
 
@@ -42,6 +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,
@@ -66,12 +79,14 @@ enum class UnaryOpcode
   sign,
   steadyState,
   steadyStateParamDeriv,    // for the derivative of the STEADY_STATE operator w.r.t. to a parameter
-   steadyStateParam2ndDeriv, // for the 2nd derivative of the STEADY_STATE operator w.r.t. to a parameter
+  steadyStateParam2ndDeriv, // for the 2nd derivative of the STEADY_STATE operator w.r.t. to a
+                            // parameter
   expectation,
   erf,
   erfc,
   diff,
-   adl
+  adl,
+  sum
 };
 
 enum class BinaryOpcode
@@ -119,8 +134,10 @@ enum class PriorDistributions
 
 enum class EquationType
 {
-   evaluate, //!< Simple evaluation, normalized variable on left-hand side (written as such by the user)
-   evaluateRenormalized, //!< Simple evaluation, normalized variable on left-hand side (normalization computed by the preprocessor)
+  evaluate, //!< Simple evaluation, normalized variable on left-hand side (written as such by the
+            //!< user)
+  evaluateRenormalized, //!< Simple evaluation, normalized variable on left-hand side (normalization
+                        //!< computed by the preprocessor)
   solve                 //!< No simple evaluation of the equation, it has to be solved
 };
 
@@ -133,7 +150,8 @@ enum class BlockSimulationType
   solveTwoBoundariesSimple,  //!< Block of one equation, Newton solver needed, forward and backward
   solveForwardComplete,      //!< Block of several equations, Newton solver needed, forward
   solveBackwardComplete,     //!< Block of several equations, Newton solver needed, backward
-   solveTwoBoundariesComplete //!< Block of several equations, Newton solver needed, forward and backwar
+  solveTwoBoundariesComplete //!< Block of several equations, Newton solver needed, forward and
+                             //!< backwar
 };
 
 enum class PacTargetKind
@@ -144,4 +162,4 @@ enum class PacTargetKind
   dd
 };
 
-#endif // _COMMON_ENUMS_HH
+#endif

src/ComputingTasks.cc

 /*
- * Copyright © 2003-2023 Dynare Team
+ * Copyright © 2003-2024 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -17,27 +17,27 @@
  * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
+#include <algorithm>
 #include <cassert>
 #include <iostream>
-#include <sstream>
-#include <algorithm>
 #include <iterator>
+#include <sstream>
 
 using namespace std;
 
 #include "ComputingTasks.hh"
-#include "Statement.hh"
 #include "ParsingDriver.hh"
+#include "Statement.hh"
 
 #pragma GCC diagnostic push
 #pragma GCC diagnostic ignored "-Wold-style-cast"
-#include <boost/algorithm/string/trim.hpp>
 #include <boost/algorithm/string/split.hpp>
+#include <boost/algorithm/string/trim.hpp>
 #include <boost/tokenizer.hpp>
 #pragma GCC diagnostic pop
 
-#include <utility>
 #include <algorithm>
+#include <utility>
 
 SteadyStatement::SteadyStatement(OptionsList options_list_arg) :
     options_list {move(options_list_arg)}
@@ -71,8 +71,7 @@ SteadyStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-CheckStatement::CheckStatement(OptionsList options_list_arg) :
-  options_list{move(options_list_arg)}
+CheckStatement::CheckStatement(OptionsList options_list_arg) : options_list {move(options_list_arg)}
 {
 }
 
@@ -128,8 +127,7 @@ ModelInfoStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-SimulStatement::SimulStatement(OptionsList options_list_arg) :
-  options_list{move(options_list_arg)}
+SimulStatement::SimulStatement(OptionsList options_list_arg) : options_list {move(options_list_arg)}
 {
 }
 
@@ -155,8 +153,8 @@ SimulStatement::writeOutput(ostream &output, [[maybe_unused]] const string &base
       options_list_new.erase("datafile");
     }
   options_list_new.writeOutput(output);
-  output << "perfect_foresight_setup;" << endl
-         << "perfect_foresight_solver;" << endl;
+  output << "oo_ = perfect_foresight_setup(M_, options_, oo_);" << endl
+         << "[oo_, Simulated_time_series] = perfect_foresight_solver(M_, options_, oo_);" << endl;
 }
 
 void
@@ -177,7 +175,8 @@ PerfectForesightSetupStatement::PerfectForesightSetupStatement(OptionsList optio
 }
 
 void
-PerfectForesightSetupStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
+PerfectForesightSetupStatement::writeOutput(ostream& output,
+                                            [[maybe_unused]] const string& basename,
                                             [[maybe_unused]] bool minimal_workspace) const
 {
   auto options_list_new = options_list; // Need a copy, because of const
@@ -190,7 +189,7 @@ PerfectForesightSetupStatement::writeOutput(ostream &output, [[maybe_unused]] co
       options_list_new.erase("datafile");
     }
   options_list_new.writeOutput(output);
-  output << "perfect_foresight_setup;" << endl;
+  output << "oo_ = perfect_foresight_setup(M_, options_, oo_);" << endl;
 }
 
 void
@@ -218,11 +217,12 @@ PerfectForesightSolverStatement::checkPass(ModFileStructure &mod_file_struct,
 }
 
 void
-PerfectForesightSolverStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
+PerfectForesightSolverStatement::writeOutput(ostream& output,
+                                             [[maybe_unused]] const string& basename,
                                              [[maybe_unused]] bool minimal_workspace) const
 {
   options_list.writeOutput(output);
-  output << "perfect_foresight_solver;" << endl;
+  output << "[oo_, Simulated_time_series] = perfect_foresight_solver(M_, options_, oo_);" << endl;
 }
 
 void
@@ -237,18 +237,19 @@ PerfectForesightSolverStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-PerfectForesightWithExpectationErrorsSetupStatement::PerfectForesightWithExpectationErrorsSetupStatement(OptionsList options_list_arg) :
+PerfectForesightWithExpectationErrorsSetupStatement::
+    PerfectForesightWithExpectationErrorsSetupStatement(OptionsList options_list_arg) :
     options_list {move(options_list_arg)}
 {
 }
 
 void
-PerfectForesightWithExpectationErrorsSetupStatement::writeOutput(ostream &output,
-                                                                 [[maybe_unused]] const string &basename,
+PerfectForesightWithExpectationErrorsSetupStatement::writeOutput(
+    ostream& output, [[maybe_unused]] const string& basename,
     [[maybe_unused]] bool minimal_workspace) const
 {
   options_list.writeOutput(output);
-  output << "perfect_foresight_with_expectation_errors_setup;" << endl;
+  output << "oo_ = perfect_foresight_with_expectation_errors_setup(M_, options_, oo_);" << endl;
 }
 
 void
@@ -263,25 +264,28 @@ PerfectForesightWithExpectationErrorsSetupStatement::writeJsonOutput(ostream &ou
   output << "}";
 }
 
-PerfectForesightWithExpectationErrorsSolverStatement::PerfectForesightWithExpectationErrorsSolverStatement(OptionsList options_list_arg) :
+PerfectForesightWithExpectationErrorsSolverStatement::
+    PerfectForesightWithExpectationErrorsSolverStatement(OptionsList options_list_arg) :
     options_list(move(options_list_arg))
 {
 }
 
 void
-PerfectForesightWithExpectationErrorsSolverStatement::checkPass(ModFileStructure &mod_file_struct,
-                                                                [[maybe_unused]] WarningConsolidation &warnings)
+PerfectForesightWithExpectationErrorsSolverStatement::checkPass(
+    ModFileStructure& mod_file_struct, [[maybe_unused]] WarningConsolidation& warnings)
 {
   mod_file_struct.perfect_foresight_with_expectation_errors_solver_present = true;
 }
 
 void
-PerfectForesightWithExpectationErrorsSolverStatement::writeOutput(ostream &output,
-                                                                  [[maybe_unused]] const string &basename,
+PerfectForesightWithExpectationErrorsSolverStatement::writeOutput(
+    ostream& output, [[maybe_unused]] const string& basename,
     [[maybe_unused]] bool minimal_workspace) const
 {
   options_list.writeOutput(output);
-  output << "perfect_foresight_with_expectation_errors_solver;" << endl;
+  output << "[oo_, Simulated_time_series] = perfect_foresight_with_expectation_errors_solver(M_, "
+            "options_, oo_);"
+         << endl;
 }
 
 void
@@ -298,8 +302,7 @@ PerfectForesightWithExpectationErrorsSolverStatement::writeJsonOutput(ostream &o
 
 PriorPosteriorFunctionStatement::PriorPosteriorFunctionStatement(const bool prior_func_arg,
                                                                  OptionsList options_list_arg) :
-  prior_func{prior_func_arg},
-  options_list{move(options_list_arg)}
+    prior_func {prior_func_arg}, options_list {move(options_list_arg)}
 {
 }
 
@@ -307,17 +310,18 @@ void
 PriorPosteriorFunctionStatement::checkPass([[maybe_unused]] ModFileStructure& mod_file_struct,
                                            [[maybe_unused]] WarningConsolidation& warnings)
 {
-  if (auto opt = options_list.get_if<OptionsList::StringVal>("function");
-      !opt || opt->empty())
+  if (auto opt = options_list.get_if<OptionsList::StringVal>("function"); !opt || opt->empty())
     {
-      cerr << "ERROR: both the 'prior_function' and 'posterior_function' commands require the 'function' option"
+      cerr << "ERROR: both the 'prior_function' and 'posterior_function' commands require the "
+              "'function' option"
            << endl;
       exit(EXIT_FAILURE);
     }
 }
 
 void
-PriorPosteriorFunctionStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
+PriorPosteriorFunctionStatement::writeOutput(ostream& output,
+                                             [[maybe_unused]] const string& basename,
                                              [[maybe_unused]] bool minimal_workspace) const
 {
   options_list.writeOutput(output);
@@ -506,92 +510,6 @@ RamseyModelStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-RamseyConstraintsStatement::RamseyConstraintsStatement(const SymbolTable &symbol_table_arg, constraints_t constraints_arg) :
-  symbol_table{symbol_table_arg},
-  constraints{move(constraints_arg)}
-{
-}
-
-void
-RamseyConstraintsStatement::checkPass(ModFileStructure &mod_file_struct,
-                                      [[maybe_unused]] WarningConsolidation &warnings)
-{
-  mod_file_struct.ramsey_constraints_present = true;
-}
-
-void
-RamseyConstraintsStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
-                                        [[maybe_unused]] bool minimal_workspace) const
-{
-  output << "M_.ramsey_model_constraints = {" << endl;
-  for (bool printed_something{false};
-       const auto &it : constraints)
-    {
-      if (exchange(printed_something, true))
-        output << ", ";
-      output << "{" << it.endo + 1 << ", '";
-      switch (it.code)
-        {
-        case BinaryOpcode::less:
-          output << '<';
-          break;
-        case BinaryOpcode::greater:
-          output << '>';
-          break;
-        case BinaryOpcode::lessEqual:
-          output << "<=";
-          break;
-        case BinaryOpcode::greaterEqual:
-          output << ">=";
-          break;
-        default:
-          cerr << "Ramsey constraints: this shouldn't happen." << endl;
-          exit(EXIT_FAILURE);
-        }
-      output << "', '";
-      it.expression->writeOutput(output);
-      output << "'}" << endl;
-    }
-  output << "};" << endl;
-}
-
-void
-RamseyConstraintsStatement::writeJsonOutput(ostream &output) const
-{
-  output << R"({"statementName": "ramsey_constraints")"
-         << R"(, "ramsey_model_constraints": [)" << endl;
-  for (bool printed_something{false};
-       const auto &it : constraints)
-    {
-      if (exchange(printed_something, true))
-        output << ", ";
-      output << R"({"constraint": ")" << symbol_table.getName(it.endo) << " ";
-      switch (it.code)
-        {
-        case BinaryOpcode::less:
-          output << '<';
-          break;
-        case BinaryOpcode::greater:
-          output << '>';
-          break;
-        case BinaryOpcode::lessEqual:
-          output << "<=";
-          break;
-        case BinaryOpcode::greaterEqual:
-          output << ">=";
-          break;
-        default:
-          cerr << "Ramsey constraints: this shouldn't happen." << endl;
-          exit(EXIT_FAILURE);
-        }
-      output << " ";
-      it.expression->writeJsonOutput(output, {}, {});
-      output << R"("})" << endl;
-    }
-  output << "]" << endl;
-  output << "}";
-}
-
 RamseyPolicyStatement::RamseyPolicyStatement(SymbolList symbol_list_arg,
                                              OptionsList options_list_arg,
                                              const SymbolTable& symbol_table_arg) :
@@ -714,7 +632,8 @@ DiscretionaryPolicyStatement::DiscretionaryPolicyStatement(SymbolList symbol_lis
 }
 
 void
-DiscretionaryPolicyStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
+DiscretionaryPolicyStatement::checkPass(ModFileStructure& mod_file_struct,
+                                        WarningConsolidation& warnings)
 {
   mod_file_struct.discretionary_policy_present = true;
 
@@ -775,7 +694,8 @@ DiscretionaryPolicyStatement::writeOutput(ostream &output, [[maybe_unused]] cons
 
   options_list.writeOutput(output);
   symbol_list.writeOutput("var_list_", output);
-  output << "[info, oo_, options_, M_] = discretionary_policy(M_, options_, oo_, var_list_);" << endl;
+  output << "[info, oo_, options_, M_] = discretionary_policy(M_, options_, oo_, var_list_);"
+         << endl;
 }
 
 void
@@ -830,7 +750,9 @@ OccbinSolverStatement::writeOutput(ostream &output, [[maybe_unused]] const strin
                                    [[maybe_unused]] bool minimal_workspace) const
 {
   options_list.writeOutput(output, "options_.occbin");
-  output << "[oo_.dr, oo_.occbin.simul]= occbin.solver(M_, options_, oo_.dr , oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state);" << endl;
+  output << "[oo_.dr, oo_.occbin.simul]= occbin.solver(M_, options_, oo_.dr , oo_.steady_state, "
+            "oo_.exo_steady_state, oo_.exo_det_steady_state);"
+         << endl;
 }
 
 void
@@ -872,8 +794,7 @@ OccbinWriteRegimesStatement::writeJsonOutput(ostream &output) const
 
 OccbinGraphStatement::OccbinGraphStatement(SymbolList symbol_list_arg,
                                            OptionsList options_list_arg) :
-  symbol_list{move(symbol_list_arg)},
-  options_list{move(options_list_arg)}
+    symbol_list {move(symbol_list_arg)}, options_list {move(options_list_arg)}
 {
 }
 
@@ -904,8 +825,7 @@ OccbinGraphStatement::writeJsonOutput(ostream &output) const
 }
 
 EstimationStatement::EstimationStatement(const SymbolTable& symbol_table_arg,
-                                         SymbolList symbol_list_arg,
-                                         OptionsList options_list_arg) :
+                                         SymbolList symbol_list_arg, OptionsList options_list_arg) :
     symbol_table {symbol_table_arg},
     symbol_list {move(symbol_list_arg)},
     options_list {move(options_list_arg)}
@@ -939,8 +859,7 @@ EstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
     mod_file_struct.estimation_analytic_derivation = true;
 
   if (options_list.contains("dsge_var"))
-    options_list.visit("dsge_var", [&]<class T>(const T &v)
-                       {
+    options_list.visit("dsge_var", [&]<class T>(const T& v) {
       if constexpr (is_same_v<T, OptionsList::StringVal>)
         mod_file_struct.dsge_var_estimated = true;
       else if constexpr (is_same_v<T, OptionsList::NumVal>)
@@ -948,37 +867,36 @@ EstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
     });
 
   // Fill in mod_file_struct.bayesian_irf_present
-  if (auto opt = options_list.get_if<OptionsList::NumVal>("bayesian_irf");
-      opt && *opt == "true")
+  if (auto opt = options_list.get_if<OptionsList::NumVal>("bayesian_irf"); opt && *opt == "true")
     mod_file_struct.bayesian_irf_present = true;
 
   if (options_list.contains("dsge_varlag"))
-    if (mod_file_struct.dsge_var_calibrated.empty()
-        && !mod_file_struct.dsge_var_estimated)
+    if (mod_file_struct.dsge_var_calibrated.empty() && !mod_file_struct.dsge_var_estimated)
       {
         cerr << "ERROR: The estimation statement requires a dsge_var option to be passed "
              << "if the dsge_varlag option is passed." << endl;
         exit(EXIT_FAILURE);
       }
 
-  if (!mod_file_struct.dsge_var_calibrated.empty()
-      && mod_file_struct.dsge_var_estimated)
+  if (!mod_file_struct.dsge_var_calibrated.empty() && mod_file_struct.dsge_var_estimated)
     {
       cerr << "ERROR: An estimation statement cannot take more than one dsge_var option." << endl;
       exit(EXIT_FAILURE);
     }
 
-  if (!options_list.contains("datafile")
-      && !mod_file_struct.estimation_data_statement_present)
+  if (!options_list.contains("datafile") && !mod_file_struct.estimation_data_statement_present)
     {
-      cerr << "ERROR: The estimation statement requires a data file to be supplied via the datafile option." << endl;
+      cerr << "ERROR: The estimation statement requires a data file to be supplied via the "
+              "datafile option."
+           << endl;
       exit(EXIT_FAILURE);
     }
 
-  if (options_list.contains("mode_file")
-      && mod_file_struct.estim_params_use_calib)
+  if (options_list.contains("mode_file") && mod_file_struct.estim_params_use_calib)
     {
-      cerr << "ERROR: The mode_file option of the estimation statement is incompatible with the use_calibration option of the estimated_params_init block." << endl;
+      cerr << "ERROR: The mode_file option of the estimation statement is incompatible with the "
+              "use_calibration option of the estimated_params_init block."
+           << endl;
       exit(EXIT_FAILURE);
     }
 
@@ -987,30 +905,33 @@ EstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
     {
       if (options_list.contains("mh_jscale"))
         {
-          cerr << "ERROR: The mh_tune_jscale and mh_jscale options of the estimation statement are incompatible." << endl;
+          cerr << "ERROR: The mh_tune_jscale and mh_jscale options of the estimation statement are "
+                  "incompatible."
+               << endl;
           exit(EXIT_FAILURE);
         }
     }
   else if (options_list.contains("mh_tune_jscale.guess"))
     {
-      cerr << "ERROR: The option mh_tune_guess in estimation statement cannot be used without option mh_tune_jscale." << endl;
+      cerr << "ERROR: The option mh_tune_guess in estimation statement cannot be used without "
+              "option mh_tune_jscale."
+           << endl;
       exit(EXIT_FAILURE);
     }
 
-
   /* Check that we are not trying to estimate a parameter appearing in the
      planner discount factor (see dynare#1173) */
   vector<int> estimated_params_in_planner_discount;
-  set_intersection(mod_file_struct.estimated_parameters.begin(),
-                   mod_file_struct.estimated_parameters.end(),
-                   mod_file_struct.parameters_in_planner_discount.begin(),
-                   mod_file_struct.parameters_in_planner_discount.end(),
+  ranges::set_intersection(mod_file_struct.estimated_parameters,
+                           mod_file_struct.parameters_in_planner_discount,
                            back_inserter(estimated_params_in_planner_discount));
   if (!estimated_params_in_planner_discount.empty())
     {
       cerr << "ERROR: It is not possible to estimate a parameter ("
            << symbol_table.getName(estimated_params_in_planner_discount[0])
-           << ") that appears in the discount factor of the planner (i.e. in the 'planner_discount' option)." << endl;
+           << ") that appears in the discount factor of the planner (i.e. in the "
+              "'planner_discount' option)."
+           << endl;
       exit(EXIT_FAILURE);
     }
 
@@ -1032,11 +953,9 @@ EstimationStatement::writeOutput(ostream &output, [[maybe_unused]] const string
   options_list.writeOutput(output);
 
   // Special treatment for order option and particle filter
-  if (auto opt = options_list.get_if<OptionsList::NumVal>("order");
-      !opt)
+  if (auto opt = options_list.get_if<OptionsList::NumVal>("order"); !opt)
     output << "options_.order = 1;" << endl;
-  else if (int order {stoi(*opt)};
-           order >= 2)
+  else if (int order {stoi(*opt)}; order >= 2)
     {
       output << "options_.particle.status = true;" << endl;
       if (order > 2)
@@ -1044,8 +963,7 @@ EstimationStatement::writeOutput(ostream &output, [[maybe_unused]] const string
     }
 
   // Do not check for the steady state in diffuse filter mode (#400)
-  if (auto opt = options_list.get_if<OptionsList::NumVal>("diffuse_filter");
-      opt && *opt == "true")
+  if (auto opt = options_list.get_if<OptionsList::NumVal>("diffuse_filter"); opt && *opt == "true")
     output << "options_.steadystate.nocheck = true;" << endl;
 
   symbol_list.writeOutput("var_list_", output);
@@ -1069,17 +987,16 @@ EstimationStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-DynareSensitivityStatement::DynareSensitivityStatement(OptionsList options_list_arg) :
+SensitivityStatement::SensitivityStatement(OptionsList options_list_arg) :
     options_list {move(options_list_arg)}
 {
 }
 
 void
-DynareSensitivityStatement::checkPass(ModFileStructure &mod_file_struct,
+SensitivityStatement::checkPass(ModFileStructure& mod_file_struct,
                                 [[maybe_unused]] WarningConsolidation& warnings)
 {
-  if (auto opt = options_list.get_if<OptionsList::NumVal>("identification");
-      opt && *opt == "1")
+  if (auto opt = options_list.get_if<OptionsList::NumVal>("identification"); opt && *opt == "1")
     {
       mod_file_struct.identification_present = true;
       // The following triggers 3rd order derivatives, see preprocessor#40
@@ -1089,7 +1006,7 @@ DynareSensitivityStatement::checkPass(ModFileStructure &mod_file_struct,
 }
 
 void
-DynareSensitivityStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
+SensitivityStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
                                   [[maybe_unused]] bool minimal_workspace) const
 {
   options_list.writeOutput(output, "options_gsa");
@@ -1106,13 +1023,13 @@ DynareSensitivityStatement::writeOutput(ostream &output, [[maybe_unused]] const
   if (auto opt = options_list.get_if<OptionsList::SymbolListVal>("graph_format"))
     opt->writeOutput("options_.graph_format", output);
 
-  output << "dynare_sensitivity(options_gsa);" << endl;
+  output << "gsa.run(M_,oo_,options_,bayestopt_,estim_params_,options_gsa);" << endl;
 }
 
 void
-DynareSensitivityStatement::writeJsonOutput(ostream &output) const
+SensitivityStatement::writeJsonOutput(ostream& output) const
 {
-  output << R"({"statementName": "dynare_sensitivity")";
+  output << R"({"statementName": "sensitivity")";
   if (!options_list.empty())
     {
       output << ", ";
@@ -1121,10 +1038,8 @@ DynareSensitivityStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-RplotStatement::RplotStatement(SymbolList symbol_list_arg,
-                               const SymbolTable &symbol_table_arg) :
-  symbol_list{move(symbol_list_arg)},
-  symbol_table{symbol_table_arg}
+RplotStatement::RplotStatement(SymbolList symbol_list_arg, const SymbolTable& symbol_table_arg) :
+    symbol_list {move(symbol_list_arg)}, symbol_table {symbol_table_arg}
 {
 }
 
@@ -1134,7 +1049,8 @@ RplotStatement::checkPass([[maybe_unused]] ModFileStructure &mod_file_struct,
 {
   try
     {
-      symbol_list.checkPass(warnings, { SymbolType::endogenous, SymbolType::exogenous}, symbol_table);
+      symbol_list.checkPass(warnings, {SymbolType::endogenous, SymbolType::exogenous},
+                            symbol_table);
     }
   catch (SymbolList::SymbolListException& e)
     {
@@ -1167,8 +1083,7 @@ void
 UnitRootVarsStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
                                    [[maybe_unused]] bool minimal_workspace) const
 {
-  output << "options_.diffuse_filter = 1;" << endl
-         << "options_.steadystate.nocheck = 1;" << endl;
+  output << "options_.diffuse_filter = 1;" << endl << "options_.steadystate.nocheck = 1;" << endl;
 }
 
 void
@@ -1205,10 +1120,9 @@ DsampleStatement::writeJsonOutput(ostream &output) const
          << R"("value2": )" << val2 << "}";
 }
 
-AbstractEstimatedParamsStatement::AbstractEstimatedParamsStatement(vector<EstimationParams> estim_params_list_arg,
-                                                                   const SymbolTable &symbol_table_arg) :
-  estim_params_list{move(estim_params_list_arg)},
-  symbol_table{symbol_table_arg}
+AbstractEstimatedParamsStatement::AbstractEstimatedParamsStatement(
+    vector<EstimationParams> estim_params_list_arg, const SymbolTable& symbol_table_arg) :
+    estim_params_list {move(estim_params_list_arg)}, symbol_table {symbol_table_arg}
 {
 }
 
@@ -1229,7 +1143,8 @@ AbstractEstimatedParamsStatement::commonCheckPass() const
 
           if (already_declared_corr.contains(x))
             {
-              cerr << "ERROR: in `" << blockName() << "' block, the correlation between " << it.name << " and " << it.name2 << " is declared twice." << endl;
+              cerr << "ERROR: in `" << blockName() << "' block, the correlation between " << it.name
+                   << " and " << it.name2 << " is declared twice." << endl;
               exit(EXIT_FAILURE);
             }
           else
@@ -1239,7 +1154,8 @@ AbstractEstimatedParamsStatement::commonCheckPass() const
         {
           if (already_declared.contains(it.name))
             {
-              cerr << "ERROR: in `" << blockName() << "' block, the symbol " << it.name << " is declared twice." << endl;
+              cerr << "ERROR: in `" << blockName() << "' block, the symbol " << it.name
+                   << " is declared twice." << endl;
               exit(EXIT_FAILURE);
             }
           else
@@ -1267,10 +1183,8 @@ AbstractEstimatedParamsStatement::commonCheckPass() const
       it.p4->collectVariables(SymbolType::parameter, used_params);
       it.jscale->collectVariables(SymbolType::parameter, used_params);
       vector<int> intersect;
-      set_intersection(declared_params.begin(), declared_params.end(),
-                       used_params.begin(), used_params.end(),
-                       back_inserter(intersect));
-      if (intersect.size() > 0)
+      ranges::set_intersection(declared_params, used_params, back_inserter(intersect));
+      if (!intersect.empty())
         {
           cerr << "ERROR: in `" << blockName() << "' block, the value of estimated parameter "
                << symbol_table.getName(intersect[0]) << " is used in the declaration for ";
@@ -1307,10 +1221,11 @@ EstimatedParamsStatement::checkPass(ModFileStructure &mod_file_struct,
       if (it.prior == PriorDistributions::beta)
         try
           {
-            if (it.mean->eval(eval_context_t()) == 0.5
-                && it.std->eval(eval_context_t()) == 0.5)
+            if (it.mean->eval(eval_context_t()) == 0.5 && it.std->eval(eval_context_t()) == 0.5)
               {
-                cerr << "ERROR: The prior density is not defined for the beta distribution when the mean = standard deviation = 0.5." << endl;
+                cerr << "ERROR: The prior density is not defined for the beta distribution when "
+                        "the mean = standard deviation = 0.5."
+                     << endl;
                 exit(EXIT_FAILURE);
               }
           }
@@ -1352,7 +1267,9 @@ EstimatedParamsStatement::writeOutput(ostream &output, [[maybe_unused]] const st
       int tsid = symbol_table.getTypeSpecificID(it.name) + 1;
       int tsid2;
       SymbolType symb_type = symbol_table.getType(it.name);
-      string errmsg = " has been specified twice in two concatenated ''estimated_params'' blocks. Depending on your intention, you may want to use the ''overwrite'' option or an ''estimated_params_remove'' block.";
+      string errmsg = " has been specified twice in two concatenated ''estimated_params'' blocks. "
+                      "Depending on your intention, you may want to use the ''overwrite'' option "
+                      "or an ''estimated_params_remove'' block.";
 
       switch (it.type)
         {
@@ -1364,7 +1281,8 @@ EstimatedParamsStatement::writeOutput(ostream &output, [[maybe_unused]] const st
                    << "estim_params_.var_exo = [estim_params_.var_exo; ";
           else if (symb_type == SymbolType::endogenous)
             output << "if ~isempty(find(estim_params_.var_endo(:,1)==" << tsid << "))" << endl
-                   << "    error('The standard deviation of the measurement error for " << it.name << errmsg << "')" << endl
+                   << "    error('The standard deviation of the measurement error for " << it.name
+                   << errmsg << "')" << endl
                    << "end" << endl
                    << "estim_params_.var_endo = [estim_params_.var_endo; ";
           output << tsid;
@@ -1373,21 +1291,26 @@ EstimatedParamsStatement::writeOutput(ostream &output, [[maybe_unused]] const st
           output << "if ~isempty(find(estim_params_.param_vals(:,1)==" << tsid << "))" << endl
                  << "    error('Parameter " << it.name << errmsg << "')" << endl
                  << "end" << endl
-                 << "estim_params_.param_vals = [estim_params_.param_vals; "
-                 << tsid;
+                 << "estim_params_.param_vals = [estim_params_.param_vals; " << tsid;
           break;
         case 3:
           tsid2 = symbol_table.getTypeSpecificID(it.name2) + 1;
           if (symb_type == SymbolType::exogenous)
-            output << "if ~isempty(find((estim_params_.corrx(:,1)==" << tsid << " & estim_params_.corrx(:,2)==" << tsid2 << ") | "
-                   <<                  "(estim_params_.corrx(:,2)==" << tsid << " & estim_params_.corrx(:,1)==" << tsid2 << ")))" << endl
-                   << "    error('The correlation between " << it.name << " and " << it.name2 << errmsg << "')" << endl
+            output << "if ~isempty(find((estim_params_.corrx(:,1)==" << tsid
+                   << " & estim_params_.corrx(:,2)==" << tsid2 << ") | "
+                   << "(estim_params_.corrx(:,2)==" << tsid
+                   << " & estim_params_.corrx(:,1)==" << tsid2 << ")))" << endl
+                   << "    error('The correlation between " << it.name << " and " << it.name2
+                   << errmsg << "')" << endl
                    << "end" << endl
                    << "estim_params_.corrx = [estim_params_.corrx; ";
           else if (symb_type == SymbolType::endogenous)
-            output << "if ~isempty(find((estim_params_.corrn(:,1)==" << tsid << " & estim_params_.corrn(:,2)==" << tsid2 << ") | "
-                   <<                  "(estim_params_.corrn(:,2)==" << tsid << " & estim_params_.corrn(:,1)==" << tsid2 << ")))" << endl
-                   << "    error('The correlation between measurement errors on " << it.name << " and " << it.name2 << errmsg << "')" << endl
+            output << "if ~isempty(find((estim_params_.corrn(:,1)==" << tsid
+                   << " & estim_params_.corrn(:,2)==" << tsid2 << ") | "
+                   << "(estim_params_.corrn(:,2)==" << tsid
+                   << " & estim_params_.corrn(:,1)==" << tsid2 << ")))" << endl
+                   << "    error('The correlation between measurement errors on " << it.name
+                   << " and " << it.name2 << errmsg << "')" << endl
                    << "end" << endl
                    << "estim_params_.corrn = [estim_params_.corrn; ";
           output << tsid << ", " << symbol_table.getTypeSpecificID(it.name2) + 1;
@@ -1399,8 +1322,7 @@ EstimatedParamsStatement::writeOutput(ostream &output, [[maybe_unused]] const st
       it.low_bound->writeOutput(output);
       output << ", ";
       it.up_bound->writeOutput(output);
-      output << ", "
-             << static_cast<int>(it.prior) << ", ";
+      output << ", " << static_cast<int>(it.prior) << ", ";
       it.mean->writeOutput(output);
       output << ", ";
       it.std->writeOutput(output);
@@ -1419,8 +1341,7 @@ EstimatedParamsStatement::writeJsonOutput(ostream &output) const
 {
   output << R"({"statementName": "estimated_params", )"
          << R"("params": [)";
-  for (bool printed_something{false};
-       const auto &it : estim_params_list)
+  for (bool printed_something {false}; const auto& it : estim_params_list)
     {
       if (exchange(printed_something, true))
         output << ", ";
@@ -1445,9 +1366,7 @@ EstimatedParamsStatement::writeJsonOutput(ostream &output) const
       it.low_bound->writeJsonOutput(output, {}, {});
       output << R"(", "upper_bound": ")";
       it.up_bound->writeJsonOutput(output, {}, {});
-      output << R"(", "prior_distribution": )"
-             << static_cast<int>(it.prior)
-             << R"(, "mean": ")";
+      output << R"(", "prior_distribution": )" << static_cast<int>(it.prior) << R"(, "mean": ")";
       it.mean->writeJsonOutput(output, {}, {});
       output << R"(", "std": ")";
       it.std->writeJsonOutput(output, {}, {});
@@ -1463,8 +1382,8 @@ EstimatedParamsStatement::writeJsonOutput(ostream &output) const
          << "}";
 }
 
-EstimatedParamsInitStatement::EstimatedParamsInitStatement(vector<EstimationParams> estim_params_list_arg,
-                                                           const SymbolTable &symbol_table_arg,
+EstimatedParamsInitStatement::EstimatedParamsInitStatement(
+    vector<EstimationParams> estim_params_list_arg, const SymbolTable& symbol_table_arg,
     const bool use_calibration_arg) :
     AbstractEstimatedParamsStatement(move(estim_params_list_arg), symbol_table_arg),
     use_calibration {use_calibration_arg}
@@ -1501,37 +1420,38 @@ EstimatedParamsInitStatement::writeOutput(ostream &output, [[maybe_unused]] cons
             {
               output << "tmp1 = find(estim_params_.var_exo(:,1)==" << tsid << ");" << endl
                      << "if isempty(tmp1)" << endl
-                     << "    disp(sprintf('The standard deviation of %s is not estimated (the value provided in estimated_params_init is not used).', M_.exo_names{" << tsid << "}))" << endl;
+                     << "    disp(sprintf('The standard deviation of %s is not estimated (the "
+                        "value provided in estimated_params_init is not used).', M_.exo_names{"
+                     << tsid << "}))" << endl;
               skipline = true;
-              output << "else" << endl
-                     << "    estim_params_.var_exo(tmp1,2) = ";
+              output << "else" << endl << "    estim_params_.var_exo(tmp1,2) = ";
               it.init_val->writeOutput(output);
-              output << ";" << endl
-                     << "end" << endl;
+              output << ";" << endl << "end" << endl;
             }
           else if (symb_type == SymbolType::endogenous)
             {
               output << "tmp1 = find(estim_params_.var_endo(:,1)==" << tsid << ");" << endl
                      << "if isempty(tmp1)" << endl
-                     << "    disp(sprintf('The standard deviation of the measurement error on %s is not estimated (the value provided in estimated_params_init is not used).', M_.endo_names{" << tsid << "}))" << endl;
+                     << "    disp(sprintf('The standard deviation of the measurement error on %s "
+                        "is not estimated (the value provided in estimated_params_init is not "
+                        "used).', M_.endo_names{"
+                     << tsid << "}))" << endl;
               skipline = true;
-              output << "else" << endl
-                     << "    estim_params_.var_endo(tmp1,2) = ";
+              output << "else" << endl << "    estim_params_.var_endo(tmp1,2) = ";
               it.init_val->writeOutput(output);
-              output << ";" << endl
-                     << "end" << endl;
+              output << ";" << endl << "end" << endl;
             }
           else if (symb_type == SymbolType::parameter)
             {
               output << "tmp1 = find(estim_params_.param_vals(:,1)==" << tsid << ");" << endl
                      << "if isempty(tmp1)" << endl
-                     << "    disp(sprintf('Parameter %s is not estimated (the value provided in estimated_params_init is not used).', M_.param_names{" << tsid << "}))" << endl;
+                     << "    disp(sprintf('Parameter %s is not estimated (the value provided in "
+                        "estimated_params_init is not used).', M_.param_names{"
+                     << tsid << "}))" << endl;
               skipline = true;
-              output << "else" << endl
-                     << "    estim_params_.param_vals(tmp1,2) = ";
+              output << "else" << endl << "    estim_params_.param_vals(tmp1,2) = ";
               it.init_val->writeOutput(output);
-              output << ";" << endl
-                     << "end" << endl;
+              output << ";" << endl << "end" << endl;
             }
         }
       else
@@ -1539,31 +1459,34 @@ EstimatedParamsInitStatement::writeOutput(ostream &output, [[maybe_unused]] cons
           int tsid2 = symbol_table.getTypeSpecificID(it.name2) + 1;
           if (symb_type == SymbolType::exogenous)
             {
-              output << "tmp1 = find((estim_params_.corrx(:,1)==" << tsid << " & estim_params_.corrx(:,2)==" << tsid2 << ") | "
-                     <<             "(estim_params_.corrx(:,2)==" << tsid << " & estim_params_.corrx(:,1)==" << tsid2 << "));" << endl
+              output << "tmp1 = find((estim_params_.corrx(:,1)==" << tsid
+                     << " & estim_params_.corrx(:,2)==" << tsid2 << ") | "
+                     << "(estim_params_.corrx(:,2)==" << tsid
+                     << " & estim_params_.corrx(:,1)==" << tsid2 << "));" << endl
                      << "if isempty(tmp1)" << endl
-                     << "    disp(sprintf('The correlation between %s and %s is not estimated (the value provided in estimated_params_init is not used).', M_.exo_names{"
+                     << "    disp(sprintf('The correlation between %s and %s is not estimated (the "
+                        "value provided in estimated_params_init is not used).', M_.exo_names{"
                      << tsid << "}, M_.exo_names{" << tsid2 << "}))" << endl;
               skipline = true;
-              output << "else" << endl
-                     << "    estim_params_.corrx(tmp1,3) = ";
+              output << "else" << endl << "    estim_params_.corrx(tmp1,3) = ";
               it.init_val->writeOutput(output);
-              output << ";" << endl
-                     << "end" << endl;
+              output << ";" << endl << "end" << endl;
             }
           else if (symb_type == SymbolType::endogenous)
             {
-              output << "tmp1 = find((estim_params_.corrn(:,1)==" << tsid << " & estim_params_.corrn(:,2)==" << tsid2 << ") | "
-                     <<             "(estim_params_.corrn(:,2)==" << tsid << " & estim_params_.corrn(:,1)==" << tsid2 << "));" << endl
+              output << "tmp1 = find((estim_params_.corrn(:,1)==" << tsid
+                     << " & estim_params_.corrn(:,2)==" << tsid2 << ") | "
+                     << "(estim_params_.corrn(:,2)==" << tsid
+                     << " & estim_params_.corrn(:,1)==" << tsid2 << "));" << endl
                      << "if isempty(tmp1)" << endl
-                     << "    disp(sprintf('The correlation between measurement errors on %s and %s is not estimated (the value provided in estimated_params_init is not used).', M_.endo_names{"
+                     << "    disp(sprintf('The correlation between measurement errors on %s and %s "
+                        "is not estimated (the value provided in estimated_params_init is not "
+                        "used).', M_.endo_names{"
                      << tsid << "}, M_.endo_names{" << tsid2 << "}))" << endl;
               skipline = true;
-              output << "else" << endl
-                     << "    estim_params_.corrn(tmp1,3) = ";
+              output << "else" << endl << "    estim_params_.corrn(tmp1,3) = ";
               it.init_val->writeOutput(output);
-              output << ";" << endl
-                     << "end" << endl;
+              output << ";" << endl << "end" << endl;
             }
         }
     }
@@ -1580,8 +1503,7 @@ EstimatedParamsInitStatement::writeJsonOutput(ostream &output) const
     output << R"(, "use_calibration_initialization": 1)";
 
   output << R"(, "params": [)";
-  for (bool printed_something{false};
-       const auto &it : estim_params_list)
+  for (bool printed_something {false}; const auto& it : estim_params_list)
     {
       if (exchange(printed_something, true))
         output << ", ";
@@ -1607,8 +1529,8 @@ EstimatedParamsInitStatement::writeJsonOutput(ostream &output) const
          << "}";
 }
 
-EstimatedParamsBoundsStatement::EstimatedParamsBoundsStatement(vector<EstimationParams> estim_params_list_arg,
-                                                               const SymbolTable &symbol_table_arg) :
+EstimatedParamsBoundsStatement::EstimatedParamsBoundsStatement(
+    vector<EstimationParams> estim_params_list_arg, const SymbolTable& symbol_table_arg) :
     AbstractEstimatedParamsStatement(move(estim_params_list_arg), symbol_table_arg)
 {
 }
@@ -1621,7 +1543,8 @@ EstimatedParamsBoundsStatement::checkPass([[maybe_unused]] ModFileStructure &mod
 }
 
 void
-EstimatedParamsBoundsStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
+EstimatedParamsBoundsStatement::writeOutput(ostream& output,
+                                            [[maybe_unused]] const string& basename,
                                             [[maybe_unused]] bool minimal_workspace) const
 {
   for (const auto& it : estim_params_list)
@@ -1636,8 +1559,7 @@ EstimatedParamsBoundsStatement::writeOutput(ostream &output, [[maybe_unused]] co
               output << "tmp1 = find(estim_params_.var_exo(:,1)==" << tsid << ");" << endl
                      << "estim_params_.var_exo(tmp1,3) = ";
               it.low_bound->writeOutput(output);
-              output << ";" << endl
-                     << "estim_params_.var_exo(tmp1,4) = ";
+              output << ";" << endl << "estim_params_.var_exo(tmp1,4) = ";
               it.up_bound->writeOutput(output);
               output << ";" << endl;
             }
@@ -1646,8 +1568,7 @@ EstimatedParamsBoundsStatement::writeOutput(ostream &output, [[maybe_unused]] co
               output << "tmp1 = find(estim_params_.var_endo(:,1)==" << tsid << ");" << endl
                      << "estim_params_.var_endo(tmp1,3) = ";
               it.low_bound->writeOutput(output);
-              output << ";" << endl
-                     << "estim_params_.var_endo(tmp1,4) = ";
+              output << ";" << endl << "estim_params_.var_endo(tmp1,4) = ";
               it.up_bound->writeOutput(output);
               output << ";" << endl;
             }
@@ -1656,8 +1577,7 @@ EstimatedParamsBoundsStatement::writeOutput(ostream &output, [[maybe_unused]] co
               output << "tmp1 = find(estim_params_.param_vals(:,1)==" << tsid << ");" << endl
                      << "estim_params_.param_vals(tmp1,3) = ";
               it.low_bound->writeOutput(output);
-              output << ";" << endl
-                     << "estim_params_.param_vals(tmp1,4) = ";
+              output << ";" << endl << "estim_params_.param_vals(tmp1,4) = ";
               it.up_bound->writeOutput(output);
               output << ";" << endl;
             }
@@ -1667,23 +1587,25 @@ EstimatedParamsBoundsStatement::writeOutput(ostream &output, [[maybe_unused]] co
           int tsid2 = symbol_table.getTypeSpecificID(it.name2) + 1;
           if (symb_type == SymbolType::exogenous)
             {
-              output << "tmp1 = find((estim_params_.corrx(:,1)==" << tsid << " & estim_params_.corrx(:,2)==" << tsid2 << ") | "
-                     <<             "(estim_params_.corrx(:,2)==" << tsid << " & estim_params_.corrx(:,1)==" << tsid2 << "));" << endl
+              output << "tmp1 = find((estim_params_.corrx(:,1)==" << tsid
+                     << " & estim_params_.corrx(:,2)==" << tsid2 << ") | "
+                     << "(estim_params_.corrx(:,2)==" << tsid
+                     << " & estim_params_.corrx(:,1)==" << tsid2 << "));" << endl
                      << "estim_params_.corrx(tmp1,4) = ";
               it.low_bound->writeOutput(output);
-              output << ";" << endl
-                     << "estim_params_.corrx(tmp1,5) = ";
+              output << ";" << endl << "estim_params_.corrx(tmp1,5) = ";
               it.up_bound->writeOutput(output);
               output << ";" << endl;
             }
           else if (symb_type == SymbolType::endogenous)
             {
-              output << "tmp1 = find((estim_params_.corrn(:,1)==" << tsid << " & estim_params_.corrn(:,2)==" << tsid2 << ") | "
-                     <<             "(estim_params_.corrn(:,2)==" << tsid << " & estim_params_.corrn(:,1)==" << tsid2 << "));" << endl
+              output << "tmp1 = find((estim_params_.corrn(:,1)==" << tsid
+                     << " & estim_params_.corrn(:,2)==" << tsid2 << ") | "
+                     << "(estim_params_.corrn(:,2)==" << tsid
+                     << " & estim_params_.corrn(:,1)==" << tsid2 << "));" << endl
                      << "estim_params_.corrn(tmp1,4) = ";
               it.low_bound->writeOutput(output);
-              output << ";" << endl
-                     << "estim_params_.corrn(tmp1,5) = ";
+              output << ";" << endl << "estim_params_.corrn(tmp1,5) = ";
               it.up_bound->writeOutput(output);
               output << ";" << endl;
             }
@@ -1697,8 +1619,7 @@ EstimatedParamsBoundsStatement::writeJsonOutput(ostream &output) const
   output << R"({"statementName": "estimated_params_bounds", )"
          << R"("params": [)";
 
-  for (bool printed_something{false};
-       const auto &it : estim_params_list)
+  for (bool printed_something {false}; const auto& it : estim_params_list)
     {
       if (exchange(printed_something, true))
         output << ", ";
@@ -1726,15 +1647,15 @@ EstimatedParamsBoundsStatement::writeJsonOutput(ostream &output) const
          << "}";
 }
 
-EstimatedParamsRemoveStatement::EstimatedParamsRemoveStatement(vector<EstimationParams> estim_params_list_arg,
-                                                               const SymbolTable &symbol_table_arg) :
-  estim_params_list{move(estim_params_list_arg)},
-  symbol_table{symbol_table_arg}
+EstimatedParamsRemoveStatement::EstimatedParamsRemoveStatement(
+    vector<EstimationParams> estim_params_list_arg, const SymbolTable& symbol_table_arg) :
+    estim_params_list {move(estim_params_list_arg)}, symbol_table {symbol_table_arg}
 {
 }
 
 void
-EstimatedParamsRemoveStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
+EstimatedParamsRemoveStatement::writeOutput(ostream& output,
+                                            [[maybe_unused]] const string& basename,
                                             [[maybe_unused]] bool minimal_workspace) const
 {
   for (const auto& it : estim_params_list)
@@ -1747,21 +1668,27 @@ EstimatedParamsRemoveStatement::writeOutput(ostream &output, [[maybe_unused]] co
           if (symb_type == SymbolType::exogenous)
             output << "tmp1 = find(estim_params_.var_exo(:,1)==" << tsid << ");" << endl
                    << "if isempty(tmp1)" << endl
-                   << "    error(sprintf('estimated_params_remove: the standard deviation of %s is not estimated.', M_.exo_names{" << tsid << "}))" << endl
+                   << "    error(sprintf('estimated_params_remove: the standard deviation of %s is "
+                      "not estimated.', M_.exo_names{"
+                   << tsid << "}))" << endl
                    << "else" << endl
                    << "    estim_params_.var_exo(tmp1,:) = [];"
                    << "end" << endl;
           else if (symb_type == SymbolType::endogenous)
             output << "tmp1 = find(estim_params_.var_endo(:,1)==" << tsid << ");" << endl
                    << "if isempty(tmp1)" << endl
-                   << "    error(sprintf('estimated_params_remove: the standard deviation of the measurement error on %s is not estimated.', M_.endo_names{" << tsid << "}))" << endl
+                   << "    error(sprintf('estimated_params_remove: the standard deviation of the "
+                      "measurement error on %s is not estimated.', M_.endo_names{"
+                   << tsid << "}))" << endl
                    << "else" << endl
                    << "    estim_params_.var_endo(tmp1,:) = [];"
                    << "end" << endl;
           else if (symb_type == SymbolType::parameter)
             output << "tmp1 = find(estim_params_.param_vals(:,1)==" << tsid << ");" << endl
                    << "if isempty(tmp1)" << endl
-                     << "    error(sprintf('estimated_params_remove: parameter %s is not estimated.', M_.param_names{" << tsid << "}))" << endl
+                   << "    error(sprintf('estimated_params_remove: parameter %s is not "
+                      "estimated.', M_.param_names{"
+                   << tsid << "}))" << endl
                    << "else" << endl
                    << "    estim_params_.param_vals(tmp1,:) = [];"
                    << "end" << endl;
@@ -1770,19 +1697,25 @@ EstimatedParamsRemoveStatement::writeOutput(ostream &output, [[maybe_unused]] co
         {
           int tsid2 = symbol_table.getTypeSpecificID(it.name2) + 1;
           if (symb_type == SymbolType::exogenous)
-              output << "tmp1 = find((estim_params_.corrx(:,1)==" << tsid << " & estim_params_.corrx(:,2)==" << tsid2 << ") | "
-                     <<             "(estim_params_.corrx(:,2)==" << tsid << " & estim_params_.corrx(:,1)==" << tsid2 << "));" << endl
+            output << "tmp1 = find((estim_params_.corrx(:,1)==" << tsid
+                   << " & estim_params_.corrx(:,2)==" << tsid2 << ") | "
+                   << "(estim_params_.corrx(:,2)==" << tsid
+                   << " & estim_params_.corrx(:,1)==" << tsid2 << "));" << endl
                    << "if isempty(tmp1)" << endl
-                     << "    error(sprintf('estimated_params_remove: the correlation between %s and %s is not estimated.', M_.exo_names{"
+                   << "    error(sprintf('estimated_params_remove: the correlation between %s and "
+                      "%s is not estimated.', M_.exo_names{"
                    << tsid << "}, M_.exo_names{" << tsid2 << "}))" << endl
                    << "else" << endl
                    << "    estim_params_.corrx(tmp1,:) = [];"
                    << "end" << endl;
           else if (symb_type == SymbolType::endogenous)
-            output << "tmp1 = find((estim_params_.corrn(:,1)==" << tsid << " & estim_params_.corrn(:,2)==" << tsid2 << ") | "
-                   <<             "(estim_params_.corrn(:,2)==" << tsid << " & estim_params_.corrn(:,1)==" << tsid2 << "));" << endl
+            output << "tmp1 = find((estim_params_.corrn(:,1)==" << tsid
+                   << " & estim_params_.corrn(:,2)==" << tsid2 << ") | "
+                   << "(estim_params_.corrn(:,2)==" << tsid
+                   << " & estim_params_.corrn(:,1)==" << tsid2 << "));" << endl
                    << "if isempty(tmp1)" << endl
-                   << "    error(sprintf('estimated_params_remove: the correlation between measurement errors on %s and %s is not estimated.', M_.endo_names{"
+                   << "    error(sprintf('estimated_params_remove: the correlation between "
+                      "measurement errors on %s and %s is not estimated.', M_.endo_names{"
                    << tsid << "}, M_.endo_names{" << tsid2 << "}))" << endl
                    << "else" << endl
                    << "    estim_params_.corrn(tmp1,:) = [];"
@@ -1797,8 +1730,7 @@ EstimatedParamsRemoveStatement::writeJsonOutput(ostream &output) const
   output << R"({"statementName": "estimated_params_remove", )"
          << R"("params": [)";
 
-  for (bool printed_something{false};
-       const auto &it : estim_params_list)
+  for (bool printed_something {false}; const auto& it : estim_params_list)
     {
       if (exchange(printed_something, true))
         output << ", ";
@@ -1824,8 +1756,7 @@ EstimatedParamsRemoveStatement::writeJsonOutput(ostream &output) const
 
 DeterministicTrendsStatement::DeterministicTrendsStatement(trend_elements_t trend_elements_arg,
                                                            const SymbolTable& symbol_table_arg) :
-  trend_elements{move(trend_elements_arg)},
-  symbol_table{symbol_table_arg}
+    trend_elements {move(trend_elements_arg)}, symbol_table {symbol_table_arg}
 {
 }
 
@@ -1834,19 +1765,16 @@ DeterministicTrendsStatement::writeOutput(ostream &output, [[maybe_unused]] cons
                                           [[maybe_unused]] bool minimal_workspace) const
 {
   output << "options_.trend_coeff = {};" << endl;
-  for (const auto &trend_element : trend_elements)
+  for (const auto& [name, val] : trend_elements)
+    if (symbol_table.getType(name) == SymbolType::endogenous)
       {
-      SymbolType type = symbol_table.getType(trend_element.first);
-      if (type == SymbolType::endogenous)
-        {
-          output << "tmp1 = strmatch('" << trend_element.first << "',M_.endogenous_names,'exact');" << endl;
-          output << "options_.deterministic_trend_coeffs{tmp1} = '";
-          trend_element.second->writeOutput(output);
+        output << "tmp1 = strmatch('" << name << "',M_.endogenous_names,'exact');" << endl
+               << "options_.deterministic_trend_coeffs{tmp1} = '";
+        val->writeOutput(output);
         output << "';" << endl;
       }
     else
-        cerr << "Warning : Non-variable symbol used in deterministic_trends: " << trend_element.first << endl;
-    }
+      cerr << "Warning: Non-variable symbol used in deterministic_trends: " << name << endl;
 }
 
 void
@@ -1854,28 +1782,24 @@ DeterministicTrendsStatement::writeJsonOutput(ostream &output) const
 {
   output << R"({"statementName": "deterministic_trends", )"
          << R"("trends" : {)";
-  for (bool printed_something{false};
-       const auto &trend_element : trend_elements)
-    {
-      if (symbol_table.getType(trend_element.first) == SymbolType::endogenous)
+  for (bool printed_something {false}; const auto& [name, val] : trend_elements)
+    if (symbol_table.getType(name) == SymbolType::endogenous)
       {
         if (exchange(printed_something, true))
           output << ", ";
-          output << R"(")" << trend_element.first << R"(": ")";
-          trend_element.second->writeJsonOutput(output, {}, {});
+        output << R"(")" << name << R"(": ")";
+        val->writeJsonOutput(output, {}, {});
         output << R"(")" << endl;
       }
     else
-        cerr << "Warning : Non-variable symbol used in deterministic_trends: " << trend_element.first << endl;
-    }
+      cerr << "Warning: Non-variable symbol used in deterministic_trends: " << name << endl;
   output << "}"
          << "}";
 }
 
 ObservationTrendsStatement::ObservationTrendsStatement(trend_elements_t trend_elements_arg,
                                                        const SymbolTable& symbol_table_arg) :
-  trend_elements{move(trend_elements_arg)},
-  symbol_table{symbol_table_arg}
+    trend_elements {move(trend_elements_arg)}, symbol_table {symbol_table_arg}
 {
 }
 
@@ -1884,19 +1808,16 @@ ObservationTrendsStatement::writeOutput(ostream &output, [[maybe_unused]] const
                                         [[maybe_unused]] bool minimal_workspace) const
 {
   output << "options_.trend_coeff = {};" << endl;
-  for (const auto &trend_element : trend_elements)
+  for (const auto& [name, val] : trend_elements)
+    if (symbol_table.getType(name) == SymbolType::endogenous)
       {
-      SymbolType type = symbol_table.getType(trend_element.first);
-      if (type == SymbolType::endogenous)
-        {
-          output << "tmp1 = strmatch('" << trend_element.first << "',options_.varobs,'exact');" << endl;
-          output << "options_.trend_coeffs{tmp1} = '";
-          trend_element.second->writeOutput(output);
+        output << "tmp1 = strmatch('" << name << "',options_.varobs,'exact');" << endl
+               << "options_.trend_coeffs{tmp1} = '";
+        val->writeOutput(output);
         output << "';" << endl;
       }
     else
-        cerr << "Warning : Non-variable symbol used in observation_trends: " << trend_element.first << endl;
-    }
+      cerr << "Warning: Non-variable symbol used in observation_trends: " << name << endl;
 }
 
 void
@@ -1904,25 +1825,23 @@ ObservationTrendsStatement::writeJsonOutput(ostream &output) const
 {
   output << R"({"statementName": "observation_trends", )"
          << R"("trends" : {)";
-  for (bool printed_something{false};
-       const auto &trend_element : trend_elements)
-    {
-      if (symbol_table.getType(trend_element.first) == SymbolType::endogenous)
+  for (bool printed_something {false}; const auto& [name, val] : trend_elements)
+    if (symbol_table.getType(name) == SymbolType::endogenous)
       {
         if (exchange(printed_something, true))
           output << ", ";
-          output << R"(")" << trend_element.first << R"(": ")";
-          trend_element.second->writeJsonOutput(output, {}, {});
+        output << R"(")" << name << R"(": ")";
+        val->writeJsonOutput(output, {}, {});
         output << R"(")" << endl;
       }
     else
-        cerr << "Warning : Non-variable symbol used in observation_trends: " << trend_element.first << endl;
-    }
+      cerr << "Warning: Non-variable symbol used in observation_trends: " << name << endl;
   output << "}"
          << "}";
 }
 
-FilterInitialStateStatement::FilterInitialStateStatement(filter_initial_state_elements_t filter_initial_state_elements_arg,
+FilterInitialStateStatement::FilterInitialStateStatement(
+    filter_initial_state_elements_t filter_initial_state_elements_arg,
     const SymbolTable& symbol_table_arg) :
     filter_initial_state_elements {move(filter_initial_state_elements_arg)},
     symbol_table {symbol_table_arg}
@@ -1958,8 +1877,7 @@ FilterInitialStateStatement::writeOutput(ostream &output, [[maybe_unused]] const
             }
         }
 
-      output << "M_.filter_initial_state("
-             << symbol_table.getTypeSpecificID(symb_id) + 1
+      output << "M_.filter_initial_state(" << symbol_table.getTypeSpecificID(symb_id) + 1
              << ",:) = {'" << symbol_table.getName(symb_id) << "', '";
       val->writeOutput(output);
       output << ";'};" << endl;
@@ -1972,14 +1890,12 @@ FilterInitialStateStatement::writeJsonOutput(ostream &output) const
   output << R"({"statementName": "filter_initial_state", )"
          << R"("states": [)";
 
-  for (bool printed_something{false};
-       const auto &[key, val] : filter_initial_state_elements)
+  for (bool printed_something {false}; const auto& [key, val] : filter_initial_state_elements)
     {
       if (exchange(printed_something, true))
         output << ", ";
       auto& [symb_id, lag] = key;
-      output << R"({ "var": ")" << symbol_table.getName(symb_id)
-             << R"(", "lag": )" << lag
+      output << R"({ "var": ")" << symbol_table.getName(symb_id) << R"(", "lag": )" << lag
              << R"(, "value": ")";
       val->writeJsonOutput(output, {}, {});
       output << R"(" })";
@@ -1987,9 +1903,9 @@ FilterInitialStateStatement::writeJsonOutput(ostream &output) const
   output << "] }";
 }
 
-OsrParamsStatement::OsrParamsStatement(SymbolList symbol_list_arg, const SymbolTable &symbol_table_arg) :
-  symbol_list{move(symbol_list_arg)},
-  symbol_table{symbol_table_arg}
+OsrParamsStatement::OsrParamsStatement(SymbolList symbol_list_arg,
+                                       const SymbolTable& symbol_table_arg) :
+    symbol_list {move(symbol_list_arg)}, symbol_table {symbol_table_arg}
 {
 }
 
@@ -1997,7 +1913,7 @@ void
 OsrParamsStatement::checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings)
 {
   if (mod_file_struct.osr_params_present)
-    cerr << "WARNING: You have more than one osr_params statement in the .mod file." << endl;
+    warnings << "WARNING: You have more than one osr_params statement in the .mod file." << endl;
   mod_file_struct.osr_params_present = true;
 
   try
@@ -2018,9 +1934,9 @@ OsrParamsStatement::writeOutput(ostream &output, [[maybe_unused]] const string &
   symbol_list.writeOutput("M_.osr.param_names", output);
   output << "M_.osr.param_names = cellstr(M_.osr.param_names);" << endl
          << "M_.osr.param_indices = zeros(length(M_.osr.param_names), 1);" << endl;
-  for (int i{0};
-       auto &symbol : symbol_list.getSymbols())
-    output << "M_.osr.param_indices(" << ++i <<") = " << symbol_table.getTypeSpecificID(symbol) + 1 << ";" << endl;
+  for (int i {0}; auto& symbol : symbol_list.getSymbols())
+    output << "M_.osr.param_indices(" << ++i << ") = " << symbol_table.getTypeSpecificID(symbol) + 1
+           << ";" << endl;
 }
 
 void
@@ -2046,7 +1962,8 @@ OsrParamsBoundsStatement::checkPass(ModFileStructure &mod_file_struct,
 {
   if (!mod_file_struct.osr_params_present)
     {
-      cerr << "ERROR: you must have an osr_params statement before the osr_params_bounds block." << endl;
+      cerr << "ERROR: you must have an osr_params statement before the osr_params_bounds block."
+           << endl;
       exit(EXIT_FAILURE);
     }
 }
@@ -2056,7 +1973,9 @@ OsrParamsBoundsStatement::writeOutput(ostream &output, [[maybe_unused]] const st
                                       [[maybe_unused]] bool minimal_workspace) const
 {
 
-  output << "M_.osr.param_bounds = [-inf(length(M_.osr.param_names), 1), inf(length(M_.osr.param_names), 1)];" << endl;
+  output << "M_.osr.param_bounds = [-inf(length(M_.osr.param_names), 1), "
+            "inf(length(M_.osr.param_names), 1)];"
+         << endl;
 
   for (const auto& it : osr_params_list)
     {
@@ -2073,8 +1992,7 @@ OsrParamsBoundsStatement::writeJsonOutput(ostream &output) const
 {
   output << R"({"statementName": "osr_params_bounds")"
          << R"(, "bounds": [)";
-  for (bool printed_something{false};
-       const auto &it : osr_params_list)
+  for (bool printed_something {false}; const auto& it : osr_params_list)
     {
       if (exchange(printed_something, true))
         output << ", ";
@@ -2117,7 +2035,6 @@ OsrStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation
       opt && *opt == "1")
     mod_file_struct.osr_analytic_derivation = true;
 
-
   // Option k_order_solver (implicit when order >= 3)
   if (auto opt = options_list.get_if<OptionsList::NumVal>("k_order_solver");
       (opt && *opt == "true") || mod_file_struct.order_option >= 3)
@@ -2146,7 +2063,9 @@ OsrStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basena
 
   options_list.writeOutput(output);
   symbol_list.writeOutput("var_list_", output);
-  output << "[info, oo_, options_, M_] = osr.run(M_, options_, oo_, var_list_,M_.osr.param_names,M_.osr.variable_indices,M_.osr.variable_weights);" << endl;
+  output << "[info, oo_, options_, M_] = osr.run(M_, options_, oo_, "
+            "var_list_,M_.osr.param_names,M_.osr.variable_indices,M_.osr.variable_weights);"
+         << endl;
 }
 
 void
@@ -2190,7 +2109,8 @@ OptimWeightsStatement::writeOutput(ostream &output, [[maybe_unused]] const strin
          << "% OPTIM_WEIGHTS" << endl
          << "%" << endl
          << "M_.osr.variable_weights = sparse(M_.endo_nbr,M_.endo_nbr);" << endl
-         << "M_.osr.variable_indices = [];" << endl << endl;
+         << "M_.osr.variable_indices = [];" << endl
+         << endl;
 
   for (const auto& [name, value] : var_weights)
     {
@@ -2208,7 +2128,8 @@ OptimWeightsStatement::writeOutput(ostream &output, [[maybe_unused]] const strin
       output << "M_.osr.variable_weights(" << id1 << "," << id2 << ") = ";
       value->writeOutput(output);
       output << ";" << endl;
-      output << "M_.osr.variable_indices = [M_.osr.variable_indices; " << id1 << "; " << id2 << "];" << endl;
+      output << "M_.osr.variable_indices = [M_.osr.variable_indices; " << id1 << "; " << id2 << "];"
+             << endl;
     }
 }
 
@@ -2255,7 +2176,8 @@ DynaSaveStatement::checkPass([[maybe_unused]] ModFileStructure &mod_file_struct,
 {
   try
     {
-      symbol_list.checkPass(warnings, { SymbolType::endogenous, SymbolType::exogenous }, symbol_table);
+      symbol_list.checkPass(warnings, {SymbolType::endogenous, SymbolType::exogenous},
+                            symbol_table);
     }
   catch (SymbolList::SymbolListException& e)
     {
@@ -2269,8 +2191,7 @@ DynaSaveStatement::writeOutput(ostream &output, [[maybe_unused]] const string &b
                                [[maybe_unused]] bool minimal_workspace) const
 {
   symbol_list.writeOutput("var_list_", output);
-  output << "dynasave('" << filename
-         << "',var_list_);" << endl;
+  output << "dynasave('" << filename << "',var_list_);" << endl;
 }
 
 void
@@ -2300,7 +2221,8 @@ DynaTypeStatement::checkPass([[maybe_unused]] ModFileStructure &mod_file_struct,
 {
   try
     {
-      symbol_list.checkPass(warnings, { SymbolType::endogenous, SymbolType::exogenous }, symbol_table);
+      symbol_list.checkPass(warnings, {SymbolType::endogenous, SymbolType::exogenous},
+                            symbol_table);
     }
   catch (SymbolList::SymbolListException& e)
     {
@@ -2314,8 +2236,7 @@ DynaTypeStatement::writeOutput(ostream &output, [[maybe_unused]] const string &b
                                [[maybe_unused]] bool minimal_workspace) const
 {
   symbol_list.writeOutput("var_list_", output);
-  output << "dynatype('" << filename
-         << "',var_list_);" << endl;
+  output << "dynatype('" << filename << "',var_list_);" << endl;
 }
 
 void
@@ -2333,8 +2254,7 @@ DynaTypeStatement::writeJsonOutput(ostream &output) const
 
 ModelComparisonStatement::ModelComparisonStatement(filename_list_t filename_list_arg,
                                                    OptionsList options_list_arg) :
-  filename_list{move(filename_list_arg)},
-  options_list{move(options_list_arg)}
+    filename_list {move(filename_list_arg)}, options_list {move(options_list_arg)}
 {
 }
 
@@ -2344,8 +2264,7 @@ ModelComparisonStatement::writeOutput(ostream &output, [[maybe_unused]] const st
 {
   options_list.writeOutput(output);
 
-  output << "ModelNames_ = {};" << endl
-         << "ModelPriors_ = [];" << endl;
+  output << "ModelNames_ = {};" << endl << "ModelPriors_ = [];" << endl;
 
   for (const auto& [name, prior] : filename_list)
     output << "ModelNames_ = { ModelNames_{:} '" << name << "'};" << endl
@@ -2361,8 +2280,7 @@ ModelComparisonStatement::writeJsonOutput(ostream &output) const
   if (!filename_list.empty())
     output << R"(, "filename_list": {)";
 
-  for (bool printed_something{false};
-       const auto &[name, prior] : filename_list)
+  for (bool printed_something {false}; const auto& [name, prior] : filename_list)
     {
       if (exchange(printed_something, true))
         output << ", ";
@@ -2382,8 +2300,8 @@ ModelComparisonStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-PlannerObjectiveStatement::PlannerObjectiveStatement(const PlannerObjective &model_tree_arg) :
-  model_tree{model_tree_arg}
+PlannerObjectiveStatement::PlannerObjectiveStatement(unique_ptr<PlannerObjective> model_tree_arg) :
+    model_tree {move(model_tree_arg)}
 {
 }
 
@@ -2391,10 +2309,11 @@ void
 PlannerObjectiveStatement::checkPass(ModFileStructure& mod_file_struct,
                                      [[maybe_unused]] WarningConsolidation& warnings)
 {
-  assert(model_tree.equation_number() == 1);
-  if (model_tree.exoPresentInEqs())
+  assert(model_tree->equation_number() == 1);
+  if (model_tree->exoPresentInEqs())
     {
-      cerr << "ERROR: You cannot include exogenous variables (or variables of undeclared type) in the planner objective. Please "
+      cerr << "ERROR: You cannot include exogenous variables (or variables of undeclared type) in "
+              "the planner objective. Please "
            << "define an auxiliary endogenous variable like eps_aux=epsilon and use it instead "
            << "of the varexo." << endl;
       exit(EXIT_FAILURE);
@@ -2405,13 +2324,13 @@ PlannerObjectiveStatement::checkPass(ModFileStructure &mod_file_struct,
 const PlannerObjective&
 PlannerObjectiveStatement::getPlannerObjective() const
 {
-  return model_tree;
+  return *model_tree;
 }
 
 void
 PlannerObjectiveStatement::computingPass(const ModFileStructure& mod_file_struct)
 {
-  model_tree.computingPass(max(3, mod_file_struct.order_option), 0, {}, false, false, false);
+  model_tree->computingPass(max(3, mod_file_struct.order_option), 0, {}, false, false, false);
   computing_pass_called = true;
 }
 
@@ -2419,15 +2338,8 @@ void
 PlannerObjectiveStatement::writeOutput(ostream& output, const string& basename,
                                        [[maybe_unused]] bool minimal_workspace) const
 {
-  output << "M_.NNZDerivatives_objective = [";
-  for (int i=1; i < static_cast<int>(model_tree.getNNZDerivatives().size()); i++)
-    output << (i > model_tree.getComputedDerivsOrder() ? -1 : model_tree.getNNZDerivatives()[i]) << ";";
-  output << "];" << endl
-         << "M_.objective_tmp_nbr = [";
-  for (const auto &temporary_terms_derivative : model_tree.getTemporaryTermsDerivatives())
-    output << temporary_terms_derivative.size() << "; ";
-  output << "];" << endl;
-  model_tree.writeStaticFile(basename + ".objective", false, "", {}, false);
+  model_tree->writeDriverOutput(output);
+  model_tree->writeStaticFile(basename + ".objective", false, "", {}, false);
 }
 
 void
@@ -2436,16 +2348,15 @@ PlannerObjectiveStatement::writeJsonOutput(ostream &output) const
   output << R"({"statementName": "planner_objective")"
          << ", ";
   if (computing_pass_called)
-    model_tree.writeJsonComputingPassOutput(output, false);
+    model_tree->writeJsonComputingPassOutput(output, false);
   else
-    model_tree.writeJsonOutput(output);
+    model_tree->writeJsonOutput(output);
 
   output << "}";
 }
 
 BVARDensityStatement::BVARDensityStatement(int maxnlags_arg, OptionsList options_list_arg) :
-  maxnlags{maxnlags_arg},
-  options_list{move(options_list_arg)}
+    maxnlags {maxnlags_arg}, options_list {move(options_list_arg)}
 {
 }
 
@@ -2477,8 +2388,7 @@ BVARDensityStatement::writeJsonOutput(ostream &output) const
 }
 
 BVARForecastStatement::BVARForecastStatement(int nlags_arg, OptionsList options_list_arg) :
-  nlags{nlags_arg},
-  options_list{move(options_list_arg)}
+    nlags {nlags_arg}, options_list {move(options_list_arg)}
 {
 }
 
@@ -2510,8 +2420,7 @@ BVARForecastStatement::writeJsonOutput(ostream &output) const
 }
 
 BVARIRFStatement::BVARIRFStatement(int nirf_arg, string identificationname_arg) :
-  nirf{nirf_arg},
-  identificationname{move(identificationname_arg)}
+    nirf {nirf_arg}, identificationname {move(identificationname_arg)}
 {
 }
 
@@ -2536,8 +2445,7 @@ BVARIRFStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-SBVARStatement::SBVARStatement(OptionsList options_list_arg) :
-  options_list{move(options_list_arg)}
+SBVARStatement::SBVARStatement(OptionsList options_list_arg) : options_list {move(options_list_arg)}
 {
 }
 
@@ -2580,8 +2488,7 @@ MSSBVAREstimationStatement::checkPass(ModFileStructure &mod_file_struct,
   mod_file_struct.bvar_present = true;
 
   if (!options_list.contains("ms.create_init")
-      && (!options_list.contains("datafile")
-          || !options_list.contains("ms.initial_year")))
+      && (!options_list.contains("datafile") || !options_list.contains("ms.initial_year")))
     {
       cerr << "ERROR: If you do not pass no_create_init to ms_estimation, "
            << "you must pass the datafile and initial_year options." << endl;
@@ -2631,8 +2538,7 @@ MSSBVARSimulationStatement::writeOutput(ostream &output, [[maybe_unused]] const
   options_list.writeOutput(output);
 
   // Redeclare drop option if necessary
-  if ((options_list.contains("ms.mh_replic")
-       || options_list.contains("ms.thinning_factor"))
+  if ((options_list.contains("ms.mh_replic") || options_list.contains("ms.thinning_factor"))
       && !options_list.contains("ms.drop"))
     output << "options_.ms.drop = 0.1*options_.ms.mh_replic*options_.ms.thinning_factor;" << endl;
 
@@ -2684,7 +2590,8 @@ MSSBVARComputeMDDStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-MSSBVARComputeProbabilitiesStatement::MSSBVARComputeProbabilitiesStatement(OptionsList options_list_arg) :
+MSSBVARComputeProbabilitiesStatement::MSSBVARComputeProbabilitiesStatement(
+    OptionsList options_list_arg) :
     options_list {move(options_list_arg)}
 {
 }
@@ -2743,8 +2650,7 @@ MSSBVARIrfStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
       regimes_present = options_list.contains("ms.regimes"),
       filtered_probabilities_present = options_list.contains("ms.filtered_probabilities");
       (filtered_probabilities_present && regime_present)
-      || (filtered_probabilities_present && regimes_present)
-      || (regimes_present && regime_present))
+      || (filtered_probabilities_present && regimes_present) || (regimes_present && regime_present))
     {
       cerr << "ERROR: You may only pass one of regime, regimes and "
            << "filtered_probabilities to ms_irf" << endl;
@@ -2800,8 +2706,7 @@ MSSBVARForecastStatement::checkPass(ModFileStructure &mod_file_struct,
 {
   mod_file_struct.bvar_present = true;
 
-  if (options_list.contains("ms.regimes")
-      && options_list.contains("ms.regime"))
+  if (options_list.contains("ms.regimes") && options_list.contains("ms.regime"))
     {
       cerr << "ERROR: You may only pass one of regime and regimes to ms_forecast" << endl;
       exit(EXIT_FAILURE);
@@ -2829,7 +2734,8 @@ MSSBVARForecastStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-MSSBVARVarianceDecompositionStatement::MSSBVARVarianceDecompositionStatement(OptionsList options_list_arg) :
+MSSBVARVarianceDecompositionStatement::MSSBVARVarianceDecompositionStatement(
+    OptionsList options_list_arg) :
     options_list {move(options_list_arg)}
 {
 }
@@ -2844,8 +2750,7 @@ MSSBVARVarianceDecompositionStatement::checkPass(ModFileStructure &mod_file_stru
       regimes_present = options_list.contains("ms.regimes"),
       filtered_probabilities_present = options_list.contains("ms.filtered_probabilities");
       (filtered_probabilities_present && regime_present)
-      || (filtered_probabilities_present && regimes_present)
-      || (regimes_present && regime_present))
+      || (filtered_probabilities_present && regimes_present) || (regimes_present && regime_present))
     {
       cerr << "ERROR: You may only pass one of regime, regimes and "
            << "filtered_probabilities to ms_variance_decomposition" << endl;
@@ -2875,13 +2780,14 @@ MSSBVARVarianceDecompositionStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-IdentificationStatement::IdentificationStatement(OptionsList options_list_arg)
-  : options_list{move(options_list_arg)}
+IdentificationStatement::IdentificationStatement(OptionsList options_list_arg) :
+    options_list {move(options_list_arg)}
 {
   if (auto opt = options_list.get_if<OptionsList::NumVal>("max_dim_cova_group");
       opt && stoi(*opt) == 0)
     {
-      cerr << "ERROR: The max_dim_cova_group option to identification only accepts integers > 0." << endl;
+      cerr << "ERROR: The max_dim_cova_group option to identification only accepts integers > 0."
+           << endl;
       exit(EXIT_FAILURE);
     }
 }
@@ -2897,14 +2803,16 @@ IdentificationStatement::checkPass(ModFileStructure &mod_file_struct,
       int order = stoi(*opt);
       if (order < 1 || order > 3)
         {
-          cerr << "ERROR: the order option of identification command must be between 1 and 3" << endl;
+          cerr << "ERROR: the order option of identification command must be between 1 and 3"
+               << endl;
 
           exit(EXIT_FAILURE);
         }
       mod_file_struct.identification_order = max(mod_file_struct.identification_order, order);
     }
   else
-    // The default value for order is 1 (which triggers 2nd order dynamic derivatives, see preprocessor#40)
+    // The default value for order is 1 (which triggers 2nd order dynamic derivatives, see
+    // preprocessor#40)
     mod_file_struct.identification_order = max(mod_file_struct.identification_order, 1);
 }
 
@@ -2926,7 +2834,8 @@ IdentificationStatement::writeOutput(ostream &output, [[maybe_unused]] const str
   if (auto opt = options_list.get_if<OptionsList::SymbolListVal>("graph_format"))
     opt->writeOutput("options_.graph_format", output);
 
-  output << "dynare_identification(options_ident);" << endl;
+  output << "identification.run(M_,oo_,options_,bayestopt_,estim_params_,"
+         << "options_ident);" << endl;
 }
 
 void
@@ -2941,14 +2850,15 @@ IdentificationStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-WriteLatexDynamicModelStatement::WriteLatexDynamicModelStatement(const DynamicModel &dynamic_model_arg, bool write_equation_tags_arg) :
-  dynamic_model{dynamic_model_arg},
-  write_equation_tags{write_equation_tags_arg}
+WriteLatexDynamicModelStatement::WriteLatexDynamicModelStatement(
+    const DynamicModel& dynamic_model_arg, bool write_equation_tags_arg) :
+    dynamic_model {dynamic_model_arg}, write_equation_tags {write_equation_tags_arg}
 {
 }
 
 void
-WriteLatexDynamicModelStatement::writeOutput([[maybe_unused]] ostream &output, const string &basename,
+WriteLatexDynamicModelStatement::writeOutput([[maybe_unused]] ostream& output,
+                                             const string& basename,
                                              [[maybe_unused]] bool minimal_workspace) const
 {
   dynamic_model.writeLatexFile(basename, write_equation_tags);
@@ -2960,14 +2870,15 @@ WriteLatexDynamicModelStatement::writeJsonOutput(ostream &output) const
   output << R"({"statementName": "write_latex_dynamic_model"})";
 }
 
-WriteLatexStaticModelStatement::WriteLatexStaticModelStatement(const StaticModel &static_model_arg, bool write_equation_tags_arg) :
-  static_model(static_model_arg),
-  write_equation_tags(write_equation_tags_arg)
+WriteLatexStaticModelStatement::WriteLatexStaticModelStatement(const StaticModel& static_model_arg,
+                                                               bool write_equation_tags_arg) :
+    static_model(static_model_arg), write_equation_tags(write_equation_tags_arg)
 {
 }
 
 void
-WriteLatexStaticModelStatement::writeOutput([[maybe_unused]] ostream &output, const string &basename,
+WriteLatexStaticModelStatement::writeOutput([[maybe_unused]] ostream& output,
+                                            const string& basename,
                                             [[maybe_unused]] bool minimal_workspace) const
 {
   static_model.writeLatexFile(basename, write_equation_tags);
@@ -2979,14 +2890,15 @@ WriteLatexStaticModelStatement::writeJsonOutput(ostream &output) const
   output << R"({"statementName": "write_latex_static_model"})";
 }
 
-WriteLatexOriginalModelStatement::WriteLatexOriginalModelStatement(const DynamicModel &original_model_arg, bool write_equation_tags_arg) :
-  original_model{original_model_arg},
-  write_equation_tags{write_equation_tags_arg}
+WriteLatexOriginalModelStatement::WriteLatexOriginalModelStatement(
+    const DynamicModel& original_model_arg, bool write_equation_tags_arg) :
+    original_model {original_model_arg}, write_equation_tags {write_equation_tags_arg}
 {
 }
 
 void
-WriteLatexOriginalModelStatement::writeOutput([[maybe_unused]] ostream &output, const string &basename,
+WriteLatexOriginalModelStatement::writeOutput([[maybe_unused]] ostream& output,
+                                              const string& basename,
                                               [[maybe_unused]] bool minimal_workspace) const
 {
   original_model.writeLatexOriginalFile(basename, write_equation_tags);
@@ -2998,7 +2910,8 @@ WriteLatexOriginalModelStatement::writeJsonOutput(ostream &output) const
   output << R"({"statementName": "write_latex_original_model"})";
 }
 
-WriteLatexSteadyStateModelStatement::WriteLatexSteadyStateModelStatement(const SteadyStateModel &steady_state_model_arg) :
+WriteLatexSteadyStateModelStatement::WriteLatexSteadyStateModelStatement(
+    const SteadyStateModel& steady_state_model_arg) :
     steady_state_model {steady_state_model_arg}
 {
 }
@@ -3034,7 +2947,8 @@ ShockDecompositionStatement::ShockDecompositionStatement(SymbolList symbol_list_
 }
 
 void
-ShockDecompositionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
+ShockDecompositionStatement::checkPass(ModFileStructure& mod_file_struct,
+                                       WarningConsolidation& warnings)
 {
   if (auto opt = options_list.get_if<OptionsList::NumVal>("shock_decomp.with_epilogue");
       opt && *opt == "true")
@@ -3057,7 +2971,8 @@ ShockDecompositionStatement::writeOutput(ostream &output, [[maybe_unused]] const
 {
   options_list.writeOutput(output);
   symbol_list.writeOutput("var_list_", output);
-  output << "oo_ = shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);" << endl;
+  output << "oo_ = shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);"
+         << endl;
 }
 
 void
@@ -3077,9 +2992,8 @@ ShockDecompositionStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-RealtimeShockDecompositionStatement::RealtimeShockDecompositionStatement(SymbolList symbol_list_arg,
-                                                                         OptionsList options_list_arg,
-                                                                         const SymbolTable &symbol_table_arg) :
+RealtimeShockDecompositionStatement::RealtimeShockDecompositionStatement(
+    SymbolList symbol_list_arg, OptionsList options_list_arg, const SymbolTable& symbol_table_arg) :
     symbol_list {move(symbol_list_arg)},
     options_list {move(options_list_arg)},
     symbol_table {symbol_table_arg}
@@ -3087,7 +3001,8 @@ RealtimeShockDecompositionStatement::RealtimeShockDecompositionStatement(SymbolL
 }
 
 void
-RealtimeShockDecompositionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
+RealtimeShockDecompositionStatement::checkPass(ModFileStructure& mod_file_struct,
+                                               WarningConsolidation& warnings)
 {
   if (auto opt = options_list.get_if<OptionsList::NumVal>("shock_decomp.with_epilogue");
       opt && *opt == "true")
@@ -3111,7 +3026,9 @@ RealtimeShockDecompositionStatement::writeOutput(ostream &output,
 {
   options_list.writeOutput(output);
   symbol_list.writeOutput("var_list_", output);
-  output << "oo_ = realtime_shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);" << endl;
+  output
+      << "oo_ = realtime_shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);"
+      << endl;
 }
 
 void
@@ -3131,9 +3048,8 @@ RealtimeShockDecompositionStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-PlotShockDecompositionStatement::PlotShockDecompositionStatement(SymbolList symbol_list_arg,
-                                                                 OptionsList options_list_arg,
-                                                                 const SymbolTable &symbol_table_arg) :
+PlotShockDecompositionStatement::PlotShockDecompositionStatement(
+    SymbolList symbol_list_arg, OptionsList options_list_arg, const SymbolTable& symbol_table_arg) :
     symbol_list {move(symbol_list_arg)},
     options_list {move(options_list_arg)},
     symbol_table {symbol_table_arg}
@@ -3156,7 +3072,8 @@ PlotShockDecompositionStatement::checkPass([[maybe_unused]] ModFileStructure &mo
 }
 
 void
-PlotShockDecompositionStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
+PlotShockDecompositionStatement::writeOutput(ostream& output,
+                                             [[maybe_unused]] const string& basename,
                                              [[maybe_unused]] bool minimal_workspace) const
 {
   output << "options_ = set_default_plot_shock_decomposition_options(options_);" << endl;
@@ -3182,9 +3099,8 @@ PlotShockDecompositionStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-InitialConditionDecompositionStatement::InitialConditionDecompositionStatement(SymbolList symbol_list_arg,
-                                                                               OptionsList options_list_arg,
-                                                                               const SymbolTable &symbol_table_arg) :
+InitialConditionDecompositionStatement::InitialConditionDecompositionStatement(
+    SymbolList symbol_list_arg, OptionsList options_list_arg, const SymbolTable& symbol_table_arg) :
     symbol_list {move(symbol_list_arg)},
     options_list {move(options_list_arg)},
     symbol_table {symbol_table_arg}
@@ -3192,7 +3108,8 @@ InitialConditionDecompositionStatement::InitialConditionDecompositionStatement(S
 }
 
 void
-InitialConditionDecompositionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
+InitialConditionDecompositionStatement::checkPass(ModFileStructure& mod_file_struct,
+                                                  WarningConsolidation& warnings)
 {
   if (auto opt = options_list.get_if<OptionsList::NumVal>("initial_condition_decomp.with_epilogue");
       opt && *opt == "true")
@@ -3217,7 +3134,9 @@ InitialConditionDecompositionStatement::writeOutput(ostream &output,
   output << "options_ = set_default_initial_condition_decomposition_options(options_);" << endl;
   options_list.writeOutput(output);
   symbol_list.writeOutput("var_list_", output);
-  output << "oo_ = initial_condition_decomposition(M_, oo_, options_, var_list_, bayestopt_, estim_params_);" << endl;
+  output << "oo_ = initial_condition_decomposition(M_, oo_, options_, var_list_, bayestopt_, "
+            "estim_params_);"
+         << endl;
 }
 
 void
@@ -3237,10 +3156,9 @@ InitialConditionDecompositionStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-SqueezeShockDecompositionStatement::SqueezeShockDecompositionStatement(SymbolList symbol_list_arg,
-                                                                       const SymbolTable &symbol_table_arg) :
-  symbol_list{move(symbol_list_arg)},
-  symbol_table{symbol_table_arg}
+SqueezeShockDecompositionStatement::SqueezeShockDecompositionStatement(
+    SymbolList symbol_list_arg, const SymbolTable& symbol_table_arg) :
+    symbol_list {move(symbol_list_arg)}, symbol_table {symbol_table_arg}
 {
 }
 
@@ -3306,7 +3224,9 @@ ConditionalForecastStatement::writeOutput(ostream &output, [[maybe_unused]] cons
                                           [[maybe_unused]] bool minimal_workspace) const
 {
   options_list.writeOutput(output, "options_cond_fcst_");
-  output << "imcforecast(constrained_paths_, constrained_vars_, options_cond_fcst_);" << endl;
+  output << "oo_.conditional_forecast=conditional_forecasts.run(M_,options_,"
+         << "oo_,bayestopt_,estim_params_,constrained_paths_, constrained_vars_,"
+         << "options_cond_fcst_);" << endl;
 }
 
 void
@@ -3321,12 +3241,10 @@ ConditionalForecastStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-PlotConditionalForecastStatement::PlotConditionalForecastStatement(optional<int> periods_arg,
-                                                                   SymbolList symbol_list_arg,
+PlotConditionalForecastStatement::PlotConditionalForecastStatement(
+    const optional<int>& periods_arg, SymbolList symbol_list_arg,
     const SymbolTable& symbol_table_arg) :
-  periods{move(periods_arg)},
-  symbol_list{move(symbol_list_arg)},
-  symbol_table{symbol_table_arg}
+    periods {periods_arg}, symbol_list {move(symbol_list_arg)}, symbol_table {symbol_table_arg}
 {
 }
 
@@ -3346,14 +3264,15 @@ PlotConditionalForecastStatement::checkPass([[maybe_unused]] ModFileStructure &m
 }
 
 void
-PlotConditionalForecastStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
+PlotConditionalForecastStatement::writeOutput(ostream& output,
+                                              [[maybe_unused]] const string& basename,
                                               [[maybe_unused]] bool minimal_workspace) const
 {
   symbol_list.writeOutput("var_list_", output);
   if (periods)
-    output << "plot_icforecast(var_list_, " << *periods << ",options_,oo_);" << endl;
+    output << "conditional_forecasts.plot(var_list_, " << *periods << ",options_,oo_);" << endl;
   else
-    output << "plot_icforecast(var_list_,[],options_,oo_);" << endl;
+    output << "conditional_forecasts.plot(var_list_,[],options_,oo_);" << endl;
 }
 
 void
@@ -3370,10 +3289,9 @@ PlotConditionalForecastStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-SvarIdentificationStatement::SvarIdentificationStatement(svar_identification_restrictions_t restrictions_arg,
-                                                         bool upper_cholesky_present_arg,
-                                                         bool lower_cholesky_present_arg,
-                                                         bool constants_exclusion_present_arg,
+SvarIdentificationStatement::SvarIdentificationStatement(
+    svar_identification_restrictions_t restrictions_arg, bool upper_cholesky_present_arg,
+    bool lower_cholesky_present_arg, bool constants_exclusion_present_arg,
     const SymbolTable& symbol_table_arg) :
     restrictions {move(restrictions_arg)},
     upper_cholesky_present {upper_cholesky_present_arg},
@@ -3420,9 +3338,7 @@ SvarIdentificationStatement::writeOutput(ostream &output, [[maybe_unused]] const
                                          [[maybe_unused]] bool minimal_workspace) const
 {
   assert(!(upper_cholesky_present && lower_cholesky_present));
-  output << "%" << endl
-         << "% SVAR IDENTIFICATION" << endl
-         << "%" << endl;
+  output << "%" << endl << "% SVAR IDENTIFICATION" << endl << "%" << endl;
 
   if (upper_cholesky_present)
     output << "options_.ms.upper_cholesky=1;" << endl;
@@ -3442,8 +3358,7 @@ SvarIdentificationStatement::writeOutput(ostream &output, [[maybe_unused]] const
 
       if (k < 1)
         {
-          cerr << "ERROR: lag = " << r
-               << ", number of endogenous variables = " << n
+          cerr << "ERROR: lag = " << r << ", number of endogenous variables = " << n
                << ", number of exogenous variables = " << m
                << ". If this is not a logical error in the specification"
                << " of the .mod file, please report it to the Dynare Team." << endl;
@@ -3451,8 +3366,10 @@ SvarIdentificationStatement::writeOutput(ostream &output, [[maybe_unused]] const
         }
       if (n < 1)
         {
-          cerr << "ERROR: Number of endogenous variables = " << n << "< 1. If this is not a logical "
-               << "error in the specification of the .mod file, please report it to the Dynare Team." << endl;
+          cerr
+              << "ERROR: Number of endogenous variables = " << n << "< 1. If this is not a logical "
+              << "error in the specification of the .mod file, please report it to the Dynare Team."
+              << endl;
           exit(EXIT_FAILURE);
         }
       output << "options_.ms.Qi = cell(" << n << ",1);" << endl
@@ -3462,17 +3379,22 @@ SvarIdentificationStatement::writeOutput(ostream &output, [[maybe_unused]] const
         {
           assert(it.lag >= 0);
           if (it.lag == 0)
-            output << "options_.ms.Qi{" << it.equation << "}(" << it.restriction_nbr << ", " << it.variable + 1 << ") = ";
+            output << "options_.ms.Qi{" << it.equation << "}(" << it.restriction_nbr << ", "
+                   << it.variable + 1 << ") = ";
           else
             {
               int col = (it.lag - 1) * n + it.variable + 1;
               if (col > k)
                 {
-                  cerr << "ERROR: lag =" << it.lag << ", num endog vars = " << n << "current endog var index = " << it.variable << ". Index "
-                       << "out of bounds. If the above does not represent a logical error, please report this to the Dynare Team." << endl;
+                  cerr << "ERROR: lag =" << it.lag << ", num endog vars = " << n
+                       << "current endog var index = " << it.variable << ". Index "
+                       << "out of bounds. If the above does not represent a logical error, please "
+                          "report this to the Dynare Team."
+                       << endl;
                   exit(EXIT_FAILURE);
                 }
-              output << "options_.ms.Ri{" << it.equation << "}(" << it.restriction_nbr << ", " << col << ") = ";
+              output << "options_.ms.Ri{" << it.equation << "}(" << it.restriction_nbr << ", "
+                     << col << ") = ";
             }
           it.value->writeOutput(output);
           output << ";" << endl;
@@ -3497,11 +3419,9 @@ SvarIdentificationStatement::writeJsonOutput(ostream &output) const
 
   if (!upper_cholesky_present && !lower_cholesky_present)
     {
-      output << R"(, "nlags": )" << getMaxLag()
-             << R"(, "restrictions": [)";
+      output << R"(, "nlags": )" << getMaxLag() << R"(, "restrictions": [)";
 
-      for (bool printed_something{false};
-           const auto &it : restrictions)
+      for (bool printed_something {false}; const auto& it : restrictions)
         {
           if (exchange(printed_something, true))
             output << ", ";
@@ -3529,7 +3449,8 @@ MarkovSwitchingStatement::MarkovSwitchingStatement(OptionsList options_list_arg)
         {
           if (restriction.size() != 3)
             {
-              cerr << "ERROR: restrictions in the subsample statement must be specified in the form "
+              cerr
+                  << "ERROR: restrictions in the subsample statement must be specified in the form "
                   << "[current_period_regime, next_period_regime, transition_probability]" << endl;
               exit(EXIT_FAILURE);
             }
@@ -3541,7 +3462,8 @@ MarkovSwitchingStatement::MarkovSwitchingStatement(OptionsList options_list_arg)
               if (from_regime > num_regimes || to_regime > num_regimes)
                 {
                   cerr << "ERROR: the regimes specified in the restrictions option must be "
-                       << "<= the number of regimes specified in the number_of_regimes option" << endl;
+                       << "<= the number of regimes specified in the number_of_regimes option"
+                       << endl;
                   exit(EXIT_FAILURE);
                 }
 
@@ -3653,14 +3575,11 @@ MarkovSwitchingStatement::writeOutput(ostream &output, [[maybe_unused]] const st
   assert(options_list.contains("ms.duration"));
 
   output << "options_.ms.duration = ";
-  bool isDurationAVec { options_list.visit("ms.duration",
-                                           [&]<class T>(const T &v) -> bool
-                                           {
+  bool isDurationAVec {options_list.visit("ms.duration", [&]<class T>(const T& v) -> bool {
     if constexpr (is_same_v<T, OptionsList::VecValueVal>)
       {
         output << "[";
-                                                 for (bool printed_something{false};
-                                                      const auto &it : v)
+        for (bool printed_something {false}; const auto& it : v)
           {
             if (exchange(printed_something, true))
               output << ", ";
@@ -3676,7 +3595,9 @@ MarkovSwitchingStatement::writeOutput(ostream &output, [[maybe_unused]] const st
       }
     else
       {
-                                                 cerr << "MarkovSwitchingStatement::writeOutput: incorrect value type for 'ms.duration' option" << endl;
+        cerr << "MarkovSwitchingStatement::writeOutput: incorrect value type for 'ms.duration' "
+                "option"
+             << endl;
         exit(EXIT_FAILURE);
       }
   })};
@@ -3685,18 +3606,16 @@ MarkovSwitchingStatement::writeOutput(ostream &output, [[maybe_unused]] const st
   int NOR {stoi(options_list.get<OptionsList::NumVal>("ms.number_of_regimes"))};
   for (int i {0}; i < NOR; i++)
     {
-      output << "options_.ms.ms_chain(" << chainNumber << ").regime("
-             << i+1 << ").duration = options_.ms.duration";
+      output << "options_.ms.ms_chain(" << chainNumber << ").regime(" << i + 1
+             << ").duration = options_.ms.duration";
       if (isDurationAVec)
         output << "(" << i + 1 << ")";
       output << ";" << endl;
     }
 
-  for (int restrictions_index{0};
-       const auto &[regimes, prob] : restriction_map)
-    output << "options_.ms.ms_chain(" << chainNumber << ").restrictions("
-           << ++restrictions_index << ") = {[" << regimes.first << ", "
-           << regimes.second << ", " << prob << "]};" << endl;
+  for (int restrictions_index {0}; const auto& [regimes, prob] : restriction_map)
+    output << "options_.ms.ms_chain(" << chainNumber << ").restrictions(" << ++restrictions_index
+           << ") = {[" << regimes.first << ", " << regimes.second << ", " << prob << "]};" << endl;
 }
 
 void
@@ -3711,23 +3630,19 @@ MarkovSwitchingStatement::writeJsonOutput(ostream &output) const
 
   if (!restriction_map.empty())
     output << ", {";
-  for (bool printed_something{false};
-       const auto &[regimes, prob] : restriction_map)
+  for (bool printed_something {false}; const auto& [regimes, prob] : restriction_map)
     {
       if (exchange(printed_something, true))
         output << ", ";
-      output << R"({"current_period_regime": )" << regimes.first
-             << R"(, "next_period_regime": )" << regimes.second
-             << R"(, "transition_probability": )"<< prob
-             << "}";
+      output << R"({"current_period_regime": )" << regimes.first << R"(, "next_period_regime": )"
+             << regimes.second << R"(, "transition_probability": )" << prob << "}";
     }
   if (!restriction_map.empty())
     output << "}";
   output << "}";
 }
 
-SvarStatement::SvarStatement(OptionsList options_list_arg) :
-  options_list{move(options_list_arg)}
+SvarStatement::SvarStatement(OptionsList options_list_arg) : options_list {move(options_list_arg)}
 {
 }
 
@@ -3800,8 +3715,7 @@ SvarGlobalIdentificationCheckStatement::writeJsonOutput(ostream &output) const
   output << R"({"statementName": "svar_global_identification"})";
 }
 
-SetTimeStatement::SetTimeStatement(OptionsList options_list_arg) :
-  options_list{move(options_list_arg)}
+SetTimeStatement::SetTimeStatement(string period_arg) : period {move(period_arg)}
 {
 }
 
@@ -3809,19 +3723,13 @@ void
 SetTimeStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
                               [[maybe_unused]] bool minimal_workspace) const
 {
-  options_list.writeOutput(output);
+  output << "options_.initial_period = " << period << endl;
 }
 
 void
 SetTimeStatement::writeJsonOutput(ostream& output) const
 {
-  output << R"({"statementName": "set_time")";
-  if (!options_list.empty())
-    {
-      output << ", ";
-      options_list.writeJsonOutput(output);
-    }
-  output << "}";
+  output << R"({"statementName": "set_time", "period": ")" << period << R"("})";
 }
 
 EstimationDataStatement::EstimationDataStatement(OptionsList options_list_arg) :
@@ -3838,12 +3746,12 @@ EstimationDataStatement::checkPass(ModFileStructure &mod_file_struct,
   if (auto opt = options_list.get_if<OptionsList::NumVal>("nobs"))
     if (stoi(*opt) <= 0)
       {
-        cerr << "ERROR: The nobs option of the data statement only accepts positive integers." << endl;
+        cerr << "ERROR: The nobs option of the data statement only accepts positive integers."
+             << endl;
         exit(EXIT_FAILURE);
       }
 
-  bool has_file = options_list.contains("file"),
-    has_series = options_list.contains("series");
+  bool has_file = options_list.contains("file"), has_series = options_list.contains("series");
   if (!has_file && !has_series)
     {
       cerr << "ERROR: The file or series option must be passed to the data statement." << endl;
@@ -3851,7 +3759,9 @@ EstimationDataStatement::checkPass(ModFileStructure &mod_file_struct,
     }
   if (has_file && has_series)
     {
-      cerr << "ERROR: The file and series options cannot be used simultaneously in the data statement." << endl;
+      cerr << "ERROR: The file and series options cannot be used simultaneously in the data "
+              "statement."
+           << endl;
       exit(EXIT_FAILURE);
     }
 }
@@ -3875,8 +3785,7 @@ EstimationDataStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-SubsamplesStatement::SubsamplesStatement(string name1_arg,
-                                         string name2_arg,
+SubsamplesStatement::SubsamplesStatement(string name1_arg, string name2_arg,
                                          subsample_declaration_map_t subsample_declaration_map_arg,
                                          const SymbolTable& symbol_table_arg) :
     name1 {move(name1_arg)},
@@ -3887,12 +3796,11 @@ SubsamplesStatement::SubsamplesStatement(string name1_arg,
 }
 
 void
-SubsamplesStatement::writeOutput(ostream &output,
-                                 [[maybe_unused]] const string &basename,
+SubsamplesStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
                                  [[maybe_unused]] bool minimal_workspace) const
 {
-  output << "subsamples_indx = get_new_or_existing_ei_index('subsamples_index', '"
-         << name1 << "','" << name2 << "');" << endl
+  output << "subsamples_indx = get_new_or_existing_ei_index('subsamples_index', '" << name1 << "','"
+         << name2 << "');" << endl
          << "estimation_info.subsamples_index(subsamples_indx) = {'" << name1;
   if (!name2.empty())
     output << ":" << name2;
@@ -3900,15 +3808,14 @@ SubsamplesStatement::writeOutput(ostream &output,
          << "estimation_info.subsamples(subsamples_indx).range = {};" << endl
          << "estimation_info.subsamples(subsamples_indx).range_index = {};" << endl;
 
-  for (int map_indx{1};
-       const auto &[range, dates] : subsample_declaration_map)
+  for (int map_indx {1}; const auto& [range, dates] : subsample_declaration_map)
     {
       output << "estimation_info.subsamples(subsamples_indx).range_index(" << map_indx << ") = {'"
              << range << "'};" << endl
-             << "estimation_info.subsamples(subsamples_indx).range(" << map_indx << ").date1 = "
-             << dates.first << ";" << endl
-             << "estimation_info.subsamples(subsamples_indx).range(" << map_indx << ").date2 = "
-             << dates.second << ";" << endl;
+             << "estimation_info.subsamples(subsamples_indx).range(" << map_indx
+             << ").date1 = " << dates.first << ";" << endl
+             << "estimation_info.subsamples(subsamples_indx).range(" << map_indx
+             << ").date2 = " << dates.second << ";" << endl;
       map_indx++;
     }
 
@@ -3935,8 +3842,7 @@ SubsamplesStatement::writeOutput(ostream &output,
 
   if (!name2.empty())
     output << "_corr";
-  output << "_prior_index', '"
-         << name1 << "', '";
+  output << "_prior_index', '" << name1 << "', '";
   if (!name2.empty())
     output << name2;
   output << "');" << endl;
@@ -3952,7 +3858,8 @@ SubsamplesStatement::writeOutput(ostream &output,
   output << lhs_field << "(eifind).subsample_prior = estimation_info.empty_prior;" << endl
          << lhs_field << "(eifind).subsample_prior(1:" << subsample_declaration_map.size()
          << ") = estimation_info.empty_prior;" << endl
-         << lhs_field << "(eifind).range_index = estimation_info.subsamples(subsamples_indx).range_index;"
+         << lhs_field
+         << "(eifind).range_index = estimation_info.subsamples(subsamples_indx).range_index;"
          << endl;
 }
 
@@ -3965,8 +3872,7 @@ SubsamplesStatement::writeJsonOutput(ostream &output) const
     output << R"(, "name2": ")" << name2 << R"(")";
 
   output << R"(, "declarations": {)";
-  for (bool printed_something{false};
-       const auto &[range, dates] : subsample_declaration_map)
+  for (bool printed_something {false}; const auto& [range, dates] : subsample_declaration_map)
     {
       if (exchange(printed_something, true))
         output << ",";
@@ -3980,10 +3886,8 @@ SubsamplesStatement::writeJsonOutput(ostream &output) const
          << "}";
 }
 
-SubsamplesEqualStatement::SubsamplesEqualStatement(string to_name1_arg,
-                                                   string to_name2_arg,
-                                                   string from_name1_arg,
-                                                   string from_name2_arg,
+SubsamplesEqualStatement::SubsamplesEqualStatement(string to_name1_arg, string to_name2_arg,
+                                                   string from_name1_arg, string from_name2_arg,
                                                    const SymbolTable& symbol_table_arg) :
     to_name1 {move(to_name1_arg)},
     to_name2 {move(to_name2_arg)},
@@ -3997,15 +3901,16 @@ void
 SubsamplesEqualStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
                                       [[maybe_unused]] bool minimal_workspace) const
 {
-  output << "subsamples_to_indx = get_new_or_existing_ei_index('subsamples_index', '"
-         << to_name1 << "','" << to_name2 << "');" << endl
+  output << "subsamples_to_indx = get_new_or_existing_ei_index('subsamples_index', '" << to_name1
+         << "','" << to_name2 << "');" << endl
          << "estimation_info.subsamples_index(subsamples_to_indx) = {'" << to_name1;
   if (!to_name2.empty())
     output << ":" << to_name2;
   output << "'};" << endl
-         << "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','" << from_name2 << "');"
-         << endl
-         << "estimation_info.subsamples(subsamples_to_indx) = estimation_info.subsamples(subsamples_from_indx);"
+         << "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','"
+         << from_name2 << "');" << endl
+         << "estimation_info.subsamples(subsamples_to_indx) = "
+            "estimation_info.subsamples(subsamples_from_indx);"
          << endl;
 
   // Initialize associated subsample substructures in estimation_info
@@ -4031,8 +3936,7 @@ SubsamplesEqualStatement::writeOutput(ostream &output, [[maybe_unused]] const st
 
   if (!to_name2.empty())
     output << "_corr";
-  output << "_prior_index', '"
-         << to_name1 << "', '";
+  output << "_prior_index', '" << to_name1 << "', '";
   if (!to_name2.empty())
     output << to_name2;
   output << "');" << endl;
@@ -4046,9 +3950,12 @@ SubsamplesEqualStatement::writeOutput(ostream &output, [[maybe_unused]] const st
   output << "'};" << endl;
 
   output << lhs_field << "(eifind).subsample_prior = estimation_info.empty_prior;" << endl
-         << lhs_field << "(eifind).subsample_prior(1:size(estimation_info.subsamples(subsamples_to_indx).range_index,2)) = estimation_info.empty_prior;"
+         << lhs_field
+         << "(eifind).subsample_prior(1:size(estimation_info.subsamples(subsamples_to_indx).range_"
+            "index,2)) = estimation_info.empty_prior;"
          << endl
-         << lhs_field << "(eifind).range_index = estimation_info.subsamples(subsamples_to_indx).range_index;"
+         << lhs_field
+         << "(eifind).range_index = estimation_info.subsamples(subsamples_to_indx).range_index;"
          << endl;
 }
 
@@ -4096,8 +4003,7 @@ JointPriorStatement::checkPass([[maybe_unused]] ModFileStructure &mod_file_struc
       exit(EXIT_FAILURE);
     }
 
-  if (auto opt = options_list.get_if<OptionsList::VecValueVal>("domain");
-      opt && opt->size() != 4)
+  if (auto opt = options_list.get_if<OptionsList::VecValueVal>("domain"); opt && opt->size() != 4)
     {
       cerr << "ERROR: You must pass exactly four values to the domain option." << endl;
       exit(EXIT_FAILURE);
@@ -4111,12 +4017,14 @@ JointPriorStatement::writeOutput(ostream &output, [[maybe_unused]] const string
   for (const auto& joint_parameter : joint_parameters)
     output << "eifind = get_new_or_existing_ei_index('joint_parameter_prior_index', '"
            << joint_parameter << "', '');" << endl
-           << "estimation_info.joint_parameter_prior_index(eifind) = {'" << joint_parameter << "'};" << endl;
+           << "estimation_info.joint_parameter_prior_index(eifind) = {'" << joint_parameter << "'};"
+           << endl;
 
   output << "key = {[";
   for (const auto& joint_parameter : joint_parameters)
-    output << "get_new_or_existing_ei_index('joint_parameter_prior_index', '" << joint_parameter << "', '') ..."
-           << endl << "    ";
+    output << "get_new_or_existing_ei_index('joint_parameter_prior_index', '" << joint_parameter
+           << "', '') ..." << endl
+           << "    ";
   output << "]};" << endl;
 
   string lhs_field("estimation_info.joint_parameter_tmp");
@@ -4146,24 +4054,25 @@ JointPriorStatement::writeOutput(ostream &output, [[maybe_unused]] const string
          << "    " << lhs_field << ".stdev , ..." << endl
          << "    " << lhs_field << ".truncate , ..." << endl
          << "    " << lhs_field << ".variance];" << endl
-         << "estimation_info.joint_parameter = [estimation_info.joint_parameter; estimation_info.joint_parameter_tmp];" << endl
+         << "estimation_info.joint_parameter = [estimation_info.joint_parameter; "
+            "estimation_info.joint_parameter_tmp];"
+         << endl
          << "estimation_info=rmfield(estimation_info, 'joint_parameter_tmp');" << endl;
 }
 
 void
-JointPriorStatement::writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const
+JointPriorStatement::writeOutputHelper(ostream& output, const string& field,
+                                       const string& lhs_field) const
 {
   output << lhs_field << "." << field << " = {";
   if (options_list.contains(field))
-    options_list.visit(field, [&]<class T>(const T &v)
-                       {
+    options_list.visit(field, [&]<class T>(const T& v) {
       if constexpr (is_same_v<T, OptionsList::NumVal>)
         output << v;
       else if constexpr (is_same_v<T, OptionsList::VecValueVal>)
         {
           output << "[";
-                             for (bool printed_something{false};
-                                  const auto &it2 : v)
+          for (bool printed_something {false}; const auto& it2 : v)
             {
               if (exchange(printed_something, true))
                 output << ", ";
@@ -4174,14 +4083,12 @@ JointPriorStatement::writeOutputHelper(ostream &output, const string &field, con
       else if constexpr (is_same_v<T, vector<vector<string>>>)
         {
           output << "{";
-                             for (bool printed_something{false};
-                                  const auto &it2 : v)
+          for (bool printed_something {false}; const auto& it2 : v)
             {
               if (exchange(printed_something, true))
                 output << ", ";
               output << "[";
-                                 for (bool printed_something2{false};
-                                      const auto &it3 : it2)
+              for (bool printed_something2 {false}; const auto& it3 : it2)
                 {
                   if (exchange(printed_something2, true))
                     output << ", ";
@@ -4207,8 +4114,7 @@ JointPriorStatement::writeJsonOutput(ostream &output) const
 {
   output << R"({"statementName": "joint_prior")"
          << R"(, "key": [)";
-  for (bool printed_something{false};
-       const auto &it : joint_parameters)
+  for (bool printed_something {false}; const auto& it : joint_parameters)
     {
       if (exchange(printed_something, true))
         output << ", ";
@@ -4256,10 +4162,8 @@ JointPriorStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-BasicPriorStatement::BasicPriorStatement(string name_arg,
-                                         string subsample_name_arg,
-                                         PriorDistributions prior_shape_arg,
-                                         expr_t variance_arg,
+BasicPriorStatement::BasicPriorStatement(string name_arg, string subsample_name_arg,
+                                         PriorDistributions prior_shape_arg, expr_t variance_arg,
                                          OptionsList options_list_arg) :
     name {move(name_arg)},
     subsample_name {move(subsample_name_arg)},
@@ -4288,12 +4192,12 @@ BasicPriorStatement::checkPass([[maybe_unused]] ModFileStructure &mod_file_struc
   if (bool has_stdev = options_list.contains("stdev");
       (!has_stdev && !variance) || (has_stdev && variance))
     {
-      cerr << "ERROR: You must pass exactly one of stdev and variance to the prior statement." << endl;
+      cerr << "ERROR: You must pass exactly one of stdev and variance to the prior statement."
+           << endl;
       exit(EXIT_FAILURE);
     }
 
-  if (auto opt = options_list.get_if<OptionsList::VecValueVal>("domain");
-      opt && opt->size() != 2)
+  if (auto opt = options_list.get_if<OptionsList::VecValueVal>("domain"); opt && opt->size() != 2)
     {
       cerr << "ERROR: You must pass exactly two values to the domain option." << endl;
       exit(EXIT_FAILURE);
@@ -4303,18 +4207,13 @@ BasicPriorStatement::checkPass([[maybe_unused]] ModFileStructure &mod_file_struc
 bool
 BasicPriorStatement::is_structural_innovation(const SymbolType symb_type) const
 {
-  if (symb_type == SymbolType::exogenous)
-    return true;
-  return false;
+  return symb_type == SymbolType::exogenous;
 }
 
 void
 BasicPriorStatement::get_base_name(const SymbolType symb_type, string& lhs_field) const
 {
-  if (symb_type == SymbolType::exogenous)
-    lhs_field = "structural_innovation";
-  else
-    lhs_field = "measurement_error";
+  lhs_field = (symb_type == SymbolType::exogenous ? "structural_innovation" : "measurement_error");
 }
 
 void
@@ -4344,11 +4243,11 @@ BasicPriorStatement::writeCommonOutput(ostream &output, const string &lhs_field)
 }
 
 void
-BasicPriorStatement::writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const
+BasicPriorStatement::writeCommonOutputHelper(ostream& output, const string& field,
+                                             const string& lhs_field) const
 {
   if (options_list.contains(field))
-    options_list.visit(field, [&]<class T>(const T &v)
-                       {
+    options_list.visit(field, [&]<class T>(const T& v) {
       if constexpr (is_same_v<T, OptionsList::NumVal>)
         output << lhs_field << "." << field << " = " << v << ";" << endl;
       // TODO: handle other variant types
@@ -4362,8 +4261,10 @@ BasicPriorStatement::writePriorOutput(ostream &output, string &lhs_field, const
     lhs_field += ".prior(1)";
   else
     {
-      output << "subsamples_indx = get_existing_subsamples_indx('" << name << "','" << name2 << "');" << endl
-             << "eisind = get_subsamples_range_indx(subsamples_indx, '" << subsample_name << "');" << endl;
+      output << "subsamples_indx = get_existing_subsamples_indx('" << name << "','" << name2
+             << "');" << endl
+             << "eisind = get_subsamples_range_indx(subsamples_indx, '" << subsample_name << "');"
+             << endl;
       lhs_field += ".subsample_prior(eisind)";
     }
   writeCommonOutput(output, lhs_field);
@@ -4424,12 +4325,11 @@ BasicPriorStatement::writeJsonShape(ostream &output) const
     }
 }
 
-PriorStatement::PriorStatement(string name_arg,
-                               string subsample_name_arg,
-                               PriorDistributions prior_shape_arg,
-                               expr_t variance_arg,
+PriorStatement::PriorStatement(string name_arg, string subsample_name_arg,
+                               PriorDistributions prior_shape_arg, expr_t variance_arg,
                                OptionsList options_list_arg) :
-  BasicPriorStatement{move(name_arg), move(subsample_name_arg), prior_shape_arg, variance_arg, move(options_list_arg)}
+    BasicPriorStatement {move(name_arg), move(subsample_name_arg), prior_shape_arg, variance_arg,
+                         move(options_list_arg)}
 {
 }
 
@@ -4438,8 +4338,8 @@ PriorStatement::writeOutput(ostream &output, [[maybe_unused]] const string &base
                             [[maybe_unused]] bool minimal_workspace) const
 {
   string lhs_field = "estimation_info.parameter(eifind)";
-  output << "eifind = get_new_or_existing_ei_index('parameter_prior_index', '"
-         << name << "', '');" << endl
+  output << "eifind = get_new_or_existing_ei_index('parameter_prior_index', '" << name << "', '');"
+         << endl
          << "estimation_info.parameter_prior_index(eifind) = {'" << name << "'};" << endl;
   writePriorOutput(output, lhs_field, "");
 }
@@ -4452,13 +4352,12 @@ PriorStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-StdPriorStatement::StdPriorStatement(string name_arg,
-                                     string subsample_name_arg,
-                                     PriorDistributions prior_shape_arg,
-                                     expr_t variance_arg,
+StdPriorStatement::StdPriorStatement(string name_arg, string subsample_name_arg,
+                                     PriorDistributions prior_shape_arg, expr_t variance_arg,
                                      OptionsList options_list_arg,
                                      const SymbolTable& symbol_table_arg) :
-  BasicPriorStatement{move(name_arg), move(subsample_name_arg), prior_shape_arg, variance_arg, move(options_list_arg)},
+    BasicPriorStatement {move(name_arg), move(subsample_name_arg), prior_shape_arg, variance_arg,
+                         move(options_list_arg)},
     symbol_table {symbol_table_arg}
 {
 }
@@ -4469,8 +4368,8 @@ StdPriorStatement::writeOutput(ostream &output, [[maybe_unused]] const string &b
 {
   string lhs_field;
   get_base_name(symbol_table.getType(name), lhs_field);
-  output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_prior_index', '"
-         << name << "', '');" << endl
+  output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_prior_index', '" << name
+         << "', '');" << endl
          << "estimation_info." << lhs_field << "_prior_index(eifind) = {'" << name << "'};" << endl;
 
   lhs_field = "estimation_info." + lhs_field + "(eifind)";
@@ -4487,11 +4386,11 @@ StdPriorStatement::writeJsonOutput(ostream &output) const
 
 CorrPriorStatement::CorrPriorStatement(string name_arg1, string name_arg2,
                                        string subsample_name_arg,
-                                       PriorDistributions prior_shape_arg,
-                                       expr_t variance_arg,
+                                       PriorDistributions prior_shape_arg, expr_t variance_arg,
                                        OptionsList options_list_arg,
                                        const SymbolTable& symbol_table_arg) :
-  BasicPriorStatement{move(name_arg1), move(subsample_name_arg), prior_shape_arg, variance_arg, move(options_list_arg)},
+    BasicPriorStatement {move(name_arg1), move(subsample_name_arg), prior_shape_arg, variance_arg,
+                         move(options_list_arg)},
     name1 {move(name_arg2)},
     symbol_table {symbol_table_arg}
 {
@@ -4519,8 +4418,8 @@ CorrPriorStatement::writeOutput(ostream &output, [[maybe_unused]] const string &
 
   output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_corr_prior_index', '"
          << name << "', '" << name1 << "');" << endl
-         << "estimation_info." << lhs_field << "_corr_prior_index(eifind) = {'"
-         << name << ":" << name1 << "'};" << endl;
+         << "estimation_info." << lhs_field << "_corr_prior_index(eifind) = {'" << name << ":"
+         << name1 << "'};" << endl;
 
   lhs_field = "estimation_info." + lhs_field + "_corr(eifind)";
   writePriorOutput(output, lhs_field, name1);
@@ -4535,14 +4434,10 @@ CorrPriorStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-PriorEqualStatement::PriorEqualStatement(string to_declaration_type_arg,
-                                         string to_name1_arg,
-                                         string to_name2_arg,
-                                         string to_subsample_name_arg,
-                                         string from_declaration_type_arg,
-                                         string from_name1_arg,
-                                         string from_name2_arg,
-                                         string from_subsample_name_arg,
+PriorEqualStatement::PriorEqualStatement(string to_declaration_type_arg, string to_name1_arg,
+                                         string to_name2_arg, string to_subsample_name_arg,
+                                         string from_declaration_type_arg, string from_name1_arg,
+                                         string from_name2_arg, string from_subsample_name_arg,
                                          const SymbolTable& symbol_table_arg) :
     to_declaration_type {move(to_declaration_type_arg)},
     to_name1 {move(to_name1_arg)},
@@ -4560,8 +4455,10 @@ void
 PriorEqualStatement::checkPass([[maybe_unused]] ModFileStructure& mod_file_struct,
                                [[maybe_unused]] WarningConsolidation& warnings)
 {
-  if ((to_declaration_type != "par" && to_declaration_type != "std" && to_declaration_type != "corr")
-      || (from_declaration_type != "par" && from_declaration_type != "std" && from_declaration_type != "corr"))
+  if ((to_declaration_type != "par" && to_declaration_type != "std"
+       && to_declaration_type != "corr")
+      || (from_declaration_type != "par" && from_declaration_type != "std"
+          && from_declaration_type != "corr"))
     {
       cerr << "Internal Dynare Error" << endl;
       exit(EXIT_FAILURE);
@@ -4622,8 +4519,10 @@ PriorEqualStatement::writeOutput(ostream &output, [[maybe_unused]] const string
     lhs_field += ".prior";
   else
     {
-      output << "subsamples_to_indx = get_existing_subsamples_indx('" << to_name1 << "','" << to_name2 << "');" << endl
-             << "ei_to_ss_ind = get_subsamples_range_indx(subsamples_to_indx, '" << to_subsample_name << "');" << endl;
+      output << "subsamples_to_indx = get_existing_subsamples_indx('" << to_name1 << "','"
+             << to_name2 << "');" << endl
+             << "ei_to_ss_ind = get_subsamples_range_indx(subsamples_to_indx, '"
+             << to_subsample_name << "');" << endl;
       lhs_field += ".subsample_prior(ei_to_ss_ind)";
     }
 
@@ -4631,8 +4530,10 @@ PriorEqualStatement::writeOutput(ostream &output, [[maybe_unused]] const string
     rhs_field += ".prior";
   else
     {
-      output << "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','" << from_name2 << "');" << endl
-             << "ei_from_ss_ind = get_subsamples_range_indx(subsamples_from_indx, '" << from_subsample_name << "');" << endl;
+      output << "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','"
+             << from_name2 << "');" << endl
+             << "ei_from_ss_ind = get_subsamples_range_indx(subsamples_from_indx, '"
+             << from_subsample_name << "');" << endl;
       rhs_field += ".subsample_prior(ei_from_ss_ind)";
     }
 
@@ -4654,8 +4555,7 @@ PriorEqualStatement::writeJsonOutput(ostream &output) const
          << "}";
 }
 
-BasicOptionsStatement::BasicOptionsStatement(string name_arg,
-                                             string subsample_name_arg,
+BasicOptionsStatement::BasicOptionsStatement(string name_arg, string subsample_name_arg,
                                              OptionsList options_list_arg) :
     name {move(name_arg)},
     subsample_name {move(subsample_name_arg)},
@@ -4672,10 +4572,7 @@ BasicOptionsStatement::is_structural_innovation(const SymbolType symb_type) cons
 void
 BasicOptionsStatement::get_base_name(const SymbolType symb_type, string& lhs_field) const
 {
-  if (symb_type == SymbolType::exogenous)
-    lhs_field = "structural_innovation";
-  else
-    lhs_field = "measurement_error";
+  lhs_field = (symb_type == SymbolType::exogenous ? "structural_innovation" : "measurement_error");
 }
 
 void
@@ -4689,11 +4586,11 @@ BasicOptionsStatement::writeCommonOutput(ostream &output, const string &lhs_fiel
 }
 
 void
-BasicOptionsStatement::writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const
+BasicOptionsStatement::writeCommonOutputHelper(ostream& output, const string& field,
+                                               const string& lhs_field) const
 {
   if (options_list.contains(field))
-    options_list.visit(field, [&]<class T>(const T &v)
-                       {
+    options_list.visit(field, [&]<class T>(const T& v) {
       if constexpr (is_same_v<T, OptionsList::NumVal>)
         output << lhs_field << "." << field << " = " << v << ";" << endl;
       // TODO: handle other variant types
@@ -4701,14 +4598,17 @@ BasicOptionsStatement::writeCommonOutputHelper(ostream &output, const string &fi
 }
 
 void
-BasicOptionsStatement::writeOptionsOutput(ostream &output, string &lhs_field, const string &name2) const
+BasicOptionsStatement::writeOptionsOutput(ostream& output, string& lhs_field,
+                                          const string& name2) const
 {
   if (subsample_name.empty())
     lhs_field += ".options(1)";
   else
     {
-      output << "subsamples_indx = get_existing_subsamples_indx('" << name << "','" << name2 << "');" << endl
-             << "eisind = get_subsamples_range_indx(subsamples_indx, '" << subsample_name << "');" << endl;
+      output << "subsamples_indx = get_existing_subsamples_indx('" << name << "','" << name2
+             << "');" << endl
+             << "eisind = get_subsamples_range_indx(subsamples_indx, '" << subsample_name << "');"
+             << endl;
       lhs_field += ".subsample_options(eisind)";
     }
   writeCommonOutput(output, lhs_field);
@@ -4727,8 +4627,7 @@ BasicOptionsStatement::writeJsonOptionsOutput(ostream &output) const
     }
 }
 
-OptionsStatement::OptionsStatement(string name_arg,
-                                   string subsample_name_arg,
+OptionsStatement::OptionsStatement(string name_arg, string subsample_name_arg,
                                    OptionsList options_list_arg) :
     BasicOptionsStatement {move(name_arg), move(subsample_name_arg), move(options_list_arg)}
 {
@@ -4739,8 +4638,8 @@ OptionsStatement::writeOutput(ostream &output, [[maybe_unused]] const string &ba
                               [[maybe_unused]] bool minimal_workspace) const
 {
   string lhs_field = "estimation_info.parameter(eifind)";
-  output << "eifind = get_new_or_existing_ei_index('parameter_options_index', '"
-         << name << "', '');" << endl
+  output << "eifind = get_new_or_existing_ei_index('parameter_options_index', '" << name
+         << "', '');" << endl
          << "estimation_info.parameter_options_index(eifind) = {'" << name << "'};" << endl;
   writeOptionsOutput(output, lhs_field, "");
 }
@@ -4753,8 +4652,7 @@ OptionsStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-StdOptionsStatement::StdOptionsStatement(string name_arg,
-                                         string subsample_name_arg,
+StdOptionsStatement::StdOptionsStatement(string name_arg, string subsample_name_arg,
                                          OptionsList options_list_arg,
                                          const SymbolTable& symbol_table_arg) :
     BasicOptionsStatement {move(name_arg), move(subsample_name_arg), move(options_list_arg)},
@@ -4768,9 +4666,10 @@ StdOptionsStatement::writeOutput(ostream &output, [[maybe_unused]] const string
 {
   string lhs_field;
   get_base_name(symbol_table.getType(name), lhs_field);
-  output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_options_index', '"
-         << name << "', '');" << endl
-         << "estimation_info." << lhs_field << "_options_index(eifind) = {'" << name << "'};" << endl;
+  output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_options_index', '" << name
+         << "', '');" << endl
+         << "estimation_info." << lhs_field << "_options_index(eifind) = {'" << name << "'};"
+         << endl;
 
   lhs_field = "estimation_info." + lhs_field + "(eifind)";
   writeOptionsOutput(output, lhs_field, "");
@@ -4785,8 +4684,7 @@ StdOptionsStatement::writeJsonOutput(ostream &output) const
 }
 
 CorrOptionsStatement::CorrOptionsStatement(string name_arg1, string name_arg2,
-                                           string subsample_name_arg,
-                                           OptionsList options_list_arg,
+                                           string subsample_name_arg, OptionsList options_list_arg,
                                            const SymbolTable& symbol_table_arg) :
     BasicOptionsStatement {move(name_arg1), move(subsample_name_arg), move(options_list_arg)},
     name1 {move(name_arg2)},
@@ -4816,8 +4714,8 @@ CorrOptionsStatement::writeOutput(ostream &output, [[maybe_unused]] const string
 
   output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_corr_options_index', '"
          << name << "', '" << name1 << "');" << endl
-         << "estimation_info." << lhs_field << "_corr_options_index(eifind) = {'"
-         << name << ":" << name1 << "'};" << endl;
+         << "estimation_info." << lhs_field << "_corr_options_index(eifind) = {'" << name << ":"
+         << name1 << "'};" << endl;
 
   lhs_field = "estimation_info." + lhs_field + "_corr(eifind)";
   writeOptionsOutput(output, lhs_field, name1);
@@ -4832,13 +4730,10 @@ CorrOptionsStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-OptionsEqualStatement::OptionsEqualStatement(string to_declaration_type_arg,
-                                             string to_name1_arg,
-                                             string to_name2_arg,
-                                             string to_subsample_name_arg,
+OptionsEqualStatement::OptionsEqualStatement(string to_declaration_type_arg, string to_name1_arg,
+                                             string to_name2_arg, string to_subsample_name_arg,
                                              string from_declaration_type_arg,
-                                             string from_name1_arg,
-                                             string from_name2_arg,
+                                             string from_name1_arg, string from_name2_arg,
                                              string from_subsample_name_arg,
                                              const SymbolTable& symbol_table_arg) :
     to_declaration_type {move(to_declaration_type_arg)},
@@ -4857,8 +4752,10 @@ void
 OptionsEqualStatement::checkPass([[maybe_unused]] ModFileStructure& mod_file_struct,
                                  [[maybe_unused]] WarningConsolidation& warnings)
 {
-  if ((to_declaration_type != "par" && to_declaration_type != "std" && to_declaration_type != "corr")
-      || (from_declaration_type != "par" && from_declaration_type != "std" && from_declaration_type != "corr"))
+  if ((to_declaration_type != "par" && to_declaration_type != "std"
+       && to_declaration_type != "corr")
+      || (from_declaration_type != "par" && from_declaration_type != "std"
+          && from_declaration_type != "corr"))
     {
       cerr << "Internal Dynare Error" << endl;
       exit(EXIT_FAILURE);
@@ -4883,10 +4780,7 @@ OptionsEqualStatement::writeJsonOutput(ostream &output) const
 void
 OptionsEqualStatement::get_base_name(const SymbolType symb_type, string& lhs_field) const
 {
-  if (symb_type == SymbolType::exogenous)
-    lhs_field = "structural_innovation";
-  else
-    lhs_field = "measurement_error";
+  lhs_field = (symb_type == SymbolType::exogenous ? "structural_innovation" : "measurement_error");
 }
 
 void
@@ -4934,8 +4828,10 @@ OptionsEqualStatement::writeOutput(ostream &output, [[maybe_unused]] const strin
     lhs_field += ".options";
   else
     {
-      output << "subsamples_to_indx = get_existing_subsamples_indx('" << to_name1 << "','" << to_name2 << "');" << endl
-             << "ei_to_ss_ind = get_subsamples_range_indx(subsamples_to_indx, '" << to_subsample_name << "');" << endl;
+      output << "subsamples_to_indx = get_existing_subsamples_indx('" << to_name1 << "','"
+             << to_name2 << "');" << endl
+             << "ei_to_ss_ind = get_subsamples_range_indx(subsamples_to_indx, '"
+             << to_subsample_name << "');" << endl;
       lhs_field += ".subsample_options(ei_to_ss_ind)";
     }
 
@@ -4943,8 +4839,10 @@ OptionsEqualStatement::writeOutput(ostream &output, [[maybe_unused]] const strin
     rhs_field += ".options";
   else
     {
-      output << "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','" << from_name2 << "');" << endl
-             << "ei_from_ss_ind = get_subsamples_range_indx(subsamples_from_indx, '" << from_subsample_name << "');" << endl;
+      output << "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','"
+             << from_name2 << "');" << endl
+             << "ei_from_ss_ind = get_subsamples_range_indx(subsamples_from_indx, '"
+             << from_subsample_name << "');" << endl;
       rhs_field += ".subsample_options(ei_from_ss_ind)";
     }
 
@@ -4985,7 +4883,9 @@ CalibSmootherStatement::writeOutput(ostream &output, [[maybe_unused]] const stri
   symbol_list.writeOutput("var_list_", output);
   output << "options_.smoother = true;" << endl
          << "options_.order = 1;" << endl
-         << "[oo_, M_, options_, bayestopt_] = evaluate_smoother(options_.parameter_set, var_list_, M_, oo_, options_, bayestopt_, estim_params_);" << endl;
+         << "[oo_, M_, options_, bayestopt_] = evaluate_smoother(options_.parameter_set, "
+            "var_list_, M_, oo_, options_, bayestopt_, estim_params_);"
+         << endl;
 }
 
 void
@@ -5005,8 +4905,8 @@ CalibSmootherStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-ExtendedPathStatement::ExtendedPathStatement(OptionsList options_list_arg)
-  : options_list{move(options_list_arg)}
+ExtendedPathStatement::ExtendedPathStatement(OptionsList options_list_arg) :
+    options_list {move(options_list_arg)}
 {
 }
 
@@ -5034,7 +4934,8 @@ ExtendedPathStatement::writeOutput(ostream &output, [[maybe_unused]] const strin
   options_list_new.erase("periods");
   options_list_new.writeOutput(output);
 
-  output << "extended_path([], " << periods << ", [], options_, M_, oo_);" << endl;
+  output << "[Simulated_time_series, oo_] = extended_path([], " << periods
+         << ", [], options_, M_, oo_);" << endl;
 }
 
 void
@@ -5111,14 +5012,19 @@ MethodOfMomentsStatement::checkPass(ModFileStructure &mod_file_struct,
 
   if (!options_list.contains("mom.mom_method"))
     {
-      cerr << "ERROR: The 'method_of_moments' statement requires a method to be supplied via the 'mom_method' option. Possible values are 'GMM', 'SMM', or 'IRF_MATCHING'." << endl;
+      cerr << "ERROR: The 'method_of_moments' statement requires a method to be supplied via the "
+              "'mom_method' option. Possible values are 'GMM', 'SMM', or 'IRF_MATCHING'."
+           << endl;
       exit(EXIT_FAILURE);
     }
 
   auto mom_method_value = options_list.get_if<OptionsList::StringVal>("mom.mom_method");
-  if ((mom_method_value == "GMM" || mom_method_value == "SMM") && !options_list.contains("datafile"))
+  if ((mom_method_value == "GMM" || mom_method_value == "SMM")
+      && !options_list.contains("datafile"))
     {
-      cerr << "ERROR: The 'method_of_moments' statement requires a data file to be supplied via the 'datafile' option." << endl;
+      cerr << "ERROR: The 'method_of_moments' statement requires a data file to be supplied via "
+              "the 'datafile' option."
+           << endl;
       exit(EXIT_FAILURE);
     }
 
@@ -5153,7 +5059,9 @@ MethodOfMomentsStatement::writeOutput(ostream &output, [[maybe_unused]] const st
 {
   options_list.writeOutput(output, "options_mom_");
 
-  output << "[oo_, options_mom_, M_] = mom.run(bayestopt_, options_, oo_, estim_params_, M_, options_mom_);" << endl;  
+  output << "[oo_, options_mom_, M_] = mom.run(bayestopt_, options_, oo_, estim_params_, M_, "
+            "options_mom_);"
+         << endl;
 }
 
 void
@@ -5168,9 +5076,8 @@ MethodOfMomentsStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-
-GenerateIRFsStatement::GenerateIRFsStatement(OptionsList options_list_arg,
-                                             vector<string> generate_irf_names_arg,
+GenerateIRFsStatement::GenerateIRFsStatement(
+    OptionsList options_list_arg, vector<string> generate_irf_names_arg,
     vector<map<string, double>> generate_irf_elements_arg) :
     options_list {move(options_list_arg)},
     generate_irf_names {move(generate_irf_names_arg)},
@@ -5192,14 +5099,13 @@ GenerateIRFsStatement::writeOutput(ostream &output, [[maybe_unused]] const strin
     output << "'" << generate_irf_name << "'; ";
   output << "};" << endl;
 
-  output << "options_.irf_opt.irf_shocks = zeros(M_.exo_nbr, "
-         << generate_irf_names.size() << ");" << endl;
+  output << "options_.irf_opt.irf_shocks = zeros(M_.exo_nbr, " << generate_irf_names.size() << ");"
+         << endl;
 
   for (size_t i = 0; i < generate_irf_names.size(); i++)
     for (auto& [exo_name, exo_value] : generate_irf_elements[i])
-      output << "options_.irf_opt.irf_shocks(M_.exo_names == '"
-             << exo_name << "', " << i + 1 << ") = "
-             << exo_value << ";" << endl;
+      output << "options_.irf_opt.irf_shocks(M_.exo_names == '" << exo_name << "', " << i + 1
+             << ") = " << exo_value << ";" << endl;
 }
 
 void
@@ -5235,7 +5141,8 @@ GenerateIRFsStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-MatchedMomentsStatement::MatchedMomentsStatement(const SymbolTable &symbol_table_arg,
+MatchedMomentsStatement::MatchedMomentsStatement(
+    const SymbolTable& symbol_table_arg,
     vector<tuple<vector<int>, vector<int>, vector<int>>> moments_arg) :
     symbol_table {symbol_table_arg}, moments {move(moments_arg)}
 {
@@ -5266,30 +5173,26 @@ void
 MatchedMomentsStatement::writeJsonOutput(ostream& output) const
 {
   output << R"({"statementName": "matched_moments", "moments": [)" << endl;
-  for (bool printed_something{false};
-       const auto &[symb_ids, lags, powers] : moments)
+  for (bool printed_something {false}; const auto& [symb_ids, lags, powers] : moments)
     {
       if (exchange(printed_something, true))
         output << ',';
       output << R"(  { "endos": [)";
-      for (bool printed_something2{false};
-           int s : symb_ids)
+      for (bool printed_something2 {false}; int s : symb_ids)
         {
           if (exchange(printed_something2, true))
             output << ',';
           output << symbol_table.getTypeSpecificID(s) + 1;
         }
       output << R"(], "lags": [)";
-      for (bool printed_something2{false};
-           int l : lags)
+      for (bool printed_something2 {false}; int l : lags)
         {
           if (exchange(printed_something2, true))
             output << ',';
           output << l;
         }
       output << R"(], "powers": [)";
-      for (bool printed_something2{false};
-           int p : powers)
+      for (bool printed_something2 {false}; int p : powers)
         {
           if (exchange(printed_something2, true))
             output << ',';
@@ -5300,9 +5203,10 @@ MatchedMomentsStatement::writeJsonOutput(ostream &output) const
   output << "]}" << endl;
 }
 
-OccbinConstraintsStatement::OccbinConstraintsStatement(const DataTree &data_tree_arg,
-                                                       vector<tuple<string, BinaryOpNode *, BinaryOpNode *, expr_t, expr_t>> constraints_arg)
-  : data_tree{data_tree_arg}, constraints{move(constraints_arg)}
+OccbinConstraintsStatement::OccbinConstraintsStatement(
+    const DataTree& data_tree_arg,
+    vector<tuple<string, BinaryOpNode*, BinaryOpNode*, expr_t, expr_t>> constraints_arg) :
+    data_tree {data_tree_arg}, constraints {move(constraints_arg)}
 {
 }
 
@@ -5317,7 +5221,8 @@ OccbinConstraintsStatement::checkPass(ModFileStructure &mod_file_struct,
     }
   if (constraints.size() > 2)
     {
-      cerr << "ERROR: only up to two constraints are supported in 'occbin_constraints' block" << endl;
+      cerr << "ERROR: only up to two constraints are supported in 'occbin_constraints' block"
+           << endl;
       exit(EXIT_FAILURE);
     }
   mod_file_struct.occbin_constraints_present = true;
@@ -5330,7 +5235,10 @@ OccbinConstraintsStatement::writeOutput(ostream &output, const string &basename,
   output << "M_.occbin.constraint_nbr = " << constraints.size() << ';' << endl
          << "M_.occbin.pswitch = [" << endl;
   for (const auto& [name, bind, relax, error_bind, error_relax] : constraints)
-    output << data_tree.symbol_table.getTypeSpecificID(ParsingDriver::buildOccbinBindParamName(name)) + 1 << ' ';
+    output << data_tree.symbol_table.getTypeSpecificID(
+                  ParsingDriver::buildOccbinBindParamName(name))
+                  + 1
+           << ' ';
   output << "];" << endl
          << "options_.occbin = struct();" << endl
          << "options_.occbin = occbin.set_default_options(options_.occbin, M_);" << endl
@@ -5343,20 +5251,21 @@ OccbinConstraintsStatement::writeOutput(ostream &output, const string &basename,
       cerr << "Error: Can't open file " << filename.string() << " for writing" << endl;
       exit(EXIT_FAILURE);
     }
-  diff_output << "function [binding, relax, err] = occbin_difference(zdatalinear, params, steady_state)" << endl;
-  for (int idx{1};
-       const auto &[name, bind, relax, error_bind, error_relax] : constraints)
+  diff_output
+      << "function [binding, relax, err] = occbin_difference(zdatalinear, params, steady_state)"
+      << endl;
+  for (int idx {1}; const auto& [name, bind, relax, error_bind, error_relax] : constraints)
     {
       diff_output << "binding.constraint_" << idx << " = ";
-      dynamic_cast<ExprNode *>(bind)->writeOutput(diff_output, ExprNodeOutputType::occbinDifferenceFile);
-      diff_output << ';' << endl
-                  << "relax.constraint_" << idx << " = ";
+      dynamic_cast<ExprNode*>(bind)->writeOutput(diff_output,
+                                                 ExprNodeOutputType::occbinDifferenceFile);
+      diff_output << ';' << endl << "relax.constraint_" << idx << " = ";
       if (relax)
-        dynamic_cast<ExprNode *>(relax)->writeOutput(diff_output, ExprNodeOutputType::occbinDifferenceFile);
+        dynamic_cast<ExprNode*>(relax)->writeOutput(diff_output,
+                                                    ExprNodeOutputType::occbinDifferenceFile);
       else
         diff_output << "~binding.constraint_" << idx;
-      diff_output << ';' << endl
-                  << "err.binding_constraint_" << idx << " = ";
+      diff_output << ';' << endl << "err.binding_constraint_" << idx << " = ";
       if (error_bind)
         error_bind->writeOutput(diff_output, ExprNodeOutputType::occbinDifferenceFile);
       else
@@ -5367,8 +5276,7 @@ OccbinConstraintsStatement::writeOutput(ostream &output, const string &basename,
           bind->arg2->writeOutput(diff_output, ExprNodeOutputType::occbinDifferenceFile);
           diff_output << "))";
         }
-      diff_output << ';' << endl
-                  << "err.relax_constraint_" << idx << " = ";
+      diff_output << ';' << endl << "err.relax_constraint_" << idx << " = ";
       if (error_relax)
         error_relax->writeOutput(diff_output, ExprNodeOutputType::occbinDifferenceFile);
       else if (relax)
@@ -5426,8 +5334,7 @@ OccbinConstraintsStatement::writeJsonOutput(ostream &output) const
   output << "]}" << endl;
 }
 
-ResidStatement::ResidStatement(OptionsList options_list_arg) :
-  options_list{move(options_list_arg)}
+ResidStatement::ResidStatement(OptionsList options_list_arg) : options_list {move(options_list_arg)}
 {
 }
 
@@ -5435,8 +5342,8 @@ void
 ResidStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
                             [[maybe_unused]] bool minimal_workspace) const
 {
-  options_list.writeOutput(output, "options_resid_");
-  output << "display_static_residuals(M_, options_, oo_, options_resid_);" << endl;
+  options_list.writeOutput(output);
+  output << "display_static_residuals(M_, options_, oo_);" << endl;
 }
 
 void
@@ -5450,3 +5357,103 @@ ResidStatement::writeJsonOutput(ostream &output) const
     }
   output << "}";
 }
+
+MatchedIrfsStatement::MatchedIrfsStatement(matched_irfs_t values_weights_arg, bool overwrite_arg) :
+    values_weights {move(values_weights_arg)}, overwrite {overwrite_arg}
+{
+}
+
+void
+MatchedIrfsStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
+                                  [[maybe_unused]] bool minimal_workspace) const
+{
+  if (overwrite)
+    output << "M_.matched_irfs = {};" << endl;
+
+  for (const auto& [key, vec] : values_weights)
+    {
+      const auto& [endo, exo] = key;
+      output << "M_.matched_irfs = [M_.matched_irfs; {'" << endo << "', '" << exo << "', {";
+      for (const auto& [p1, p2, value, weight] : vec)
+        {
+          output << p1 << ":" << p2 << ", ";
+          value->writeOutput(output);
+          output << ", ";
+          weight->writeOutput(output);
+          output << "; ";
+        }
+      output << "}}];" << endl;
+    }
+}
+
+void
+MatchedIrfsStatement::writeJsonOutput(ostream& output) const
+{
+  output << R"({"statementName": "matched_irfs")"
+         << R"(, "overwrite": )" << boolalpha << overwrite << R"(, "contents": [)";
+  for (bool printed_something {false}; const auto& [key, vec] : values_weights)
+    {
+      if (exchange(printed_something, true))
+        output << ", ";
+      const auto& [endo, exo] = key;
+      output << R"({"var": ")" << endo << R"(", "varexo": ")" << exo
+             << R"(", "periods_values_weights": [)";
+      for (bool printed_something2 {false}; const auto& [p1, p2, value, weight] : vec)
+        {
+          if (exchange(printed_something2, true))
+            output << ", ";
+          output << R"({"period1": )" << p1 << ", "
+                 << R"("period2": })" << p2 << ", "
+                 << R"("value": ")";
+          value->writeJsonOutput(output, {}, {});
+          output << R"(", "weight": ")";
+          weight->writeJsonOutput(output, {}, {});
+          output << R"("})";
+        }
+      output << "]}";
+    }
+  output << "]}";
+}
+
+MatchedIrfsWeightsStatement::MatchedIrfsWeightsStatement(matched_irfs_weights_t weights_arg,
+                                                         bool overwrite_arg) :
+    weights {move(weights_arg)}, overwrite {overwrite_arg}
+{
+}
+
+void
+MatchedIrfsWeightsStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
+                                         [[maybe_unused]] bool minimal_workspace) const
+{
+  if (overwrite)
+    output << "M_.matched_irfs_weights = {};" << endl;
+
+  for (const auto& [key, val] : weights)
+    {
+      const auto& [endo1, periods1, exo1, endo2, periods2, exo2] = key;
+      output << "M_.matched_irfs_weights = [M_.matched_irfs_weights; {'" << endo1 << "', "
+             << periods1 << ", '" << exo1 << "', '" << endo2 << "', " << periods2 << ", '" << exo2
+             << "', ";
+      val->writeOutput(output);
+      output << "}];" << endl;
+    }
+}
+
+void
+MatchedIrfsWeightsStatement::writeJsonOutput(ostream& output) const
+{
+  output << R"({"statementName": "matched_irfs_weights")"
+         << R"(, "overwrite": )" << boolalpha << overwrite << R"(, "contents": [)";
+  for (bool printed_something {false}; const auto& [key, val] : weights)
+    {
+      const auto& [endo1, periods1, exo1, endo2, periods2, exo2] = key;
+      if (exchange(printed_something, true))
+        output << ", ";
+      output << R"({"endo1": ")" << endo1 << R"(", "periods1": ")" << periods1 << R"(", "exo1": )"
+             << exo1 << R"(", "endo2": ")" << endo2 << R"(", "periods2": ")" << periods2
+             << R"(", "exo2": )" << exo2 << R"(", "weight": ")";
+      val->writeJsonOutput(output, {}, {});
+      output << R"("})";
+    }
+  output << "]}";
+}

src/ComputingTasks.hh

 /*
- * Copyright © 2003-2023 Dynare Team
+ * Copyright © 2003-2024 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -17,23 +17,25 @@
  * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
-#ifndef _COMPUTINGTASKS_HH
-#define _COMPUTINGTASKS_HH
+#ifndef COMPUTING_TASKS_HH
+#define COMPUTING_TASKS_HH
 
-#include <ostream>
+#include <memory>
 #include <optional>
+#include <ostream>
 
-#include "SymbolList.hh"
-#include "SymbolTable.hh"
-#include "Statement.hh"
-#include "StaticModel.hh"
 #include "DynamicModel.hh"
 #include "ModelEquationBlock.hh"
+#include "Statement.hh"
+#include "StaticModel.hh"
+#include "SymbolList.hh"
+#include "SymbolTable.hh"
 
 class SteadyStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit SteadyStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -45,6 +47,7 @@ class CheckStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit CheckStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -56,6 +59,7 @@ class SimulStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit SimulStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -67,6 +71,7 @@ class PerfectForesightSetupStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit PerfectForesightSetupStatement(OptionsList options_list_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
@@ -77,6 +82,7 @@ class PerfectForesightSolverStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit PerfectForesightSolverStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -88,6 +94,7 @@ class PerfectForesightWithExpectationErrorsSetupStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit PerfectForesightWithExpectationErrorsSetupStatement(OptionsList options_list_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
@@ -98,6 +105,7 @@ class PerfectForesightWithExpectationErrorsSolverStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit PerfectForesightWithExpectationErrorsSolverStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -110,6 +118,7 @@ class PriorPosteriorFunctionStatement : public Statement
 private:
   const bool prior_func;
   const OptionsList options_list;
+
 public:
   PriorPosteriorFunctionStatement(const bool prior_func_arg, OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -121,6 +130,7 @@ class ModelInfoStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit ModelInfoStatement(OptionsList options_list_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
@@ -133,6 +143,7 @@ private:
   const SymbolList symbol_list;
   const OptionsList options_list;
   const SymbolTable& symbol_table;
+
 public:
   StochSimulStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
                       const SymbolTable& symbol_table_arg);
@@ -147,6 +158,7 @@ private:
   const SymbolList symbol_list;
   const OptionsList options_list;
   const SymbolTable& symbol_table;
+
 public:
   ForecastStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
                     const SymbolTable& symbol_table_arg);
@@ -159,28 +171,9 @@ class RamseyModelStatement : public Statement
 {
 private:
   const OptionsList options_list;
-public:
-  explicit RamseyModelStatement(OptionsList options_list_arg);
-  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;
-};
 
-class RamseyConstraintsStatement : public Statement
-{
 public:
-  struct Constraint
-  {
-    int endo;
-    BinaryOpcode code;
-    expr_t expression;
-  };
-  using constraints_t = vector<Constraint>;
-private:
-  const SymbolTable &symbol_table;
-  const constraints_t constraints;
-public:
-  RamseyConstraintsStatement(const SymbolTable &symbol_table_arg, constraints_t constraints_arg);
+  explicit RamseyModelStatement(OptionsList options_list_arg);
   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;
@@ -192,6 +185,7 @@ private:
   const SymbolList symbol_list;
   const OptionsList options_list;
   const SymbolTable& symbol_table;
+
 public:
   RamseyPolicyStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
                         const SymbolTable& symbol_table_arg);
@@ -204,6 +198,7 @@ class EvaluatePlannerObjectiveStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit EvaluatePlannerObjectiveStatement(OptionsList options_list_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
@@ -214,6 +209,7 @@ class OccbinSetupStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit OccbinSetupStatement(OptionsList options_list_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
@@ -224,6 +220,7 @@ class OccbinSolverStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit OccbinSolverStatement(OptionsList options_list_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
@@ -234,6 +231,7 @@ class OccbinWriteRegimesStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit OccbinWriteRegimesStatement(OptionsList options_list_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
@@ -245,9 +243,9 @@ class OccbinGraphStatement : public Statement
 private:
   const SymbolList symbol_list;
   const OptionsList options_list;
+
 public:
-  OccbinGraphStatement(SymbolList symbol_list_arg,
-                       OptionsList options_list_arg);
+  OccbinGraphStatement(SymbolList symbol_list_arg, OptionsList options_list_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
   void writeJsonOutput(ostream& output) const override;
 };
@@ -258,6 +256,7 @@ private:
   const SymbolList symbol_list;
   const OptionsList options_list;
   const SymbolTable& symbol_table;
+
 public:
   DiscretionaryPolicyStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
                                const SymbolTable& symbol_table_arg);
@@ -271,6 +270,7 @@ class RplotStatement : public Statement
 private:
   const SymbolList symbol_list;
   const SymbolTable& symbol_table;
+
 public:
   RplotStatement(SymbolList symbol_list_arg, const SymbolTable& symbol_table_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -289,6 +289,7 @@ class DsampleStatement : public Statement
 {
 private:
   const int val1, val2;
+
 public:
   explicit DsampleStatement(int val1_arg);
   DsampleStatement(int val1_arg, int val2_arg);
@@ -302,21 +303,22 @@ private:
   const SymbolTable& symbol_table;
   const SymbolList symbol_list;
   const OptionsList options_list;
+
 public:
-  EstimationStatement(const SymbolTable &symbol_table_arg,
-                      SymbolList symbol_list_arg,
+  EstimationStatement(const SymbolTable& symbol_table_arg, SymbolList symbol_list_arg,
                       OptionsList options_list_arg);
   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;
 };
 
-class DynareSensitivityStatement : public Statement
+class SensitivityStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
-  explicit DynareSensitivityStatement(OptionsList options_list_arg);
+  explicit SensitivityStatement(OptionsList options_list_arg);
   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;
@@ -326,9 +328,11 @@ class ObservationTrendsStatement : public Statement
 {
 public:
   using trend_elements_t = map<string, expr_t>;
+
 private:
   const trend_elements_t trend_elements;
   const SymbolTable& symbol_table;
+
 public:
   ObservationTrendsStatement(trend_elements_t trend_elements_arg,
                              const SymbolTable& symbol_table_arg);
@@ -340,9 +344,11 @@ class DeterministicTrendsStatement : public Statement
 {
 public:
   using trend_elements_t = map<string, expr_t>;
+
 private:
   const trend_elements_t trend_elements;
   const SymbolTable& symbol_table;
+
 public:
   DeterministicTrendsStatement(trend_elements_t trend_elements_arg,
                                const SymbolTable& symbol_table_arg);
@@ -354,9 +360,11 @@ class FilterInitialStateStatement : public Statement
 {
 public:
   using filter_initial_state_elements_t = map<pair<int, int>, expr_t>;
+
 private:
   const filter_initial_state_elements_t filter_initial_state_elements;
   const SymbolTable& symbol_table;
+
 public:
   FilterInitialStateStatement(filter_initial_state_elements_t filter_initial_state_elements_arg,
                               const SymbolTable& symbol_table_arg);
@@ -369,6 +377,7 @@ class OsrParamsStatement : public Statement
 private:
   const SymbolList symbol_list;
   const SymbolTable& symbol_table;
+
 public:
   OsrParamsStatement(SymbolList symbol_list_arg, const SymbolTable& symbol_table_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -382,6 +391,7 @@ private:
   const SymbolList symbol_list;
   const OptionsList options_list;
   const SymbolTable& symbol_table;
+
 public:
   OsrStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
                const SymbolTable& symbol_table_arg);
@@ -410,6 +420,7 @@ class OsrParamsBoundsStatement : public Statement
 {
 private:
   const vector<OsrParams> osr_params_list;
+
 public:
   explicit OsrParamsBoundsStatement(vector<OsrParams> osr_params_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -423,6 +434,7 @@ private:
   const SymbolList symbol_list;
   const string filename;
   const SymbolTable& symbol_table;
+
 public:
   DynaTypeStatement(SymbolList symbol_list_arg, string filename_arg,
                     const SymbolTable& symbol_table_arg);
@@ -437,6 +449,7 @@ private:
   const SymbolList symbol_list;
   const string filename;
   const SymbolTable& symbol_table;
+
 public:
   DynaSaveStatement(SymbolList symbol_list_arg, string filename_arg,
                     const SymbolTable& symbol_table_arg);
@@ -449,12 +462,13 @@ class ModelComparisonStatement : public Statement
 {
 public:
   using filename_list_t = vector<pair<string, string>>;
+
 private:
   filename_list_t filename_list;
   OptionsList options_list;
+
 public:
-  ModelComparisonStatement(filename_list_t filename_list_arg,
-                           OptionsList options_list_arg);
+  ModelComparisonStatement(filename_list_t filename_list_arg, OptionsList options_list_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
   void writeJsonOutput(ostream& output) const override;
 };
@@ -493,7 +507,7 @@ protected:
   const SymbolTable& symbol_table;
   AbstractEstimatedParamsStatement(vector<EstimationParams> estim_params_list_arg,
                                    const SymbolTable& symbol_table_arg);
-  virtual string blockName() const = 0;
+  [[nodiscard]] virtual string blockName() const = 0;
   // Part of the check pass that is common to the three estimated_params{,_init,bounds} blocks
   void commonCheckPass() const;
 };
@@ -502,11 +516,15 @@ class EstimatedParamsStatement : public AbstractEstimatedParamsStatement
 {
 private:
   const bool overwrite;
+
 public:
   EstimatedParamsStatement(vector<EstimationParams> estim_params_list_arg,
-                           const SymbolTable &symbol_table_arg,
-                           bool overwrite_arg);
-  string blockName() const override { return "estimated_params"; };
+                           const SymbolTable& symbol_table_arg, bool overwrite_arg);
+  [[nodiscard]] string
+  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;
@@ -516,11 +534,15 @@ class EstimatedParamsInitStatement : public AbstractEstimatedParamsStatement
 {
 private:
   const bool use_calibration;
+
 public:
   EstimatedParamsInitStatement(vector<EstimationParams> estim_params_list_arg,
-                               const SymbolTable &symbol_table_arg,
-                               const bool use_calibration_arg);
-  string blockName() const override { return "estimated_params_init"; };
+                               const SymbolTable& symbol_table_arg, const bool use_calibration_arg);
+  [[nodiscard]] string
+  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;
@@ -531,7 +553,11 @@ class EstimatedParamsBoundsStatement : public AbstractEstimatedParamsStatement
 public:
   EstimatedParamsBoundsStatement(vector<EstimationParams> estim_params_list_arg,
                                  const SymbolTable& symbol_table_arg);
-  string blockName() const override { return "estimated_params_bounds"; };
+  [[nodiscard]] string
+  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;
@@ -554,13 +580,14 @@ class OptimWeightsStatement : public Statement
 public:
   using var_weights_t = map<string, expr_t>;
   using covar_weights_t = map<pair<string, string>, expr_t>;
+
 private:
   const var_weights_t var_weights;
   const covar_weights_t covar_weights;
   const SymbolTable& symbol_table;
+
 public:
-  OptimWeightsStatement(var_weights_t var_weights_arg,
-                        covar_weights_t covar_weights_arg,
+  OptimWeightsStatement(var_weights_t var_weights_arg, covar_weights_t covar_weights_arg,
                         const SymbolTable& symbol_table_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
@@ -570,10 +597,11 @@ public:
 class PlannerObjectiveStatement : public Statement
 {
 private:
-  PlannerObjective model_tree;
+  unique_ptr<PlannerObjective> model_tree;
   bool computing_pass_called {false};
+
 public:
-  explicit PlannerObjectiveStatement(const PlannerObjective &model_tree_arg);
+  explicit PlannerObjectiveStatement(unique_ptr<PlannerObjective> model_tree_arg);
   /*! \todo check there are only endogenous variables at the current period in the objective
     (no exogenous, no lead/lag) */
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -582,7 +610,7 @@ public:
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
   void writeJsonOutput(ostream& output) const override;
   //! Return a reference the Planner Objective model tree
-  const PlannerObjective &getPlannerObjective() const;
+  [[nodiscard]] const PlannerObjective& getPlannerObjective() const;
 };
 
 class BVARDensityStatement : public Statement
@@ -590,6 +618,7 @@ class BVARDensityStatement : public Statement
 private:
   const int maxnlags;
   const OptionsList options_list;
+
 public:
   BVARDensityStatement(int maxnlags_arg, OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -602,6 +631,7 @@ class BVARForecastStatement : public Statement
 private:
   const int nlags;
   const OptionsList options_list;
+
 public:
   BVARForecastStatement(int nlags_arg, OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -614,6 +644,7 @@ class BVARIRFStatement : public Statement
 private:
   const int nirf;
   const string identificationname;
+
 public:
   BVARIRFStatement(int nirf_arg, string identificationname_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -625,6 +656,7 @@ class SBVARStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit SBVARStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -636,6 +668,7 @@ class MSSBVAREstimationStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit MSSBVAREstimationStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -647,6 +680,7 @@ class MSSBVARSimulationStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit MSSBVARSimulationStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -658,6 +692,7 @@ class MSSBVARComputeMDDStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit MSSBVARComputeMDDStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -669,6 +704,7 @@ class MSSBVARComputeProbabilitiesStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit MSSBVARComputeProbabilitiesStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -682,6 +718,7 @@ private:
   const SymbolList symbol_list;
   const OptionsList options_list;
   const SymbolTable& symbol_table;
+
 public:
   MSSBVARIrfStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
                       const SymbolTable& symbol_table_arg);
@@ -694,6 +731,7 @@ class MSSBVARForecastStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit MSSBVARForecastStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -705,6 +743,7 @@ class MSSBVARVarianceDecompositionStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit MSSBVARVarianceDecompositionStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -716,6 +755,7 @@ class IdentificationStatement : public Statement
 {
 private:
   OptionsList options_list;
+
 public:
   explicit IdentificationStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -728,8 +768,10 @@ class WriteLatexDynamicModelStatement : public Statement
 private:
   const DynamicModel& dynamic_model;
   const bool write_equation_tags;
+
 public:
-  WriteLatexDynamicModelStatement(const DynamicModel &dynamic_model_arg, bool write_equation_tags_arg);
+  WriteLatexDynamicModelStatement(const DynamicModel& dynamic_model_arg,
+                                  bool write_equation_tags_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
   void writeJsonOutput(ostream& output) const override;
 };
@@ -739,6 +781,7 @@ class WriteLatexStaticModelStatement : public Statement
 private:
   const StaticModel& static_model;
   const bool write_equation_tags;
+
 public:
   WriteLatexStaticModelStatement(const StaticModel& static_model_arg, bool write_equation_tags_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
@@ -750,8 +793,10 @@ class WriteLatexOriginalModelStatement : public Statement
 private:
   const DynamicModel& original_model;
   const bool write_equation_tags;
+
 public:
-  WriteLatexOriginalModelStatement(const DynamicModel &original_model_arg, bool write_equation_tags_arg);
+  WriteLatexOriginalModelStatement(const DynamicModel& original_model_arg,
+                                   bool write_equation_tags_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
   void writeJsonOutput(ostream& output) const override;
 };
@@ -760,6 +805,7 @@ class WriteLatexSteadyStateModelStatement : public Statement
 {
 private:
   const SteadyStateModel& steady_state_model;
+
 public:
   explicit WriteLatexSteadyStateModelStatement(const SteadyStateModel& steady_state_model_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -773,6 +819,7 @@ private:
   const SymbolList symbol_list;
   const OptionsList options_list;
   const SymbolTable& symbol_table;
+
 public:
   ShockDecompositionStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
                               const SymbolTable& symbol_table_arg);
@@ -787,6 +834,7 @@ private:
   const SymbolList symbol_list;
   const OptionsList options_list;
   const SymbolTable& symbol_table;
+
 public:
   RealtimeShockDecompositionStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
                                       const SymbolTable& symbol_table_arg);
@@ -801,6 +849,7 @@ private:
   const SymbolList symbol_list;
   const OptionsList options_list;
   const SymbolTable& symbol_table;
+
 public:
   PlotShockDecompositionStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
                                   const SymbolTable& symbol_table_arg);
@@ -815,6 +864,7 @@ private:
   const SymbolList symbol_list;
   const OptionsList options_list;
   const SymbolTable& symbol_table;
+
 public:
   InitialConditionDecompositionStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
                                          const SymbolTable& symbol_table_arg);
@@ -828,6 +878,7 @@ class SqueezeShockDecompositionStatement : public Statement
 private:
   const SymbolList symbol_list;
   const SymbolTable& symbol_table;
+
 public:
   SqueezeShockDecompositionStatement(SymbolList symbol_list_arg,
                                      const SymbolTable& symbol_table_arg);
@@ -840,6 +891,7 @@ class ConditionalForecastStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit ConditionalForecastStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -853,8 +905,9 @@ private:
   const optional<int> periods; // The user is allowed not to declare periods
   const SymbolList symbol_list;
   const SymbolTable& symbol_table;
+
 public:
-  PlotConditionalForecastStatement(optional<int> periods_arg, SymbolList symbol_list_arg,
+  PlotConditionalForecastStatement(const optional<int>& periods_arg, SymbolList symbol_list_arg,
                                    const SymbolTable& symbol_table_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
@@ -867,6 +920,7 @@ private:
   const SymbolList symbol_list;
   const OptionsList options_list;
   const SymbolTable& symbol_table;
+
 public:
   CalibSmootherStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
                          const SymbolTable& symbol_table_arg);
@@ -879,6 +933,7 @@ class ExtendedPathStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit ExtendedPathStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -900,15 +955,16 @@ public:
   };
 
   using svar_identification_restrictions_t = vector<svar_identification_restriction>;
+
 private:
   const svar_identification_restrictions_t restrictions;
   const bool upper_cholesky_present, lower_cholesky_present, constants_exclusion_present;
   const SymbolTable& symbol_table;
-  int getMaxLag() const;
+  [[nodiscard]] int getMaxLag() const;
+
 public:
   SvarIdentificationStatement(svar_identification_restrictions_t restrictions_arg,
-                              bool upper_cholesky_present_arg,
-                              bool lower_cholesky_present_arg,
+                              bool upper_cholesky_present_arg, bool lower_cholesky_present_arg,
                               bool constants_exclusion_present_arg,
                               const SymbolTable& symbol_table_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -921,6 +977,7 @@ class MarkovSwitchingStatement : public Statement
 private:
   const OptionsList options_list;
   map<pair<int, int>, double> restriction_map;
+
 public:
   explicit MarkovSwitchingStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -932,6 +989,7 @@ class SvarStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit SvarStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -949,9 +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;
 };
@@ -960,6 +1019,7 @@ class EstimationDataStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit EstimationDataStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -972,13 +1032,14 @@ class SubsamplesStatement : public Statement
 public:
   //! Storage for declaring subsamples: map<subsample_name, <date1, date2 >
   using subsample_declaration_map_t = map<string, pair<string, string>>;
+
 private:
   const string name1, name2;
   const subsample_declaration_map_t subsample_declaration_map;
   const SymbolTable& symbol_table;
+
 public:
-  SubsamplesStatement(string name1_arg,
-                      string name2_arg,
+  SubsamplesStatement(string name1_arg, string name2_arg,
                       subsample_declaration_map_t subsample_declaration_map_arg,
                       const SymbolTable& symbol_table_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
@@ -990,12 +1051,10 @@ class SubsamplesEqualStatement : public Statement
 private:
   const string to_name1, to_name2, from_name1, from_name2;
   const SymbolTable& symbol_table;
+
 public:
-  SubsamplesEqualStatement(string to_name1_arg,
-                           string to_name2_arg,
-                           string from_name1_arg,
-                           string from_name2_arg,
-                           const SymbolTable &symbol_table_arg);
+  SubsamplesEqualStatement(string to_name1_arg, string to_name2_arg, string from_name1_arg,
+                           string from_name2_arg, const SymbolTable& symbol_table_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
   void writeJsonOutput(ostream& output) const override;
 };
@@ -1007,9 +1066,9 @@ private:
   const PriorDistributions prior_shape;
   const OptionsList options_list;
   void writeOutputHelper(ostream& output, const string& field, const string& lhs_field) const;
+
 public:
-  JointPriorStatement(vector<string> joint_parameters_arg,
-                      PriorDistributions prior_shape_arg,
+  JointPriorStatement(vector<string> joint_parameters_arg, PriorDistributions prior_shape_arg,
                       OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
@@ -1023,17 +1082,15 @@ protected:
   const PriorDistributions prior_shape;
   const expr_t variance;
   const OptionsList options_list;
-  BasicPriorStatement(string name_arg,
-                      string subsample_name_arg,
-                      PriorDistributions prior_shape_arg,
-                      expr_t variance_arg,
+  BasicPriorStatement(string name_arg, string subsample_name_arg,
+                      PriorDistributions prior_shape_arg, expr_t variance_arg,
                       OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
   void get_base_name(const SymbolType symb_type, string& lhs_field) const;
   void writeCommonOutput(ostream& output, const string& lhs_field) const;
   void writeCommonOutputHelper(ostream& output, const string& field, const string& lhs_field) const;
   void writePriorOutput(ostream& output, string& lhs_field, const string& name2) const;
-  bool is_structural_innovation(const SymbolType symb_type) const;
+  [[nodiscard]] bool is_structural_innovation(const SymbolType symb_type) const;
   void writePriorIndex(ostream& output, const string& lhs_field) const;
   void writeVarianceOption(ostream& output, const string& lhs_field) const;
   void writeOutputHelper(ostream& output, const string& field, const string& lhs_field) const;
@@ -1045,11 +1102,8 @@ protected:
 class PriorStatement : public BasicPriorStatement
 {
 public:
-  PriorStatement(string name_arg,
-                 string subsample_name_arg,
-                 PriorDistributions prior_shape_arg,
-                 expr_t variance_arg,
-                 OptionsList options_list_arg);
+  PriorStatement(string name_arg, string subsample_name_arg, PriorDistributions prior_shape_arg,
+                 expr_t variance_arg, OptionsList options_list_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
   void writeJsonOutput(ostream& output) const override;
 };
@@ -1058,12 +1112,10 @@ class StdPriorStatement : public BasicPriorStatement
 {
 private:
   const SymbolTable& symbol_table;
+
 public:
-  StdPriorStatement(string name_arg,
-                    string subsample_name_arg,
-                    PriorDistributions prior_shape_arg,
-                    expr_t variance_arg,
-                    OptionsList options_list_arg,
+  StdPriorStatement(string name_arg, string subsample_name_arg, PriorDistributions prior_shape_arg,
+                    expr_t variance_arg, OptionsList options_list_arg,
                     const SymbolTable& symbol_table_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
   void writeJsonOutput(ostream& output) const override;
@@ -1074,14 +1126,11 @@ class CorrPriorStatement : public BasicPriorStatement
 private:
   const string name1;
   const SymbolTable& symbol_table;
+
 public:
-  CorrPriorStatement(string name_arg1,
-                     string name_arg2,
-                     string subsample_name_arg,
-                     PriorDistributions prior_shape_arg,
-                     expr_t variance_arg,
-                     OptionsList options_list_arg,
-                     const SymbolTable &symbol_table_arg);
+  CorrPriorStatement(string name_arg1, string name_arg2, string subsample_name_arg,
+                     PriorDistributions prior_shape_arg, expr_t variance_arg,
+                     OptionsList options_list_arg, const SymbolTable& symbol_table_arg);
   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;
@@ -1093,15 +1142,11 @@ private:
   const string to_declaration_type, to_name1, to_name2, to_subsample_name;
   const string from_declaration_type, from_name1, from_name2, from_subsample_name;
   const SymbolTable& symbol_table;
+
 public:
-  PriorEqualStatement(string to_declaration_type_arg,
-                      string to_name1_arg,
-                      string to_name2_arg,
-                      string to_subsample_name_arg,
-                      string from_declaration_type_arg,
-                      string from_name1_arg,
-                      string from_name2_arg,
-                      string from_subsample_name_arg,
+  PriorEqualStatement(string to_declaration_type_arg, string to_name1_arg, string to_name2_arg,
+                      string to_subsample_name_arg, string from_declaration_type_arg,
+                      string from_name1_arg, string from_name2_arg, string from_subsample_name_arg,
                       const SymbolTable& symbol_table_arg);
   void get_base_name(const SymbolType symb_type, string& lhs_field) const;
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -1114,14 +1159,12 @@ class BasicOptionsStatement : public Statement
 protected:
   const string name, subsample_name;
   const OptionsList options_list;
-  BasicOptionsStatement(string name_arg,
-                        string subsample_name_arg,
-                        OptionsList options_list_arg);
+  BasicOptionsStatement(string name_arg, string subsample_name_arg, OptionsList options_list_arg);
   void get_base_name(const SymbolType symb_type, string& lhs_field) const;
   void writeOptionsOutput(ostream& output, string& lhs_field, const string& name2) const;
   void writeCommonOutput(ostream& output, const string& lhs_field) const;
   void writeCommonOutputHelper(ostream& output, const string& field, const string& lhs_field) const;
-  bool is_structural_innovation(const SymbolType symb_type) const;
+  [[nodiscard]] bool is_structural_innovation(const SymbolType symb_type) const;
   void writeOptionsIndex(ostream& output, const string& lhs_field) const;
   void writeOutputHelper(ostream& output, const string& field, const string& lhs_field) const;
   void writeJsonOptionsOutput(ostream& output) const;
@@ -1139,10 +1182,9 @@ class StdOptionsStatement : public BasicOptionsStatement
 {
 private:
   const SymbolTable& symbol_table;
+
 public:
-  StdOptionsStatement(string name_arg,
-                      string subsample_name_arg,
-                      OptionsList options_list_arg,
+  StdOptionsStatement(string name_arg, string subsample_name_arg, OptionsList options_list_arg,
                       const SymbolTable& symbol_table_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
   void writeJsonOutput(ostream& output) const override;
@@ -1153,11 +1195,10 @@ class CorrOptionsStatement : public BasicOptionsStatement
 private:
   const string name1;
   const SymbolTable& symbol_table;
+
 public:
-  CorrOptionsStatement(string name_arg1, string name_arg2,
-                       string subsample_name_arg,
-                       OptionsList options_list_arg,
-                       const SymbolTable &symbol_table_arg);
+  CorrOptionsStatement(string name_arg1, string name_arg2, string subsample_name_arg,
+                       OptionsList options_list_arg, const SymbolTable& symbol_table_arg);
   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;
@@ -1169,16 +1210,12 @@ private:
   const string to_declaration_type, to_name1, to_name2, to_subsample_name;
   const string from_declaration_type, from_name1, from_name2, from_subsample_name;
   const SymbolTable& symbol_table;
+
 public:
-  OptionsEqualStatement(string to_declaration_type_arg,
-                        string to_name1_arg,
-                        string to_name2_arg,
-                        string to_subsample_name_arg,
-                        string from_declaration_type_arg,
-                        string from_name1_arg,
-                        string from_name2_arg,
-                        string from_subsample_name_arg,
-                        const SymbolTable &symbol_table_arg);
+  OptionsEqualStatement(string to_declaration_type_arg, string to_name1_arg, string to_name2_arg,
+                        string to_subsample_name_arg, string from_declaration_type_arg,
+                        string from_name1_arg, string from_name2_arg,
+                        string from_subsample_name_arg, const SymbolTable& symbol_table_arg);
   void get_base_name(const SymbolType symb_type, string& lhs_field) const;
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
@@ -1196,6 +1233,7 @@ class Smoother2histvalStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit Smoother2histvalStatement(OptionsList options_list_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
@@ -1206,6 +1244,7 @@ class MethodOfMomentsStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit MethodOfMomentsStatement(OptionsList options_list_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
@@ -1220,9 +1259,9 @@ private:
   const OptionsList options_list;
   const vector<string> generate_irf_names;
   const vector<map<string, double>> generate_irf_elements;
+
 public:
-  GenerateIRFsStatement(OptionsList options_list_arg,
-                        vector<string> generate_irf_names_arg,
+  GenerateIRFsStatement(OptionsList options_list_arg, vector<string> generate_irf_names_arg,
                         vector<map<string, double>> generate_irf_elements_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
   void writeJsonOutput(ostream& output) const override;
@@ -1232,6 +1271,7 @@ class MatchedMomentsStatement : public Statement
 {
 private:
   const SymbolTable& symbol_table;
+
 public:
   /* Each moment is represented by a three vectors: symb_ids, lags, powers.
      See the definition of ExprNode::matchMatchedMoment() for more details */
@@ -1246,10 +1286,13 @@ class OccbinConstraintsStatement : public Statement
 {
 private:
   DataTree data_tree;
+
 public:
-  // The tuple is (name, bind, relax, error_bind, error_relax) (where relax and error_{bind,relax} can be nullptr)
+  // The tuple is (name, bind, relax, error_bind, error_relax) (where relax and error_{bind,relax}
+  // can be nullptr)
   const vector<tuple<string, BinaryOpNode*, BinaryOpNode*, expr_t, expr_t>> constraints;
-  OccbinConstraintsStatement(const DataTree &data_tree_arg,
+  OccbinConstraintsStatement(
+      const DataTree& data_tree_arg,
       vector<tuple<string, BinaryOpNode*, BinaryOpNode*, expr_t, expr_t>> constraints_arg);
   void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
@@ -1260,10 +1303,40 @@ class ResidStatement : public Statement
 {
 private:
   const OptionsList options_list;
+
 public:
   explicit ResidStatement(OptionsList options_list_arg);
   void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
   void writeJsonOutput(ostream& output) const override;
 };
 
+class MatchedIrfsStatement : public Statement
+{
+public:
+  // (endo name, exo name) → vector of (period start, period end, value, weight)
+  using matched_irfs_t = map<pair<string, string>, vector<tuple<int, int, expr_t, expr_t>>>;
+  MatchedIrfsStatement(matched_irfs_t values_weights_arg, bool overwrite_arg);
+  void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
+  void writeJsonOutput(ostream& output) const override;
+
+private:
+  const matched_irfs_t values_weights;
+  const bool overwrite;
+};
+
+class MatchedIrfsWeightsStatement : public Statement
+{
+public:
+  /* (endo1 name, period index or range for endo1, exo1 name, endo2 name, period index or range for
+     endo2, exo2 name) → weight */
+  using matched_irfs_weights_t = map<tuple<string, string, string, string, string, string>, expr_t>;
+  MatchedIrfsWeightsStatement(matched_irfs_weights_t weights_arg, bool overwrite_arg);
+  void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
+  void writeJsonOutput(ostream& output) const override;
+
+private:
+  const matched_irfs_weights_t weights;
+  const bool overwrite;
+};
+
 #endif

src/ConfigFile.cc → src/Configuration.cc

 /*
- * Copyright © 2010-2023 Dynare Team
+ * Copyright © 2010-2024 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -17,33 +17,25 @@
  * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
-#include <iostream>
 #include <fstream>
+#include <iostream>
 #include <utility>
-#include <vector>
 
-#include "ConfigFile.hh"
+#ifdef _WIN32
+# include <shlobj.h>
+#endif
+
+#include "Configuration.hh"
+#include "DataTree.hh" // For strsplit()
 
 #pragma GCC diagnostic push
 #pragma GCC diagnostic ignored "-Wold-style-cast"
-#include <boost/algorithm/string/trim.hpp>
 #include <boost/algorithm/string/split.hpp>
+#include <boost/algorithm/string/trim.hpp>
 #include <boost/tokenizer.hpp>
 #pragma GCC diagnostic pop
 
-using namespace std;
-
-Hook::Hook(string global_init_file_arg)
-{
-  if (global_init_file_arg.empty())
-    {
-      cerr << "ERROR: The Hook must have a Global Initialization File argument." << endl;
-      exit(EXIT_FAILURE);
-    }
-  hooks["global_init_file"] = move(global_init_file_arg);
-}
-
-Path::Path(vector<string> includepath_arg)
+Configuration::Path::Path(vector<string> includepath_arg)
 {
   if (includepath_arg.empty())
     {
@@ -53,10 +45,13 @@ Path::Path(vector<string> includepath_arg)
   paths["include"] = move(includepath_arg);
 }
 
-FollowerNode::FollowerNode(string computerName_arg, string port_arg, int minCpuNbr_arg, int maxCpuNbr_arg, string userName_arg,
-                           string password_arg, string remoteDrive_arg, string remoteDirectory_arg,
-                           string programPath_arg, string programConfig_arg, string matlabOctavePath_arg, bool singleCompThread_arg,
-                           int numberOfThreadsPerJob_arg, string operatingSystem_arg) :
+Configuration::FollowerNode::FollowerNode(string computerName_arg, string port_arg,
+                                          int minCpuNbr_arg, int maxCpuNbr_arg, string userName_arg,
+                                          string password_arg, string remoteDrive_arg,
+                                          string remoteDirectory_arg, string programPath_arg,
+                                          string programConfig_arg, string matlabOctavePath_arg,
+                                          bool singleCompThread_arg, int numberOfThreadsPerJob_arg,
+                                          string operatingSystem_arg) :
     computerName {move(computerName_arg)},
     port {move(port_arg)},
     minCpuNbr {minCpuNbr_arg},
@@ -81,12 +76,13 @@ FollowerNode::FollowerNode(string computerName_arg, string port_arg, int minCpuN
   if (!operatingSystem.empty())
     if (operatingSystem != "windows" && operatingSystem != "unix")
       {
-        cerr << "ERROR: The OperatingSystem must be either 'unix' or 'windows' (Case Sensitive)." << endl;
+        cerr << "ERROR: The OperatingSystem must be either 'unix' or 'windows' (Case Sensitive)."
+             << endl;
         exit(EXIT_FAILURE);
       }
 }
 
-Cluster::Cluster(member_nodes_t member_nodes_arg) :
+Configuration::Cluster::Cluster(member_nodes_t member_nodes_arg) :
     member_nodes {move(member_nodes_arg)}
 {
   if (member_nodes.empty())
@@ -96,10 +92,11 @@ Cluster::Cluster(member_nodes_t member_nodes_arg) :
     }
 }
 
-ConfigFile::ConfigFile(bool parallel_arg, bool parallel_test_arg,
+Configuration::Configuration(bool parallel_arg, bool parallel_test_arg,
                              bool parallel_follower_open_mode_arg, bool parallel_use_psexec_arg,
                              string cluster_name_arg) :
-  parallel{parallel_arg}, parallel_test{parallel_test_arg},
+    parallel {parallel_arg},
+    parallel_test {parallel_test_arg},
     parallel_follower_open_mode {parallel_follower_open_mode_arg},
     parallel_use_psexec {parallel_use_psexec_arg},
     cluster_name {move(cluster_name_arg)}
@@ -107,70 +104,63 @@ ConfigFile::ConfigFile(bool parallel_arg, bool parallel_test_arg,
 }
 
 void
-ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
+Configuration::getConfigFileInfo(const filesystem::path& conffile_option,
+                                 WarningConsolidation& warnings)
 {
   using namespace boost;
-  ifstream configFile;
+
+  filesystem::path config_file {conffile_option};
 
   if (config_file.empty())
     {
-      filesystem::path defaultConfigFile;
-      // Test OS and try to open default file
-#if defined(_WIN32) || defined(__CYGWIN32__)
-      if (auto appdata = getenv("APPDATA");
-          appdata)
-        defaultConfigFile = filesystem::path{appdata} / "dynare.ini";
-      else
-        {
-          if (parallel || parallel_test)
-            cerr << "ERROR: ";
-          else
-            cerr << "WARNING: ";
-          cerr << "APPDATA environment variable not found." << endl;
+      config_file = findConfigFile("dynare.ini");
 
-          if (parallel || parallel_test)
-            exit(EXIT_FAILURE);
-        }
+      if (config_file.empty()) // Try old default location (Dynare ⩽ 5) for backward compatibility
+        {
+          filesystem::path old_default_config_file;
+#ifdef _WIN32
+          array<wchar_t, MAX_PATH + 1> appdata;
+          if (SHGetFolderPathW(nullptr, CSIDL_APPDATA | CSIDL_FLAG_DONT_VERIFY, nullptr,
+                               SHGFP_TYPE_CURRENT, appdata.data())
+              == S_OK)
+            old_default_config_file = filesystem::path {appdata.data()} / "dynare.ini";
 #else
-      if (auto home = getenv("HOME");
-          home)
-        defaultConfigFile = filesystem::path{home} / ".dynare";
-      else
+          if (auto home = getenv("HOME"); home)
+            old_default_config_file = filesystem::path {home} / ".dynare";
+#endif
+          if (!old_default_config_file.empty() && exists(old_default_config_file))
             {
-          if (parallel || parallel_test)
-            cerr << "ERROR: ";
-          else
-            cerr << "WARNING: ";
-          cerr << "HOME environment variable not found." << endl;
-          if (parallel || parallel_test)
-            exit(EXIT_FAILURE);
+              warnings << "WARNING: the location " << old_default_config_file.string()
+                       << " for the configuration file is obsolete; please see the reference"
+                       << " manual for the new location." << endl;
+              config_file = old_default_config_file;
             }
-#endif
-      configFile.open(defaultConfigFile, fstream::in);
-      if (!configFile.is_open())
+        }
+    }
+
+  if (config_file.empty())
     {
       if (parallel || parallel_test)
         {
-              cerr << "ERROR: Could not open the default config file (" << defaultConfigFile.string() << ")" << endl;
+          cerr << "ERROR: the parallel or parallel_test option was passed but no configuration "
+               << "file was found" << endl;
           exit(EXIT_FAILURE);
         }
       else
         return;
     }
-    }
-  else
-    {
+
+  ifstream configFile;
   configFile.open(config_file, fstream::in);
+
   if (!configFile.is_open())
     {
-          cerr << "ERROR: Couldn't open file " << config_file.string() << endl;;
+      cerr << "ERROR: Couldn't open configuration file " << config_file.string() << endl;
       exit(EXIT_FAILURE);
     }
-    }
 
-  string name, computerName, port, userName, password, remoteDrive,
-    remoteDirectory, programPath, programConfig, matlabOctavePath,
-    operatingSystem, global_init_file;
+  string name, computerName, port, userName, password, remoteDrive, remoteDirectory, programPath,
+      programConfig, matlabOctavePath, operatingSystem;
   vector<string> includepath;
   int minCpuNbr {0}, maxCpuNbr {0};
   int numberOfThreadsPerJob {1};
@@ -187,24 +177,17 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
       if (line.empty() || !line.compare(0, 1, "#"))
         continue;
 
-      if (line == "[node]"
-          || line == "[cluster]"
-          || line == "[hooks]"
-          || line == "[paths]")
+      if (line == "[node]" || line == "[cluster]" || line == "[hooks]" || line == "[paths]")
         {
-          if (!global_init_file.empty())
-            // we were just in [hooks]
-            addHooksConfFileElement(global_init_file);
-          else if (!includepath.empty())
+          if (!includepath.empty())
             // we were just in [paths]
             addPathsConfFileElement(includepath);
           else
             // we were just in [node] or [cluster]
-            addParallelConfFileElement(inNode, inCluster, member_nodes, name,
-                                       computerName, port, minCpuNbr, maxCpuNbr, userName,
-                                       password, remoteDrive, remoteDirectory,
-                                       programPath, programConfig, matlabOctavePath, singleCompThread,
-                                       numberOfThreadsPerJob, operatingSystem);
+            addParallelConfFileElement(
+                inNode, inCluster, member_nodes, name, computerName, port, minCpuNbr, maxCpuNbr,
+                userName, password, remoteDrive, remoteDirectory, programPath, programConfig,
+                matlabOctavePath, singleCompThread, numberOfThreadsPerJob, operatingSystem);
 
           //! Reset communication vars / option defaults
           if (line == "[hooks]")
@@ -236,9 +219,8 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
               inPaths = false;
             }
 
-          name = userName = computerName = port = password = remoteDrive
-            = remoteDirectory = programPath = programConfig = matlabOctavePath
-            = operatingSystem = global_init_file = "";
+          name = userName = computerName = port = password = remoteDrive = remoteDirectory
+              = programPath = programConfig = matlabOctavePath = operatingSystem = "";
           includepath.clear();
           minCpuNbr = maxCpuNbr = 0;
           numberOfThreadsPerJob = 1;
@@ -251,7 +233,8 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
           split(tokenizedLine, line, is_any_of("="));
           if (tokenizedLine.size() != 2)
             {
-              cerr << "ERROR (in config file): Options should be formatted as 'option = value'." << endl;
+              cerr << "ERROR (in config file): Options should be formatted as 'option = value'."
+                   << endl;
               exit(EXIT_FAILURE);
             }
           trim(tokenizedLine.front());
@@ -263,12 +246,15 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
                 global_init_file = tokenizedLine.back();
               else
                 {
-                  cerr << "ERROR: May not have more than one GlobalInitFile option in [hooks] block." << endl;
+                  cerr
+                      << "ERROR: May not have more than one GlobalInitFile option in [hooks] block."
+                      << endl;
                   exit(EXIT_FAILURE);
                 }
             else
               {
-                cerr << "ERROR: Unrecognized option " << tokenizedLine.front() << " in [hooks] block." << endl;
+                cerr << "ERROR: Unrecognized option " << tokenizedLine.front()
+                     << " in [hooks] block." << endl;
                 exit(EXIT_FAILURE);
               }
           else if (inPaths)
@@ -286,16 +272,17 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
                 }
               else
                 {
-                  cerr << "ERROR: May not have more than one Include option in [paths] block." << endl;
+                  cerr << "ERROR: May not have more than one Include option in [paths] block."
+                       << endl;
                   exit(EXIT_FAILURE);
                 }
             else
               {
-                cerr << "ERROR: Unrecognized option " << tokenizedLine.front() << " in [paths] block." << endl;
+                cerr << "ERROR: Unrecognized option " << tokenizedLine.front()
+                     << " in [paths] block." << endl;
                 exit(EXIT_FAILURE);
               }
-          else
-            if (tokenizedLine.front() == "Name")
+          else if (tokenizedLine.front() == "Name")
             name = tokenizedLine.back();
           else if (tokenizedLine.front() == "CPUnbr")
             {
@@ -308,8 +295,7 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
                       minCpuNbr = 1;
                       maxCpuNbr = stoi(tokenizedCpuNbr.front());
                     }
-                    else if (tokenizedCpuNbr.size() == 2
-                             && tokenizedCpuNbr[0].at(0) == '['
+                  else if (tokenizedCpuNbr.size() == 2 && tokenizedCpuNbr[0].at(0) == '['
                            && tokenizedCpuNbr[1].at(tokenizedCpuNbr[1].size() - 1) == ']')
                     {
                       tokenizedCpuNbr[0].erase(0, 1);
@@ -354,8 +340,7 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
             remoteDrive = tokenizedLine.back();
           else if (tokenizedLine.front() == "RemoteDirectory")
             remoteDirectory = tokenizedLine.back();
-            else if (tokenizedLine.front() == "DynarePath"
-                     || tokenizedLine.front() == "ProgramPath")
+          else if (tokenizedLine.front() == "DynarePath" || tokenizedLine.front() == "ProgramPath")
             programPath = tokenizedLine.back();
           else if (tokenizedLine.front() == "ProgramConfig")
             programConfig = tokenizedLine.back();
@@ -370,7 +355,9 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
               singleCompThread = false;
             else
               {
-                  cerr << "ERROR (in config file): The value passed to SingleCompThread may only be 'true' or 'false'." << endl;
+                cerr << "ERROR (in config file): The value passed to SingleCompThread may only be "
+                        "'true' or 'false'."
+                     << endl;
                 exit(EXIT_FAILURE);
               }
           else if (tokenizedLine.front() == "OperatingSystem")
@@ -380,8 +367,7 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
               char_separator sep(" ,;", "()", drop_empty_tokens);
               tokenizer tokens(tokenizedLine.back(), sep);
               string node_name;
-                for (bool begin_weight{false};
-                     const auto &token : tokens)
+              for (bool begin_weight {false}; const auto& token : tokens)
                 {
                   if (token == "(")
                     {
@@ -401,7 +387,9 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
                         {
                           if (member_nodes.contains(node_name))
                             {
-                                cerr << "ERROR (in config file): Node entered twice in specification of cluster." << endl;
+                              cerr << "ERROR (in config file): Node entered twice in specification "
+                                      "of cluster."
+                                   << endl;
                               exit(EXIT_FAILURE);
                             }
                           else
@@ -415,14 +403,18 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
                         auto weight = stod(token);
                         if (weight <= 0)
                           {
-                              cerr << "ERROR (in config file): Misspecification of weights passed to Members option." << endl;
+                            cerr << "ERROR (in config file): Misspecification of weights passed to "
+                                    "Members option."
+                                 << endl;
                             exit(EXIT_FAILURE);
                           }
                         member_nodes[node_name] = weight;
                       }
                     catch (const invalid_argument&)
                       {
-                          cerr << "ERROR (in config file): Misspecification of weights passed to Members option." << endl;
+                        cerr << "ERROR (in config file): Misspecification of weights passed to "
+                                "Members option."
+                             << endl;
                         exit(EXIT_FAILURE);
                       }
                 }
@@ -432,27 +424,27 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
                     member_nodes[node_name] = 1.0;
                   else
                     {
-                        cerr << "ERROR (in config file): Node entered twice in specification of cluster." << endl;
+                      cerr << "ERROR (in config file): Node entered twice in specification of "
+                              "cluster."
+                           << endl;
                       exit(EXIT_FAILURE);
                     }
                 }
             }
           else
             {
-                cerr << "ERROR (in config file): Option " << tokenizedLine.front() << " is invalid." << endl;
+              cerr << "ERROR (in config file): Option " << tokenizedLine.front() << " is invalid."
+                   << endl;
               exit(EXIT_FAILURE);
             }
         }
     }
 
-  if (!global_init_file.empty())
-    addHooksConfFileElement(global_init_file);
-  else if (!includepath.empty())
+  if (!includepath.empty())
     addPathsConfFileElement(includepath);
   else
-    addParallelConfFileElement(inNode, inCluster, member_nodes, name,
-                               computerName, port, minCpuNbr, maxCpuNbr, userName,
-                               password, remoteDrive, remoteDirectory,
+    addParallelConfFileElement(inNode, inCluster, member_nodes, name, computerName, port, minCpuNbr,
+                               maxCpuNbr, userName, password, remoteDrive, remoteDirectory,
                                programPath, programConfig, matlabOctavePath, singleCompThread,
                                numberOfThreadsPerJob, operatingSystem);
 
@@ -460,19 +452,7 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
 }
 
 void
-ConfigFile::addHooksConfFileElement(string global_init_file)
-{
-  if (global_init_file.empty())
-    {
-      cerr << "ERROR: The global initialization file must be passed to the GlobalInitFile option." << endl;
-      exit(EXIT_FAILURE);
-    }
-  else
-    hooks.emplace_back(move(global_init_file));
-}
-
-void
-ConfigFile::addPathsConfFileElement(vector<string> includepath)
+Configuration::addPathsConfFileElement(vector<string> includepath)
 {
   if (includepath.empty())
     {
@@ -484,12 +464,15 @@ ConfigFile::addPathsConfFileElement(vector<string> includepath)
 }
 
 void
-ConfigFile::addParallelConfFileElement(bool inNode, bool inCluster, const member_nodes_t &member_nodes, const string &name,
-                                       const string &computerName, const string &port, int minCpuNbr, int maxCpuNbr,
-                                       const string &userName, const string &password, const string &remoteDrive,
-                                       const string &remoteDirectory, const string &programPath, const string &programConfig,
-                                       const string &matlabOctavePath, bool singleCompThread, int numberOfThreadsPerJob,
-                                       const string &operatingSystem)
+Configuration::addParallelConfFileElement(bool inNode, bool inCluster,
+                                          const member_nodes_t& member_nodes, const string& name,
+                                          const string& computerName, const string& port,
+                                          int minCpuNbr, int maxCpuNbr, const string& userName,
+                                          const string& password, const string& remoteDrive,
+                                          const string& remoteDirectory, const string& programPath,
+                                          const string& programConfig,
+                                          const string& matlabOctavePath, bool singleCompThread,
+                                          int numberOfThreadsPerJob, const string& operatingSystem)
 {
   //! ADD NODE
   if (inNode)
@@ -498,24 +481,22 @@ ConfigFile::addParallelConfFileElement(bool inNode, bool inCluster, const member
         cerr << "Invalid option passed to [node]." << endl;
         exit(EXIT_FAILURE);
       }
-    else
-      if (name.empty() || follower_nodes.contains(name))
+    else if (name.empty() || follower_nodes.contains(name))
       {
         cerr << "ERROR: Every node must be assigned a unique name." << endl;
         exit(EXIT_FAILURE);
       }
     else
-        follower_nodes.try_emplace(name, computerName, port, minCpuNbr, maxCpuNbr, userName,
-                                   password, remoteDrive, remoteDirectory, programPath, programConfig,
+      follower_nodes.try_emplace(name, computerName, port, minCpuNbr, maxCpuNbr, userName, password,
+                                 remoteDrive, remoteDirectory, programPath, programConfig,
                                  matlabOctavePath, singleCompThread, numberOfThreadsPerJob,
                                  operatingSystem);
   //! ADD CLUSTER
   else if (inCluster)
     {
-      if (minCpuNbr > 0 || maxCpuNbr > 0 || !userName.empty()
-          || !password.empty() || !remoteDrive.empty() || !remoteDirectory.empty()
-          || !programPath.empty() || !programConfig.empty()
-          || !matlabOctavePath.empty() || !operatingSystem.empty())
+      if (minCpuNbr > 0 || maxCpuNbr > 0 || !userName.empty() || !password.empty()
+          || !remoteDrive.empty() || !remoteDirectory.empty() || !programPath.empty()
+          || !programConfig.empty() || !matlabOctavePath.empty() || !operatingSystem.empty())
         {
           cerr << "Invalid option passed to [cluster]." << endl;
           exit(EXIT_FAILURE);
@@ -535,18 +516,8 @@ ConfigFile::addParallelConfFileElement(bool inNode, bool inCluster, const member
 }
 
 void
-ConfigFile::checkPass([[maybe_unused]] WarningConsolidation &warnings) const
-{
-  for (bool global_init_file_declared{false};
-       const auto &hook : hooks)
-    for (const auto &mapit : hook.get_hooks())
-      if (mapit.first == "global_init_file")
-        if (exchange(global_init_file_declared, true))
+Configuration::checkPass([[maybe_unused]] WarningConsolidation& warnings) const
 {
-            cerr << "ERROR: Only one global initialization file may be provided." << endl;
-            exit(EXIT_FAILURE);
-          }
-
   if (!parallel && !parallel_test)
     return;
 
@@ -573,19 +544,22 @@ ConfigFile::checkPass([[maybe_unused]] WarningConsolidation &warnings) const
           }
         catch (const invalid_argument&)
           {
-            cerr << "ERROR (node " << follower_node.first << "): the port must be an integer." << endl;
+            cerr << "ERROR (node " << follower_node.first << "): the port must be an integer."
+                 << endl;
             exit(EXIT_FAILURE);
           }
       if (follower_node.second.computerName == "localhost") // We are working locally
         {
           if (!follower_node.second.remoteDrive.empty())
             {
-              cerr << "ERROR (node " << follower_node.first << "): the RemoteDrive option may not be passed for a local node." << endl;
+              cerr << "ERROR (node " << follower_node.first
+                   << "): the RemoteDrive option may not be passed for a local node." << endl;
               exit(EXIT_FAILURE);
             }
           if (!follower_node.second.remoteDirectory.empty())
             {
-              cerr << "ERROR (node " << follower_node.first << "): the RemoteDirectory option may not be passed for a local node." << endl;
+              cerr << "ERROR (node " << follower_node.first
+                   << "): the RemoteDirectory option may not be passed for a local node." << endl;
               exit(EXIT_FAILURE);
             }
         }
@@ -593,19 +567,26 @@ ConfigFile::checkPass([[maybe_unused]] WarningConsolidation &warnings) const
         {
           if (follower_node.second.userName.empty())
             {
-              cerr << "ERROR (node " << follower_node.first << "): the UserName option must be passed for every remote node." << endl;
+              cerr << "ERROR (node " << follower_node.first
+                   << "): the UserName option must be passed for every remote node." << endl;
               exit(EXIT_FAILURE);
             }
           if (follower_node.second.operatingSystem == "windows")
             {
               if (follower_node.second.password.empty())
                 {
-                  cerr << "ERROR (node " << follower_node.first << "): the Password option must be passed under Windows for every remote node." << endl;
+                  cerr << "ERROR (node " << follower_node.first
+                       << "): the Password option must be passed under Windows for every remote "
+                          "node."
+                       << endl;
                   exit(EXIT_FAILURE);
                 }
               if (follower_node.second.remoteDrive.empty())
                 {
-                  cerr << "ERROR (node " << follower_node.first << "): the RemoteDrive option must be passed under Windows for every remote node." << endl;
+                  cerr << "ERROR (node " << follower_node.first
+                       << "): the RemoteDrive option must be passed under Windows for every remote "
+                          "node."
+                       << endl;
                   exit(EXIT_FAILURE);
                 }
             }
@@ -614,19 +595,26 @@ ConfigFile::checkPass([[maybe_unused]] WarningConsolidation &warnings) const
             {
               if (follower_node.second.password.empty())
                 {
-                  cerr << "ERROR (node " << follower_node.first << "): the Password option must be passed under Windows for every remote node." << endl;
+                  cerr << "ERROR (node " << follower_node.first
+                       << "): the Password option must be passed under Windows for every remote "
+                          "node."
+                       << endl;
                   exit(EXIT_FAILURE);
                 }
               if (follower_node.second.remoteDrive.empty())
                 {
-                  cerr << "ERROR (node " << follower_node.first << "): the RemoteDrive option must be passed under Windows for every remote node." << endl;
+                  cerr << "ERROR (node " << follower_node.first
+                       << "): the RemoteDrive option must be passed under Windows for every remote "
+                          "node."
+                       << endl;
                   exit(EXIT_FAILURE);
                 }
             }
 #endif
           if (follower_node.second.remoteDirectory.empty())
             {
-              cerr << "ERROR (node " << follower_node.first << "): the RemoteDirectory must be specified for every remote node." << endl;
+              cerr << "ERROR (node " << follower_node.first
+                   << "): the RemoteDirectory must be specified for every remote node." << endl;
               exit(EXIT_FAILURE);
             }
         }
@@ -641,7 +629,8 @@ ConfigFile::checkPass([[maybe_unused]] WarningConsolidation &warnings) const
 
   if (!cluster_name.empty() && !clusters.contains(cluster_name))
     {
-      cerr << "ERROR: Cluster Name " << cluster_name << " was not found in the config file." << endl;
+      cerr << "ERROR: Cluster Name " << cluster_name << " was not found in the config file."
+           << endl;
       exit(EXIT_FAILURE);
     }
 
@@ -649,14 +638,21 @@ ConfigFile::checkPass([[maybe_unused]] WarningConsolidation &warnings) const
     for (const auto& itmn : cluster.second.member_nodes)
       if (!follower_nodes.contains(itmn.first))
         {
-          cerr << "Error: node " << itmn.first << " specified in cluster " << cluster.first << " was not found" << endl;
+          cerr << "Error: node " << itmn.first << " specified in cluster " << cluster.first
+               << " was not found" << endl;
           exit(EXIT_FAILURE);
         }
 }
 
 void
-ConfigFile::transformPass()
+Configuration::transformPass()
 {
+  /* If the user did not specify the GlobalInitFile option, use global_init.m in configuration
+     directory if it exists */
+  if (auto default_global_init_file = findConfigFile("global_init.m");
+      global_init_file.empty() && !default_global_init_file.empty())
+    global_init_file = default_global_init_file.string();
+
   if (!parallel && !parallel_test)
     return;
 
@@ -670,21 +666,21 @@ ConfigFile::transformPass()
       }
 #endif
 
-  auto cluster_it = cluster_name.empty() ? clusters.find(firstClusterName) : clusters.find(cluster_name);
+  auto& cluster = cluster_name.empty() ? clusters.at(firstClusterName) : clusters.at(cluster_name);
 
   double weight_denominator {0.0};
-  for (const auto &it : cluster_it->second.member_nodes)
-    weight_denominator += it.second;
+  for (const auto& [name, weight] : cluster.member_nodes)
+    weight_denominator += weight;
 
-  for (auto &member_node : cluster_it->second.member_nodes)
-    member_node.second /= weight_denominator;
+  for (auto& [name, weight] : cluster.member_nodes)
+    weight /= weight_denominator;
 }
 
 vector<filesystem::path>
-ConfigFile::getIncludePaths() const
+Configuration::getIncludePaths() const
 {
   vector<filesystem::path> include_paths;
-  for (auto path : paths)
+  for (const auto& path : paths)
     for (const auto& mapit : path.get_paths())
       for (const auto& vecit : mapit.second)
         include_paths.emplace_back(vecit);
@@ -692,64 +688,51 @@ ConfigFile::getIncludePaths() const
 }
 
 void
-ConfigFile::writeHooks(ostream &output) const
+Configuration::writeHooks(ostream& output) const
 {
-  for (auto hook : hooks)
-    for (const auto &mapit : hook.get_hooks())
-      output << "options_." << mapit.first << " = '" << mapit.second << "';" << endl;
+  if (!global_init_file.empty())
+    output << "options_.global_init_file = '" << global_init_file << "';" << endl;
 }
 
 void
-ConfigFile::writeCluster(ostream &output) const
+Configuration::writeCluster(ostream& output) const
 {
   if (!parallel && !parallel_test)
     return;
 
-  auto cluster_it = cluster_name.empty() ? clusters.find(firstClusterName) : clusters.find(cluster_name);
+  const auto& cluster
+      = 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;
-      for (const auto &itmn : cluster_it->second.member_nodes)
-        if (follower_node.first == itmn.first)
-          follower_node_in_member_nodes = true;
-
-      if (!follower_node_in_member_nodes)
-        continue;
+      if (!cluster.member_nodes.contains(name))
+        continue; // Skip nodes not in the selected cluster
 
       output << "options_.parallel";
       if (i > 1)
         output << "(" << i << ")";
       i++;
-      output << " = struct('Local', ";
-      if (follower_node.second.computerName == "localhost")
-        output << "1, ";
-      else
-        output << "0, ";
-
-      output << "'ComputerName', '" << follower_node.second.computerName << "', "
-             << "'Port', '" << follower_node.second.port << "', "
-             << "'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 << "', "
+      output << " = struct('Local', " << noboolalpha << (node.computerName == "localhost") << ", "
+             << "'ComputerName', '" << node.computerName << "', "
+             << "'Port', '" << node.port << "', "
+             << "'CPUnbr', [" << node.minCpuNbr << ":" << node.maxCpuNbr << "], "
+             << "'UserName', '" << node.userName << "', "
+             << "'Password', '" << node.password << "', "
+             << "'RemoteDrive', '" << node.remoteDrive << "', "
+             << "'RemoteDirectory', '" << node.remoteDirectory
+             << "', "
              // The following should be switched back to “ProgramPath” once we move to Dragonfly
-             << "'DynarePath', '" << follower_node.second.programPath << "', "
-             << "'ProgramConfig', '" << follower_node.second.programConfig << "', "
-             << "'MatlabOctavePath', '" << follower_node.second.matlabOctavePath << "', "
-             << "'OperatingSystem', '" << follower_node.second.operatingSystem << "', "
-             << "'NodeWeight', '" << cluster_it->second.member_nodes.at(follower_node.first) << "', "
-             << "'NumberOfThreadsPerJob', " << follower_node.second.numberOfThreadsPerJob << ", ";
-
-      if (follower_node.second.singleCompThread)
-        output << "'SingleCompThread', 'true');" << endl;
-      else
-        output << "'SingleCompThread', 'false');" << endl;
+             << "'DynarePath', '" << node.programPath << "', "
+             << "'ProgramConfig', '" << node.programConfig << "', "
+             << "'MatlabOctavePath', '" << node.matlabOctavePath << "', "
+             << "'OperatingSystem', '" << node.operatingSystem << "', "
+             << "'NodeWeight', '" << cluster.member_nodes.at(name) << "', "
+             << "'NumberOfThreadsPerJob', " << node.numberOfThreadsPerJob << ", "
+             << "'SingleCompThread', '" << boolalpha << node.singleCompThread << "');" << endl;
     }
 
-  // Default values for the following two are both in DynareMain.cc and matlab/default_option_values.m
+  // Default values for the following two are both in DynareMain.cc and
+  // matlab/default_option_values.m
   if (parallel_follower_open_mode)
     output << "options_.parallel_info.leaveSlaveOpen = 1;" << endl;
   if (!parallel_use_psexec)
@@ -759,14 +742,18 @@ ConfigFile::writeCluster(ostream &output) const
 
   output << "InitializeComputationalEnvironment();" << endl;
   if (parallel_test)
-    output << "ErrorCode = AnalyseComputationalEnvironment(options_.parallel, options_.parallel_info);" << endl
-           << "disp(['AnalyseComputationalEnvironment returned with Error Code: ' num2str(ErrorCode)]);" << endl
+    output
+        << "ErrorCode = AnalyseComputationalEnvironment(options_.parallel, options_.parallel_info);"
+        << endl
+        << "disp(['AnalyseComputationalEnvironment returned with Error Code: ' "
+           "num2str(ErrorCode)]);"
+        << endl
         << "diary off;" << endl
         << "return;" << endl;
 }
 
 void
-ConfigFile::writeEndParallel(ostream &output) const
+Configuration::writeEndParallel(ostream& output) const
 {
   if ((!parallel && !parallel_test) || !parallel_follower_open_mode)
     return;
@@ -775,3 +762,46 @@ ConfigFile::writeEndParallel(ostream &output) const
          << "     closeSlave(options_.parallel,options_.parallel_info.RemoteTmpFolder);" << endl
          << "end" << endl;
 }
+
+filesystem::path
+Configuration::findConfigFile(const string& filename)
+{
+#ifdef _WIN32
+  array<wchar_t, MAX_PATH + 1> appdata;
+  if (SHGetFolderPathW(nullptr, CSIDL_APPDATA | CSIDL_FLAG_DONT_VERIFY, nullptr, SHGFP_TYPE_CURRENT,
+                       appdata.data())
+      == S_OK)
+    {
+      filesystem::path candidate {filesystem::path {appdata.data()} / "dynare" / filename};
+      if (exists(candidate))
+        return candidate;
+    }
+#else
+  filesystem::path xdg_config_home;
+  if (auto xdg_config_home_env = getenv("XDG_CONFIG_HOME"); xdg_config_home_env)
+    xdg_config_home = xdg_config_home_env;
+  if (auto home = getenv("HOME"); xdg_config_home.empty() && home)
+    xdg_config_home = filesystem::path {home} / ".config";
+
+  if (!xdg_config_home.empty())
+    {
+      filesystem::path candidate {xdg_config_home / "dynare" / filename};
+      if (exists(candidate))
+        return candidate;
+    }
+
+  string xdg_config_dirs;
+  if (auto xdg_config_dirs_env = getenv("XDG_CONFIG_DIRS"); xdg_config_dirs_env)
+    xdg_config_dirs = xdg_config_dirs_env;
+  if (xdg_config_dirs.empty())
+    xdg_config_dirs = "/etc/xdg";
+  for (const auto& dir : DataTree::strsplit(xdg_config_dirs, ':'))
+    {
+      filesystem::path candidate {filesystem::path {dir} / "dynare" / filename};
+      if (exists(candidate))
+        return candidate;
+    }
+#endif
+
+  return {};
+}

src/ConfigFile.hh → src/Configuration.hh

@@ -17,57 +17,49 @@
  * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
-#ifndef _CONFIG_FILE_HH
-#define _CONFIG_FILE_HH
+#ifndef CONFIGURATION_HH
+#define CONFIGURATION_HH
 
+#include <filesystem>
 #include <map>
 #include <vector>
-#include <filesystem>
 
 #include "WarningConsolidation.hh"
 
 using namespace std;
 
-using member_nodes_t = map<string, double>;
-
-class Hook
+/* The abstract representation of the configuration.
+   Merges information from the command-line and from the configuration file. */
+class Configuration
 {
 public:
-  explicit Hook(string global_init_file_arg);
+  Configuration(bool parallel_arg, bool parallel_test_arg, bool parallel_follower_open_mode_arg,
+                bool parallel_use_psexec_arg, string cluster_name);
+
 private:
-  map<string, string> hooks;
-public:
-  map<string, string>
-  get_hooks() const
-  {
-    return hooks;
-  };
-};
+  using member_nodes_t = map<string, double>;
 
   class Path
   {
   public:
     explicit Path(vector<string> includepath_arg);
-private:
-  map<string, vector<string>> paths;
-public:
-  map<string, vector<string>>
+    [[nodiscard]] map<string, vector<string>>
     get_paths() const
     {
       return paths;
-  };
+    }
+
+  private:
+    map<string, vector<string>> paths;
   };
 
-class FollowerNode
+  struct FollowerNode
   {
-  friend class ConfigFile;
-public:
-  FollowerNode(string computerName_arg, string port_arg, int minCpuNbr_arg, int maxCpuNbr_arg, string userName_arg,
-               string password_arg, string remoteDrive_arg, string remoteDirectory_arg,
-               string programPath_arg, string programConfig_arg, string matlabOctavePath_arg, bool singleCompThread_arg,
+    FollowerNode(string computerName_arg, string port_arg, int minCpuNbr_arg, int maxCpuNbr_arg,
+                 string userName_arg, string password_arg, string remoteDrive_arg,
+                 string remoteDirectory_arg, string programPath_arg, string programConfig_arg,
+                 string matlabOctavePath_arg, bool singleCompThread_arg,
                  int numberOfThreadsPerJob_arg, string operatingSystem_arg);
-
-protected:
     const string computerName, port;
     int minCpuNbr, maxCpuNbr;
     const string userName, password;
@@ -78,55 +70,51 @@ protected:
     const string operatingSystem;
   };
 
-class Cluster
+  struct Cluster
   {
-  friend class ConfigFile;
-public:
     explicit Cluster(member_nodes_t member_nodes_arg);
-
-protected:
     member_nodes_t member_nodes;
   };
 
-//! The abstract representation of a "config" file
-class ConfigFile
-{
-public:
-  ConfigFile(bool parallel_arg, bool parallel_test_arg, bool parallel_follower_open_mode_arg,
-             bool parallel_use_psexec_arg, string cluster_name);
-
-private:
   const bool parallel, parallel_test, parallel_follower_open_mode, parallel_use_psexec;
   const string cluster_name;
   string firstClusterName;
   //! Hooks
-  vector<Hook> hooks;
+  string global_init_file;
   //! Paths
   vector<Path> paths;
   //! Cluster Table
   map<string, Cluster> clusters;
   //! Node Map
   map<string, FollowerNode> follower_nodes;
-  //! Add Hooks
-  void addHooksConfFileElement(string global_init_file);
   //! Add Paths
   void addPathsConfFileElement(vector<string> includepath);
   //! Add a FollowerNode or a Cluster object
-  void addParallelConfFileElement(bool inNode, bool inCluster, const member_nodes_t &member_nodes, const string &name,
-                                  const string &computerName, const string &port, int minCpuNbr, int maxCpuNbr,
-                                  const string &userName, const string &password, const string &remoteDrive,
-                                  const string &remoteDirectory, const string &programPath, const string &programConfig,
-                                  const string &matlabOctavePath, bool singleCompThread, int numberOfThreadsPerJob,
-                                  const string &operatingSystem);
+  void addParallelConfFileElement(bool inNode, bool inCluster, const member_nodes_t& member_nodes,
+                                  const string& name, const string& computerName,
+                                  const string& port, int minCpuNbr, int maxCpuNbr,
+                                  const string& userName, const string& password,
+                                  const string& remoteDrive, const string& remoteDirectory,
+                                  const string& programPath, const string& programConfig,
+                                  const string& matlabOctavePath, bool singleCompThread,
+                                  int numberOfThreadsPerJob, const string& operatingSystem);
+  /* Given a filename (e.g. dynare.ini), looks for it in the configuration directory:
+     – if under Linux or macOS, look into the “dynare” subdirectory of the XDG
+       configuration directories (following the default values and the precedence order specified in
+       the XDG specification)
+     – if under Windows, look into %APPDATA%\dynare\
+     The returned path will be empty if the file is not found. */
+  [[nodiscard]] static filesystem::path findConfigFile(const string& filename);
+
 public:
   //! Parse config file
-  void getConfigFileInfo(const filesystem::path &parallel_config_file);
+  void getConfigFileInfo(const filesystem::path& conffile_option, WarningConsolidation& warnings);
   //! Check Pass
   void checkPass(WarningConsolidation& warnings) const;
   //! Check Pass
   void transformPass();
   //! Get Path Info
-  vector<filesystem::path> getIncludePaths() const;
+  [[nodiscard]] vector<filesystem::path> getIncludePaths() const;
   //! Write any hooks
   void writeHooks(ostream& output) const;
   //! Create options_.parallel structure, write options
@@ -135,4 +123,4 @@ public:
   void writeEndParallel(ostream& output) const;
 };
 
-#endif // ! CONFIG_FILE_HH
+#endif

src/DataTree.cc

 /*
- * Copyright © 2003-2023 Dynare Team
+ * Copyright © 2003-2025 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -17,13 +17,14 @@
  * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
-#include <cstdlib>
-#include <cassert>
-#include <iostream>
 #include <algorithm>
-#include <iterator>
+#include <cassert>
+#include <cstdlib>
 #include <filesystem>
 #include <fstream>
+#include <iostream>
+#include <iterator>
+#include <ranges>
 
 #include "DataTree.hh"
 
@@ -46,13 +47,13 @@ DataTree::initConstants()
   Pi = AddNonNegativeConstant("3.141592653589793");
 }
 
-DataTree::DataTree(SymbolTable &symbol_table_arg,
-                   NumericalConstants &num_constants_arg,
+DataTree::DataTree(SymbolTable& symbol_table_arg, NumericalConstants& num_constants_arg,
                    ExternalFunctionsTable& external_functions_table_arg,
-                   bool is_dynamic_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();
@@ -62,19 +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&
@@ -83,6 +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();
@@ -125,8 +129,7 @@ DataTree::AddNonNegativeConstant(const string &value)
 {
   int id = num_constants.AddNonNegativeConstant(value);
 
-  if (auto it = num_const_node_map.find(id);
-      it != num_const_node_map.end())
+  if (auto it = num_const_node_map.find(id); it != num_const_node_map.end())
     return it->second;
 
   auto sp = make_unique<NumConstNode>(*this, node_list.size(), id);
@@ -145,8 +148,7 @@ DataTree::AddVariable(int symb_id, int lag)
       exit(EXIT_FAILURE);
     }
 
-  if (auto it = variable_node_map.find({ symb_id, lag });
-      it != variable_node_map.end())
+  if (auto it = variable_node_map.find({symb_id, lag}); it != variable_node_map.end())
     return it->second;
 
   auto sp = make_unique<VariableNode>(*this, node_list.size(), symb_id, lag);
@@ -162,7 +164,8 @@ DataTree::getVariable(int symb_id, int lag) const
   auto it = variable_node_map.find({symb_id, lag});
   if (it == variable_node_map.end())
     {
-      cerr << "DataTree::getVariable: unknown variable node for symb_id=" << symb_id << " and lag=" << lag << endl;
+      cerr << "DataTree::getVariable: unknown variable node for symb_id=" << symb_id
+           << " and lag=" << lag << endl;
       exit(EXIT_FAILURE);
     }
   return it->second;
@@ -208,7 +211,7 @@ DataTree::AddPlus(expr_t iArg1, expr_t iArg2)
 
   // To treat commutativity of "+"
   // Nodes iArg1 and iArg2 are sorted by index
-  if (iArg1->idx > iArg2->idx && !no_commutativity)
+  if (iArg1->idx > iArg2->idx && !no_commutativity) // NOLINT(clang-analyzer-core.NullDereference)
     swap(iArg1, iArg2);
   return AddBinaryOp(iArg1, BinaryOpcode::plus, iArg2);
 }
@@ -250,8 +253,7 @@ DataTree::AddUMinus(expr_t iArg1)
     return Zero;
 
   // Simplify -(-x) in x
-  if (auto uarg = dynamic_cast<UnaryOpNode *>(iArg1);
-      uarg && uarg->op_code == UnaryOpcode::uminus)
+  if (auto uarg = dynamic_cast<UnaryOpNode*>(iArg1); uarg && uarg->op_code == UnaryOpcode::uminus)
     return uarg->arg;
 
   return AddUnaryOp(UnaryOpcode::uminus, iArg1);
@@ -287,7 +289,7 @@ DataTree::AddTimes(expr_t iArg1, expr_t iArg2)
 
   // To treat commutativity of "*"
   // Nodes iArg1 and iArg2 are sorted by index
-  if (iArg1->idx > iArg2->idx && !no_commutativity)
+  if (iArg1->idx > iArg2->idx && !no_commutativity) // NOLINT(clang-analyzer-core.NullDereference)
     swap(iArg1, iArg2);
   return AddBinaryOp(iArg1, BinaryOpcode::times, iArg2);
 }
@@ -668,7 +670,8 @@ DataTree::AddSteadyStateParamDeriv(expr_t iArg1, int param_symb_id)
 expr_t
 DataTree::AddSteadyStateParam2ndDeriv(expr_t iArg1, int param1_symb_id, int param2_symb_id)
 {
-  return AddUnaryOp(UnaryOpcode::steadyStateParam2ndDeriv, iArg1, 0, param1_symb_id, param2_symb_id);
+  return AddUnaryOp(UnaryOpcode::steadyStateParam2ndDeriv, iArg1, 0, param1_symb_id,
+                    param2_symb_id);
 }
 
 expr_t
@@ -680,8 +683,7 @@ DataTree::AddExpectation(int iArg1, expr_t iArg2)
 expr_t
 DataTree::AddVarExpectation(const string& model_name)
 {
-  if (auto it = var_expectation_node_map.find(model_name);
-      it != var_expectation_node_map.end())
+  if (auto it = var_expectation_node_map.find(model_name); it != var_expectation_node_map.end())
     return it->second;
 
   auto sp = make_unique<VarExpectationNode>(*this, node_list.size(), model_name);
@@ -694,8 +696,7 @@ DataTree::AddVarExpectation(const string &model_name)
 expr_t
 DataTree::AddPacExpectation(const string& model_name)
 {
-  if (auto it = pac_expectation_node_map.find(model_name);
-      it != pac_expectation_node_map.end())
+  if (auto it = pac_expectation_node_map.find(model_name); it != pac_expectation_node_map.end())
     return it->second;
 
   auto sp = make_unique<PacExpectationNode>(*this, node_list.size(), model_name);
@@ -757,43 +758,56 @@ DataTree::AddExternalFunction(int symb_id, const vector<expr_t> &arguments)
 }
 
 expr_t
-DataTree::AddFirstDerivExternalFunction(int top_level_symb_id, const vector<expr_t> &arguments, int input_index)
+DataTree::AddFirstDerivExternalFunction(int top_level_symb_id, const vector<expr_t>& arguments,
+                                        int input_index)
 {
   assert(symbol_table.getType(top_level_symb_id) == SymbolType::externalFunction);
 
-  if (auto it = first_deriv_external_function_node_map.find({ arguments, input_index, top_level_symb_id });
+  if (auto it
+      = first_deriv_external_function_node_map.find({arguments, input_index, top_level_symb_id});
       it != first_deriv_external_function_node_map.end())
     return it->second;
 
-  auto sp = make_unique<FirstDerivExternalFunctionNode>(*this, node_list.size(), top_level_symb_id, arguments, input_index);
+  auto sp = make_unique<FirstDerivExternalFunctionNode>(*this, node_list.size(), top_level_symb_id,
+                                                        arguments, input_index);
   auto p = sp.get();
   node_list.push_back(move(sp));
-  first_deriv_external_function_node_map.try_emplace({ arguments, input_index, top_level_symb_id }, p);
+  first_deriv_external_function_node_map.try_emplace({arguments, input_index, top_level_symb_id},
+                                                     p);
   return p;
 }
 
 expr_t
-DataTree::AddSecondDerivExternalFunction(int top_level_symb_id, const vector<expr_t> &arguments, int input_index1, int input_index2)
+DataTree::AddSecondDerivExternalFunction(int top_level_symb_id, const vector<expr_t>& arguments,
+                                         int input_index1, int input_index2)
 {
   assert(symbol_table.getType(top_level_symb_id) == SymbolType::externalFunction);
 
-  if (auto it = second_deriv_external_function_node_map.find({ arguments, input_index1, input_index2,
-                                                               top_level_symb_id });
+  if (auto it = second_deriv_external_function_node_map.find(
+          {arguments, input_index1, input_index2, top_level_symb_id});
       it != second_deriv_external_function_node_map.end())
     return it->second;
 
-  auto sp = make_unique<SecondDerivExternalFunctionNode>(*this, node_list.size(), top_level_symb_id, arguments, input_index1, input_index2);
+  auto sp = make_unique<SecondDerivExternalFunctionNode>(*this, node_list.size(), top_level_symb_id,
+                                                         arguments, input_index1, input_index2);
   auto p = sp.get();
   node_list.push_back(move(sp));
-  second_deriv_external_function_node_map.try_emplace({ arguments, input_index1, input_index2, top_level_symb_id }, p);
+  second_deriv_external_function_node_map.try_emplace(
+      {arguments, input_index1, input_index2, top_level_symb_id}, p);
   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 (symb_lag.first == symb_id)
+  if (ranges::any_of(views::keys(variable_node_map),
+                     [=](const auto& symb_lag) { return symb_lag.first == symb_id; }))
     return true;
 
   if (local_variables_table.contains(symb_id))
@@ -840,18 +854,18 @@ DataTree::addAllParamDerivId([[maybe_unused]] set<int> &deriv_id_set)
 bool
 DataTree::isUnaryOpUsed(UnaryOpcode opcode) const
 {
-  return any_of(unary_op_node_map.begin(), unary_op_node_map.end(),
-                [=](const auto &it) { return get<1>(it.first) == opcode; });
+  return ranges::any_of(views::keys(unary_op_node_map),
+                        [=](const auto& key) { return get<1>(key) == opcode; });
 }
 
 bool
 DataTree::isUnaryOpUsedOnType(SymbolType type, UnaryOpcode opcode) const
 {
   set<int> var;
-  for (const auto &it : unary_op_node_map)
-    if (get<1>(it.first) == opcode)
+  for (const auto& [key, value] : unary_op_node_map)
+    if (get<1>(key) == opcode)
       {
-        it.second->collectVariables(type, var);
+        value->collectVariables(type, var);
         if (!var.empty())
           return true;
       }
@@ -861,18 +875,18 @@ DataTree::isUnaryOpUsedOnType(SymbolType type, UnaryOpcode opcode) const
 bool
 DataTree::isBinaryOpUsed(BinaryOpcode opcode) const
 {
-  return any_of(binary_op_node_map.begin(), binary_op_node_map.end(),
-                [=](const auto &it) { return get<2>(it.first) == opcode; });
+  return ranges::any_of(views::keys(binary_op_node_map),
+                        [=](const auto& key) { return get<2>(key) == opcode; });
 }
 
 bool
 DataTree::isBinaryOpUsedOnType(SymbolType type, BinaryOpcode opcode) const
 {
   set<int> var;
-  for (const auto &it : binary_op_node_map)
-    if (get<2>(it.first) == opcode)
+  for (const auto& [key, value] : binary_op_node_map)
+    if (get<2>(key) == opcode)
       {
-        it.second->collectVariables(type, var);
+        value->collectVariables(type, var);
         if (!var.empty())
           return true;
       }
@@ -897,7 +911,9 @@ DataTree::writeCHelpersDefinition(ostream &output) const
            << "inline double" << endl
            << "getPowerDeriv(double x, double p, int k)" << endl
            << "{" << endl
-           << "  if (fabs(x) < " << power_deriv_near_zero << " && p > 0 && k > p && fabs(p-nearbyint(p)) < " << power_deriv_near_zero << ')' << endl
+           << "  if (fabs(x) < " << power_deriv_near_zero
+           << " && p >= 0 && k > p && fabs(p-nearbyint(p)) < " << power_deriv_near_zero << ')'
+           << endl
            << "    return 0.0;" << endl
            << "  else" << endl
            << "    {" << endl
@@ -932,8 +948,7 @@ DataTree::strsplit(string_view str, char delim)
   while (true)
     {
       size_t idx {str.find(delim)};
-      if (auto sub {str.substr(0, idx)};
-          !sub.empty())
+      if (auto sub {str.substr(0, idx)}; !sub.empty())
         result.emplace_back(sub);
       if (idx == string_view::npos)
         break;
@@ -943,10 +958,10 @@ DataTree::strsplit(string_view str, char delim)
 }
 
 filesystem::path
-DataTree::packageDir(string_view package)
+DataTree::packageDir(const string_view& package)
 {
   filesystem::path d;
-  for (const auto &it : strsplit(move(package), '.'))
+  for (const auto& it : strsplit(package, '.'))
     d /= "+" + it;
   return d;
 }
@@ -956,7 +971,7 @@ DataTree::writeToFileIfModified(stringstream &new_contents, const filesystem::pa
 {
   ifstream old_file {filename, ios::in | ios::binary};
   if (old_file.is_open()
-      && equal(istreambuf_iterator<char>{old_file}, istreambuf_iterator<char>{},
+      && ranges::equal(istreambuf_iterator<char> {old_file}, istreambuf_iterator<char> {},
                        istreambuf_iterator<char> {new_contents}, istreambuf_iterator<char> {}))
     return;
   old_file.close();
@@ -969,7 +984,7 @@ DataTree::writeToFileIfModified(stringstream &new_contents, const filesystem::pa
       cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl;
       exit(EXIT_FAILURE);
     }
-  copy(istreambuf_iterator<char>{new_contents}, istreambuf_iterator<char>{},
+  ranges::copy(istreambuf_iterator<char> {new_contents}, istreambuf_iterator<char> {},
                ostreambuf_iterator<char> {new_file});
   new_file.close();
 }

src/DataTree.hh

 /*
- * Copyright © 2003-2023 Dynare Team
+ * Copyright © 2003-2024 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -17,25 +17,26 @@
  * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
-#ifndef _DATATREE_HH
-#define _DATATREE_HH
+#ifndef DATA_TREE_HH
+#define DATA_TREE_HH
 
-#include <string>
-#include <map>
-#include <vector>
-#include <sstream>
-#include <iomanip>
 #include <cmath>
-#include <utility>
-#include <memory>
 #include <filesystem>
+#include <iomanip>
+#include <map>
+#include <memory>
+#include <sstream>
+#include <string>
 #include <string_view>
+#include <utility>
+#include <vector>
 
-#include "SymbolTable.hh"
-#include "NumericalConstants.hh"
-#include "ExternalFunctionsTable.hh"
 #include "ExprNode.hh"
+#include "ExternalFunctionsTable.hh"
+#include "HeterogeneityTable.hh"
+#include "NumericalConstants.hh"
 #include "SubModel.hh"
+#include "SymbolTable.hh"
 
 using namespace std;
 
@@ -48,7 +49,11 @@ 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. */
   const bool is_dynamic;
 
 private:
@@ -60,8 +65,10 @@ private:
   using variable_node_map_t = map<pair<int, int>, VariableNode*>;
   variable_node_map_t variable_node_map;
 
-  //! (arg, op_code, arg_exp_info_set, param1_symb_id, param2_symb_id, adl_param_name, adl_lags) -> UnaryOpNode
-  using unary_op_node_map_t = map<tuple<expr_t, UnaryOpcode, int, int, int, string, vector<int>>, UnaryOpNode *>;
+  //! (arg, op_code, arg_exp_info_set, param1_symb_id, param2_symb_id, adl_param_name, adl_lags) ->
+  //! UnaryOpNode
+  using unary_op_node_map_t
+      = map<tuple<expr_t, UnaryOpcode, int, int, int, string, vector<int>>, UnaryOpNode*>;
   unary_op_node_map_t unary_op_node_map;
 
   //! ( arg1, arg2, opCode, order of Power Derivative) -> BinaryOpNode
@@ -89,11 +96,13 @@ private:
   pac_target_nonstationary_node_map_t pac_target_nonstationary_node_map;
 
   // (arguments, deriv_idx, symb_id) -> FirstDerivExternalFunctionNode
-  using first_deriv_external_function_node_map_t = map<tuple<vector<expr_t>, int, int>, FirstDerivExternalFunctionNode *>;
+  using first_deriv_external_function_node_map_t
+      = map<tuple<vector<expr_t>, int, int>, FirstDerivExternalFunctionNode*>;
   first_deriv_external_function_node_map_t first_deriv_external_function_node_map;
 
   // (arguments, deriv_idx1, deriv_idx2, symb_id) -> SecondDerivExternalFunctionNode
-  using second_deriv_external_function_node_map_t = map<tuple<vector<expr_t>, int, int, int>, SecondDerivExternalFunctionNode *>;
+  using second_deriv_external_function_node_map_t
+      = map<tuple<vector<expr_t>, int, int, int>, SecondDerivExternalFunctionNode*>;
   second_deriv_external_function_node_map_t second_deriv_external_function_node_map;
 
   // Flag to disable simplifications related to commutativity of addition and multiplication
@@ -102,11 +111,12 @@ private:
 protected:
   //! Stores local variables value (maps symbol ID to corresponding node)
   map<int, expr_t> local_variables_table;
-  //! Stores the order of appearance of local variables in the model block. Needed following change in #563
+  //! Stores the order of appearance of local variables in the model block. Needed following change
+  //! in #563
   vector<int> local_variables_vector;
 
   //! Internal implementation of ParamUsedWithLeadLag()
-  bool ParamUsedWithLeadLagInternal() const;
+  [[nodiscard]] bool ParamUsedWithLeadLagInternal() const;
 
   /* Writes the contents of “new_contents” to the file “filename”. However, if
      the file already exists and would not be modified by this operation, then do
@@ -119,18 +129,21 @@ private:
   //! The list of nodes
   vector<unique_ptr<ExprNode>> node_list;
 
-  inline expr_t AddUnaryOp(UnaryOpcode op_code, expr_t arg, int arg_exp_info_set = 0, int param1_symb_id = 0, int param2_symb_id = 0, const string &adl_param_name = "", const vector<int> &adl_lags = vector<int>());
-  inline expr_t AddBinaryOp(expr_t arg1, BinaryOpcode op_code, expr_t arg2, int powerDerivOrder = 0);
+  inline expr_t AddUnaryOp(UnaryOpcode op_code, expr_t arg, int arg_exp_info_set = 0,
+                           int param1_symb_id = 0, int param2_symb_id = 0,
+                           const string& adl_param_name = "",
+                           const vector<int>& adl_lags = vector<int>());
+  inline expr_t AddBinaryOp(expr_t arg1, BinaryOpcode op_code, expr_t arg2,
+                            int powerDerivOrder = 0);
   inline expr_t AddTrinaryOp(expr_t arg1, TrinaryOpcode op_code, expr_t arg2, expr_t arg3);
 
   //! Initializes the predefined constants, used only from the constructors
   void initConstants();
 
 public:
-  DataTree(SymbolTable &symbol_table_arg,
-           NumericalConstants &num_constants_arg,
+  DataTree(SymbolTable& symbol_table_arg, NumericalConstants& num_constants_arg,
            ExternalFunctionsTable& external_functions_table_arg,
-           bool is_static_args = false);
+           HeterogeneityTable& heterogeneity_table_arg, bool is_dynamic_arg = false);
 
   virtual ~DataTree() = default;
 
@@ -159,7 +172,7 @@ public:
   //! Gets a variable
   /*! Same as AddVariable, except that it fails if the variable node has not
     already been created */
-  VariableNode *getVariable(int symb_id, int lag = 0) const;
+  [[nodiscard]] VariableNode* getVariable(int symb_id, int lag = 0) const;
   //! Adds "arg1+arg2" to model tree
   expr_t AddPlus(expr_t iArg1, expr_t iArg2);
   //! Adds "arg1-arg2" to model tree
@@ -261,22 +274,28 @@ public:
   //! Adds an external function node
   expr_t AddExternalFunction(int symb_id, const vector<expr_t>& arguments);
   //! Adds an external function node for the first derivative of an external function
-  expr_t AddFirstDerivExternalFunction(int top_level_symb_id, const vector<expr_t> &arguments, int input_index);
+  expr_t AddFirstDerivExternalFunction(int top_level_symb_id, const vector<expr_t>& arguments,
+                                       int input_index);
   //! 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);
+  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
-  bool isSymbolUsed(int symb_id) const;
+  [[nodiscard]] bool isSymbolUsed(int symb_id) const;
   //! Checks if a given unary op is used somewhere in the data tree
-  bool isUnaryOpUsed(UnaryOpcode opcode) const;
+  [[nodiscard]] bool isUnaryOpUsed(UnaryOpcode opcode) const;
   //! Checks if a given unary op is used somewhere in the data tree on an endogenous variable
-  bool isUnaryOpUsedOnType(SymbolType type, UnaryOpcode opcode) const;
+  [[nodiscard]] bool isUnaryOpUsedOnType(SymbolType type, UnaryOpcode opcode) const;
   //! Checks if a given binary op is used somewhere in the data tree
-  bool isBinaryOpUsed(BinaryOpcode opcode) const;
+  [[nodiscard]] bool isBinaryOpUsed(BinaryOpcode opcode) const;
   //! Checks if a given binary op is used somewhere in the data tree on an endogenous variable
-  bool isBinaryOpUsedOnType(SymbolType type, BinaryOpcode opcode) const;
-  //! Returns the minimum lag (as a negative number) of the given symbol in the whole data tree (and not only in the equations !!)
+  [[nodiscard]] bool isBinaryOpUsedOnType(SymbolType type, BinaryOpcode opcode) const;
+  //! Returns the minimum lag (as a negative number) of the given symbol in the whole data tree (and
+  //! not only in the equations !!)
   /*! Returns 0 if the symbol is not used */
-  int minLagForSymbol(int symb_id) const;
+  [[nodiscard]] int minLagForSymbol(int symb_id) const;
   /* Writes definitions of C function helpers (getPowerDeriv(), sign()) as
      inline functions */
   void writeCHelpersDefinition(ostream& output) const;
@@ -298,17 +317,17 @@ public:
   };
 
   // Returns the derivation ID, or throws an exception if the derivation ID does not exist
-  virtual int getDerivID(int symb_id, int lag) const noexcept(false);
+  [[nodiscard]] virtual int getDerivID(int symb_id, int lag) const noexcept(false);
   // Get the type corresponding to a derivation ID
-  virtual SymbolType getTypeByDerivID(int deriv_id) const noexcept(false);
+  [[nodiscard]] virtual SymbolType getTypeByDerivID(int deriv_id) const noexcept(false);
   // Get the lag corresponding to a derivation ID
-  virtual int getLagByDerivID(int deriv_id) const noexcept(false);
+  [[nodiscard]] virtual int getLagByDerivID(int deriv_id) const noexcept(false);
   // Get the symbol ID corresponding to a derivation ID
-  virtual int getSymbIDByDerivID(int deriv_id) const noexcept(false);
+  [[nodiscard]] virtual int getSymbIDByDerivID(int deriv_id) const noexcept(false);
   // Get the type-specific ID corresponding to a derivation ID
-  virtual int getTypeSpecificIDByDerivID(int deriv_id) const;
+  [[nodiscard]] virtual int getTypeSpecificIDByDerivID(int deriv_id) const;
   // Get the symbol name corresponding to a derivation ID
-  string
+  [[nodiscard]] string
   getNameByDerivID(int deriv_id) const
   {
     return symbol_table.getName(getSymbIDByDerivID(deriv_id));
@@ -317,7 +336,7 @@ public:
   /* Returns the column of the Jacobian associated to a derivation ID.
      The “sparse” argument selects between the legacy representation and the
      sparse representation. */
-  virtual int
+  [[nodiscard]] virtual int
   getJacobianCol([[maybe_unused]] int deriv_id, [[maybe_unused]] bool sparse) const
   {
     throw UnknownDerivIDException();
@@ -326,7 +345,7 @@ public:
   /* Returns the number of columns of the Jacobian
      The “sparse” argument selects between the legacy representation and the
      sparse representation. */
-  virtual int
+  [[nodiscard]] virtual int
   getJacobianColsNbr([[maybe_unused]] bool sparse) const
   {
     throw UnknownDerivIDException();
@@ -335,27 +354,26 @@ public:
   //! Adds to the set all the deriv IDs corresponding to parameters
   virtual void addAllParamDerivId(set<int>& deriv_id_set);
 
-  //! Returns bool indicating whether DataTree represents a Dynamic Model (returns true in DynamicModel.hh)
-  virtual bool
-  isDynamic() const
-  {
-    return false;
-  };
-
   struct UnknownLocalVariableException
   {
     //! Symbol ID
     int id;
   };
 
-  expr_t
-  getLocalVariable(int symb_id) const
+  [[nodiscard]] expr_t
+  getLocalVariable(int symb_id, int lead_lag) const
   {
     auto it = local_variables_table.find(symb_id);
     if (it == local_variables_table.end())
       throw UnknownLocalVariableException {symb_id};
 
+    /* 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
@@ -373,7 +391,7 @@ public:
     and returns the path to the corresponding filesystem directory.
     In practice the package nesting is used for the planner_objective (stored
     inside +objective subdir). */
-  static filesystem::path packageDir(string_view package);
+  static filesystem::path packageDir(const string_view& package);
 };
 
 inline expr_t
@@ -384,7 +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)
@@ -404,21 +422,23 @@ DataTree::AddPossiblyNegativeConstant(double v)
 }
 
 inline expr_t
-DataTree::AddUnaryOp(UnaryOpcode op_code, expr_t arg, int arg_exp_info_set, int param1_symb_id, int param2_symb_id, const string &adl_param_name, const vector<int> &adl_lags)
+DataTree::AddUnaryOp(UnaryOpcode op_code, expr_t arg, int arg_exp_info_set, int param1_symb_id,
+                     int param2_symb_id, const string& adl_param_name, const vector<int>& adl_lags)
 {
   // If the node already exists in tree, share it
-  if (auto it = unary_op_node_map.find({ arg, op_code, arg_exp_info_set, param1_symb_id, param2_symb_id, adl_param_name, adl_lags });
+  if (auto it = unary_op_node_map.find({arg, op_code, arg_exp_info_set, param1_symb_id,
+                                        param2_symb_id, adl_param_name, adl_lags});
       it != unary_op_node_map.end())
     return it->second;
 
   // Try to reduce to a constant
-  // Case where arg is a constant and op_code == UnaryOpcode::uminus (i.e. we're adding a negative constant) is skipped
-  if (auto carg = dynamic_cast<NumConstNode *>(arg);
-      op_code != UnaryOpcode::uminus || !carg)
+  // Case where arg is a constant and op_code == UnaryOpcode::uminus (i.e. we're adding a negative
+  // constant) is skipped
+  if (auto carg = dynamic_cast<NumConstNode*>(arg); op_code != UnaryOpcode::uminus || !carg)
     {
       try
         {
-          double argval = arg->eval({});
+          double argval = arg->eval({}); // NOLINT(clang-analyzer-core.CallAndMessage)
           double val = UnaryOpNode::eval_opcode(op_code, argval);
           return AddPossiblyNegativeConstant(val);
         }
@@ -427,10 +447,13 @@ DataTree::AddUnaryOp(UnaryOpcode op_code, expr_t arg, int arg_exp_info_set, int
         }
     }
 
-  auto sp = make_unique<UnaryOpNode>(*this, node_list.size(), op_code, arg, arg_exp_info_set, param1_symb_id, param2_symb_id, adl_param_name, adl_lags);
+  auto sp = make_unique<UnaryOpNode>(*this, node_list.size(), op_code, arg, arg_exp_info_set,
+                                     param1_symb_id, param2_symb_id, adl_param_name, adl_lags);
   auto p = sp.get();
   node_list.push_back(move(sp));
-  unary_op_node_map.try_emplace({ arg, op_code, arg_exp_info_set, param1_symb_id, param2_symb_id, adl_param_name, adl_lags }, p);
+  unary_op_node_map.try_emplace(
+      {arg, op_code, arg_exp_info_set, param1_symb_id, param2_symb_id, adl_param_name, adl_lags},
+      p);
   return p;
 }
 
@@ -444,8 +467,8 @@ DataTree::AddBinaryOp(expr_t arg1, BinaryOpcode op_code, expr_t arg2, int powerD
   // Try to reduce to a constant
   try
     {
-      double argval1 = arg1->eval({});
-      double argval2 = arg2->eval({});
+      double argval1 = arg1->eval({}); // NOLINT(clang-analyzer-core.CallAndMessage)
+      double argval2 = arg2->eval({}); // NOLINT(clang-analyzer-core.CallAndMessage)
       double val = BinaryOpNode::eval_opcode(argval1, op_code, argval2, powerDerivOrder);
       return AddPossiblyNegativeConstant(val);
     }
@@ -453,7 +476,8 @@ DataTree::AddBinaryOp(expr_t arg1, BinaryOpcode op_code, expr_t arg2, int powerD
     {
     }
 
-  auto sp = make_unique<BinaryOpNode>(*this, node_list.size(), arg1, op_code, arg2, powerDerivOrder);
+  auto sp
+      = make_unique<BinaryOpNode>(*this, node_list.size(), arg1, op_code, arg2, powerDerivOrder);
   auto p = sp.get();
   node_list.push_back(move(sp));
   binary_op_node_map.try_emplace({arg1, arg2, op_code, powerDerivOrder}, p);

src/DynamicModel.cc

 /*
- * Copyright © 2003-2023 Dynare Team
+ * Copyright © 2003-2025 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -17,12 +17,13 @@
  * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
-#include <iostream>
+#include <algorithm>
+#include <cassert>
 #include <cmath>
 #include <cstdlib>
-#include <cassert>
-#include <algorithm>
+#include <iostream>
 #include <numeric>
+#include <ranges>
 #include <regex>
 #include <sstream>
 #include <string_view>
@@ -33,18 +34,27 @@
 void
 DynamicModel::copyHelper(const DynamicModel& m)
 {
-  auto f = [this](const ExprNode *e) { return e->clone(*this); };
+  auto f = [this](const ExprNode* e) { return e ? e->clone(*this) : nullptr; };
 
   for (const auto& it : m.static_only_equations)
     static_only_equations.push_back(dynamic_cast<BinaryOpNode*>(f(it)));
+  for (const auto& it : m.static_only_complementarity_conditions)
+    if (it)
+      {
+        const auto& [symb_id, lb, ub] = *it;
+        static_only_complementarity_conditions.emplace_back(in_place, symb_id, f(lb), f(ub));
+      }
+    else
+      static_only_complementarity_conditions.emplace_back(nullopt);
 }
 
-DynamicModel::DynamicModel(SymbolTable &symbol_table_arg,
-                           NumericalConstants &num_constants_arg,
+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}
 {
@@ -104,6 +114,7 @@ DynamicModel::operator=(const DynamicModel &m)
 
   static_only_equations_lineno = m.static_only_equations_lineno;
   static_only_equations_equation_tags = m.static_only_equations_equation_tags;
+  static_only_complementarity_conditions.clear();
   deriv_id_table = m.deriv_id_table;
   inv_deriv_id_table = m.inv_deriv_id_table;
   dyn_jacobian_cols_table = m.dyn_jacobian_cols_table;
@@ -160,43 +171,40 @@ DynamicModel::writeDynamicBytecode(const string &basename) const
     simulation_type = BlockSimulationType::solveBackwardComplete;
 
   // First write the .bin file
-  int u_count_int { writeBytecodeBinFile(basename + "/model/bytecode/dynamic.bin",
+  int u_count_int {
+      writeBytecodeBinFile(basename + "/model/bytecode/dynamic.bin",
                            simulation_type == BlockSimulationType::solveTwoBoundariesComplete)};
 
-  BytecodeWriter code_file {basename + "/model/bytecode/dynamic.cod"};
+  Bytecode::Writer code_file {basename + "/model/bytecode/dynamic.cod"};
 
   // Declare temporary terms
-  code_file << FDIMT_{static_cast<int>(temporary_terms_derivatives[0].size()
+  code_file << Bytecode::FDIMT {static_cast<int>(temporary_terms_derivatives[0].size()
                                                  + temporary_terms_derivatives[1].size())};
 
   // Declare the (single) block
-  vector<int> exo(symbol_table.exo_nbr()), exo_det(symbol_table.exo_det_nbr());
-  iota(exo.begin(), exo.end(), 0);
-  iota(exo_det.begin(), exo_det.end(), 0);
-
-  int jacobian_ncols_endo
-    { static_cast<int>(count_if(dyn_jacobian_cols_table.begin(), dyn_jacobian_cols_table.end(),
-                                [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);
+  auto exo = views::iota(0, symbol_table.exo_nbr());
+  auto exo_det = views::iota(0, symbol_table.exo_det_nbr());
+  auto eq_idx = views::iota(0, static_cast<int>(equations.size()));
+  auto endo_idx = views::iota(0, symbol_table.endo_nbr());
 
-  code_file << FBEGINBLOCK_{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;
+      }))};
+
+  code_file << Bytecode::FBEGINBLOCK {symbol_table.endo_nbr(),
                                       simulation_type,
                                       0,
                                       symbol_table.endo_nbr(),
-                            endo_idx,
-                            eq_idx,
+                                      {endo_idx.begin(), endo_idx.end()},
+                                      {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};
+                                      {exo_det.begin(), exo_det.end()},
+                                      {exo.begin(), exo.end()}};
 
   writeBytecodeHelper<true>(code_file);
 }
@@ -204,7 +212,7 @@ DynamicModel::writeDynamicBytecode(const string &basename) const
 void
 DynamicModel::writeDynamicBlockBytecode(const string& basename) const
 {
-  BytecodeWriter code_file {basename + "/model/bytecode/block/dynamic.cod"};
+  Bytecode::Writer code_file {basename + "/model/bytecode/block/dynamic.cod"};
 
   const filesystem::path bin_filename {basename + "/model/bytecode/block/dynamic.bin"};
   ofstream bin_file {bin_filename, ios::out | ios::binary};
@@ -215,7 +223,7 @@ DynamicModel::writeDynamicBlockBytecode(const string &basename) const
     }
 
   // Temporary variables declaration
-  code_file << FDIMT_{static_cast<int>(blocks_temporary_terms_idxs.size())};
+  code_file << Bytecode::FDIMT {static_cast<int>(blocks_temporary_terms_idxs.size())};
 
   temporary_terms_t temporary_terms_written;
 
@@ -225,13 +233,14 @@ DynamicModel::writeDynamicBlockBytecode(const string &basename) const
 
       // Write section of .bin file except for evaluate blocks and solve simple blocks
       const int u_count {simulation_type == BlockSimulationType::solveTwoBoundariesSimple
-                         || simulation_type == BlockSimulationType::solveTwoBoundariesComplete
+                                 || simulation_type
+                                        == BlockSimulationType::solveTwoBoundariesComplete
                                  || simulation_type == BlockSimulationType::solveBackwardComplete
                                  || simulation_type == BlockSimulationType::solveForwardComplete
                              ? writeBlockBytecodeBinFile(bin_file, block)
                              : 0};
 
-      code_file << FBEGINBLOCK_{blocks[block].mfs_size,
+      code_file << Bytecode::FBEGINBLOCK {blocks[block].mfs_size,
                                           simulation_type,
                                           blocks[block].first_equation,
                                           blocks[block].size,
@@ -243,7 +252,7 @@ DynamicModel::writeDynamicBlockBytecode(const string &basename) const
 
       writeBlockBytecodeHelper<true>(code_file, block, temporary_terms_written);
     }
-  code_file << FEND_{};
+  code_file << Bytecode::FEND {};
 }
 
 void
@@ -254,19 +263,21 @@ DynamicModel::writeDynamicMFile(const string &basename) const
   ostringstream init_output, end_output;
   init_output << "residual = zeros(" << equations.size() << ", 1);";
   writeDynamicMFileHelper(basename, "dynamic_resid", "residual", "dynamic_resid_tt",
-                          temporary_terms_derivatives[0].size(),
-                          "", init_output, end_output, d_output[0], tt_output[0]);
+                          temporary_terms_derivatives[0].size(), "", init_output, end_output,
+                          d_output[0], tt_output[0]);
 
   init_output.str("");
   init_output << "g1 = zeros(" << equations.size() << ", " << getJacobianColsNbr(false) << ");";
   writeDynamicMFileHelper(basename, "dynamic_g1", "g1", "dynamic_g1_tt",
-                          temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size(),
+                          temporary_terms_derivatives[0].size()
+                              + temporary_terms_derivatives[1].size(),
                           "dynamic_resid_tt", init_output, end_output, d_output[1], tt_output[1]);
   writeDynamicMWrapperFunction(basename, "g1");
 
   // For order ≥ 2
   int ncols {getJacobianColsNbr(false)};
-  int ntt { static_cast<int>(temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size())};
+  int ntt {static_cast<int>(temporary_terms_derivatives[0].size()
+                            + temporary_terms_derivatives[1].size())};
   for (size_t i {2}; i < derivatives.size(); i++)
     {
       ncols *= getJacobianColsNbr(false);
@@ -281,15 +292,14 @@ DynamicModel::writeDynamicMFile(const string &basename) const
           init_output << gname << "_i = zeros(" << NNZDerivatives[i] << ",1);" << endl
                       << gname << "_j = zeros(" << NNZDerivatives[i] << ",1);" << endl
                       << gname << "_v = zeros(" << NNZDerivatives[i] << ",1);" << endl;
-          end_output << gname << " = sparse("
-                     << gname << "_i," << gname << "_j," << gname << "_v,"
+          end_output << gname << " = sparse(" << gname << "_i," << gname << "_j," << gname << "_v,"
                      << equations.size() << "," << ncols << ");";
         }
       else
         init_output << gname << " = sparse([],[],[]," << equations.size() << "," << ncols << ");";
       writeDynamicMFileHelper(basename, "dynamic_" + gname, gname, "dynamic_" + gname + "_tt", ntt,
-                              "dynamic_" + gprevname + "_tt", init_output, end_output,
-                              d_output[i], tt_output[i]);
+                              "dynamic_" + gprevname + "_tt", init_output, end_output, d_output[i],
+                              tt_output[i]);
       if (i <= 3)
         writeDynamicMWrapperFunction(basename, gname);
     }
@@ -301,7 +311,7 @@ string
 DynamicModel::reform(const string& name1) const
 {
   string name = name1;
-  int pos = name.find(R"(\)", 0);
+  int pos = name.find('\\', 0);
   while (pos >= 0)
     {
       if (name.substr(pos + 1, 1) != R"(\)")
@@ -310,7 +320,7 @@ DynamicModel::reform(const string &name1) const
           pos++;
         }
       pos++;
-      pos = name.find(R"(\)", pos);
+      pos = name.find('\\', pos);
     }
   return name;
 }
@@ -320,8 +330,7 @@ DynamicModel::printNonZeroHessianEquations(ostream &output) const
 {
   if (nonzero_hessian_eqs.size() != 1)
     output << "[";
-  for (bool printed_something{false};
-       int it : nonzero_hessian_eqs)
+  for (bool printed_something {false}; int it : nonzero_hessian_eqs)
     {
       if (exchange(printed_something, true))
         output << " ";
@@ -351,44 +360,56 @@ DynamicModel::writeDynamicMWrapperFunction(const string &basename, const string
     }
 
   if (ending == "g1")
-    output << "function [residual, g1] = " << name << "(T, y, x, params, steady_state, it_, T_flag)" << endl
-           << "% function [residual, g1] = " << name << "(T, y, x, params, steady_state, it_, T_flag)" << endl;
+    output << "function [residual, g1] = " << name << "(T, y, x, params, steady_state, it_, T_flag)"
+           << endl
+           << "% function [residual, g1] = " << name
+           << "(T, y, x, params, steady_state, it_, T_flag)" << endl;
   else if (ending == "g2")
-    output << "function [residual, g1, g2] = " << name << "(T, y, x, params, steady_state, it_, T_flag)" << endl
-           << "% function [residual, g1, g2] = " << name << "(T, y, x, params, steady_state, it_, T_flag)" << endl;
+    output << "function [residual, g1, g2] = " << name
+           << "(T, y, x, params, steady_state, it_, T_flag)" << endl
+           << "% function [residual, g1, g2] = " << name
+           << "(T, y, x, params, steady_state, it_, T_flag)" << endl;
   else if (ending == "g3")
-    output << "function [residual, g1, g2, g3] = " << name << "(T, y, x, params, steady_state, it_, T_flag)" << endl
-           << "% function [residual, g1, g2, g3] = " << name << "(T, y, x, params, steady_state, it_, T_flag)" << endl;
+    output << "function [residual, g1, g2, g3] = " << name
+           << "(T, y, x, params, steady_state, it_, T_flag)" << endl
+           << "% function [residual, g1, g2, g3] = " << name
+           << "(T, y, x, params, steady_state, it_, T_flag)" << endl;
 
   output << "%" << endl
          << "% Wrapper function automatically created by Dynare" << endl
          << "%" << endl
          << endl
          << "    if T_flag" << endl
-         << "        T = " << basename << ".dynamic_" << ending << "_tt(T, y, x, params, steady_state, it_);" << endl
+         << "        T = " << basename << ".dynamic_" << ending
+         << "_tt(T, y, x, params, steady_state, it_);" << endl
          << "    end" << endl;
 
   if (ending == "g1")
-    output << "    residual = " << basename << ".dynamic_resid(T, y, x, params, steady_state, it_, false);" << endl
-           << "    g1       = " << basename << ".dynamic_g1(T, y, x, params, steady_state, it_, false);" << endl;
+    output << "    residual = " << basename
+           << ".dynamic_resid(T, y, x, params, steady_state, it_, false);" << endl
+           << "    g1       = " << basename
+           << ".dynamic_g1(T, y, x, params, steady_state, it_, false);" << endl;
   else if (ending == "g2")
-    output << "    [residual, g1] = " << basename << ".dynamic_resid_g1(T, y, x, params, steady_state, it_, false);" << endl
-           << "    g2       = " << basename << ".dynamic_g2(T, y, x, params, steady_state, it_, false);" << endl;
+    output << "    [residual, g1] = " << basename
+           << ".dynamic_resid_g1(T, y, x, params, steady_state, it_, false);" << endl
+           << "    g2       = " << basename
+           << ".dynamic_g2(T, y, x, params, steady_state, it_, false);" << endl;
   else if (ending == "g3")
-    output << "    [residual, g1, g2] = " << basename << ".dynamic_resid_g1_g2(T, y, x, params, steady_state, it_, false);" << endl
-           << "    g3       = " << basename << ".dynamic_g3(T, y, x, params, steady_state, it_, false);" << endl;
+    output << "    [residual, g1, g2] = " << basename
+           << ".dynamic_resid_g1_g2(T, y, x, params, steady_state, it_, false);" << endl
+           << "    g3       = " << basename
+           << ".dynamic_g3(T, y, x, params, steady_state, it_, false);" << endl;
 
   output << endl << "end" << endl;
   output.close();
 }
 
 void
-DynamicModel::writeDynamicMFileHelper(const string &basename,
-                                      const string &name, const string &retvalname,
-                                      const string &name_tt, size_t ttlen,
-                                      const string &previous_tt_name,
-                                      const ostringstream &init_s, const ostringstream &end_s,
-                                      const ostringstream &s, const ostringstream &s_tt) const
+DynamicModel::writeDynamicMFileHelper(const string& basename, const string& name,
+                                      const string& retvalname, const string& name_tt, size_t ttlen,
+                                      const string& previous_tt_name, const ostringstream& init_s,
+                                      const ostringstream& end_s, const ostringstream& s,
+                                      const ostringstream& s_tt) const
 {
   filesystem::path filename {packageDir(basename) / (name_tt + ".m")};
   ofstream output {filename, ios::out | ios::binary};
@@ -404,27 +425,43 @@ DynamicModel::writeDynamicMFileHelper(const string &basename,
          << "% File created by Dynare Preprocessor from .mod file" << endl
          << "%" << endl
          << "% Inputs:" << endl
-         << "%   T             [#temp variables by 1]     double  vector of temporary terms to be filled by function" << endl
-         << "%   y             [#dynamic variables by 1]  double  vector of endogenous variables in the order stored" << endl
-         << "%                                                    in M_.lead_lag_incidence; see the Manual" << endl
-         << "%   x             [nperiods by M_.exo_nbr]   double  matrix of exogenous variables (in declaration order)" << endl
-         << "%                                                    for all simulation periods" << endl
-         << "%   steady_state  [M_.endo_nbr by 1]         double  vector of steady state values" << endl
-         << "%   params        [M_.param_nbr by 1]        double  vector of parameter values in declaration order" << endl
-         << "%   it_           scalar                     double  time period for exogenous variables for which" << endl
+         << "%   T             [#temp variables by 1]     double  vector of temporary terms to be "
+            "filled by function"
+         << endl
+         << "%   y             [#dynamic variables by 1]  double  vector of endogenous variables "
+            "in the order stored"
+         << endl
+         << "%                                                    in M_.lead_lag_incidence; see "
+            "the Manual"
+         << endl
+         << "%   x             [nperiods by M_.exo_nbr]   double  matrix of exogenous variables "
+            "(in declaration order)"
+         << endl
+         << "%                                                    for all simulation periods"
+         << endl
+         << "%   steady_state  [M_.endo_nbr by 1]         double  vector of steady state values"
+         << endl
+         << "%   params        [M_.param_nbr by 1]        double  vector of parameter values in "
+            "declaration order"
+         << endl
+         << "%   it_           scalar                     double  time period for exogenous "
+            "variables for which"
+         << endl
          << "%                                                    to evaluate the model" << endl
          << "%" << endl
          << "% Output:" << endl
          << "%   T           [#temp variables by 1]       double  vector of temporary terms" << endl
-         << "%" << endl << endl
+         << "%" << endl
+         << endl
          << "assert(length(T) >= " << ttlen << ");" << endl
          << endl;
 
   if (!previous_tt_name.empty())
-    output << "T = " << basename << "." << previous_tt_name << "(T, y, x, params, steady_state, it_);" << endl << endl;
+    output << "T = " << basename << "." << previous_tt_name
+           << "(T, y, x, params, steady_state, it_);" << endl
+           << endl;
 
-  output << s_tt.str() << endl
-         << "end" << endl;
+  output << s_tt.str() << endl << "end" << endl;
   output.close();
 
   filename = packageDir(basename) / (name + ".m");
@@ -435,36 +472,53 @@ DynamicModel::writeDynamicMFileHelper(const string &basename,
       exit(EXIT_FAILURE);
     }
 
-  output << "function " << retvalname << " = " << name << "(T, y, x, params, steady_state, it_, T_flag)" << endl
-         << "% function " << retvalname << " = " << name << "(T, y, x, params, steady_state, it_, T_flag)" << endl
+  output << "function " << retvalname << " = " << name
+         << "(T, y, x, params, steady_state, it_, T_flag)" << endl
+         << "% function " << retvalname << " = " << name
+         << "(T, y, x, params, steady_state, it_, T_flag)" << endl
          << "%" << endl
          << "% File created by Dynare Preprocessor from .mod file" << endl
          << "%" << endl
          << "% Inputs:" << endl
-         << "%   T             [#temp variables by 1]     double   vector of temporary terms to be filled by function" << endl
-         << "%   y             [#dynamic variables by 1]  double   vector of endogenous variables in the order stored" << endl
-         << "%                                                     in M_.lead_lag_incidence; see the Manual" << endl
-         << "%   x             [nperiods by M_.exo_nbr]   double   matrix of exogenous variables (in declaration order)" << endl
-         << "%                                                     for all simulation periods" << endl
-         << "%   steady_state  [M_.endo_nbr by 1]         double   vector of steady state values" << endl
-         << "%   params        [M_.param_nbr by 1]        double   vector of parameter values in declaration order" << endl
-         << "%   it_           scalar                     double   time period for exogenous variables for which" << endl
+         << "%   T             [#temp variables by 1]     double   vector of temporary terms to be "
+            "filled by function"
+         << endl
+         << "%   y             [#dynamic variables by 1]  double   vector of endogenous variables "
+            "in the order stored"
+         << endl
+         << "%                                                     in M_.lead_lag_incidence; see "
+            "the Manual"
+         << endl
+         << "%   x             [nperiods by M_.exo_nbr]   double   matrix of exogenous variables "
+            "(in declaration order)"
+         << endl
+         << "%                                                     for all simulation periods"
+         << endl
+         << "%   steady_state  [M_.endo_nbr by 1]         double   vector of steady state values"
+         << endl
+         << "%   params        [M_.param_nbr by 1]        double   vector of parameter values in "
+            "declaration order"
+         << endl
+         << "%   it_           scalar                     double   time period for exogenous "
+            "variables for which"
+         << endl
          << "%                                                     to evaluate the model" << endl
-         << "%   T_flag        boolean                    boolean  flag saying whether or not to calculate temporary terms" << endl
+         << "%   T_flag        boolean                    boolean  flag saying whether or not to "
+            "calculate temporary terms"
+         << endl
          << "%" << endl
          << "% Output:" << endl
          << "%   " << retvalname << endl
-         << "%" << endl << endl;
+         << "%" << endl
+         << endl;
 
   if (!name_tt.empty())
     output << "if T_flag" << endl
-           << "    T = " << basename << "." << name_tt << "(T, y, x, params, steady_state, it_);" << endl
+           << "    T = " << basename << "." << name_tt << "(T, y, x, params, steady_state, it_);"
+           << endl
            << "end" << endl;
 
-  output << init_s.str() << endl
-         << s.str()
-         << end_s.str() << endl
-         << "end" << endl;
+  output << init_s.str() << endl << s.str() << end_s.str() << endl << "end" << endl;
   output.close();
 }
 
@@ -478,18 +532,24 @@ DynamicModel::writeDynamicMCompatFile(const string &basename) const
       cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl;
       exit(EXIT_FAILURE);
     }
-  int ntt { static_cast<int>(temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() + temporary_terms_derivatives[2].size() + temporary_terms_derivatives[3].size()) };
+  int ntt {static_cast<int>(
+      temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size()
+      + temporary_terms_derivatives[2].size() + temporary_terms_derivatives[3].size())};
 
   output << "function [residual, g1, g2, g3] = dynamic(y, x, params, steady_state, it_)" << endl
          << "    T = NaN(" << ntt << ", 1);" << endl
          << "    if nargout <= 1" << endl
-         << "        residual = " << basename << ".dynamic_resid(T, y, x, params, steady_state, it_, true);" << endl
+         << "        residual = " << basename
+         << ".dynamic_resid(T, y, x, params, steady_state, it_, true);" << endl
          << "    elseif nargout == 2" << endl
-         << "        [residual, g1] = " << basename << ".dynamic_resid_g1(T, y, x, params, steady_state, it_, true);" << endl
+         << "        [residual, g1] = " << basename
+         << ".dynamic_resid_g1(T, y, x, params, steady_state, it_, true);" << endl
          << "    elseif nargout == 3" << endl
-         << "        [residual, g1, g2] = " << basename << ".dynamic_resid_g1_g2(T, y, x, params, steady_state, it_, true);" << endl
+         << "        [residual, g1, g2] = " << basename
+         << ".dynamic_resid_g1_g2(T, y, x, params, steady_state, it_, true);" << endl
          << "    else" << endl
-         << "        [residual, g1, g2, g3] = " << basename << ".dynamic_resid_g1_g2_g3(T, y, x, params, steady_state, it_, true);" << endl
+         << "        [residual, g1, g2, g3] = " << basename
+         << ".dynamic_resid_g1_g2_g3(T, y, x, params, steady_state, it_, true);" << endl
          << "    end" << endl
          << "end" << endl;
 
@@ -499,8 +559,7 @@ DynamicModel::writeDynamicMCompatFile(const string &basename) const
 vector<map<string, string>>
 DynamicModel::parseIncludeExcludeEquations(const string& inc_exc_option_value, bool exclude_eqs)
 {
-  auto removeLeadingTrailingWhitespace = [](string &str)
-  {
+  auto removeLeadingTrailingWhitespace = [](string& str) {
     str.erase(0, str.find_first_not_of("\t\n\v\f\r "));
     str.erase(str.find_last_not_of("\t\n\v\f\r ") + 1);
   };
@@ -523,12 +582,12 @@ DynamicModel::parseIncludeExcludeEquations(const string &inc_exc_option_value, b
           removeLeadingTrailingWhitespace(line);
           if (!line.empty())
             {
-              if (tags.empty() && line.find("=") != string::npos)
+              if (tags.empty() && line.find('=') != string::npos)
                 {
                   tagname_on_first_line = true;
                   tags += line + "(";
                 }
-              else if (line.find("'") != string::npos)
+              else if (line.find('\'') != string::npos)
                 tags += line + ",";
               else
                 tags += "'" + line + "',";
@@ -576,7 +635,8 @@ DynamicModel::parseIncludeExcludeEquations(const string &inc_exc_option_value, b
 
   string quote_regex = "'[^']+'";
   string non_quote_regex = R"([^,\s]+)";
-  regex r(R"((\s*)" + quote_regex + "|" + non_quote_regex + R"(\s*)(,\s*()" + quote_regex + "|" + non_quote_regex + R"()\s*)*)");
+  regex r(R"((\s*)" + quote_regex + "|" + non_quote_regex + R"(\s*)(,\s*()" + quote_regex + "|"
+          + non_quote_regex + R"()\s*)*)");
   if (!regex_match(tags, r))
     {
       cerr << "ERROR: " << (exclude_eqs ? "exclude_eqs" : "include_eqs")
@@ -586,8 +646,7 @@ DynamicModel::parseIncludeExcludeEquations(const string &inc_exc_option_value, b
 
   vector<map<string, string>> eq_tag_set;
   regex s(quote_regex + "|" + non_quote_regex);
-  for (auto it = sregex_iterator(tags.begin(), tags.end(), s);
-       it != sregex_iterator(); ++it)
+  for (auto it = sregex_iterator(tags.begin(), tags.end(), s); it != sregex_iterator(); ++it)
     {
       string_view str {it->str()};
       if (str.front() == '\'' && str.back() == '\'')
@@ -601,10 +660,10 @@ DynamicModel::parseIncludeExcludeEquations(const string &inc_exc_option_value, b
 }
 
 vector<int>
-DynamicModel::removeEquationsHelper(set<map<string, string>> &listed_eqs_by_tag, bool exclude_eqs,
-                                    bool excluded_vars_change_type,
-                                    vector<BinaryOpNode *> &all_equations,
-                                    vector<optional<int>> &all_equations_lineno,
+DynamicModel::removeEquationsHelper(
+    set<map<string, string>>& listed_eqs_by_tag, bool exclude_eqs, bool excluded_vars_change_type,
+    vector<BinaryOpNode*>& all_equations, vector<optional<int>>& all_equations_lineno,
+    vector<optional<tuple<int, expr_t, expr_t>>>& all_complementarity_conditions,
     EquationTags& all_equation_tags, bool static_equations) const
 {
   if (all_equations.empty())
@@ -616,8 +675,7 @@ DynamicModel::removeEquationsHelper(set<map<string, string>> &listed_eqs_by_tag,
      the caller knows which tag pairs have not been handled. */
   set<int> listed_eqs_by_number;
   for (auto it = listed_eqs_by_tag.begin(); it != listed_eqs_by_tag.end();)
-    if (auto tmp = all_equation_tags.getEqnsByTags(*it);
-        !tmp.empty())
+    if (auto tmp = all_equation_tags.getEqnsByTags(*it); !tmp.empty())
       {
         listed_eqs_by_number.insert(tmp.begin(), tmp.end());
         it = listed_eqs_by_tag.erase(it);
@@ -637,6 +695,7 @@ DynamicModel::removeEquationsHelper(set<map<string, string>> &listed_eqs_by_tag,
   // remove from equations, equations_lineno, equation_tags
   vector<BinaryOpNode*> new_equations;
   vector<optional<int>> new_equations_lineno;
+  vector<optional<tuple<int, expr_t, expr_t>>> new_complementarity_conditions;
   map<int, int> old_eqn_num_2_new;
   vector<int> excluded_vars;
   for (size_t i = 0; i < all_equations.size(); i++)
@@ -655,7 +714,9 @@ DynamicModel::removeEquationsHelper(set<map<string, string>> &listed_eqs_by_tag,
                 else
                   {
                     cerr << "ERROR: Equation " << i + 1
-                         << " has been excluded but it does not have a single variable on its left-hand side or an `endogenous` tag" << endl;
+                         << " has been excluded but it does not have a single variable on its "
+                            "left-hand side or an `endogenous` tag"
+                         << endl;
                     exit(EXIT_FAILURE);
                   }
               }
@@ -666,11 +727,13 @@ DynamicModel::removeEquationsHelper(set<map<string, string>> &listed_eqs_by_tag,
         new_equations.emplace_back(all_equations[i]);
         old_eqn_num_2_new[i] = new_equations.size() - 1;
         new_equations_lineno.emplace_back(all_equations_lineno[i]);
+        new_complementarity_conditions.emplace_back(all_complementarity_conditions[i]);
       }
   int n_excl = all_equations.size() - new_equations.size();
 
-  all_equations = new_equations;
-  all_equations_lineno = new_equations_lineno;
+  all_equations = move(new_equations);
+  all_equations_lineno = move(new_equations_lineno);
+  all_complementarity_conditions = move(new_complementarity_conditions);
 
   all_equation_tags.erase(eqs_to_delete_by_number, old_eqn_num_2_new);
 
@@ -680,36 +743,42 @@ DynamicModel::removeEquationsHelper(set<map<string, string>> &listed_eqs_by_tag,
         if (excluded_vars[i] == excluded_vars[j])
           {
             cerr << "ERROR: Variable " << symbol_table.getName(i) << " was excluded twice"
-                 << " via a model_remove or model_replace statement, or via the include_eqs or exclude_eqs option" << endl;
+                 << " via a model_remove or model_replace statement, or via the include_eqs or "
+                    "exclude_eqs option"
+                 << endl;
             exit(EXIT_FAILURE);
           }
 
-  cout << "Excluded " << n_excl << (static_equations ? " static " : " dynamic ")
-       << "equation" << (n_excl > 1 ? "s" : "") << " via model_remove or model_replace statement, or via include_eqs or exclude_eqs option" << endl;
+  cout << "Excluded " << n_excl << (static_equations ? " static " : " dynamic ") << "equation"
+       << (n_excl > 1 ? "s" : "")
+       << " via model_remove or model_replace statement, or via include_eqs or exclude_eqs option"
+       << endl;
 
   return excluded_vars;
 }
 
 void
-DynamicModel::removeEquations(const vector<map<string, string>> &listed_eqs_by_tag, bool exclude_eqs,
-                              bool excluded_vars_change_type)
+DynamicModel::removeEquations(const vector<map<string, string>>& listed_eqs_by_tag,
+                              bool exclude_eqs, bool excluded_vars_change_type)
 {
   /* Convert the const vector to a (mutable) set */
   set listed_eqs_by_tag2(listed_eqs_by_tag.begin(), listed_eqs_by_tag.end());
 
-  vector<int> excluded_vars = removeEquationsHelper(listed_eqs_by_tag2, exclude_eqs,
-                                                    excluded_vars_change_type,
-                                                    equations, equations_lineno,
-                                                    equation_tags, false);
+  vector<int> excluded_vars
+      = removeEquationsHelper(listed_eqs_by_tag2, exclude_eqs, excluded_vars_change_type, equations,
+                              equations_lineno, complementarity_conditions, equation_tags, false);
 
   // Ignore output because variables are not excluded when equations marked 'static' are excluded
   removeEquationsHelper(listed_eqs_by_tag2, exclude_eqs, excluded_vars_change_type,
                         static_only_equations, static_only_equations_lineno,
-                        static_only_equations_equation_tags, true);
+                        static_only_complementarity_conditions, static_only_equations_equation_tags,
+                        true);
 
   if (!listed_eqs_by_tag2.empty())
     {
-      cerr << "ERROR: model_remove/model_replace/exclude_eqs/include_eqs: The equations specified by" << endl;
+      cerr
+          << "ERROR: model_remove/model_replace/exclude_eqs/include_eqs: The equations specified by"
+          << endl;
       for (const auto& m : listed_eqs_by_tag)
         {
           cerr << " ";
@@ -746,12 +815,18 @@ DynamicModel::removeEquations(const vector<map<string, string>> &listed_eqs_by_t
         if (eqn_vars.contains(ev))
           {
             symbol_table.changeType(ev, SymbolType::exogenous);
-            cerr << "Variable '" << symbol_table.getName(ev) << "' turned into an exogenous, as its defining equation has been removed (but it still appears in an equation)" << endl;
+            cerr << "Variable '" << symbol_table.getName(ev)
+                 << "' turned into an exogenous, as its defining equation has been removed (but it "
+                    "still appears in an equation)"
+                 << endl;
           }
         else
           {
             symbol_table.changeType(ev, SymbolType::excludedVariable);
-            cerr << "Variable '" << symbol_table.getName(ev) << "' has been excluded from the model, as its defining equation has been removed and it appears nowhere else" << endl;
+            cerr << "Variable '" << symbol_table.getName(ev)
+                 << "' has been excluded from the model, as its defining equation has been removed "
+                    "and it appears nowhere else"
+                 << endl;
           }
     }
 }
@@ -771,7 +846,9 @@ DynamicModel::includeExcludeEquations(const string &inc_exc_option_value, bool e
      ModFile::transformPass(), so we must do the check again */
   if (staticOnlyEquationsNbr() != dynamicOnlyEquationsNbr())
     {
-      cerr << "ERROR: exclude_eqs/include_eqs: You must remove the same number of equations marked `static` as equations marked `dynamic`." << endl;
+      cerr << "ERROR: exclude_eqs/include_eqs: You must remove the same number of equations marked "
+              "`static` as equations marked `dynamic`."
+           << endl;
       exit(EXIT_FAILURE);
     }
 }
@@ -779,26 +856,33 @@ DynamicModel::includeExcludeEquations(const string &inc_exc_option_value, bool e
 void
 DynamicModel::writeBlockDriverOutput(ostream& output) const
 {
-  output << "M_.block_structure.time_recursive = " << boolalpha << time_recursive_block_decomposition << ";" << endl;
+  output << "M_.block_structure.time_recursive = " << boolalpha
+         << time_recursive_block_decomposition << ";" << endl;
 
   for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
     {
       int block_size = blocks[blk].size;
-      output << "M_.block_structure.block(" << blk+1 << ").Simulation_Type = " << static_cast<int>(blocks[blk].simulation_type) << ";" << endl
-             << "M_.block_structure.block(" << blk+1 << ").endo_nbr = " << block_size << ";" << endl
-             << "M_.block_structure.block(" << blk+1 << ").mfs = " << blocks[blk].mfs_size << ";" << endl
+      output << "M_.block_structure.block(" << blk + 1
+             << ").Simulation_Type = " << static_cast<int>(blocks[blk].simulation_type) << ";"
+             << endl
+             << "M_.block_structure.block(" << blk + 1 << ").endo_nbr = " << block_size << ";"
+             << endl
+             << "M_.block_structure.block(" << blk + 1 << ").mfs = " << blocks[blk].mfs_size << ";"
+             << endl
              << "M_.block_structure.block(" << blk + 1 << ").equation = [";
       for (int eq = 0; eq < block_size; eq++)
         output << " " << getBlockEquationID(blk, eq) + 1;
-      output << "];" << endl
-             << "M_.block_structure.block(" << blk+1 << ").variable = [";
+      output << "];" << endl << "M_.block_structure.block(" << blk + 1 << ").variable = [";
       for (int var = 0; var < block_size; var++)
         output << " " << getBlockVariableID(blk, var) + 1;
       output << "];" << endl
-             << "M_.block_structure.block(" << blk+1 << ").is_linear = " << boolalpha << blocks[blk].linear << ';' << endl
-             << "M_.block_structure.block(" << blk+1 << ").NNZDerivatives = " << blocks_derivatives[blk].size() << ';' << endl
+             << "M_.block_structure.block(" << blk + 1 << ").is_linear = " << boolalpha
+             << blocks[blk].linear << ';' << endl
+             << "M_.block_structure.block(" << blk + 1
+             << ").NNZDerivatives = " << blocks_derivatives[blk].size() << ';' << endl
              << "M_.block_structure.block(" << blk + 1 << ").bytecode_jacob_cols_to_sparse = [";
-      const bool one_boundary {blocks[blk].simulation_type == BlockSimulationType::solveBackwardSimple
+      const bool one_boundary {
+          blocks[blk].simulation_type == BlockSimulationType::solveBackwardSimple
           || blocks[blk].simulation_type == BlockSimulationType::solveForwardSimple
           || blocks[blk].simulation_type == BlockSimulationType::solveBackwardComplete
           || blocks[blk].simulation_type == BlockSimulationType::solveForwardComplete};
@@ -813,9 +897,13 @@ DynamicModel::writeBlockDriverOutput(ostream &output) const
       for (auto& [key, index] : blocks_jacob_cols_endo[blk])
         {
           auto [var, lag] {key};
-          if (var >= blocks[blk].getRecursiveSize() // NB: this check can be removed once Jacobian no longer contains columns for derivatives w.r.t. recursive variables
+          if (var >= blocks[blk].getRecursiveSize() // NB: this check can be removed once Jacobian
+                                                    // no longer contains columns for derivatives
+                                                    // w.r.t. recursive variables
               && !(one_boundary && lag != 0))
-            bytecode_jacob_cols_to_sparse[index] = static_cast<int>(!one_boundary)*(lag+1)*blocks[blk].mfs_size + var - blocks[blk].getRecursiveSize();
+            bytecode_jacob_cols_to_sparse[index]
+                = static_cast<int>(!one_boundary) * (lag + 1) * blocks[blk].mfs_size + var
+                  - blocks[blk].getRecursiveSize();
           else
             bytecode_jacob_cols_to_sparse[index] = -1;
         }
@@ -829,16 +917,14 @@ DynamicModel::writeBlockDriverOutput(ostream &output) const
   output << "M_.block_structure.variable_reordered = [";
   for (int i = 0; i < symbol_table.endo_nbr(); i++)
     output << " " << endo_idx_block2orig[i] + 1;
-  output << "];" << endl
-         << "M_.block_structure.equation_reordered = [";
+  output << "];" << endl << "M_.block_structure.equation_reordered = [";
   for (int i = 0; i < symbol_table.endo_nbr(); i++)
     output << " " << eq_idx_block2orig[i] + 1;
   output << "];" << endl;
 
   map<int, set<pair<int, int>>> lag_row_incidence;
   for (const auto& [indices, d1] : derivatives[1])
-    if (int deriv_id = indices[1];
-        getTypeByDerivID(deriv_id) == SymbolType::endogenous)
+    if (int deriv_id = indices[1]; getTypeByDerivID(deriv_id) == SymbolType::endogenous)
       {
         int eq = indices[0];
         int var {getTypeSpecificIDByDerivID(deriv_id)};
@@ -847,13 +933,16 @@ DynamicModel::writeBlockDriverOutput(ostream &output) const
       }
   for (auto [lag, eq_var_set] : lag_row_incidence)
     {
-      output << "M_.block_structure.incidence(" << max_endo_lag+lag+1 << ").lead_lag = " << lag << ";" << endl
-             << "M_.block_structure.incidence(" << max_endo_lag+lag+1 << ").sparse_IM = [" << endl;
+      output << "M_.block_structure.incidence(" << max_endo_lag + lag + 1 << ").lead_lag = " << lag
+             << ";" << endl
+             << "M_.block_structure.incidence(" << max_endo_lag + lag + 1 << ").sparse_IM = ["
+             << endl;
       for (auto [eq, var] : eq_var_set)
         output << " " << eq + 1 << " " << var + 1 << ";" << endl;
       output << "];" << endl;
     }
-  output << "M_.block_structure.dyn_tmp_nbr = " << blocks_temporary_terms_idxs.size() << ';' << endl;
+  output << "M_.block_structure.dyn_tmp_nbr = " << blocks_temporary_terms_idxs.size() << ';'
+         << endl;
 }
 
 void
@@ -876,20 +965,15 @@ DynamicModel::writeDriverOutput(ostream &output, bool compute_xrefs) const
          << "M_.orig_maximum_exo_det_lead = " << max_exo_det_lead_orig << ";" << endl
          << "M_.orig_maximum_lag = " << max_lag_orig << ";" << endl
          << "M_.orig_maximum_lead = " << max_lead_orig << ";" << endl
-         << "M_.orig_maximum_lag_with_diffs_expanded = " << max_lag_with_diffs_expanded_orig << ";" << endl
+         << "M_.orig_maximum_lag_with_diffs_expanded = " << max_lag_with_diffs_expanded_orig << ";"
+         << endl
          << "M_.lead_lag_incidence = [";
   // Loop on endogenous variables
-  int nstatic = 0,
-    nfwrd = 0,
-    npred = 0,
-    nboth = 0;
+  int nstatic = 0, nfwrd = 0, npred = 0, nboth = 0;
   for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
     {
       output << endl;
-      int sstatic = 1,
-        sfwrd = 0,
-        spred = 0,
-        sboth = 0;
+      int sstatic = 1, sfwrd = 0, spred = 0, sboth = 0;
       // Loop on periods
       for (int lag = -max_endo_lag; lag <= max_endo_lead; lag++)
         {
@@ -955,20 +1039,12 @@ DynamicModel::writeDriverOutput(ostream &output, bool compute_xrefs) const
 
   /* Say if static and dynamic models differ (because of [static] and [dynamic]
      equation tags) */
-  output << "M_.static_and_dynamic_models_differ = "
-         << boolalpha << (static_only_equations.size() > 0)
-         << ";" << endl;
+  output << "M_.static_and_dynamic_models_differ = " << boolalpha
+         << (static_only_equations.size() > 0) << ";" << endl;
 
   // Say if model contains an external function call
-  bool has_external_function = false;
-  for (auto equation : equations)
-    if (equation->containsExternalFunction())
-      {
-        has_external_function = true;
-        break;
-      }
-  output << "M_.has_external_function = " << boolalpha << has_external_function
-         << ';' << endl;
+  output << "M_.has_external_function = " << boolalpha
+         << ranges::any_of(equations, &ExprNode::containsExternalFunction) << ';' << endl;
 
   // Compute list of state variables, ordered in block-order
   vector<int> state_var;
@@ -978,7 +1054,7 @@ DynamicModel::writeDriverOutput(ostream &output, bool compute_xrefs) const
       try
         {
           getDerivID(symbol_table.getID(SymbolType::endogenous, endo_idx_block2orig[endoID]), lag);
-          if (find(state_var.begin(), state_var.end(), endo_idx_block2orig[endoID]) == state_var.end())
+          if (ranges::find(state_var, endo_idx_block2orig[endoID]) == state_var.end())
             state_var.push_back(endo_idx_block2orig[endoID]);
         }
       catch (UnknownDerivIDException& e)
@@ -1010,27 +1086,32 @@ DynamicModel::writeDriverOutput(ostream &output, bool compute_xrefs) const
     {
       output << "M_.maximum_exo_det_lag = " << max_exo_det_lag << ";" << endl
              << "M_.maximum_exo_det_lead = " << max_exo_det_lead << ";" << endl
-             << "oo_.exo_det_steady_state = zeros(" << symbol_table.exo_det_nbr() << ", 1);" << endl;
+             << "oo_.exo_det_steady_state = zeros(" << symbol_table.exo_det_nbr() << ", 1);"
+             << endl;
     }
 
-  output << "M_.params = " << "NaN(" << symbol_table.param_nbr() << ", 1);" << endl;
+  output << "M_.params = "
+         << "NaN(" << symbol_table.param_nbr() << ", 1);" << endl;
 
   string empty_cell = "cell(" + to_string(symbol_table.endo_nbr()) + ", 1)";
-  output << "M_.endo_trends = struct('deflator', " << empty_cell
-         << ", 'log_deflator', " << empty_cell << ", 'growth_factor', " << empty_cell
-         << ", 'log_growth_factor', " << empty_cell << ");" << endl;
+  output << "M_.endo_trends = struct('deflator', " << empty_cell << ", 'log_deflator', "
+         << empty_cell << ", 'growth_factor', " << empty_cell << ", 'log_growth_factor', "
+         << empty_cell << ");" << endl;
   for (int i = 0; i < symbol_table.endo_nbr(); i++)
     {
       int symb_id = symbol_table.getID(SymbolType::endogenous, i);
       if (auto it = nonstationary_symbols_map.find(symb_id); it != nonstationary_symbols_map.end())
         {
           auto [is_log, deflator] = it->second;
-          output << "M_.endo_trends(" << i+1 << ")."
-                 << (is_log ? "log_deflator" : "deflator") << " = '";
+          output << "M_.endo_trends(" << i + 1 << ")." << (is_log ? "log_deflator" : "deflator")
+                 << " = '";
           deflator->writeJsonOutput(output, {}, {});
           output << "';" << endl;
 
-          auto growth_factor = const_cast<DynamicModel *>(this)->AddDivide(deflator, deflator->decreaseLeadsLags(1))->removeTrendLeadLag(trend_symbols_map)->replaceTrendVar();
+          auto growth_factor = const_cast<DynamicModel*>(this)
+                                   ->AddDivide(deflator, deflator->decreaseLeadsLags(1))
+                                   ->removeTrendLeadLag(trend_symbols_map)
+                                   ->replaceTrendVar();
           output << "M_.endo_trends(" << i + 1 << ")."
                  << (is_log ? "log_growth_factor" : "growth_factor") << " = '";
           growth_factor->writeJsonOutput(output, {}, {});
@@ -1048,7 +1129,7 @@ DynamicModel::writeDriverOutput(ostream &output, bool compute_xrefs) const
     output << (i > computed_derivs_order ? -1 : NNZDerivatives[i]) << "; ";
   output << "];" << endl;
 
-  writeDriverSparseIndicesHelper<true>(output);
+  writeDriverSparseIndicesHelper("dynamic", output);
 
   // Write LHS of each equation in text form
   output << "M_.lhs = {" << endl;
@@ -1059,6 +1140,11 @@ DynamicModel::writeDriverOutput(ostream &output, bool compute_xrefs) const
       output << "'; " << endl;
     }
   output << "};" << endl;
+
+  output << "M_.dynamic_mcp_equations_reordering = [";
+  for (auto i : mcp_equations_reordering)
+    output << i + 1 << "; ";
+  output << "];" << endl;
 }
 
 void
@@ -1075,8 +1161,8 @@ DynamicModel::updateVarAndTrendModel() const
     {
       map<string, vector<optional<int>>> trend_varr;
       map<string, vector<set<pair<int, int>>>> rhsr;
-      for (const auto &[model_name, eqns] : (var ? var_model_table.getEqNums()
-                                             : trend_component_model_table.getEqNums()))
+      for (const auto& [model_name, eqns] :
+           (var ? var_model_table.getEqNums() : trend_component_model_table.getEqNums()))
         {
           vector<int> lhs, trend_lhs;
           vector<optional<int>> trend_var;
@@ -1115,25 +1201,28 @@ DynamicModel::updateVarAndTrendModel() const
                     catch (...)
                       {
                       }
-                  optional<int> trend_var_symb_id = equations[eqn]->arg2->findTargetVariable(lhs_symb_id);
+                  optional<int> trend_var_symb_id
+                      = equations[eqn]->arg2->findTargetVariable(lhs_symb_id);
                   if (trend_var_symb_id)
                     {
                       if (symbol_table.isDiffAuxiliaryVariable(*trend_var_symb_id))
                         try
                           {
-                            trend_var_symb_id = symbol_table.getOrigSymbIdForAuxVar(*trend_var_symb_id);
+                            trend_var_symb_id
+                                = symbol_table.getOrigSymbIdForAuxVar(*trend_var_symb_id);
                           }
                         catch (...)
                           {
                           }
-                      if (find(trend_lhs.begin(), trend_lhs.end(), *trend_var_symb_id) == trend_lhs.end())
+                      if (ranges::find(trend_lhs, *trend_var_symb_id) == trend_lhs.end())
                         {
                           cerr << "ERROR: trend found in trend_component equation #" << eqn << " ("
-                               << symbol_table.getName(*trend_var_symb_id) << ") does not correspond to a trend equation" << endl;
+                               << symbol_table.getName(*trend_var_symb_id)
+                               << ") does not correspond to a trend equation" << endl;
                           exit(EXIT_FAILURE);
                         }
                     }
-                  trend_var.push_back(move(trend_var_symb_id));
+                  trend_var.push_back(trend_var_symb_id);
                 }
             }
 
@@ -1237,13 +1326,16 @@ DynamicModel::fillVarModelTableFromOrigModel() const
             if (lag > 0)
               {
                 cerr << "ERROR: in Equation " << eqtag.value_or(to_string(eqn + 1))
-                     << ". A VAR model may not have leaded endogenous variables on the RHS. " << endl;
+                     << ". A VAR model may not have leaded endogenous variables on the RHS. "
+                     << endl;
                 exit(EXIT_FAILURE);
               }
             else if (!var_model_table.getStructural().at(model_name) && lag == 0)
               {
                 cerr << "ERROR: in Equation " << eqtag.value_or(to_string(eqn + 1))
-                     << ". A non-structural VAR model may not have contemporaneous endogenous variables on the RHS. " << endl;
+                     << ". A non-structural VAR model may not have contemporaneous endogenous "
+                        "variables on the RHS. "
+                     << endl;
                 exit(EXIT_FAILURE);
               }
 
@@ -1252,15 +1344,16 @@ DynamicModel::fillVarModelTableFromOrigModel() const
             if (lag != 0)
               {
                 cerr << "ERROR: in Equation " << eqtag.value_or(to_string(eqn + 1))
-                     << ". A VAR model may not have lagged or leaded exogenous variables on the RHS. " << endl;
+                     << ". A VAR model may not have lagged or leaded exogenous variables on the "
+                        "RHS. "
+                     << endl;
                 exit(EXIT_FAILURE);
               }
 
           // save lhs variables
           equations[eqn]->arg1->collectVARLHSVariable(lhs);
 
-          equations[eqn]->arg1->countDiffs() > 0 ?
-            diff_vec.push_back(true) : diff_vec.push_back(false);
+          diff_vec.push_back(equations[eqn]->arg1->countDiffs() > 0);
           if (diff_vec.back())
             {
               set<pair<int, int>> diff_set;
@@ -1272,11 +1365,10 @@ DynamicModel::fillVarModelTableFromOrigModel() const
                        << eqn << endl;
                   exit(EXIT_FAILURE);
                 }
-              orig_diff_var_vec.push_back(diff_set.begin()->first);
+              orig_diff_var_vec.emplace_back(diff_set.begin()->first);
             }
           else
-            orig_diff_var_vec.push_back(nullopt);
-
+            orig_diff_var_vec.emplace_back(nullopt);
         }
 
       if (eqns.size() != lhs.size())
@@ -1310,8 +1402,7 @@ DynamicModel::getVARDerivIDs(int lhs_symb_id, int lead_lag) const
   vector<int> deriv_ids;
 
   // First directly look for the variable itself
-  if (auto it = deriv_id_table.find({ lhs_symb_id, lead_lag });
-      it != deriv_id_table.end())
+  if (auto it = deriv_id_table.find({lhs_symb_id, lead_lag}); it != deriv_id_table.end())
     deriv_ids.push_back(it->second);
 
   // Then go through auxiliary variables
@@ -1371,7 +1462,7 @@ DynamicModel::fillVarModelTableMatrices()
           // Fill autoregressive matrix (AR)
           for (int lag = 1; lag <= max_lag; lag++)
             {
-              vector<int> deriv_ids = getVARDerivIDs(lhs_symb_id, -lag);;
+              vector<int> deriv_ids = getVARDerivIDs(lhs_symb_id, -lag);
               for (size_t i = 0; i < eqns.size(); i++)
                 {
                   expr_t d = Zero;
@@ -1381,7 +1472,10 @@ DynamicModel::fillVarModelTableMatrices()
                     {
                       if (!d->isConstant())
                         {
-                          cerr << "ERROR: Equation " << equation_tags.getTagValueByEqnAndKey(eqns[i], "name").value_or(to_string(eqns[i]+1)) << " is not linear" << endl;
+                          cerr << "ERROR: Equation "
+                               << equation_tags.getTagValueByEqnAndKey(eqns[i], "name")
+                                      .value_or(to_string(eqns[i] + 1))
+                               << " is not linear" << endl;
                           exit(EXIT_FAILURE);
                         }
 
@@ -1399,7 +1493,10 @@ DynamicModel::fillVarModelTableMatrices()
                 {
                   if (!d->isConstant())
                     {
-                      cerr << "ERROR: Equation " << equation_tags.getTagValueByEqnAndKey(eqns[i], "name").value_or(to_string(eqns[i]+1)) << " is not linear" << endl;
+                      cerr << "ERROR: Equation "
+                           << equation_tags.getTagValueByEqnAndKey(eqns[i], "name")
+                                  .value_or(to_string(eqns[i] + 1))
+                           << " is not linear" << endl;
                       exit(EXIT_FAILURE);
                     }
 
@@ -1414,7 +1511,9 @@ DynamicModel::fillVarModelTableMatrices()
             {
               auto rhs = equations[eqns[i]]->arg2;
               map<VariableNode*, NumConstNode*> subst_table;
-              auto rhs_vars = var_model_table.getRhs(model_name)[i]; // All the (transformed) endogenous on RHS, as computed by updateVarAndTrendModel()
+              auto rhs_vars = var_model_table.getRhs(
+                  model_name)[i]; // All the (transformed) endogenous on RHS, as computed by
+                                  // updateVarAndTrendModel()
               rhs->collectDynamicVariables(SymbolType::exogenous, rhs_vars); // Add exos
               for (auto [symb_id, lag] : rhs_vars)
                 subst_table[AddVariable(symb_id, lag)] = Zero;
@@ -1437,8 +1536,7 @@ DynamicModel::computeAutoregressiveMatrices() const
     {
       map<tuple<int, int, int>, expr_t> AR;
       const vector<int>& lhs = trend_component_model_table.getNonTargetLhs(model_name);
-      for (int i{0};
-           auto eqn : eqns)
+      for (int i {0}; auto eqn : eqns)
         {
           auto bopn = dynamic_cast<BinaryOpNode*>(equations[eqn]->arg2);
           bopn->fillAutoregressiveRow(i++, lhs, AR);
@@ -1493,7 +1591,8 @@ DynamicModel::fillTrendComponentModelTable() const
           if (lhs_set.size() != 1 || !lhs_tmp_set.empty())
             {
               cerr << "ERROR: in Equation " << eqtag
-                   << ". A trend component model may only have one endogenous variable on the LHS. " << endl;
+                   << ". A trend component model may only have one endogenous variable on the LHS. "
+                   << endl;
               exit(EXIT_FAILURE);
             }
 
@@ -1501,7 +1600,8 @@ DynamicModel::fillTrendComponentModelTable() const
           if (itlhs->second != 0)
             {
               cerr << "ERROR: in Equation " << eqtag
-                   << ". The variable on the LHS of a trend component model may not appear with a lead or a lag. "
+                   << ". The variable on the LHS of a trend component model may not appear with a "
+                      "lead or a lag. "
                    << endl;
               exit(EXIT_FAILURE);
             }
@@ -1522,7 +1622,8 @@ DynamicModel::fillTrendComponentModelTable() const
       rhsr[model_name] = rhs;
     }
   trend_component_model_table.setRhs(move(rhsr));
-  trend_component_model_table.setVals(move(eqnums), move(trend_eqnums), move(lhsr), move(lhs_expr_tr));
+  trend_component_model_table.setVals(move(eqnums), move(trend_eqnums), move(lhsr),
+                                      move(lhs_expr_tr));
 }
 
 pair<map<string, map<tuple<int, int>, expr_t>>, map<string, map<tuple<int, int>, expr_t>>>
@@ -1538,18 +1639,17 @@ DynamicModel::computeErrorComponentMatrices(const ExprNode::subst_table_t &diff_
       vector<int> undiff_nontarget_lhs = getUndiffLHSForPac(model_name, diff_subst_table);
       vector<int> parsed_undiff_nontarget_lhs;
 
-      for (int i{0};
-           auto eqn : eqns)
+      for (int i {0}; auto eqn : eqns)
         {
-          if (find(nontarget_eqnums.begin(), nontarget_eqnums.end(), eqn) != nontarget_eqnums.end())
+          if (ranges::find(nontarget_eqnums, eqn) != nontarget_eqnums.end())
             parsed_undiff_nontarget_lhs.push_back(undiff_nontarget_lhs.at(i));
           i++;
         }
 
-      for (int i{0};
-           auto eqn : eqns)
-        if (find(nontarget_eqnums.begin(), nontarget_eqnums.end(), eqn) != nontarget_eqnums.end())
-          equations[eqn]->arg2->fillErrorCorrectionRow(i++, parsed_undiff_nontarget_lhs, target_lhs, A0, A0star);
+      for (int i {0}; auto eqn : eqns)
+        if (ranges::find(nontarget_eqnums, eqn) != nontarget_eqnums.end())
+          equations[eqn]->arg2->fillErrorCorrectionRow(i++, parsed_undiff_nontarget_lhs, target_lhs,
+                                                       A0, A0star);
       A0r[model_name] = A0;
       A0starr[model_name] = A0star;
     }
@@ -1578,7 +1678,9 @@ DynamicModel::fillTrendComponentModelTableFromOrigModel() const
             if (lag >= 0)
               {
                 cerr << "ERROR: in Equation " << eqtag.value_or(to_string(eqn + 1))
-                     << ". A trend component model may not have leaded or contemporaneous endogenous variables on the RHS. " << endl;
+                     << ". A trend component model may not have leaded or contemporaneous "
+                        "endogenous variables on the RHS. "
+                     << endl;
                 exit(EXIT_FAILURE);
               }
           equations[eqn]->arg2->collectDynamicVariables(SymbolType::exogenous, rhs_exo_set);
@@ -1586,17 +1688,16 @@ DynamicModel::fillTrendComponentModelTableFromOrigModel() const
             if (lag != 0)
               {
                 cerr << "ERROR: in Equation " << eqtag.value_or(to_string(eqn + 1))
-                     << ". A trend component model may not have lagged or leaded exogenous variables on the RHS. " << endl;
+                     << ". A trend component model may not have lagged or leaded exogenous "
+                        "variables on the RHS. "
+                     << endl;
                 exit(EXIT_FAILURE);
               }
 
           // save lhs variables
           equations[eqn]->arg1->collectVARLHSVariable(lhs);
 
-          if (equations[eqn]->arg1->countDiffs() > 0)
-            diff_vec.push_back(true);
-          else
-            diff_vec.push_back(false);
+          diff_vec.push_back(equations[eqn]->arg1->countDiffs() > 0);
           if (diff_vec.back())
             {
               set<pair<int, int>> diff_set;
@@ -1608,10 +1709,10 @@ DynamicModel::fillTrendComponentModelTableFromOrigModel() const
                        << eqn << endl;
                   exit(EXIT_FAILURE);
                 }
-              orig_diff_var_vec.push_back(diff_set.begin()->first);
+              orig_diff_var_vec.emplace_back(diff_set.begin()->first);
             }
           else
-            orig_diff_var_vec.push_back(nullopt);
+            orig_diff_var_vec.emplace_back(nullopt);
         }
 
       if (eqns.size() != lhs.size())
@@ -1640,7 +1741,8 @@ DynamicModel::fillTrendComponentModelTableFromOrigModel() const
 }
 
 void
-DynamicModel::fillTrendComponentModelTableAREC(const ExprNode::subst_table_t &diff_subst_table) const
+DynamicModel::fillTrendComponentModelTableAREC(
+    const ExprNode::subst_table_t& diff_subst_table) const
 {
   auto ARr = computeAutoregressiveMatrices();
   trend_component_model_table.setAR(move(ARr));
@@ -1660,7 +1762,7 @@ DynamicModel::getUndiffLHSForPac(const string &aux_model_name,
 
   for (auto eqn : nontrend_eqnums)
     {
-      auto i = distance(eqnumber.begin(), find(eqnumber.begin(), eqnumber.end(), eqn));
+      auto i = ranges::distance(eqnumber.begin(), ranges::find(eqnumber, eqn));
 
       if (eqnumber[i] != eqn)
         {
@@ -1668,7 +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."
@@ -1676,7 +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)
@@ -1693,11 +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;
@@ -1712,20 +1810,25 @@ DynamicModel::getUndiffLHSForPac(const string &aux_model_name,
 }
 
 void
-DynamicModel::analyzePacEquationStructure(const string &name, map<string, string> &pac_eq_name, PacModelTable::equation_info_t &pac_equation_info)
+DynamicModel::analyzePacEquationStructure(const string& name, map<string, string>& pac_eq_name,
+                                          PacModelTable::equation_info_t& pac_equation_info)
 {
   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;
+            cerr << "It is not possible to use 'pac_expectation(" << name
+                 << ")' in several equations." << endl;
             exit(EXIT_FAILURE);
           }
-        optional<string> eqn { equation_tags.getTagValueByEqnAndKey(&equation - &equations[0], "name") };
+        optional<string> eqn {
+            equation_tags.getTagValueByEqnAndKey(&equation - &equations[0], "name")};
         if (!eqn)
           {
-            cerr << "Every equation with a 'pac_expectation' operator must have been assigned an equation tag name" << endl;
+            cerr << "Every equation with a 'pac_expectation' operator must have been assigned an "
+                    "equation tag name"
+                 << endl;
             exit(EXIT_FAILURE);
           }
         pac_eq_name[name] = *eqn;
@@ -1755,7 +1858,8 @@ DynamicModel::analyzePacEquationStructure(const string &name, map<string, string
 
         pair<int, vector<tuple<int, bool, int>>> ec_params_and_vars;
         vector<tuple<optional<int>, optional<int>, int>> ar_params_and_vars;
-        vector<tuple<int, int, optional<int>, double>> non_optim_vars_params_and_constants, optim_additive_vars_params_and_constants, additive_vars_params_and_constants;
+        vector<tuple<int, int, optional<int>, double>> non_optim_vars_params_and_constants,
+            optim_additive_vars_params_and_constants, additive_vars_params_and_constants;
         if (!optim_part)
           {
             auto bopn = dynamic_cast<BinaryOpNode*>(equation->arg2);
@@ -1764,7 +1868,8 @@ DynamicModel::analyzePacEquationStructure(const string &name, map<string, string
                 cerr << "Error in PAC equation" << endl;
                 exit(EXIT_FAILURE);
               }
-            bopn->getPacAREC(lhs_symb_id, lhs_orig_symb_id, ec_params_and_vars, ar_params_and_vars, additive_vars_params_and_constants);
+            bopn->getPacAREC(lhs_symb_id, lhs_orig_symb_id, ec_params_and_vars, ar_params_and_vars,
+                             additive_vars_params_and_constants);
           }
         else
           {
@@ -1774,12 +1879,15 @@ DynamicModel::analyzePacEquationStructure(const string &name, map<string, string
                 cerr << "Error in PAC equation" << endl;
                 exit(EXIT_FAILURE);
               }
-            bopn->getPacAREC(lhs_symb_id, lhs_orig_symb_id, ec_params_and_vars, ar_params_and_vars, optim_additive_vars_params_and_constants);
+            bopn->getPacAREC(lhs_symb_id, lhs_orig_symb_id, ec_params_and_vars, ar_params_and_vars,
+                             optim_additive_vars_params_and_constants);
             try
               {
-                non_optim_vars_params_and_constants = non_optim_part->matchLinearCombinationOfVariables();
+                non_optim_vars_params_and_constants
+                    = non_optim_part->matchLinearCombinationOfVariables();
                 if (additive_part)
-                  additive_vars_params_and_constants = additive_part->matchLinearCombinationOfVariables();
+                  additive_vars_params_and_constants
+                      = additive_part->matchLinearCombinationOfVariables();
               }
             catch (ExprNode::MatchFailureException& e)
               {
@@ -1799,12 +1907,21 @@ DynamicModel::analyzePacEquationStructure(const string &name, map<string, string
             cerr << "analyzePacEquationStructure: error obtaining RHS parameters." << endl;
             exit(EXIT_FAILURE);
           }
-        pac_equation_info[name] = { lhs, move(optim_share_index),
-          move(ar_params_and_vars), move(ec_params_and_vars),
+        pac_equation_info[name] = {lhs,
+                                   optim_share_index,
+                                   move(ar_params_and_vars),
+                                   move(ec_params_and_vars),
                                    move(non_optim_vars_params_and_constants),
                                    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
@@ -1816,7 +1933,8 @@ DynamicModel::getPacTargetSymbId(const string &pac_model_name) const
         set<pair<int, int>> lhss;
         equation->arg1->collectDynamicVariables(SymbolType::endogenous, lhss);
         if (lhss.size() != 1)
-          throw PacTargetNotIdentifiedException{pac_model_name, "LHS must contain a single endogenous"};
+          throw PacTargetNotIdentifiedException {pac_model_name,
+                                                 "LHS must contain a single endogenous"};
         int lhs_symb_id = lhss.begin()->first;
         if (!symbol_table.isDiffAuxiliaryVariable(lhs_symb_id))
           throw PacTargetNotIdentifiedException {pac_model_name, "LHS must be a diff operator"};
@@ -1835,26 +1953,25 @@ DynamicModel::getPacTargetSymbId(const string &pac_model_name) const
         for (auto [term, sign] : terms)
           try
             {
-              auto [param_id, target_id] = term->matchParamTimesTargetMinusVariable(undiff_lhs_symb_id);
+              auto [param_id, target_id]
+                  = term->matchParamTimesTargetMinusVariable(undiff_lhs_symb_id);
               return target_id;
             }
           catch (ExprNode::MatchFailureException&)
             {
             }
-        throw PacTargetNotIdentifiedException{pac_model_name, "No term of the form parameter*(target-LHS_level)"};
+        throw PacTargetNotIdentifiedException {pac_model_name,
+                                               "No term of the form parameter*(target-LHS_level)"};
       }
-  throw PacTargetNotIdentifiedException{pac_model_name, "No equation with the corresponding pac_expectation operator"};
+  throw PacTargetNotIdentifiedException {
+      pac_model_name, "No equation with the corresponding pac_expectation operator"};
 }
 
 void
-DynamicModel::computePacModelConsistentExpectationSubstitution(const string &name,
-                                                               int discount_symb_id,
-                                                               int pac_eq_max_lag,
-                                                               expr_t growth_correction_term,
-                                                               string auxname,
-                                                               ExprNode::subst_table_t &diff_subst_table,
-                                                               map<string, int> &pac_aux_var_symb_ids,
-                                                               map<string, vector<int>> &pac_aux_param_symb_ids,
+DynamicModel::computePacModelConsistentExpectationSubstitution(
+    const string& name, int discount_symb_id, int pac_eq_max_lag, expr_t growth_correction_term,
+    string auxname, ExprNode::subst_table_t& diff_subst_table,
+    map<string, int>& pac_aux_var_symb_ids, map<string, vector<int>>& pac_aux_param_symb_ids,
     map<string, expr_t>& pac_expectation_substitution)
 {
   int pac_target_symb_id;
@@ -1886,22 +2003,22 @@ DynamicModel::computePacModelConsistentExpectationSubstitution(const string &nam
           int alpha_i_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
           pac_aux_param_symb_ids[name].push_back(alpha_i_symb_id);
           A = AddPlus(A, AddVariable(alpha_i_symb_id));
-          fp = AddPlus(fp,
-                       AddTimes(AddTimes(AddVariable(alpha_i_symb_id),
+          fp = AddPlus(fp, AddTimes(AddTimes(AddVariable(alpha_i_symb_id),
                                              AddPower(beta, AddPossiblyNegativeConstant(i))),
                                     AddVariable(mce_z1_symb_id, i)));
         }
       catch (SymbolTable::AlreadyDeclaredException& e)
         {
-          cerr << "The variable/parameter '" << param_name << "' conflicts with a parameter that will be generated for the '" << name << "' PAC model. Please rename it." << endl;
+          cerr << "The variable/parameter '" << param_name
+               << "' conflicts with a parameter that will be generated for the '" << name
+               << "' PAC model. Please rename it." << endl;
           exit(EXIT_FAILURE);
         }
     }
 
   // Add diff nodes and eqs for pac_target_symb_id
   const VariableNode* target_base_diff_node;
-  auto create_target_lag = [&](int lag)
-  {
+  auto create_target_lag = [&](int lag) {
     if (symbol_table.isAuxiliaryVariable(pac_target_symb_id))
       // We know it is a log, see ExprNode::matchParamTimesTargetMinusVariable()
       return AddLog(AddVariable(symbol_table.getOrigSymbIdForAuxVar(pac_target_symb_id), lag));
@@ -1910,16 +2027,14 @@ DynamicModel::computePacModelConsistentExpectationSubstitution(const string &nam
   };
 
   expr_t diff_node_to_search = AddDiff(create_target_lag(0));
-  if (auto sit = diff_subst_table.find(diff_node_to_search);
-      sit != diff_subst_table.end())
+  if (auto sit = diff_subst_table.find(diff_node_to_search); sit != diff_subst_table.end())
     target_base_diff_node = sit->second;
   else
     {
       int symb_id = symbol_table.addDiffAuxiliaryVar(diff_node_to_search->idx, diff_node_to_search);
       target_base_diff_node = AddVariable(symb_id);
       auto neweq = AddEqual(const_cast<VariableNode*>(target_base_diff_node),
-                            AddMinus(create_target_lag(0),
-                                     create_target_lag(-1)));
+                            AddMinus(create_target_lag(0), create_target_lag(-1)));
       addEquation(neweq, nullopt);
       addAuxEquation(neweq);
       neqs++;
@@ -1956,19 +2071,21 @@ DynamicModel::computePacModelConsistentExpectationSubstitution(const string &nam
             {
               alpha_j_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
             }
-          ssum = AddPlus(ssum,
-                         AddTimes(AddVariable(alpha_j_symb_id), AddPower(beta, AddPossiblyNegativeConstant(j))));
+          ssum = AddPlus(ssum, AddTimes(AddVariable(alpha_j_symb_id),
+                                        AddPower(beta, AddPossiblyNegativeConstant(j))));
         }
       fs = AddPlus(fs, AddTimes(ssum, target_aux_var_to_add[k]));
     }
-  auto neweq = AddEqual(AddVariable(mce_z1_symb_id),
+  auto neweq = AddEqual(
+      AddVariable(mce_z1_symb_id),
       AddMinus(AddTimes(A, AddMinus(const_cast<VariableNode*>(target_base_diff_node), fs)), fp));
   addEquation(neweq, nullopt);
   /* This equation is not added to the list of auxiliary equations, because it
      is recursive, and this would in particular break dynamic_set_auxiliary_series.m */
   neqs++;
 
-  cout << "PAC Model Consistent Expectation: added " << neqs << " auxiliary variables and equations for model " << name << "." << endl;
+  cout << "PAC Model Consistent Expectation: added " << neqs
+       << " auxiliary variables and equations for model " << name << "." << endl;
 
   /* The growth correction term is not added to the definition of Z₁
      because the latter is recursive. Rather put it at the level of the
@@ -1977,25 +2094,219 @@ DynamicModel::computePacModelConsistentExpectationSubstitution(const string &nam
 }
 
 void
-DynamicModel::computePacBackwardExpectationSubstitution(const string &name,
-                                                        const vector<int> &lhs,
-                                                        int max_lag,
-                                                        const string &aux_model_type,
-                                                        expr_t growth_correction_term,
-                                                        string auxname,
-                                                        map<string, int> &pac_aux_var_symb_ids,
-                                                        map<string, vector<int>> &pac_aux_param_symb_ids,
+DynamicModel::computePacModelConsistentExpectationSubstitutionWithComponents(
+    const string& name, int discount_symb_id, int pac_eq_max_lag,
+    ExprNode::subst_table_t& diff_subst_table, map<string, vector<int>>& pac_aux_param_symb_ids,
+    vector<PacModelTable::target_component_t>& pac_target_components,
     map<string, expr_t>& pac_expectation_substitution)
 {
-  auto create_aux_param = [&](const string &param_name)
+  auto create_aux_param = [&](const string& param_name) {
+    try
+      {
+        return symbol_table.addSymbol(param_name, SymbolType::parameter);
+      }
+    catch (SymbolTable::AlreadyDeclaredException)
+      {
+        cerr << "ERROR: the variable/parameter '" << param_name
+             << "' conflicts with some auxiliary parameter that will be generated for the '" << name
+             << "' PAC model. Please rename that parameter." << endl;
+        exit(EXIT_FAILURE);
+      }
+  };
+  int neqs = 0;
+
+  // At the end of this loop:
+  //         ₘ                          ₘ
+  // A_1 = 1+∑ αᵢ = A(1) and A_beta = 1+∑ αᵢβⁱ
+  //        ᵢ₌₁                        ᵢ₌₁
+  expr_t A_1 = One;
+  expr_t A_beta = One;
+  expr_t beta = AddVariable(discount_symb_id);
+  for (int i = 1; i <= pac_eq_max_lag + 1; i++)
+    {
+      string param_name = "mce_alpha_" + name + "_" + to_string(i);
+      try
+        {
+          int alpha_i_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
+          pac_aux_param_symb_ids[name].push_back(alpha_i_symb_id);
+          A_1 = AddPlus(A_1, AddVariable(alpha_i_symb_id));
+          A_beta = AddPlus(A_beta, AddTimes(AddVariable(alpha_i_symb_id),
+                                            AddPower(beta, AddPossiblyNegativeConstant(i))));
+        }
+      catch (SymbolTable::AlreadyDeclaredException& e)
+        {
+          cerr << "The variable/parameter '" << param_name
+               << "' conflicts with a parameter that will be generated for the '" << name
+               << "' PAC model. Please rename it." << endl;
+          exit(EXIT_FAILURE);
+        }
+    }
+
+  auto create_target_lag = [&](int variable, int lag) {
+    if (symbol_table.isAuxiliaryVariable(variable))
+      return AddVariable(symbol_table.getOrigSymbIdForAuxVar(variable), lag);
+    else
+      return AddVariable(variable, lag);
+  };
+
+  expr_t substexpr = Zero;
+  for (int component_idx {1};
+       auto& [component, growth, auxname, kind, coeff, growth_neutrality_param, h_indices,
+              original_growth, growth_info] : pac_target_components)
+    {
+      // Create the auxiliary variable for this component
+      int aux_id = symbol_table.addPacExpectationAuxiliaryVar(auxname, component);
+
+      // Get the component variable id
+      int component_id = dynamic_cast<VariableNode*>(component)->symb_id;
+
+      //      ₘ
+      // fp = ∑ αᵢβⁱZₜ₊ᵢ
+      //     ᵢ₌₁
+      expr_t fp = Zero;
+      for (int i = 1; i <= pac_eq_max_lag + 1; i++)
+        {
+          int alpha_i_symb_id = -1;
+          string param_name = "mce_alpha_" + name + "_" + to_string(i);
+          try
+            {
+              alpha_i_symb_id = symbol_table.getID(param_name);
+            }
+          catch (SymbolTable::UnknownSymbolNameException& e)
+            {
+              alpha_i_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
+            }
+          fp = AddPlus(fp, AddTimes(AddTimes(AddVariable(alpha_i_symb_id),
+                                             AddPower(beta, AddPossiblyNegativeConstant(i))),
+                                    AddVariable(aux_id, i)));
+        }
+      if (kind != PacTargetKind::ll) // non-stationary component y¹ₜ
+        {
+          // Add diff nodes and eqs for the non-stationary component
+          const VariableNode* aux_target_ns_var_diff_node;
+          expr_t diff_node_to_search = AddDiff(create_target_lag(component_id, 0));
+          if (auto sit = diff_subst_table.find(diff_node_to_search); sit != diff_subst_table.end())
+            aux_target_ns_var_diff_node = sit->second;
+          else
+            {
+              int symb_id
+                  = symbol_table.addDiffAuxiliaryVar(diff_node_to_search->idx, diff_node_to_search);
+              aux_target_ns_var_diff_node = AddVariable(symb_id);
+              auto neweq = AddEqual(const_cast<VariableNode*>(aux_target_ns_var_diff_node),
+                                    AddMinus(create_target_lag(component_id, 0),
+                                             create_target_lag(component_id, -1)));
+              addEquation(neweq, nullopt);
+              addAuxEquation(neweq);
+              neqs++;
+            }
+
+          map<int, VariableNode*> target_ns_aux_var_to_add;
+          const VariableNode* last_aux_var = aux_target_ns_var_diff_node;
+          for (int i = 1; i <= pac_eq_max_lag; i++, neqs++)
+            {
+              expr_t this_diff_node = AddDiff(create_target_lag(component_id, i));
+              int symb_id = symbol_table.addDiffLeadAuxiliaryVar(
+                  this_diff_node->idx, this_diff_node, last_aux_var->symb_id, 1);
+              VariableNode* current_aux_var = AddVariable(symb_id);
+              auto neweq = AddEqual(current_aux_var, AddVariable(last_aux_var->symb_id, 1));
+              addEquation(neweq, nullopt);
+              addAuxEquation(neweq);
+              last_aux_var = current_aux_var;
+              target_ns_aux_var_to_add[i] = current_aux_var;
+            }
+
+          // At the end of this loop,
+          //      ₘ₋₁ ⎛ ₘ₋₁     ⎞
+          //  fs = ∑  ⎢  ∑  αᵢβⁱ⎥ Δy¹ₜ₊ᵢ
+          //      ₖ₌₁ ⎝ ᵢ₌ₖ     ⎠
+          expr_t fs = Zero;
+          for (int k = 1; k <= pac_eq_max_lag; k++)
+            {
+              expr_t ssum = Zero;
+              for (int j = k + 1; j <= pac_eq_max_lag + 1; j++)
+                {
+                  int alpha_j_symb_id = -1;
+                  string param_name = "mce_alpha_" + name + "_" + to_string(j);
+                  try
+                    {
+                      alpha_j_symb_id = symbol_table.getID(param_name);
+                    }
+                  catch (SymbolTable::UnknownSymbolNameException& e)
+                    {
+                      alpha_j_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
+                    }
+                  ssum = AddPlus(ssum, AddTimes(AddVariable(alpha_j_symb_id),
+                                                AddPower(beta, AddPossiblyNegativeConstant(j))));
+                }
+              fs = AddPlus(fs, AddTimes(ssum, target_ns_aux_var_to_add[k]));
+            }
+
+          // Assembling the equation Zₜ¹ = A_1 ( Δyₜ¹ - fs ) - fp_1
+          auto neweq_1 = AddEqual(
+              AddVariable(aux_id),
+              AddMinus(
+                  AddTimes(A_1,
+                           AddMinus(const_cast<VariableNode*>(aux_target_ns_var_diff_node), fs)),
+                  fp));
+          addEquation(neweq_1, nullopt);
+          neqs++;
+          /* This equation is not added to the list of auxiliary equations, because it
+             is recursive, and this would in particular break dynamic_set_auxiliary_series.m */
+        }
+      else // Stationary component yₜ⁰
+        {
+          // Assembling the equation Zₜ⁰ = A_beta A_1 yₜ⁰ - fp
+          auto neweq_0 = AddEqual(AddVariable(aux_id),
+                                  AddMinus(AddTimes(A_beta, AddTimes(A_1, component)), fp));
+          addEquation(neweq_0, nullopt);
+          neqs++;
+          /* This equation is not added to the list of auxiliary equations, because it
+             is recursive, and this would in particular break dynamic_set_auxiliary_series.m */
+        }
+
+      // If needed, add the growth neutrality correction for this component
+      expr_t growth_correction_term = Zero;
+      string name_component = name + "_component" + to_string(component_idx);
+      if (growth)
         {
+          growth_neutrality_param
+              = create_aux_param(name_component + "_pac_growth_neutrality_correction");
+          growth_correction_term = AddTimes(growth, AddVariable(growth_neutrality_param));
+        }
+      else
+        growth_neutrality_param = -1;
+
+      substexpr = AddPlus(substexpr,
+                          AddTimes(coeff, AddPlus(AddVariable(aux_id), growth_correction_term)));
+      component_idx++;
+    }
+
+  cout << "PAC Model Consistent Expectation: added " << neqs
+       << " auxiliary variables and equations for model " << name << "." << endl;
+
+  /* The growth correction term is not added to the definition of Z₁
+     because the latter is recursive. Rather put it at the level of the
+     substition of pac_expectation operator. */
+  pac_expectation_substitution[name] = substexpr;
+}
+
+void
+DynamicModel::computePacBackwardExpectationSubstitution(
+    const string& name, const vector<int>& lhs, int max_lag, const string& aux_model_type,
+    expr_t growth_correction_term, string auxname, map<string, int>& pac_aux_var_symb_ids,
+    map<string, vector<int>>& pac_aux_param_symb_ids,
+    map<string, expr_t>& pac_expectation_substitution)
+{
+  auto create_aux_param = [&](const string& param_name) {
     try
       {
         return symbol_table.addSymbol(param_name, SymbolType::parameter);
       }
     catch (SymbolTable::AlreadyDeclaredException)
       {
-        cerr << "ERROR: the variable/parameter '" << param_name << "' conflicts with some auxiliary parameter that will be generated for the '" << name << "' PAC model. Please rename that parameter." << endl;
+        cerr << "ERROR: the variable/parameter '" << param_name
+             << "' conflicts with some auxiliary parameter that will be generated for the '" << name
+             << "' PAC model. Please rename that parameter." << endl;
         exit(EXIT_FAILURE);
       }
   };
@@ -2012,13 +2323,11 @@ DynamicModel::computePacBackwardExpectationSubstitution(const string &name,
   for (int i = 1; i < max_lag + 1; i++)
     for (auto lhsit : lhs)
       {
-        int new_param_symb_id = create_aux_param("h_" + name + "_var_"
-                                                 + symbol_table.getName(lhsit)
+        int new_param_symb_id = create_aux_param("h_" + name + "_var_" + symbol_table.getName(lhsit)
                                                  + "_lag_" + to_string(i));
         pac_aux_param_symb_ids[name].push_back(new_param_symb_id);
-        subExpr = AddPlus(subExpr,
-                          AddTimes(AddVariable(new_param_symb_id),
-                                   AddVariable(lhsit, -i)));
+        subExpr
+            = AddPlus(subExpr, AddTimes(AddVariable(new_param_symb_id), AddVariable(lhsit, -i)));
       }
 
   subExpr = AddPlus(subExpr, growth_correction_term);
@@ -2034,22 +2343,21 @@ DynamicModel::computePacBackwardExpectationSubstitution(const string &name,
 }
 
 void
-DynamicModel::computePacBackwardExpectationSubstitutionWithComponents(const string &name,
-                                                                      const vector<int> &lhs,
-                                                                      int max_lag,
-                                                                      const string &aux_model_type,
+DynamicModel::computePacBackwardExpectationSubstitutionWithComponents(
+    const string& name, const vector<int>& lhs, int max_lag, const string& aux_model_type,
     vector<PacModelTable::target_component_t>& pac_target_components,
     map<string, expr_t>& pac_expectation_substitution)
 {
-  auto create_aux_param = [&](const string &param_name)
-  {
+  auto create_aux_param = [&](const string& param_name) {
     try
       {
         return symbol_table.addSymbol(param_name, SymbolType::parameter);
       }
     catch (SymbolTable::AlreadyDeclaredException)
       {
-        cerr << "ERROR: the variable/parameter '" << param_name << "' conflicts with some auxiliary parameter that will be generated for the '" << name << "' PAC model. Please rename that parameter." << endl;
+        cerr << "ERROR: the variable/parameter '" << param_name
+             << "' conflicts with some auxiliary parameter that will be generated for the '" << name
+             << "' PAC model. Please rename that parameter." << endl;
         exit(EXIT_FAILURE);
       }
   };
@@ -2057,7 +2365,8 @@ DynamicModel::computePacBackwardExpectationSubstitutionWithComponents(const stri
   expr_t substexpr = Zero;
 
   for (int component_idx {1};
-       auto &[component, growth, auxname, kind, coeff, growth_neutrality_param, h_indices, original_growth, growth_info] : pac_target_components)
+       auto& [component, growth, auxname, kind, coeff, growth_neutrality_param, h_indices,
+              original_growth, growth_info] : pac_target_components)
     {
       string name_component = name + "_component" + to_string(component_idx);
 
@@ -2074,16 +2383,19 @@ DynamicModel::computePacBackwardExpectationSubstitutionWithComponents(const stri
       for (int i = 1; i < max_lag + 1; i++)
         for (auto lhsit : lhs)
           {
-            int new_param_symb_id = create_aux_param("h_" + name_component + "_var_" + symbol_table.getName(lhsit) + "_lag_" + to_string(i));
+            int new_param_symb_id
+                = create_aux_param("h_" + name_component + "_var_" + symbol_table.getName(lhsit)
+                                   + "_lag_" + to_string(i));
             h_indices.push_back(new_param_symb_id);
-            auxdef = AddPlus(auxdef, AddTimes(AddVariable(new_param_symb_id),
-                                              AddVariable(lhsit, -i)));
+            auxdef
+                = AddPlus(auxdef, AddTimes(AddVariable(new_param_symb_id), AddVariable(lhsit, -i)));
           }
 
       // If needed, add the growth neutrality correction for this component
       if (growth)
         {
-          growth_neutrality_param = create_aux_param(name_component + "_pac_growth_neutrality_correction");
+          growth_neutrality_param
+              = create_aux_param(name_component + "_pac_growth_neutrality_correction");
           auxdef = AddPlus(auxdef, AddTimes(growth, AddVariable(growth_neutrality_param)));
         }
       else
@@ -2114,7 +2426,8 @@ DynamicModel::substitutePacExpectation(const map<string, expr_t> &pac_expectatio
   for (auto& [model_name, substexpr] : pac_expectation_substitution)
     {
       optional<int> eq {equation_tags.getEqnByTag("name", pac_eq_name.at(model_name))};
-      auto substeq = dynamic_cast<BinaryOpNode *>(equations[eq.value()]->substitutePacExpectation(model_name, substexpr));
+      auto substeq = dynamic_cast<BinaryOpNode*>(
+          equations[eq.value()]->substitutePacExpectation(model_name, substexpr));
       assert(substeq);
       equations[eq.value()] = substeq;
     }
@@ -2124,12 +2437,14 @@ void
 DynamicModel::substitutePacTargetNonstationary(const string& pac_model_name, expr_t substexpr)
 {
   for (auto& eq : equations)
-    eq = dynamic_cast<BinaryOpNode *>(eq->substitutePacTargetNonstationary(pac_model_name, substexpr));
+    eq = dynamic_cast<BinaryOpNode*>(
+        eq->substitutePacTargetNonstationary(pac_model_name, substexpr));
 }
 
 void
-DynamicModel::computingPass(int derivsOrder, int paramsDerivsOrder, const eval_context_t &eval_context,
-                            bool no_tmp_terms, bool block, bool use_dll)
+DynamicModel::computingPass(int derivsOrder, int paramsDerivsOrder,
+                            const eval_context_t& eval_context, bool no_tmp_terms, bool block,
+                            bool use_dll)
 {
   initializeVariablesAndEquations();
 
@@ -2151,15 +2466,16 @@ DynamicModel::computingPass(int derivsOrder, int paramsDerivsOrder, const eval_c
      removed once the legacy representation is dropped). */
   if (log2(getJacobianColsNbr(false)) * derivsOrder >= numeric_limits<int>::digits)
     {
-      cerr << "ERROR: The derivatives matrix of the " << modelClassName() << " is too large. Please decrease the approximation order." << endl;
+      cerr << "ERROR: The derivatives matrix of the " << modelClassName()
+           << " is too large. Please decrease the approximation order." << endl;
       exit(EXIT_FAILURE);
     }
 
   // Compute derivatives w.r. to all endogenous, exogenous and exogenous deterministic
   set<int> vars;
   for (auto& [symb_lag, deriv_id] : deriv_id_table)
-    if (SymbolType type = symbol_table.getType(symb_lag.first);
-        type == SymbolType::endogenous || type == SymbolType::exogenous
+    if (SymbolType type = symbol_table.getType(symb_lag.first); type == SymbolType::endogenous
+                                                                || type == SymbolType::exogenous
                                                                 || type == SymbolType::exogenousDet)
       vars.insert(deriv_id);
 
@@ -2174,7 +2490,8 @@ DynamicModel::computingPass(int derivsOrder, int paramsDerivsOrder, const eval_c
 
   if (paramsDerivsOrder > 0)
     {
-      cout << "Computing " << modelClassName() << " derivatives w.r.t. parameters (order " << paramsDerivsOrder << ")." << endl;
+      cout << "Computing " << modelClassName() << " derivatives w.r.t. parameters (order "
+           << paramsDerivsOrder << ")." << endl;
       computeParamsDerivatives(paramsDerivsOrder);
     }
 
@@ -2199,21 +2516,21 @@ DynamicModel::computingPass(int derivsOrder, int paramsDerivsOrder, const eval_c
       cerr << "ERROR: Block decomposition requested but failed." << endl;
       exit(EXIT_FAILURE);
     }
+
+  computeMCPEquationsReordering();
 }
 
 void
 DynamicModel::computeXrefs()
 {
-  for (int i{0};
-       auto &equation : equations)
+  for (int i {0}; auto& equation : equations)
     {
       ExprNode::EquationInfo ei;
       equation->computeXrefs(ei);
       xrefs[i++] = ei;
     }
 
-  for (int i{0};
-       const auto &[eq, eqinfo] : xrefs)
+  for (int i {0}; const auto& [eq, eqinfo] : xrefs)
     {
       computeRevXref(xref_param, eqinfo.param, i);
       computeRevXref(xref_endo, eqinfo.endo, i);
@@ -2224,7 +2541,8 @@ DynamicModel::computeXrefs()
 }
 
 void
-DynamicModel::computeRevXref(map<pair<int, int>, set<int>> &xrefset, const set<pair<int, int>> &eiref, int eqn)
+DynamicModel::computeRevXref(map<pair<int, int>, set<int>>& xrefset,
+                             const set<pair<int, int>>& eiref, int eqn)
 {
   for (const auto& it : eiref)
     {
@@ -2243,8 +2561,7 @@ DynamicModel::writeXrefs(ostream &output) const
          << "M_.xref1.endo = cell(1, M_.eq_nbr);" << endl
          << "M_.xref1.exo = cell(1, M_.eq_nbr);" << endl
          << "M_.xref1.exo_det = cell(1, M_.eq_nbr);" << endl;
-  for (int i{1};
-       const auto &[eq, eqinfo] : xrefs)
+  for (int i {1}; const auto& [eq, eqinfo] : xrefs)
     {
       output << "M_.xref1.param{" << i << "} = [ ";
       for (const auto& [id, lag] : eqinfo.param)
@@ -2253,17 +2570,20 @@ DynamicModel::writeXrefs(ostream &output) const
 
       output << "M_.xref1.endo{" << i << "} = [ ";
       for (const auto& [id, lag] : eqinfo.endo)
-        output << "struct('id', " << symbol_table.getTypeSpecificID(id) + 1 << ", 'shift', " << lag << ");";
+        output << "struct('id', " << symbol_table.getTypeSpecificID(id) + 1 << ", 'shift', " << lag
+               << ");";
       output << "];" << endl;
 
       output << "M_.xref1.exo{" << i << "} = [ ";
       for (const auto& [id, lag] : eqinfo.exo)
-        output << "struct('id', " << symbol_table.getTypeSpecificID(id) + 1 << ", 'shift', " << lag << ");";
+        output << "struct('id', " << symbol_table.getTypeSpecificID(id) + 1 << ", 'shift', " << lag
+               << ");";
       output << "];" << endl;
 
       output << "M_.xref1.exo_det{" << i << "} = [ ";
       for (const auto& [id, lag] : eqinfo.exo_det)
-        output << "struct('id', " << symbol_table.getTypeSpecificID(id) + 1 << ", 'shift', " << lag << ");";
+        output << "struct('id', " << symbol_table.getTypeSpecificID(id) + 1 << ", 'shift', " << lag
+               << ");";
       output << "];" << endl;
 
       i++;
@@ -2280,10 +2600,10 @@ DynamicModel::writeXrefs(ostream &output) const
 }
 
 void
-DynamicModel::writeRevXrefs(ostream &output, const map<pair<int, int>, set<int>> &xrefmap, const string &type) const
+DynamicModel::writeRevXrefs(ostream& output, const map<pair<int, int>, set<int>>& xrefmap,
+                            const string& type) const
 {
-  for (int last_tsid{-1};
-       const auto &[key, eqs] : xrefmap)
+  for (int last_tsid {-1}; const auto& [key, eqs] : xrefmap)
     {
       auto& [id, lag] = key;
       int tsid = symbol_table.getTypeSpecificID(id) + 1;
@@ -2302,7 +2622,6 @@ DynamicModel::writeRevXrefs(ostream &output, const map<pair<int, int>, set<int>>
     }
 }
 
-
 map<tuple<int, int, int>, DynamicModel::BlockDerivativeType>
 DynamicModel::determineBlockDerivativesType(int blk)
 {
@@ -2310,16 +2629,14 @@ DynamicModel::determineBlockDerivativesType(int blk)
   int size = blocks[blk].size;
   int nb_recursive = blocks[blk].getRecursiveSize();
   for (int lag {time_recursive_block_decomposition ? 0 : -blocks[blk].max_endo_lag};
-       lag <= (time_recursive_block_decomposition ? 0 : blocks[blk].max_endo_lead);
-       lag++)
+       lag <= (time_recursive_block_decomposition ? 0 : blocks[blk].max_endo_lead); lag++)
     for (int eq = 0; eq < size; eq++)
       {
         set<pair<int, int>> endos_and_lags;
         int eq_orig = getBlockEquationID(blk, eq);
         equations[eq_orig]->collectEndogenous(endos_and_lags);
         for (int var = 0; var < size; var++)
-          if (int var_orig = getBlockVariableID(blk, var);
-              endos_and_lags.contains({ var_orig, lag }))
+          if (int var_orig = getBlockVariableID(blk, var); endos_and_lags.contains({var_orig, lag}))
             {
               if (getBlockEquationType(blk, eq) == EquationType::evaluateRenormalized
                   && eq < nb_recursive)
@@ -2360,7 +2677,8 @@ DynamicModel::computeChainRuleJacobian()
       map<int, BinaryOpNode*> recursive_vars;
       for (int i = 0; i < nb_recursives; i++)
         {
-          int deriv_id = getDerivID(symbol_table.getID(SymbolType::endogenous, getBlockVariableID(blk, i)), 0);
+          int deriv_id = getDerivID(
+              symbol_table.getID(SymbolType::endogenous, getBlockVariableID(blk, i)), 0);
           if (getBlockEquationType(blk, i) == EquationType::evaluateRenormalized)
             recursive_vars[deriv_id] = getBlockEquationRenormalizedExpr(blk, i);
           else
@@ -2379,17 +2697,20 @@ DynamicModel::computeChainRuleJacobian()
           switch (derivType)
             {
             case BlockDerivativeType::standard:
-              if (auto it = derivatives[1].find({ eq_orig, deriv_id });
-                  it != derivatives[1].end())
+              if (auto it = derivatives[1].find({eq_orig, deriv_id}); it != derivatives[1].end())
                 d = it->second;
               else
                 d = Zero;
               break;
             case BlockDerivativeType::chainRule:
-              d = equations[eq_orig]->getChainRuleDerivative(deriv_id, recursive_vars, non_null_chain_rule_derivatives, chain_rule_deriv_cache);
+              d = equations[eq_orig]->getChainRuleDerivative(deriv_id, recursive_vars,
+                                                             non_null_chain_rule_derivatives,
+                                                             chain_rule_deriv_cache);
               break;
             case BlockDerivativeType::normalizedChainRule:
-              d = equation_type_and_normalized_equation[eq_orig].second->getChainRuleDerivative(deriv_id, recursive_vars, non_null_chain_rule_derivatives, chain_rule_deriv_cache);
+              d = equation_type_and_normalized_equation[eq_orig].second->getChainRuleDerivative(
+                  deriv_id, recursive_vars, non_null_chain_rule_derivatives,
+                  chain_rule_deriv_cache);
               break;
             }
 
@@ -2410,9 +2731,13 @@ DynamicModel::computeChainRuleJacobian()
               auto& [eq, var, lag] {indices};
               assert(lag >= -1 && lag <= 1 && eq >= nb_recursives);
               if (var >= nb_recursives && !(one_boundary && lag != 0))
-                blocks_jacobian_sparse_column_major_order[blk].try_emplace({eq-nb_recursives, var-nb_recursives+static_cast<int>(!one_boundary)*(lag+1)*mfs_size}, d1);
+                blocks_jacobian_sparse_column_major_order[blk].try_emplace(
+                    {eq - nb_recursives,
+                     var - nb_recursives + static_cast<int>(!one_boundary) * (lag + 1) * mfs_size},
+                    d1);
             }
-          blocks_jacobian_sparse_colptr[blk] = computeCSCColPtr(blocks_jacobian_sparse_column_major_order[blk], (one_boundary ? 1 : 3)*mfs_size);
+          blocks_jacobian_sparse_colptr[blk] = computeCSCColPtr(
+              blocks_jacobian_sparse_column_major_order[blk], (one_boundary ? 1 : 3) * mfs_size);
         }
     }
 }
@@ -2430,21 +2755,20 @@ DynamicModel::computeBlockDynJacobianCols()
       int block_eq {eq2block[eq_orig]};
       int var {getTypeSpecificIDByDerivID(deriv_id)};
       int lag {getLagByDerivID(deriv_id)};
-      if (getTypeByDerivID(deriv_id) == SymbolType::endogenous
-          && block_eq == endo2block[var])
+      if (getTypeByDerivID(deriv_id) == SymbolType::endogenous && block_eq == endo2block[var])
         dynamic_endo[block_eq].emplace(lag, getBlockInitialVariableID(block_eq, var));
     }
 
   // Compute Jacobian column indices
   blocks_jacob_cols_endo.resize(nb_blocks);
   for (size_t blk {0}; blk < nb_blocks; blk++)
-    for (int index{0};
-         auto [lag, var] : dynamic_endo[blk])
+    for (int index {0}; auto [lag, var] : dynamic_endo[blk])
       blocks_jacob_cols_endo[blk][{var, lag}] = index++;
 }
 
 void
-DynamicModel::writeDynamicFile(const string &basename, bool use_dll, const string &mexext, const filesystem::path &matlabroot, bool julia) const
+DynamicModel::writeDynamicFile(const string& basename, bool use_dll, const string& mexext,
+                               const filesystem::path& matlabroot, bool julia) const
 {
   filesystem::path model_dir {basename};
   model_dir /= "model";
@@ -2497,10 +2821,13 @@ DynamicModel::writeDynamicFile(const string &basename, bool use_dll, const strin
 
   writeSetAuxiliaryVariablesFile<true>(basename, julia);
 
-  // Support for model debugging
   if (!julia)
+    {
+      writeComplementarityConditionsFile<true>(basename);
+      // Support for model debugging
       writeDebugModelMFiles<true>(basename);
     }
+}
 
 void
 DynamicModel::clearEquations()
@@ -2508,6 +2835,7 @@ DynamicModel::clearEquations()
   equations.clear();
   equations_lineno.clear();
   equation_tags.clear();
+  complementarity_conditions.clear();
 }
 
 void
@@ -2515,14 +2843,26 @@ DynamicModel::replaceMyEquations(DynamicModel &dynamic_model) const
 {
   dynamic_model.clearEquations();
 
+  auto clone_if_not_null = [&](expr_t e) { return e ? e->clone(dynamic_model) : nullptr; };
+
   for (size_t i = 0; i < equations.size(); i++)
-    dynamic_model.addEquation(equations[i]->clone(dynamic_model), equations_lineno[i]);
+    {
+      optional<tuple<int, expr_t, expr_t>> cc_clone;
+      if (complementarity_conditions[i])
+        {
+          auto& [symb_id, lower_bound, upper_bound] = *complementarity_conditions[i];
+          cc_clone = {symb_id, clone_if_not_null(lower_bound), clone_if_not_null(upper_bound)};
+        }
+      dynamic_model.addEquation(equations[i]->clone(dynamic_model), equations_lineno[i],
+                                move(cc_clone));
+    }
 
   dynamic_model.equation_tags = equation_tags;
 }
 
 int
-DynamicModel::computeRamseyPolicyFOCs(const StaticModel &static_model)
+DynamicModel::computeRamseyPolicyFOCs(const StaticModel& planner_objective,
+                                      map<int, pair<expr_t, expr_t>> cloned_ramsey_constraints)
 {
   cout << "Ramsey Problem: added " << equations.size() << " multipliers." << endl;
 
@@ -2536,8 +2876,8 @@ DynamicModel::computeRamseyPolicyFOCs(const StaticModel &static_model)
     }
 
   // Add Planner Objective to equations so that it appears in Lagrangian
-  assert(static_model.equations.size() == 1);
-  addEquation(static_model.equations[0]->clone(*this), nullopt);
+  assert(planner_objective.equations.size() == 1);
+  addEquation(planner_objective.equations[0]->clone(*this), nullopt);
 
   // Get max endo lead and max endo lag
   set<pair<int, int>> dynvars;
@@ -2573,13 +2913,16 @@ DynamicModel::computeRamseyPolicyFOCs(const StaticModel &static_model)
         else
           dfpower = AddMinus(Zero, AddNonNegativeConstant(lagstream.str()));
 
-        lagrangian = AddPlus(AddTimes(AddPower(discount_factor_node, dfpower),
-                                      equations[i]->getNonZeroPartofEquation()->decreaseLeadsLags(lag)), lagrangian);
+        lagrangian
+            = AddPlus(AddTimes(AddPower(discount_factor_node, dfpower),
+                               equations[i]->getNonZeroPartofEquation()->decreaseLeadsLags(lag)),
+                      lagrangian);
       }
 
-  // Save line numbers and tags, see below
+  // Save line numbers, tags and complementarity conditions, see below
   auto old_equations_lineno = equations_lineno;
   auto old_equation_tags = equation_tags;
+  auto old_complementarity_conditions = complementarity_conditions;
 
   // Prepare derivation of the Lagrangian
   clearEquations();
@@ -2596,24 +2939,37 @@ DynamicModel::computeRamseyPolicyFOCs(const StaticModel &static_model)
   vector<expr_t> neweqs;
   vector<optional<int>> neweqs_lineno;
   map<int, map<string, string>> neweqs_tags;
+  map<int, optional<tuple<int, expr_t, expr_t>>> new_complementarity_conditions;
   int orig_endo_nbr {0};
   for (auto& [symb_id_and_lag, deriv_id] : deriv_id_table)
     {
       auto& [symb_id, lag] = symb_id_and_lag;
       if (symbol_table.getType(symb_id) == SymbolType::endogenous && lag == 0)
         {
-          neweqs.push_back(AddEqual(equations[0]->getNonZeroPartofEquation()->getDerivative(deriv_id), Zero));
-          if (optional<int> i = symbol_table.getEquationNumberForMultiplier(symb_id);
-              i)
+          neweqs.push_back(
+              AddEqual(equations[0]->getNonZeroPartofEquation()->getDerivative(deriv_id), Zero));
+          if (optional<int> i = symbol_table.getEquationNumberForMultiplier(symb_id); i)
             {
               // This is a derivative w.r.t. a Lagrange multiplier
               neweqs_lineno.push_back(old_equations_lineno[*i]);
-              neweqs_tags[neweqs.size()-1] = old_equation_tags.getTagsByEqn(*i);
+              neweqs_tags.emplace(neweqs.size() - 1, old_equation_tags.getTagsByEqn(*i));
+              new_complementarity_conditions.emplace(neweqs.size() - 1,
+                                                     old_complementarity_conditions.at(*i));
             }
           else
             {
               orig_endo_nbr++;
-              neweqs_lineno.push_back(nullopt);
+              neweqs_lineno.emplace_back(nullopt);
+              if (string eqname {"Ramsey FOC w.r.t. "s + symbol_table.getName(symb_id)};
+                  !equation_tags.exists("name", eqname))
+                neweqs_tags.emplace(neweqs.size() - 1, map<string, string> {{"name", eqname}});
+
+              if (cloned_ramsey_constraints.contains(symb_id))
+                {
+                  auto& [lower_bound, upper_bound] = cloned_ramsey_constraints.at(symb_id);
+                  new_complementarity_conditions.emplace(neweqs.size() - 1,
+                                                         tuple {symb_id, lower_bound, upper_bound});
+                }
             }
         }
     }
@@ -2621,7 +2977,7 @@ DynamicModel::computeRamseyPolicyFOCs(const StaticModel &static_model)
   // Overwrite equations with the Lagrangian derivatives
   clearEquations();
   for (size_t i = 0; i < neweqs.size(); i++)
-    addEquation(neweqs[i], neweqs_lineno[i], neweqs_tags[i]);
+    addEquation(neweqs[i], neweqs_lineno[i], new_complementarity_conditions[i], neweqs_tags[i]);
 
   return orig_endo_nbr;
 }
@@ -2653,14 +3009,15 @@ DynamicModel::expandEqTags()
     if (!existing_tags.contains(eq))
       {
         if (auto lhs_expr = dynamic_cast<VariableNode*>(equations[eq]->arg1);
-            lhs_expr
-            && !equation_tags.exists("name", symbol_table.getName(lhs_expr->symb_id)))
-          equation_tags.add(eq, "name", symbol_table.getName(lhs_expr->symb_id));
+            lhs_expr && !equation_tags.exists("name", lhs_expr->getName()))
+          equation_tags.add(eq, "name", lhs_expr->getName());
         else if (!equation_tags.exists("name", to_string(eq + 1)))
           equation_tags.add(eq, "name", to_string(eq + 1));
         else
           {
-            cerr << "Error creating default equation tag: cannot assign default tag to equation number " << eq+1 << " because it is already in use" << endl;
+            cerr << "Error creating default equation tag: cannot assign default tag to equation "
+                    "number "
+                 << eq + 1 << " because it is already in use" << endl;
             exit(EXIT_FAILURE);
           }
       }
@@ -2675,9 +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(),
-                 inserter(unusedEndo, unusedEndo.begin()));
+  ranges::set_difference(allEndo, usedEndo, inserter(unusedEndo, unusedEndo.begin()));
   return unusedEndo;
 }
 
@@ -2691,12 +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(),
-                 inserter(unobservedExo, unobservedExo.begin()));
-  set_difference(unobservedExo.begin(), unobservedExo.end(),
-                 usedExo.begin(), usedExo.end(),
-                 inserter(unusedExo, unusedExo.begin()));
+  ranges::set_difference(allExo, observedExo, inserter(unobservedExo, unobservedExo.begin()));
+  ranges::set_difference(unobservedExo, usedExo, inserter(unusedExo, unusedExo.begin()));
   return unusedExo;
 }
 
@@ -2711,8 +3062,8 @@ DynamicModel::setLeadsLagsOrig()
       equation->collectDynamicVariables(SymbolType::exogenous, dynvars);
       equation->collectDynamicVariables(SymbolType::exogenousDet, dynvars);
 
-      max_lag_with_diffs_expanded_orig = max(equation->maxLagWithDiffsExpanded(),
-                                             max_lag_with_diffs_expanded_orig);
+      max_lag_with_diffs_expanded_orig
+          = max(equation->maxLagWithDiffsExpanded(), max_lag_with_diffs_expanded_orig);
     }
 
   for (const auto& [symb_id, lag] : dynvars)
@@ -2831,8 +3182,7 @@ DynamicModel::getTypeSpecificIDByDerivID(int deriv_id) const
 int
 DynamicModel::getDerivID(int symb_id, int lag) const noexcept(false)
 {
-  if (auto it = deriv_id_table.find({ symb_id, lag });
-      it == deriv_id_table.end())
+  if (auto it = deriv_id_table.find({symb_id, lag}); it == deriv_id_table.end())
     throw UnknownDerivIDException();
   else
     return it->second;
@@ -2849,7 +3199,8 @@ DynamicModel::addAllParamDerivId(set<int> &deriv_id_set)
 void
 DynamicModel::computeDynJacobianCols()
 {
-  // Sort the dynamic endogenous variables by lexicographic order over (lag, type_specific_symbol_id)
+  // Sort the dynamic endogenous variables by lexicographic order over (lag,
+  // type_specific_symbol_id)
   map<pair<int, int>, int> ordered_dyn_endo;
   for (const auto& [symb_lag, deriv_id] : deriv_id_table)
     if (const auto& [symb_id, lag] = symb_lag;
@@ -2857,8 +3208,7 @@ DynamicModel::computeDynJacobianCols()
       ordered_dyn_endo[{lag, symbol_table.getTypeSpecificID(symb_id)}] = deriv_id;
 
   // Fill the dynamic jacobian columns for endogenous (legacy representation)
-  for (int sorted_id{0};
-       const auto &[ignore, deriv_id] : ordered_dyn_endo)
+  for (int sorted_id {0}; const auto& [ignore, deriv_id] : ordered_dyn_endo)
     dyn_jacobian_cols_table[deriv_id] = sorted_id++;
 
   /* Fill the dynamic columns for exogenous and exogenous deterministic (legacy
@@ -2867,8 +3217,7 @@ DynamicModel::computeDynJacobianCols()
     {
       int symb_id {symb_lag.first};
       int tsid {symbol_table.getTypeSpecificID(symb_id)}; // At this point, there is no trend_var
-      if (SymbolType type{symbol_table.getType(symb_id)};
-          type == SymbolType::exogenous)
+      if (SymbolType type {symbol_table.getType(symb_id)}; type == SymbolType::exogenous)
         dyn_jacobian_cols_table[deriv_id] = ordered_dyn_endo.size() + tsid;
       else if (type == SymbolType::exogenousDet)
         dyn_jacobian_cols_table[deriv_id] = ordered_dyn_endo.size() + symbol_table.exo_nbr() + tsid;
@@ -2876,7 +3225,8 @@ DynamicModel::computeDynJacobianCols()
 
   /* NB: the following could differ from dyn_jacobian_cols_table.size() if
      there are unused exogenous (and “nostrict” option is given) */
-  dyn_jacobian_ncols = ordered_dyn_endo.size() + symbol_table.exo_nbr() + symbol_table.exo_det_nbr();
+  dyn_jacobian_ncols
+      = ordered_dyn_endo.size() + symbol_table.exo_nbr() + symbol_table.exo_det_nbr();
 }
 
 void
@@ -2888,8 +3238,7 @@ DynamicModel::testTrendDerivativesEqualToZero(const eval_context_t &eval_context
         || symbol_table.getType(symb_id1) == SymbolType::logTrend)
       for (int eq = 0; eq < static_cast<int>(equations.size()); eq++)
         {
-          expr_t homogeneq = AddMinus(equations[eq]->arg1,
-                                      equations[eq]->arg2);
+          expr_t homogeneq = AddMinus(equations[eq]->arg1, equations[eq]->arg2);
 
           // Do not run the test if the term inside the log is zero
           if (fabs(homogeneq->eval(eval_context)) > zero_band)
@@ -2900,16 +3249,22 @@ DynamicModel::testTrendDerivativesEqualToZero(const eval_context_t &eval_context
                 if (auto& [symb_id2, lag2] = symb_lag2;
                     symbol_table.getType(symb_id2) == SymbolType::endogenous)
                   {
-                    double nearZero = testeq->getDerivative(deriv_id2)->eval(eval_context); // eval d F / d Trend d Endog
+                    double nearZero = testeq->getDerivative(deriv_id2)->eval(
+                        eval_context); // eval d F / d Trend d Endog
                     if (fabs(nearZero) > balanced_growth_test_tol)
                       {
-                        cerr << "ERROR: trends not compatible with balanced growth path; the second-order cross partial of equation " << eq + 1;
+                        cerr << "ERROR: trends not compatible with balanced growth path; the "
+                                "second-order cross partial of equation "
+                             << eq + 1;
                         if (equations_lineno[eq])
                           cerr << " (line " << *equations_lineno[eq] << ") ";
-                        cerr << "w.r.t. trend variable "
-                             << symbol_table.getName(symb_id1) << " and endogenous variable "
-                             << symbol_table.getName(symb_id2) << " is not null (abs. value = "
-                             << fabs(nearZero) << "). If you are confident that your trends are correctly specified, you can raise the value of option 'balanced_growth_test_tol' in the 'model' block." << endl;
+                        cerr << "w.r.t. trend variable " << symbol_table.getName(symb_id1)
+                             << " and endogenous variable " << symbol_table.getName(symb_id2)
+                             << " is not null (abs. value = " << fabs(nearZero)
+                             << "). If you are confident that your trends are correctly specified, "
+                                "you can raise the value of option 'balanced_growth_test_tol' in "
+                                "the 'model' block."
+                             << endl;
                         exit(EXIT_FAILURE);
                       }
                   }
@@ -2920,13 +3275,15 @@ DynamicModel::testTrendDerivativesEqualToZero(const eval_context_t &eval_context
 void
 DynamicModel::writeLatexFile(const string& basename, bool write_equation_tags) const
 {
-  writeLatexModelFile(basename, "dynamic", ExprNodeOutputType::latexDynamicModel, write_equation_tags);
+  writeLatexModelFile(basename, "dynamic", ExprNodeOutputType::latexDynamicModel,
+                      write_equation_tags);
 }
 
 void
 DynamicModel::writeLatexOriginalFile(const string& basename, bool write_equation_tags) const
 {
-  writeLatexModelFile(basename, "original", ExprNodeOutputType::latexDynamicModel, write_equation_tags);
+  writeLatexModelFile(basename, "original", ExprNodeOutputType::latexDynamicModel,
+                      write_equation_tags);
 }
 
 void
@@ -2954,7 +3311,8 @@ DynamicModel::substituteExoLag(bool deterministic_model)
 }
 
 void
-DynamicModel::substituteLeadLagInternal(AuxVarType type, bool deterministic_model, const vector<string> &subset)
+DynamicModel::substituteLeadLagInternal(AuxVarType type, bool deterministic_model,
+                                        const vector<string>& subset)
 {
   ExprNode::subst_table_t subst_table;
   vector<BinaryOpNode*> neweqs;
@@ -2999,7 +3357,8 @@ DynamicModel::substituteLeadLagInternal(AuxVarType type, bool deterministic_mode
       switch (type)
         {
         case AuxVarType::endoLead:
-          subst = equation->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
+          subst = equation->substituteEndoLeadGreaterThanTwo(subst_table, neweqs,
+                                                             deterministic_model);
           break;
         case AuxVarType::endoLag:
           subst = equation->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
@@ -3115,8 +3474,7 @@ set<int>
 DynamicModel::findPacExpectationEquationNumbers() const
 {
   set<int> eqnumbers;
-  for (int i{0};
-       auto &equation : equations)
+  for (int i {0}; auto& equation : equations)
     {
       if (equation->containsPacExpectation())
         eqnumbers.insert(i);
@@ -3126,15 +3484,17 @@ DynamicModel::findPacExpectationEquationNumbers() const
 }
 
 pair<lag_equivalence_table_t, ExprNode::subst_table_t>
-DynamicModel::substituteUnaryOps(VarExpectationModelTable &var_expectation_model_table, PacModelTable &pac_model_table)
+DynamicModel::substituteUnaryOps(VarExpectationModelTable& var_expectation_model_table,
+                                 PacModelTable& pac_model_table)
 {
-  vector<int> eqnumbers(equations.size());
-  iota(eqnumbers.begin(), eqnumbers.end(), 0);
-  return substituteUnaryOps({ eqnumbers.begin(), eqnumbers.end() }, var_expectation_model_table, pac_model_table);
+  auto v = views::iota(0, static_cast<int>(equations.size()));
+  return substituteUnaryOps({v.begin(), v.end()}, var_expectation_model_table, pac_model_table);
 }
 
 pair<lag_equivalence_table_t, ExprNode::subst_table_t>
-DynamicModel::substituteUnaryOps(const set<int> &eqnumbers, VarExpectationModelTable &var_expectation_model_table, PacModelTable &pac_model_table)
+DynamicModel::substituteUnaryOps(const set<int>& eqnumbers,
+                                 VarExpectationModelTable& var_expectation_model_table,
+                                 PacModelTable& pac_model_table)
 {
   lag_equivalence_table_t nodes;
   ExprNode::subst_table_t subst_table;
@@ -3153,13 +3513,14 @@ DynamicModel::substituteUnaryOps(const set<int> &eqnumbers, VarExpectationModelT
   // Substitute in model local variables
   vector<BinaryOpNode*> neweqs;
   for (int mlv : used_local_vars)
-    local_variables_table[mlv] = local_variables_table[mlv]->substituteUnaryOpNodes(nodes, subst_table, neweqs);
+    local_variables_table[mlv]
+        = local_variables_table[mlv]->substituteUnaryOpNodes(nodes, subst_table, neweqs);
 
   // Substitute in equations
   for (int eq : eqnumbers)
     {
-      auto substeq = dynamic_cast<BinaryOpNode *>(equations[eq]->
-                                                  substituteUnaryOpNodes(nodes, subst_table, neweqs));
+      auto substeq = dynamic_cast<BinaryOpNode*>(
+          equations[eq]->substituteUnaryOpNodes(nodes, subst_table, neweqs));
       assert(substeq);
       equations[eq] = substeq;
     }
@@ -3177,13 +3538,15 @@ DynamicModel::substituteUnaryOps(const set<int> &eqnumbers, VarExpectationModelT
     }
 
   if (subst_table.size() > 0)
-    cout << "Substitution of Unary Ops: added " << neweqs.size() << " auxiliary variables and equations." << endl;
+    cout << "Substitution of Unary Ops: added " << neweqs.size()
+         << " auxiliary variables and equations." << endl;
 
   return {nodes, subst_table};
 }
 
 pair<lag_equivalence_table_t, ExprNode::subst_table_t>
-DynamicModel::substituteDiff(VarExpectationModelTable &var_expectation_model_table, PacModelTable &pac_model_table)
+DynamicModel::substituteDiff(VarExpectationModelTable& var_expectation_model_table,
+                             PacModelTable& pac_model_table)
 {
   /* Note: at this point, we know that there is no diff operator with a lead,
      because they have been expanded by DataTree::AddDiff().
@@ -3215,8 +3578,8 @@ DynamicModel::substituteDiff(VarExpectationModelTable &var_expectation_model_tab
   // Substitute in equations
   for (auto& equation : equations)
     {
-      auto substeq = dynamic_cast<BinaryOpNode *>(equation->
-                                                  substituteDiff(diff_nodes, diff_subst_table, neweqs));
+      auto substeq = dynamic_cast<BinaryOpNode*>(
+          equation->substituteDiff(diff_nodes, diff_subst_table, neweqs));
       assert(substeq);
       equation = substeq;
     }
@@ -3232,7 +3595,8 @@ DynamicModel::substituteDiff(VarExpectationModelTable &var_expectation_model_tab
     }
 
   if (diff_subst_table.size() > 0)
-    cout << "Substitution of Diff operator: added " << neweqs.size() << " auxiliary variables and equations." << endl;
+    cout << "Substitution of Diff operator: added " << neweqs.size()
+         << " auxiliary variables and equations." << endl;
 
   return {diff_nodes, diff_subst_table};
 }
@@ -3250,7 +3614,8 @@ DynamicModel::substituteExpectation(bool partial_information_model)
   // Substitute in equations
   for (auto& equation : equations)
     {
-      equation = dynamic_cast<BinaryOpNode *>(equation->substituteExpectation(subst_table, neweqs, partial_information_model));
+      equation = dynamic_cast<BinaryOpNode*>(
+          equation->substituteExpectation(subst_table, neweqs, partial_information_model));
       assert(equation);
     }
 
@@ -3267,9 +3632,11 @@ DynamicModel::substituteExpectation(bool partial_information_model)
   if (subst_table.size() > 0)
     {
       if (partial_information_model)
-        cout << "Substitution of Expectation operator: added " << subst_table.size() << " auxiliary variables and " << neweqs.size() << " auxiliary equations." << endl;
+        cout << "Substitution of Expectation operator: added " << subst_table.size()
+             << " auxiliary variables and " << neweqs.size() << " auxiliary equations." << endl;
       else
-        cout << "Substitution of Expectation operator: added " << neweqs.size() << " auxiliary variables and equations." << endl;
+        cout << "Substitution of Expectation operator: added " << neweqs.size()
+             << " auxiliary variables and equations." << endl;
     }
 }
 
@@ -3300,10 +3667,12 @@ DynamicModel::substituteLogTransform()
         definition = definition->substituteLogTransform(symb_id, aux_symb_id);
 
       for (auto& equation : equations)
-        equation = dynamic_cast<BinaryOpNode *>(equation->substituteLogTransform(symb_id, aux_symb_id));
+        equation
+            = dynamic_cast<BinaryOpNode*>(equation->substituteLogTransform(symb_id, aux_symb_id));
 
       for (auto& equation : static_only_equations)
-        equation = dynamic_cast<BinaryOpNode *>(equation->substituteLogTransform(symb_id, aux_symb_id));
+        equation
+            = dynamic_cast<BinaryOpNode*>(equation->substituteLogTransform(symb_id, aux_symb_id));
 
       /*
         We add the following new equations:
@@ -3319,8 +3688,37 @@ DynamicModel::substituteLogTransform()
           block of type “evaluate”, or maybe even the epilogue)
       */
       addAuxEquation(AddEqual(AddVariable(aux_symb_id), aux_def));
-      addEquation(AddEqual(AddVariable(symb_id), AddExp(AddVariable(aux_symb_id))),
-                  nullopt, {});
+      addEquation(AddEqual(AddVariable(symb_id), AddExp(AddVariable(aux_symb_id))), nullopt, {});
+    }
+}
+
+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);
     }
 }
 
@@ -3334,12 +3732,11 @@ DynamicModel::checkNoWithLogTransform(const set<int> &eqnumbers)
   const set<int>& with_log_transform = symbol_table.getVariablesWithLogTransform();
 
   vector<int> intersect;
-  set_intersection(endos.begin(), endos.end(),
-                   with_log_transform.begin(), with_log_transform.end(),
-                   back_inserter(intersect));
+  ranges::set_intersection(endos, with_log_transform, back_inserter(intersect));
   if (!intersect.empty())
     {
-      cerr << "ERROR: the following variables are declared with var(log) and therefore cannot appear in a VAR/TCM/PAC equation: ";
+      cerr << "ERROR: the following variables are declared with var(log) and therefore cannot "
+              "appear in a VAR/TCM/PAC equation: ";
       for (int symb_id : intersect)
         cerr << symbol_table.getName(symb_id) << " ";
       cerr << endl;
@@ -3351,17 +3748,18 @@ void
 DynamicModel::detrendEquations()
 {
   // We go backwards in the list of trend_vars, to deal correctly with I(2) processes
-  for (auto it = nonstationary_symbols_map.crbegin();
-       it != nonstationary_symbols_map.crend(); ++it)
+  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 = dynamic_cast<BinaryOpNode*>(
+              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 = dynamic_cast<BinaryOpNode*>(
+              equation->detrend(symb_id, deflator.first, deflator.second));
           assert(equation);
         }
     }
@@ -3439,14 +3837,17 @@ DynamicModel::fillEvalContext(eval_context_t &eval_context) const
 }
 
 void
-DynamicModel::addStaticOnlyEquation(expr_t eq, optional<int> lineno, map<string, string> eq_tags)
+DynamicModel::addStaticOnlyEquation(expr_t eq, const optional<int>& lineno,
+                                    optional<tuple<int, expr_t, expr_t>> complementarity_condition,
+                                    map<string, string> eq_tags)
 {
   auto beq = dynamic_cast<BinaryOpNode*>(eq);
   assert(beq && beq->op_code == BinaryOpcode::equal);
 
   static_only_equations_equation_tags.add(static_only_equations.size(), move(eq_tags));
   static_only_equations.push_back(beq);
-  static_only_equations_lineno.push_back(move(lineno));
+  static_only_equations_lineno.push_back(lineno);
+  static_only_complementarity_conditions.push_back(move(complementarity_condition));
 }
 
 size_t
@@ -3462,22 +3863,26 @@ DynamicModel::dynamicOnlyEquationsNbr() const
 }
 
 void
-DynamicModel::addOccbinEquation(expr_t eq, optional<int> lineno, map<string, string> eq_tags, const vector<string> &regimes_bind, const vector<string> &regimes_relax)
+DynamicModel::addOccbinEquation(expr_t eq, const optional<int>& lineno, map<string, string> eq_tags,
+                                const vector<string>& constraints_bind,
+                                const vector<string>& constraints_relax)
 {
   auto beq = dynamic_cast<BinaryOpNode*>(eq);
   assert(beq && beq->op_code == BinaryOpcode::equal);
 
+  occbin_regime_trackers[eq_tags.at("name")].addRegime(constraints_bind, constraints_relax);
+
   // Construct the term to be added to the corresponding equation
   expr_t basic_term = AddMinus(beq->arg1, beq->arg2);
   expr_t term = basic_term;
-  for (auto &regime : regimes_bind)
+  for (auto& constraint : constraints_bind)
     {
-      int param_id = symbol_table.getID(ParsingDriver::buildOccbinBindParamName(regime));
+      int param_id = symbol_table.getID(ParsingDriver::buildOccbinBindParamName(constraint));
       term = AddTimes(term, AddVariable(param_id));
     }
-  for (auto &regime : regimes_relax)
+  for (auto& constraint : constraints_relax)
     {
-      int param_id = symbol_table.getID(ParsingDriver::buildOccbinBindParamName(regime));
+      int param_id = symbol_table.getID(ParsingDriver::buildOccbinBindParamName(constraint));
       term = AddTimes(term, AddMinus(One, AddVariable(param_id)));
     }
 
@@ -3496,27 +3901,29 @@ DynamicModel::addOccbinEquation(expr_t eq, optional<int> lineno, map<string, str
     {
       auto eq_tags_dynamic = eq_tags;
       eq_tags_dynamic["dynamic"] = "";
-      addEquation(AddEqual(term, Zero), lineno, eq_tags_dynamic);
+      addEquation(AddEqual(term, Zero), lineno, nullopt, eq_tags_dynamic);
     }
 
   // Create or update the static equation (corresponding to the pure relax regime)
-  if (regimes_bind.empty())
+  if (constraints_bind.empty())
     {
       /* Similar remark as above. We could have entirely skipped this
          equation updating, since normally there is only one such clause,
          but the following adds a (somewhat bizarre) support for equation
          snippets without “bind” nor “relax” */
-      optional<int> eqn_static { static_only_equations_equation_tags.getEqnByTag("name", eq_tags.at("name")) };
+      optional<int> eqn_static {
+          static_only_equations_equation_tags.getEqnByTag("name", eq_tags.at("name"))};
       if (eqn_static)
         {
           BinaryOpNode* orig_eq {static_only_equations[*eqn_static]};
-          static_only_equations[*eqn_static] = AddEqual(AddPlus(AddMinus(orig_eq->arg1, orig_eq->arg2), basic_term), Zero);
+          static_only_equations[*eqn_static]
+              = AddEqual(AddPlus(AddMinus(orig_eq->arg1, orig_eq->arg2), basic_term), Zero);
           // It’s unclear how to update lineno and tags, so don’t do it
         }
       else
         {
           eq_tags["static"] = "";
-          addStaticOnlyEquation(AddEqual(basic_term, Zero), lineno, move(eq_tags));
+          addStaticOnlyEquation(AddEqual(basic_term, Zero), lineno, nullopt, move(eq_tags));
         }
     }
 }
@@ -3534,9 +3941,8 @@ DynamicModel::isChecksumMatching(const string &basename) const
   deriv_node_temp_terms_t tef_terms;
   temporary_terms_t temp_term_union;
 
-  writeTemporaryTerms<buffer_type>(temporary_terms_derivatives[0],
-                                   temp_term_union, temporary_terms_idxs,
-                                   buffer, tef_terms);
+  writeTemporaryTerms<buffer_type>(temporary_terms_derivatives[0], temp_term_union,
+                                   temporary_terms_idxs, buffer, tef_terms);
 
   writeModelEquations<buffer_type>(buffer, temp_term_union);
 
@@ -3585,8 +3991,7 @@ DynamicModel::writeJsonOutput(ostream &output) const
   output << ", ";
   writeJsonVariableMapping(output);
   output << R"(, "dynamic_tmp_nbr": [)";
-  for (bool printed_something {false};
-       const auto &tts : temporary_terms_derivatives)
+  for (bool printed_something {false}; const auto& tts : temporary_terms_derivatives)
     {
       if (exchange(printed_something, true))
         output << ", ";
@@ -3623,16 +4028,13 @@ void
 DynamicModel::writeJsonVariableMapping(ostream& output) const
 {
   output << R"("variable_mapping":[)" << endl;
-  for (bool printed_something{false};
-       const auto &[var, eqs] : variableMapping)
+  for (bool printed_something {false}; const auto& [var, eqs] : variableMapping)
     {
       if (exchange(printed_something, true))
         output << ", ";
       output << R"({"name": ")" << symbol_table.getName(var) << R"(", "equations":[)";
-      for (bool printed_something2{false};
-           int it2 : eqs)
-        if (auto tmp = equation_tags.getTagValueByEqnAndKey(it2, "name");
-            tmp)
+      for (bool printed_something2 {false}; int it2 : eqs)
+        if (auto tmp = equation_tags.getTagValueByEqnAndKey(it2, "name"); tmp)
           {
             if (exchange(printed_something2, true))
               output << ", ";
@@ -3644,18 +4046,16 @@ DynamicModel::writeJsonVariableMapping(ostream &output) const
 }
 
 void
-DynamicModel::writeJsonXrefsHelper(ostream &output, const map<pair<int, int>, set<int>> &xrefmap) const
+DynamicModel::writeJsonXrefsHelper(ostream& output,
+                                   const map<pair<int, int>, set<int>>& xrefmap) const
 {
-  for (bool printed_something{false};
-       const auto &[symb_lag, eqs] : xrefmap)
+  for (bool printed_something {false}; const auto& [symb_lag, eqs] : xrefmap)
     {
       if (exchange(printed_something, true))
         output << ", ";
       output << R"({"name": ")" << symbol_table.getName(symb_lag.first) << R"(")"
-             << R"(, "shift": )" << symb_lag.second
-             << R"(, "equations": [)";
-      for (bool printed_something2{false};
-           int eq : eqs)
+             << R"(, "shift": )" << symb_lag.second << R"(, "equations": [)";
+      for (bool printed_something2 {false}; int eq : eqs)
         {
           if (exchange(printed_something2, true))
             output << ", ";
@@ -3697,19 +4097,13 @@ DynamicModel::writeJsonDynamicModelInfo(ostream &output) const
   output << R"("model_info": {)"
          << R"("lead_lag_incidence": [)";
   // Loop on endogenous variables
-  int nstatic = 0,
-    nfwrd = 0,
-    npred = 0,
-    nboth = 0;
+  int nstatic = 0, nfwrd = 0, npred = 0, nboth = 0;
   for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
     {
       if (endoID != 0)
         output << ",";
       output << "[";
-      int sstatic = 1,
-        sfwrd = 0,
-        spred = 0,
-        sboth = 0;
+      int sstatic = 1, sfwrd = 0, spred = 0, sboth = 0;
       // Loop on periods
       for (int lag = -max_endo_lag; lag <= max_endo_lead; lag++)
         {
@@ -3774,8 +4168,8 @@ DynamicModel::writeJsonDynamicModelInfo(ostream &output) const
          << R"("orig_maximum_exo_det_lead": )" << max_exo_det_lead_orig << "," << endl
          << R"("orig_maximum_lag": )" << max_lag_orig << "," << endl
          << R"("orig_maximum_lead": )" << max_lead_orig << "," << endl
-         << R"("orig_maximum_lag_with_diffs_expanded": )" << max_lag_with_diffs_expanded_orig
-	 << "," <<endl
+         << R"("orig_maximum_lag_with_diffs_expanded": )" << max_lag_with_diffs_expanded_orig << ","
+         << endl
          << R"("NNZDerivatives": [)";
   for (int i = 1; i < static_cast<int>(NNZDerivatives.size()); i++)
     {
@@ -3783,8 +4177,7 @@ DynamicModel::writeJsonDynamicModelInfo(ostream &output) const
       if (i < static_cast<int>(NNZDerivatives.size()) - 1)
         output << ", ";
     }
-  output << "]}" 
-	 << endl;
+  output << "]}" << endl;
 }
 
 void
@@ -3808,22 +4201,16 @@ DynamicModel::writeJsonParamsDerivatives(ostream &output, bool writeDetails) con
   if (!params_derivatives.size())
     return;
 
-  auto [mlv_output, tt_output, rp_output, gp_output, rpp_output, gpp_output, hp_output, g3p_output]
-    { writeJsonParamsDerivativesHelper<true>(writeDetails) };
+  auto [mlv_output, tt_output, rp_output, gp_output, rpp_output, gpp_output, hp_output,
+        g3p_output] {writeJsonParamsDerivativesHelper<true>(writeDetails)};
 
   if (writeDetails)
     output << R"("dynamic_model_params_derivative": {)";
   else
     output << R"("dynamic_model_params_derivatives_simple": {)";
-  output << mlv_output.str()
-         << ", " << tt_output.str()
-         << ", " << rp_output.str()
-         << ", " << gp_output.str()
-         << ", " << rpp_output.str()
-         << ", " << gpp_output.str()
-         << ", " << hp_output.str()
-         << ", " << g3p_output.str()
-         << "}";
+  output << mlv_output.str() << ", " << tt_output.str() << ", " << rp_output.str() << ", "
+         << gp_output.str() << ", " << rpp_output.str() << ", " << gpp_output.str() << ", "
+         << hp_output.str() << ", " << g3p_output.str() << "}";
 }
 
 void
@@ -3839,7 +4226,8 @@ DynamicModel::checkNoRemainingPacExpectation() const
   for (size_t eq = 0; eq < equations.size(); eq++)
     if (equations[eq]->containsPacExpectation())
       {
-        cerr << "ERROR: in equation " << equation_tags.getTagValueByEqnAndKey(eq, "name").value_or(to_string(eq+1))
+        cerr << "ERROR: in equation "
+             << equation_tags.getTagValueByEqnAndKey(eq, "name").value_or(to_string(eq + 1))
              << ", the pac_expectation operator references an unknown pac_model" << endl;
         exit(EXIT_FAILURE);
       }
@@ -3850,8 +4238,8 @@ DynamicModel::simplifyEquations()
 {
   size_t last_subst_table_size = 0;
   map<VariableNode*, NumConstNode*> subst_table;
-  // Equations with “mcp” tag are excluded, see dynare#1697
-  findConstantEquationsWithoutMcpTag(subst_table);
+  // Equations with a complementarity condition are excluded, see dynare#1697
+  findConstantEquationsWithoutComplementarityCondition(subst_table);
   while (subst_table.size() != last_subst_table_size)
     {
       last_subst_table_size = subst_table.size();
@@ -3862,7 +4250,7 @@ DynamicModel::simplifyEquations()
       for (auto& equation : static_only_equations)
         equation = dynamic_cast<BinaryOpNode*>(equation->replaceVarsInEquation(subst_table));
       subst_table.clear();
-      findConstantEquationsWithoutMcpTag(subst_table);
+      findConstantEquationsWithoutComplementarityCondition(subst_table);
     }
 }
 
@@ -3872,8 +4260,11 @@ DynamicModel::checkNoRemainingPacTargetNonstationary() const
   for (size_t eq = 0; eq < equations.size(); eq++)
     if (equations[eq]->containsPacTargetNonstationary())
       {
-        cerr << "ERROR: in equation " << equation_tags.getTagValueByEqnAndKey(eq, "name").value_or(to_string(eq+1))
-             << ", the pac_target_nonstationary operator does not match a corresponding 'pac_target_info' block" << endl;
+        cerr << "ERROR: in equation "
+             << equation_tags.getTagValueByEqnAndKey(eq, "name").value_or(to_string(eq + 1))
+             << ", the pac_target_nonstationary operator does not match a corresponding "
+                "'pac_target_info' block"
+             << endl;
         exit(EXIT_FAILURE);
       }
 }
@@ -3883,16 +4274,161 @@ DynamicModel::checkIsLinear() const
 {
   if (!nonzero_hessian_eqs.empty())
     {
-      cerr << "ERROR: If the model is declared linear the second derivatives must be equal to zero." << endl
+      cerr << "ERROR: If the model is declared linear the second derivatives must be equal to zero."
+           << endl
            << "       The following equations have non-zero second derivatives:" << endl;
       for (auto it : nonzero_hessian_eqs)
         {
           cerr << "       * Eq # " << it + 1;
-          if (optional<string> eqname { equation_tags.getTagValueByEqnAndKey(it, "name") };
-              eqname)
+          if (optional<string> eqname {equation_tags.getTagValueByEqnAndKey(it, "name")}; eqname)
             cerr << " [" << *eqname << "]";
           cerr << endl;
         }
       exit(EXIT_FAILURE);
     }
 }
+
+void
+DynamicModel::checkOccbinRegimes() const
+{
+  for (const auto& [eq_name, tracker] : occbin_regime_trackers)
+    {
+      try
+        {
+          tracker.checkAllRegimesPresent();
+        }
+      catch (OccbinRegimeTracker::MissingRegimeException& e)
+        {
+          cerr << "ERROR: for equation '" << eq_name << "', the regime corresponding to ";
+          if (!e.constraints_bind.empty())
+            {
+              cerr << "bind='";
+              for (bool first_printed {false}; const auto& r : e.constraints_bind)
+                {
+                  if (exchange(first_printed, true))
+                    cerr << ",";
+                  cerr << r;
+                }
+            }
+          if (!e.constraints_bind.empty() && !e.constraints_relax.empty())
+            cerr << "' and ";
+          if (!e.constraints_relax.empty())
+            {
+              cerr << "relax='";
+              for (bool first_printed {false}; const auto& r : e.constraints_relax)
+                {
+                  if (exchange(first_printed, true))
+                    cerr << ",";
+                  cerr << r;
+                }
+            }
+          cerr << "' is not defined" << endl;
+          exit(EXIT_FAILURE);
+        }
+    }
+}
+
+void
+DynamicModel::OccbinRegimeTracker::addRegime(const vector<string>& constraints_bind,
+                                             const vector<string>& constraints_relax)
+{
+  // Check that no constraint appears in both bind and relax
+  set constraints_bind_sorted(constraints_bind.begin(), constraints_bind.end()),
+      constraints_relax_sorted(constraints_relax.begin(), constraints_relax.end());
+  vector<string> constraints_intersect;
+  ranges::set_intersection(constraints_bind_sorted, constraints_relax_sorted,
+                           back_inserter(constraints_intersect));
+  if (!constraints_intersect.empty())
+    throw ConstraintInBothBindAndRelaxException {constraints_intersect.front()};
+
+  // If a constraint has never been mentioned before, add it to the list and adapt the regimes
+  vector<string> constraints_union;
+  ranges::set_union(constraints_bind_sorted, constraints_relax_sorted,
+                    back_inserter(constraints_union));
+  for (const auto& c : constraints_union)
+    if (ranges::find(constraints, c) == constraints.end())
+      {
+        constraints.push_back(c);
+        auto regimes_copy = regimes_present;
+        regimes_present.clear();
+        for (const auto& r : regimes_copy)
+          {
+            auto r0 = r, r1 = r;
+            r0.push_back(false);
+            r1.push_back(true);
+            regimes_present.insert(r0);
+            regimes_present.insert(r1);
+          }
+      }
+
+  // Create the bit vector(s) corresponding to the function arguments
+  vector<bool> new_regime_template(constraints.size(), false);
+  for (const auto& c : constraints_bind)
+    {
+      int i = ranges::distance(constraints.begin(), ranges::find(constraints, c));
+      new_regime_template[i] = true;
+    }
+  set<vector<bool>> new_regimes {new_regime_template};
+  set all_constraints_sorted(constraints.begin(), constraints.end());
+  vector<string> constraints_not_mentioned;
+  ranges::set_difference(all_constraints_sorted, constraints_union,
+                         back_inserter(constraints_not_mentioned));
+  for (const auto& c : constraints_not_mentioned)
+    {
+      int i = ranges::distance(constraints.begin(), ranges::find(constraints, c));
+      auto new_regimes_copy = new_regimes;
+      for (const auto& r : new_regimes_copy)
+        {
+          auto r2 = r;
+          r2[i] = true;
+          new_regimes.insert(move(r2));
+        }
+    }
+
+  // Add the new bit vector(s)
+  for (const auto& r : new_regimes)
+    {
+      auto [it, success] = regimes_present.insert(r);
+      if (!success)
+        {
+          auto [constraints_bind_duplicate, constraints_relax_duplicate]
+              = convertBitVectorToRegimes(r);
+          throw RegimeAlreadyPresentException {constraints_bind_duplicate,
+                                               constraints_relax_duplicate};
+        }
+    }
+}
+
+void
+DynamicModel::OccbinRegimeTracker::checkAllRegimesPresent() const
+{
+  vector<bool> r(constraints.size(), false);
+  do
+    {
+      if (!regimes_present.contains(r))
+        {
+          auto [constraints_bind, constraints_relax] = convertBitVectorToRegimes(r);
+          throw MissingRegimeException {constraints_bind, constraints_relax};
+        }
+      auto it = ranges::find(r, false);
+      if (it == r.end())
+        break;
+      *it = true;
+      /* NB: cannot use ranges::fill since vector<bool>::iterator does not satisfy
+         indirectly_writable concept. Should be fixed in C++23: https://wg21.link/p2321 */
+      fill(r.begin(), it, false);
+    }
+  while (true);
+}
+
+pair<vector<string>, vector<string>>
+DynamicModel::OccbinRegimeTracker::convertBitVectorToRegimes(const vector<bool>& r) const
+{
+  vector<string> constraints_bind, constraints_relax;
+  for (size_t i = 0; i < constraints.size(); i++)
+    if (r[i])
+      constraints_bind.push_back(constraints[i]);
+    else
+      constraints_relax.push_back(constraints[i]);
+  return {constraints_bind, constraints_relax};
+}

src/DynamicModel.hh

 /*
- * Copyright © 2003-2023 Dynare Team
+ * Copyright © 2003-2024 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -17,14 +17,14 @@
  * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
-#ifndef _DYNAMICMODEL_HH
-#define _DYNAMICMODEL_HH
+#ifndef DYNAMIC_MODEL_HH
+#define DYNAMIC_MODEL_HH
 
-#include <fstream>
 #include <filesystem>
+#include <fstream>
 
-#include "StaticModel.hh"
 #include "Bytecode.hh"
+#include "StaticModel.hh"
 
 using namespace std;
 
@@ -42,6 +42,41 @@ public:
      variable is zero. Controlled by option “balanced_growth_test_tol” of the
      “model” block. The default should not be too small (see dynare#1389). */
   double balanced_growth_test_tol {1e-6};
+
+  /* For a given equation, tracks all the regimes and the declared alternatives with combinations of
+     bind and relax tags */
+  class OccbinRegimeTracker
+  {
+  private:
+    // The list of constraints used for this equation
+    vector<string> constraints;
+    /* The list of regimes present for this equation; each regime is a vector of boolean, of same
+       length as “constraints”; each boolean represents a constraint (in the order of
+       “constraints”): false for relax, true for bind */
+    set<vector<bool>> regimes_present;
+
+  public:
+    struct ConstraintInBothBindAndRelaxException
+    {
+      const string constraint;
+    };
+    struct RegimeAlreadyPresentException
+    {
+      const vector<string> constraints_bind, constraints_relax;
+    };
+    void addRegime(const vector<string>& constraints_bind,
+                   const vector<string>& constraints_relax) noexcept(false);
+    struct MissingRegimeException
+    {
+      const vector<string> constraints_bind, constraints_relax;
+    };
+    void checkAllRegimesPresent() const noexcept(false);
+
+  private:
+    [[nodiscard]] pair<vector<string>, vector<string>>
+    convertBitVectorToRegimes(const vector<bool>& r) const;
+  };
+
 private:
   /* Used in the balanced growth test, for skipping equations where the test
      cannot be performed (i.e. when LHS=RHS at the initial values). Should not
@@ -58,6 +93,9 @@ private:
   //! Stores the equation tags of equations declared as [static]
   EquationTags static_only_equations_equation_tags;
 
+  // Complementarity conditions of equations declared as [static]
+  vector<optional<tuple<int, expr_t, expr_t>>> static_only_complementarity_conditions;
+
   using deriv_id_table_t = map<pair<int, int>, int>;
   //! Maps a pair (symbol_id, lag) to a deriv ID
   deriv_id_table_t deriv_id_table;
@@ -89,7 +127,8 @@ private:
   int max_endo_lag_orig {0}, max_endo_lead_orig {0};
   //! Maximum lag and lead over exogenous variables (positive values) of original model
   int max_exo_lag_orig {0}, max_exo_lead_orig {0};
-  //! Maximum lag and lead over deterministic exogenous variables (positive values) of original model
+  //! Maximum lag and lead over deterministic exogenous variables (positive values) of original
+  //! model
   int max_exo_det_lag_orig {0}, max_exo_det_lead_orig {0};
 
   // Cross reference information: eq → set of (symb_id, lag) for each symbol type
@@ -156,7 +195,8 @@ private:
   void testTrendDerivativesEqualToZero(const eval_context_t& eval_context);
 
   //! Allocates the derivation IDs for all dynamic variables of the model
-  /*! Also computes max_{endo,exo}_{lead_lag}, and initializes dynJacobianColsNbr to the number of dynamic endos */
+  /*! Also computes max_{endo,exo}_{lead_lag}, and initializes dynJacobianColsNbr to the number of
+   * dynamic endos */
   void computeDerivIDs();
 
   /* Compute the Jacobian column indices in the block decomposition case
@@ -167,26 +207,28 @@ private:
 
   //! Factorized code for substitutions of leads/lags
   /*! \param[in] type determines which type of variables is concerned
-    \param[in] deterministic_model whether we are in a deterministic model (only for exogenous leads/lags)
-    \param[in] subset variables to which to apply the transformation (only for diff of forward vars)
+    \param[in] deterministic_model whether we are in a deterministic model (only for exogenous
+    leads/lags) \param[in] subset variables to which to apply the transformation (only for diff of
+    forward vars)
   */
-  void substituteLeadLagInternal(AuxVarType type, bool deterministic_model, const vector<string> &subset);
+  void substituteLeadLagInternal(AuxVarType type, bool deterministic_model,
+                                 const vector<string>& subset);
 
   //! Help computeXrefs to compute the reverse references (i.e. param->eqs, endo->eqs, etc)
-  void computeRevXref(map<pair<int, int>, set<int>> &xrefset, const set<pair<int, int>> &eiref, int eqn);
+  void computeRevXref(map<pair<int, int>, set<int>>& xrefset, const set<pair<int, int>>& eiref,
+                      int eqn);
 
   //! Write reverse cross references
-  void writeRevXrefs(ostream &output, const map<pair<int, int>, set<int>> &xrefmap, const string &type) const;
+  void writeRevXrefs(ostream& output, const map<pair<int, int>, set<int>>& xrefmap,
+                     const string& type) const;
 
   /* Writes MATLAB/Octave wrapper function for computing residuals and
      derivatives at the same time (legacy representation) */
   void writeDynamicMWrapperFunction(const string& name, const string& ending) const;
   /* Helper for writing MATLAB/Octave functions for residuals/derivatives and
      their temporary terms (legacy representation) */
-  void writeDynamicMFileHelper(const string &basename,
-                               const string &name, const string &retvalname,
-                               const string &name_tt, size_t ttlen,
-                               const string &previous_tt_name,
+  void writeDynamicMFileHelper(const string& basename, const string& name, const string& retvalname,
+                               const string& name_tt, size_t ttlen, const string& previous_tt_name,
                                const ostringstream& init_s, const ostringstream& end_s,
                                const ostringstream& s, const ostringstream& s_tt) const;
 
@@ -221,7 +263,8 @@ private:
     Returns a set of pairs (tag name, tag value) corresponding to the set of
     equations to be included or excluded.
    */
-  static vector<map<string, string>> parseIncludeExcludeEquations(const string &inc_exc_option_value, bool exclude_eqs);
+  static vector<map<string, string>>
+  parseIncludeExcludeEquations(const string& inc_exc_option_value, bool exclude_eqs);
 
   /* Helper for the removeEquations() method.
      listed_eqs_by_tag describes a list of equations to remove (identified by
@@ -240,12 +283,11 @@ private:
 
      Returns a list of excluded variables (empty if
      excluded_vars_change_type=false) */
-  vector<int> removeEquationsHelper(set<map<string, string>> &listed_eqs_by_tag,
-                                    bool exclude_eqs, bool excluded_vars_change_type,
-                                    vector<BinaryOpNode *> &all_equations,
-                                    vector<optional<int>> &all_equations_lineno,
-                                    EquationTags &all_equation_tags,
-                                    bool static_equations) const;
+  vector<int> removeEquationsHelper(
+      set<map<string, string>>& listed_eqs_by_tag, bool exclude_eqs, bool excluded_vars_change_type,
+      vector<BinaryOpNode*>& all_equations, vector<optional<int>>& all_equations_lineno,
+      vector<optional<tuple<int, expr_t, expr_t>>>& all_complementarity_conditions,
+      EquationTags& all_equation_tags, bool static_equations) const;
 
   //! Compute autoregressive matrices of trend component models
   /* The algorithm uses matching rules over expression trees. It cannot handle
@@ -254,7 +296,8 @@ private:
 
   //! Compute error component matrices of trend component_models
   /*! Returns a pair (A0r, A0starr) */
-  pair<map<string, map<tuple<int, int>, expr_t>>, map<string, map<tuple<int, int>, expr_t>>> computeErrorComponentMatrices(const ExprNode::subst_table_t &diff_subst_table) const;
+  pair<map<string, map<tuple<int, int>, expr_t>>, map<string, map<tuple<int, int>, expr_t>>>
+  computeErrorComponentMatrices(const ExprNode::subst_table_t& diff_subst_table) const;
 
   /* For a VAR model, given the symbol ID of a LHS variable, and a (negative)
      lag, returns all the corresponding deriv_ids (by properly dealing with two
@@ -270,6 +313,9 @@ private:
     return blocks_jacob_cols_endo[blk].at({var, lag});
   }
 
+  // Used to check consistency of bind/relax tags; the keys are equation names
+  map<string, OccbinRegimeTracker> occbin_regime_trackers;
+
 protected:
   string
   modelClassName() const override
@@ -278,9 +324,9 @@ protected:
   }
 
 public:
-  DynamicModel(SymbolTable &symbol_table_arg,
-               NumericalConstants &num_constants_arg,
+  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);
 
@@ -295,10 +341,11 @@ public:
 
   //! Execute computations (variable sorting + derivation + block decomposition)
   /*!
-    \param derivsOrder order of derivatives w.r. to exo, exo_det and endo should be computed (implies jacobianExo = true when order >= 2)
-    \param paramsDerivsOrder order of derivatives w.r. to a pair (endo/exo/exo_det, parameter) to be computed (>0 implies jacobianExo = true)
-    \param eval_context evaluation context for normalization
-    \param no_tmp_terms if true, no temporary terms will be computed in the dynamic files
+    \param derivsOrder order of derivatives w.r. to exo, exo_det and endo should be computed
+    (implies jacobianExo = true when order >= 2) \param paramsDerivsOrder order of derivatives w.r.
+    to a pair (endo/exo/exo_det, parameter) to be computed (>0 implies jacobianExo = true) \param
+    eval_context evaluation context for normalization \param no_tmp_terms if true, no temporary
+    terms will be computed in the dynamic files
   */
   void computingPass(int derivsOrder, int paramsDerivsOrder, const eval_context_t& eval_context,
                      bool no_tmp_terms, bool block, bool use_dll);
@@ -374,7 +421,8 @@ public:
   void updateVarAndTrendModel() const;
 
   //! Writes dynamic model file (+ bytecode)
-  void writeDynamicFile(const string &basename, bool use_dll, const string &mexext, const filesystem::path &matlabroot, bool julia) const;
+  void writeDynamicFile(const string& basename, bool use_dll, const string& mexext,
+                        const filesystem::path& matlabroot, bool julia) const;
 
   //! Writes file containing parameters derivatives
   template<bool julia>
@@ -383,7 +431,8 @@ public:
   //! Creates mapping for variables and equations they are present in
   void createVariableMapping();
 
-  //! Expands equation tags with default equation names (available "name" tag or LHS variable or equation ID)
+  //! Expands equation tags with default equation names (available "name" tag or LHS variable or
+  //! equation ID)
   void expandEqTags();
 
   //! Find endogenous variables not used in model
@@ -411,7 +460,8 @@ public:
      Returns the number of optimality FOCs, which is by construction equal to
      the number of endogenous before adding the Lagrange multipliers
      (internally called ramsey_endo_nbr). */
-  int computeRamseyPolicyFOCs(const StaticModel &static_model);
+  int computeRamseyPolicyFOCs(const StaticModel& planner_objective,
+                              map<int, pair<expr_t, expr_t>> cloned_ramsey_constraints);
 
   //! Clears all equations
   void clearEquations();
@@ -420,7 +470,9 @@ public:
   void replaceMyEquations(DynamicModel& dynamic_model) const;
 
   //! Adds an equation marked as [static]
-  void addStaticOnlyEquation(expr_t eq, optional<int> lineno, map<string, string> eq_tags);
+  void addStaticOnlyEquation(expr_t eq, const optional<int>& lineno,
+                             optional<tuple<int, expr_t, expr_t>> complementarity_condition,
+                             map<string, string> eq_tags);
 
   //! Returns number of static only equations
   size_t staticOnlyEquationsNbr() const;
@@ -433,7 +485,9 @@ public:
      auxiliary parameters have already been added to the symbol table.
      It also assumes that the “bind” and “relax” tags have been cleared from
      eq_tags. */
-  void addOccbinEquation(expr_t eq, optional<int> lineno, map<string, string> eq_tags, const vector<string> &regimes_bind, const vector<string> &regimes_relax);
+  void addOccbinEquation(expr_t eq, const optional<int>& lineno, map<string, string> eq_tags,
+                         const vector<string>& constraints_bind,
+                         const vector<string>& constraints_relax);
 
   //! Writes LaTeX file with the equations of the dynamic model
   void writeLatexFile(const string& basename, bool write_equation_tags) const;
@@ -471,8 +525,7 @@ public:
       }
     else
       {
-        if (auto it = dyn_jacobian_cols_table.find(deriv_id);
-            it == dyn_jacobian_cols_table.end())
+        if (auto it = dyn_jacobian_cols_table.find(deriv_id); it == dyn_jacobian_cols_table.end())
           throw UnknownDerivIDException();
         else
           return it->second;
@@ -481,20 +534,13 @@ public:
   int
   getJacobianColsNbr(bool sparse) const override
   {
-    return sparse ?
-      3*symbol_table.endo_nbr() + symbol_table.exo_nbr() + symbol_table.exo_det_nbr() :
-      dyn_jacobian_ncols;
+    return sparse
+               ? 3 * symbol_table.endo_nbr() + symbol_table.exo_nbr() + symbol_table.exo_det_nbr()
+               : dyn_jacobian_ncols;
   }
 
   void addAllParamDerivId(set<int>& deriv_id_set) override;
 
-  //! Returns true indicating that this is a dynamic model
-  bool
-  isDynamic() const override
-  {
-    return true;
-  };
-
   //! Drive test of detrended equations
   void runTrendTest(const eval_context_t& eval_context);
 
@@ -515,12 +561,17 @@ public:
   //! Transforms the model by removing all UnaryOpcode::expectation
   void substituteExpectation(bool partial_information_model);
 
-  //! Transforms the model by decreasing the lead/lag of predetermined variables in model equations by one
+  //! Transforms the model by decreasing the lead/lag of predetermined variables in model equations
+  //! by one
   void transformPredeterminedVariables();
 
   // 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);
 
@@ -548,20 +599,28 @@ public:
   /* Creates aux vars for all unary operators in all equations. Also makes the
      substitution in growth terms of pac_model/pac_target_info and in
      expressions of var_expectation_model. */
-  pair<lag_equivalence_table_t, ExprNode::subst_table_t> substituteUnaryOps(VarExpectationModelTable &var_expectation_model_table, PacModelTable &pac_model_table);
+  pair<lag_equivalence_table_t, ExprNode::subst_table_t>
+  substituteUnaryOps(VarExpectationModelTable& var_expectation_model_table,
+                     PacModelTable& pac_model_table);
 
   /* Creates aux vars for all unary operators in specified equations. Also makes the
      substitution in growth terms of pac_model/pac_target_info and in
      expressions of var_expectation_model. */
-  pair<lag_equivalence_table_t, ExprNode::subst_table_t> substituteUnaryOps(const set<int> &eqnumbers, VarExpectationModelTable &var_expectation_model_table, PacModelTable &pac_model_table);
+  pair<lag_equivalence_table_t, ExprNode::subst_table_t>
+  substituteUnaryOps(const set<int>& eqnumbers,
+                     VarExpectationModelTable& var_expectation_model_table,
+                     PacModelTable& pac_model_table);
 
   //! Substitutes diff operator
-  pair<lag_equivalence_table_t, ExprNode::subst_table_t> substituteDiff(VarExpectationModelTable &var_expectation_model_table, PacModelTable &pac_model_table);
+  pair<lag_equivalence_table_t, ExprNode::subst_table_t>
+  substituteDiff(VarExpectationModelTable& var_expectation_model_table,
+                 PacModelTable& pac_model_table);
 
   //! Substitute VarExpectation operators
   void substituteVarExpectation(const map<string, expr_t>& subst_table);
 
-  void analyzePacEquationStructure(const string &name, map<string, string> &pac_eq_name, PacModelTable::equation_info_t &pac_equation_info);
+  void analyzePacEquationStructure(const string& name, map<string, string>& pac_eq_name,
+                                   PacModelTable::equation_info_t& pac_equation_info);
 
   // Exception thrown by getPacTargetSymbId()
   struct PacTargetNotIdentifiedException
@@ -578,26 +637,31 @@ public:
      The symbol IDs of the new endogenous are added to pac_aux_var_symb_ids,
      and the new auxiliary parameters to pac_mce_alpha_symb_ids.
   */
-  void computePacModelConsistentExpectationSubstitution(const string &name,
-                                                        int discount_symb_id, int pac_eq_max_lag,
-                                                        expr_t growth_correction_term,
-                                                        string auxname,
-                                                        ExprNode::subst_table_t &diff_subst_table,
-                                                        map<string, int> &pac_aux_var_symb_ids,
-                                                        map<string, vector<int>> &pac_aux_param_symb_ids,
+  void computePacModelConsistentExpectationSubstitution(
+      const string& name, int discount_symb_id, int pac_eq_max_lag, expr_t growth_correction_term,
+      string auxname, ExprNode::subst_table_t& diff_subst_table,
+      map<string, int>& pac_aux_var_symb_ids, map<string, vector<int>>& pac_aux_param_symb_ids,
       map<string, expr_t>& pac_expectation_substitution);
 
+  /* For a PAC MCE model with an associated pac_target_info, fill pac_expectation_substitution with
+     the expression that will be substituted for the pac_expectation operator. In the process, add
+     the variables and the equations defining Z₁ and Z₀ for each component. The new auxiliary
+     parameters are added to pac_mce_alpha_symb_ids. The routine also creates the auxiliary
+     variables for the components, and adds the corresponding equations.
+  */
+  void computePacModelConsistentExpectationSubstitutionWithComponents(
+      const string& name, int discount_symb_id, int pac_eq_max_lag,
+      ExprNode::subst_table_t& diff_subst_table, map<string, vector<int>>& pac_aux_param_symb_ids,
+      vector<PacModelTable::target_component_t>& pac_target_components,
+      map<string, expr_t>& pac_expectation_substitution);
 
   /* For a PAC backward model, fill pac_expectation_substitution with the
      expression that will be substituted for the pac_expectation operator.
      The symbol IDs of the new parameters are also added to pac_aux_param_symb_ids.
      The symbol ID of the new auxiliary variable is added to pac_aux_var_symb_ids. */
-  void computePacBackwardExpectationSubstitution(const string &name,
-                                                 const vector<int> &lhs,
-                                                 int max_lag,
-                                                 const string &aux_model_type,
-                                                 expr_t growth_correction_term,
-                                                 string auxname,
+  void computePacBackwardExpectationSubstitution(const string& name, const vector<int>& lhs,
+                                                 int max_lag, const string& aux_model_type,
+                                                 expr_t growth_correction_term, string auxname,
                                                  map<string, int>& pac_aux_var_symb_ids,
                                                  map<string, vector<int>>& pac_aux_param_symb_ids,
                                                  map<string, expr_t>& pac_expectation_substitution);
@@ -610,10 +674,8 @@ public:
      in target_components.
      The routine also creates the auxiliary variables for the components, and
      adds the corresponding equations. */
-  void computePacBackwardExpectationSubstitutionWithComponents(const string &name,
-                                                               const vector<int> &lhs,
-                                                               int max_lag,
-                                                               const string &aux_model_type,
+  void computePacBackwardExpectationSubstitutionWithComponents(
+      const string& name, const vector<int>& lhs, int max_lag, const string& aux_model_type,
       vector<PacModelTable::target_component_t>& pac_target_components,
       map<string, expr_t>& pac_expectation_substitution);
 
@@ -650,15 +712,17 @@ public:
   auto
   getStaticOnlyEquationsInfo() const
   {
-    return tuple{static_only_equations, static_only_equations_lineno, static_only_equations_equation_tags};
-  };
+    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;
 
   bool isChecksumMatching(const string& basename) const;
 
-  //! Simplify model equations: if a variable is equal to a constant, replace that variable elsewhere in the model
+  //! Simplify model equations: if a variable is equal to a constant, replace that variable
+  //! elsewhere in the model
   /*! Equations with MCP tags are excluded, see dynare#1697 */
   void simplifyEquations();
 
@@ -685,6 +749,9 @@ public:
   {
     static_mfs = static_mfs_arg;
   }
+
+  // Checks that all alternatives are declared for all Occbin regimes in all equations
+  void checkOccbinRegimes() const;
 };
 
 template<bool julia>
@@ -694,10 +761,11 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
   if (!params_derivatives.size())
     return;
 
-  constexpr ExprNodeOutputType output_type { julia ? ExprNodeOutputType::juliaDynamicModel : ExprNodeOutputType::matlabDynamicModel };
+  constexpr ExprNodeOutputType output_type {julia ? ExprNodeOutputType::juliaDynamicModel
+                                                  : ExprNodeOutputType::matlabDynamicModel};
 
-  auto [tt_output, rp_output, gp_output, rpp_output, gpp_output, hp_output, g3p_output]
-    { writeParamsDerivativesFileHelper<output_type>() };
+  auto [tt_output, rp_output, gp_output, rpp_output, gpp_output, hp_output,
+        g3p_output] {writeParamsDerivativesFileHelper<output_type>()};
 
   if constexpr (!julia)
     {
@@ -708,79 +776,159 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
           cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl;
           exit(EXIT_FAILURE);
         }
-      paramsDerivsFile << "function [rp, gp, rpp, gpp, hp, g3p] = dynamic_params_derivs(y, x, params, steady_state, it_, ss_param_deriv, ss_param_2nd_deriv)" << endl
+      paramsDerivsFile
+          << "function [rp, gp, rpp, gpp, hp, g3p] = dynamic_params_derivs(y, x, params, "
+             "steady_state, it_, ss_param_deriv, ss_param_2nd_deriv)"
+          << endl
           << "%" << endl
           << "% Compute the derivatives of the dynamic model with respect to the parameters" << endl
           << "% Inputs :" << endl
-                       << "%   y         [#dynamic variables by 1] double    vector of endogenous variables in the order stored" << endl
-                       << "%                                                 in M_.lead_lag_incidence; see the Manual" << endl
-                       << "%   x         [nperiods by M_.exo_nbr] double     matrix of exogenous variables (in declaration order)" << endl
+          << "%   y         [#dynamic variables by 1] double    vector of endogenous variables in "
+             "the order stored"
+          << endl
+          << "%                                                 in M_.lead_lag_incidence; see the "
+             "Manual"
+          << endl
+          << "%   x         [nperiods by M_.exo_nbr] double     matrix of exogenous variables (in "
+             "declaration order)"
+          << endl
           << "%                                                 for all simulation periods" << endl
-                       << "%   params    [M_.param_nbr by 1] double          vector of parameter values in declaration order" << endl
-                       << "%   steady_state  [M_.endo_nbr by 1] double       vector of steady state values" << endl
-                       << "%   it_       scalar double                       time period for exogenous variables for which to evaluate the model" << endl
-                       << "%   ss_param_deriv     [M_.eq_nbr by #params]     Jacobian matrix of the steady states values with respect to the parameters" << endl
-                       << "%   ss_param_2nd_deriv [M_.eq_nbr by #params by #params] Hessian matrix of the steady states values with respect to the parameters" << endl
+          << "%   params    [M_.param_nbr by 1] double          vector of parameter values in "
+             "declaration order"
+          << endl
+          << "%   steady_state  [M_.endo_nbr by 1] double       vector of steady state values"
+          << endl
+          << "%   it_       scalar double                       time period for exogenous "
+             "variables for which to evaluate the model"
+          << endl
+          << "%   ss_param_deriv     [M_.eq_nbr by #params]     Jacobian matrix of the steady "
+             "states values with respect to the parameters"
+          << endl
+          << "%   ss_param_2nd_deriv [M_.eq_nbr by #params by #params] Hessian matrix of the "
+             "steady states values with respect to the parameters"
+          << endl
           << "%" << endl
           << "% Outputs:" << endl
-                       << "%   rp        [M_.eq_nbr by #params] double    Jacobian matrix of dynamic model equations with respect to parameters " << endl
-                       << "%                                              Dynare may prepend or append auxiliary equations, see M_.aux_vars" << endl
-                       << "%   gp        [M_.endo_nbr by #dynamic variables by #params] double    Derivative of the Jacobian matrix of the dynamic model equations with respect to the parameters" << endl
-                       << "%                                                           rows: equations in order of declaration" << endl
-                       << "%                                                           columns: variables in order stored in M_.lead_lag_incidence" << endl
-                       << "%   rpp       [#second_order_residual_terms by 4] double   Hessian matrix of second derivatives of residuals with respect to parameters;" << endl
-                       << "%                                                              rows: respective derivative term" << endl
-                       << "%                                                              1st column: equation number of the term appearing" << endl
-                       << "%                                                              2nd column: number of the first parameter in derivative" << endl
-                       << "%                                                              3rd column: number of the second parameter in derivative" << endl
-                       << "%                                                              4th column: value of the Hessian term" << endl
-                       << "%   gpp      [#second_order_Jacobian_terms by 5] double   Hessian matrix of second derivatives of the Jacobian with respect to the parameters;" << endl
-                       << "%                                                              rows: respective derivative term" << endl
-                       << "%                                                              1st column: equation number of the term appearing" << endl
-                       << "%                                                              2nd column: column number of variable in Jacobian of the dynamic model" << endl
-                       << "%                                                              3rd column: number of the first parameter in derivative" << endl
-                       << "%                                                              4th column: number of the second parameter in derivative" << endl
-                       << "%                                                              5th column: value of the Hessian term" << endl
-                       << "%   hp      [#first_order_Hessian_terms by 5] double   Jacobian matrix of derivatives of the dynamic Hessian with respect to the parameters;" << endl
-                       << "%                                                              rows: respective derivative term" << endl
-                       << "%                                                              1st column: equation number of the term appearing" << endl
-                       << "%                                                              2nd column: column number of first variable in Hessian of the dynamic model" << endl
-                       << "%                                                              3rd column: column number of second variable in Hessian of the dynamic model" << endl
-                       << "%                                                              4th column: number of the parameter in derivative" << endl
-                       << "%                                                              5th column: value of the Hessian term" << endl
-                       << "%   g3p      [#first_order_g3_terms by 6] double   Jacobian matrix of derivatives of g3 (dynamic 3rd derivs) with respect to the parameters;" << endl
-                       << "%                                                              rows: respective derivative term" << endl
-                       << "%                                                              1st column: equation number of the term appearing" << endl
-                       << "%                                                              2nd column: column number of first variable in g3 of the dynamic model" << endl
-                       << "%                                                              3rd column: column number of second variable in g3 of the dynamic model" << endl
-                       << "%                                                              4th column: column number of third variable in g3 of the dynamic model" << endl
-                       << "%                                                              5th column: number of the parameter in derivative" << endl
-                       << "%                                                              6th column: value of the Hessian term" << endl
+          << "%   rp        [M_.eq_nbr by #params] double    Jacobian matrix of dynamic model "
+             "equations with respect to parameters "
+          << endl
+          << "%                                              Dynare may prepend or append "
+             "auxiliary equations, see M_.aux_vars"
+          << endl
+          << "%   gp        [M_.endo_nbr by #dynamic variables by #params] double    Derivative of "
+             "the Jacobian matrix of the dynamic model equations with respect to the parameters"
+          << endl
+          << "%                                                           rows: equations in order "
+             "of declaration"
+          << endl
+          << "%                                                           columns: variables in "
+             "order stored in M_.lead_lag_incidence"
+          << endl
+          << "%   rpp       [#second_order_residual_terms by 4] double   Hessian matrix of second "
+             "derivatives of residuals with respect to parameters;"
+          << endl
+          << "%                                                              rows: respective "
+             "derivative term"
+          << endl
+          << "%                                                              1st column: equation "
+             "number of the term appearing"
+          << endl
+          << "%                                                              2nd column: number of "
+             "the first parameter in derivative"
+          << endl
+          << "%                                                              3rd column: number of "
+             "the second parameter in derivative"
+          << endl
+          << "%                                                              4th column: value of "
+             "the Hessian term"
+          << endl
+          << "%   gpp      [#second_order_Jacobian_terms by 5] double   Hessian matrix of second "
+             "derivatives of the Jacobian with respect to the parameters;"
+          << endl
+          << "%                                                              rows: respective "
+             "derivative term"
+          << endl
+          << "%                                                              1st column: equation "
+             "number of the term appearing"
+          << endl
+          << "%                                                              2nd column: column "
+             "number of variable in Jacobian of the dynamic model"
+          << endl
+          << "%                                                              3rd column: number of "
+             "the first parameter in derivative"
+          << endl
+          << "%                                                              4th column: number of "
+             "the second parameter in derivative"
+          << endl
+          << "%                                                              5th column: value of "
+             "the Hessian term"
+          << endl
+          << "%   hp      [#first_order_Hessian_terms by 5] double   Jacobian matrix of "
+             "derivatives of the dynamic Hessian with respect to the parameters;"
+          << endl
+          << "%                                                              rows: respective "
+             "derivative term"
+          << endl
+          << "%                                                              1st column: equation "
+             "number of the term appearing"
+          << endl
+          << "%                                                              2nd column: column "
+             "number of first variable in Hessian of the dynamic model"
+          << endl
+          << "%                                                              3rd column: column "
+             "number of second variable in Hessian of the dynamic model"
+          << endl
+          << "%                                                              4th column: number of "
+             "the parameter in derivative"
+          << endl
+          << "%                                                              5th column: value of "
+             "the Hessian term"
+          << endl
+          << "%   g3p      [#first_order_g3_terms by 6] double   Jacobian matrix of derivatives of "
+             "g3 (dynamic 3rd derivs) with respect to the parameters;"
+          << endl
+          << "%                                                              rows: respective "
+             "derivative term"
+          << endl
+          << "%                                                              1st column: equation "
+             "number of the term appearing"
+          << endl
+          << "%                                                              2nd column: column "
+             "number of first variable in g3 of the dynamic model"
+          << endl
+          << "%                                                              3rd column: column "
+             "number of second variable in g3 of the dynamic model"
+          << endl
+          << "%                                                              4th column: column "
+             "number of third variable in g3 of the dynamic model"
+          << endl
+          << "%                                                              5th column: number of "
+             "the parameter in derivative"
+          << endl
+          << "%                                                              6th column: value of "
+             "the Hessian term"
+          << endl
           << "%" << endl
           << "%" << endl
           << "% Warning : this file is generated automatically by Dynare" << endl
-                       << "%           from model file (.mod)" << endl << endl
+          << "%           from model file (.mod)" << endl
+          << endl
           << "T = NaN(" << params_derivs_temporary_terms_idxs.size() << ",1);" << endl
-                       << tt_output.str()
-                       << "rp = zeros(" << equations.size() << ", "
+          << tt_output.str() << "rp = zeros(" << equations.size() << ", "
           << symbol_table.param_nbr() << ");" << endl
-                       << rp_output.str()
-                       << "gp = zeros(" << equations.size() << ", " << getJacobianColsNbr(false) << ", " << symbol_table.param_nbr() << ");" << endl
-                       << gp_output.str()
-                       << "if nargout >= 3" << endl
+          << rp_output.str() << "gp = zeros(" << equations.size() << ", "
+          << getJacobianColsNbr(false) << ", " << symbol_table.param_nbr() << ");" << endl
+          << gp_output.str() << "if nargout >= 3" << endl
           << "rpp = zeros(" << params_derivatives.at({0, 2}).size() << ",4);" << endl
-                       << rpp_output.str()
-                       << "gpp = zeros(" << params_derivatives.at({ 1, 2 }).size() << ",5);" << endl
-                       << gpp_output.str()
-                       << "end" << endl
+          << rpp_output.str() << "gpp = zeros(" << params_derivatives.at({1, 2}).size() << ",5);"
+          << endl
+          << gpp_output.str() << "end" << endl
           << "if nargout >= 5" << endl
           << "hp = zeros(" << params_derivatives.at({2, 1}).size() << ",5);" << endl
-                       << hp_output.str()
-                       << "end" << endl
+          << hp_output.str() << "end" << endl
           << "if nargout >= 6" << endl
           << "g3p = zeros(" << params_derivatives.at({3, 1}).size() << ",6);" << endl
-                       << g3p_output.str()
-                       << "end" << endl
+          << g3p_output.str() << "end" << endl
           << "end" << endl;
       paramsDerivsFile.close();
     }
@@ -793,25 +941,24 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
              << "function dynamic_params_derivs(y, x, params, steady_state, it_,"
              << "ss_param_deriv, ss_param_2nd_deriv)" << endl
              << "@inbounds begin" << endl
-             << tt_output.str()
-             << "rp = zeros(" << equations.size() << ", "
+             << tt_output.str() << "rp = zeros(" << equations.size() << ", "
              << symbol_table.param_nbr() << ");" << endl
-             << rp_output.str()
-             << "gp = zeros(" << equations.size() << ", " << getJacobianColsNbr(false) << ", " << symbol_table.param_nbr() << ");" << endl
-             << gp_output.str()
-             << "rpp = zeros(" << params_derivatives.at({ 0, 2 }).size() << ",4);" << endl
-             << rpp_output.str()
-             << "gpp = zeros(" << params_derivatives.at({ 1, 2 }).size() << ",5);" << endl
-             << gpp_output.str()
-             << "hp = zeros(" << params_derivatives.at({ 2, 1 }).size() << ",5);" << endl
-             << hp_output.str()
-             << "g3p = zeros(" << params_derivatives.at({ 3, 1 }).size() << ",6);" << endl
-             << g3p_output.str()
-             << "end" << endl
+             << rp_output.str() << "gp = zeros(" << equations.size() << ", "
+             << getJacobianColsNbr(false) << ", " << symbol_table.param_nbr() << ");" << endl
+             << gp_output.str() << "rpp = zeros(" << params_derivatives.at({0, 2}).size() << ",4);"
+             << endl
+             << rpp_output.str() << "gpp = zeros(" << params_derivatives.at({1, 2}).size() << ",5);"
+             << endl
+             << gpp_output.str() << "hp = zeros(" << params_derivatives.at({2, 1}).size() << ",5);"
+             << endl
+             << hp_output.str() << "g3p = zeros(" << params_derivatives.at({3, 1}).size() << ",6);"
+             << endl
+             << g3p_output.str() << "end" << endl
              << "return (rp, gp, rpp, gpp, hp, g3p)" << endl
              << "end" << endl;
 
-      writeToFileIfModified(output, filesystem::path{basename} / "model" / "julia" / "DynamicParamsDerivs.jl");
+      writeToFileIfModified(output, filesystem::path {basename} / "model" / "julia"
+                                        / "DynamicParamsDerivs.jl");
     }
 }
 

src/DynareBison.yy

 // -*- C++ -*-
 /*
- * Copyright © 2003-2023 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 }
@@ -54,11 +54,15 @@ 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. */
 #define YYLLOC_DEFAULT(Current, Rhs, N)                           \
-  do {                                                          \
+  do                                                              \
+    {                                                             \
       if (N)                                                      \
         {                                                         \
           (Current).begin = YYRHSLOC(Rhs, 1).begin;               \
@@ -69,7 +73,8 @@ class ParsingDriver;
           (Current).begin = (Current).end = YYRHSLOC(Rhs, 0).end; \
         }                                                         \
       driver.location = (Current);                                \
-  } while(false)
+    }                                                             \
+  while (false)
 
 #include "ParsingDriver.hh"
 
@@ -85,7 +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;
 }
 }
@@ -98,15 +103,15 @@ str_tolower(string s)
 %token BVAR_REPLIC BYTECODE ALL_VALUES_REQUIRED PROPOSAL_DISTRIBUTION REALTIME VINTAGE
 %token CALIB_SMOOTHER CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR CUTOFF CYCLE_REDUCTION LOGARITHMIC_REDUCTION
 %token COMMA CONSIDER_ALL_ENDOGENOUS CONSIDER_ALL_ENDOGENOUS_AND_AUXILIARY CONSIDER_ONLY_OBSERVED INITIAL_CONDITION_DECOMPOSITION
-%token DATAFILE FILE SERIES DOUBLING DR_CYCLE_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION DIFFERENTIATE_FORWARD_VARS
+%token DATAFILE FILE SERIES DOUBLING DR_CYCLE_REDUCTION_TOL DR_CYCLE_REDUCTION_MAXITER DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION DIFFERENTIATE_FORWARD_VARS
 %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
@@ -115,11 +120,11 @@ str_tolower(string s)
 %token LAPLACE LIK_INIT LINEAR LINEAR_DECOMPOSITION LOAD_IDENT_FILES LOAD_MH_FILE LOAD_RESULTS_AFTER_LOAD_MH LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LOGDATA LYAPUNOV LINEAR_APPROXIMATION
 %token LYAPUNOV_COMPLEX_THRESHOLD LYAPUNOV_FIXED_POINT_TOL LYAPUNOV_DOUBLING_TOL LOG_DEFLATOR LOG_TREND_VAR LOG_GROWTH_FACTOR
 %token MATCHED_MOMENTS MARKOWITZ MARGINAL_DENSITY MAX MAXIT
-%token MFS MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_INIT_SCALE_FACTOR MH_JSCALE MH_TUNE_JSCALE MH_TUNE_GUESS MH_POSTERIOR_MODE_ESTIMATION MH_NBLOCKS MH_REPLIC MH_RECOVER MH_INITIALIZE_FROM_PREVIOUS_MCMC MH_INITIALIZE_FROM_PREVIOUS_MCMC_DIRECTORY MH_INITIALIZE_FROM_PREVIOUS_MCMC_RECORD MH_INITIALIZE_FROM_PREVIOUS_MCMC_PRIOR
+%token MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_INIT_SCALE_FACTOR MH_JSCALE MH_TUNE_JSCALE MH_TUNE_GUESS MH_POSTERIOR_MODE_ESTIMATION MH_NBLOCKS MH_REPLIC MH_RECOVER MH_INITIALIZE_FROM_PREVIOUS_MCMC MH_INITIALIZE_FROM_PREVIOUS_MCMC_DIRECTORY MH_INITIALIZE_FROM_PREVIOUS_MCMC_RECORD MH_INITIALIZE_FROM_PREVIOUS_MCMC_PRIOR
 %token POSTERIOR_MAX_SUBSAMPLE_DRAWS MIN MINIMAL_SOLVING_PERIODS
 %token MODE_CHECK MODE_CHECK_NEIGHBOURHOOD_SIZE MODE_CHECK_SYMMETRIC_PLOTS MODE_CHECK_NUMBER_OF_POINTS MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS ABS SIGN
 %token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO CONTEMPORANEOUS_CORRELATION DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL RAFTERY_LEWIS_QRS RAFTERY_LEWIS_DIAGNOSTICS BROOKS_GELMAN_PLOTROWS MCMC_JUMPING_COVARIANCE MOMENT_CALIBRATION
-%token NUMBER_OF_PARTICLES RESAMPLING SYSTEMATIC GENERIC RESAMPLING_THRESHOLD RESAMPLING_METHOD KITAGAWA STRATIFIED SMOOTH
+%token NUMBER_OF_PARTICLES RESAMPLING SYSTEMATIC GENERIC RESAMPLING_THRESHOLD RESAMPLING_METHOD KITAGAWA STRATIFIED SMOOTH MULTINOMIAL
 %token CPF_WEIGHTS AMISANOTRISTANI MURRAYJONESPARSLOW WRITE_EQUATION_TAGS FILTER_INITIAL_STATE
 %token NONLINEAR_FILTER_INITIALIZATION FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION
 %token <string> NAME
@@ -136,7 +141,7 @@ str_tolower(string s)
 %token RELATIVE_IRF REPLIC SIMUL_REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY TARGETS
 %token SHOCKS HETEROSKEDASTIC_SHOCKS SHOCK_DECOMPOSITION SHOCK_GROUPS USE_SHOCK_GROUPS SIMUL SIMUL_ALGO SIMUL_SEED ENDOGENOUS_TERMINAL_PERIOD
 %token SMOOTHER SMOOTHER2HISTVAL SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS ROBUST_LIN_SOLVE
-%token STDERR STEADY STOCH_SIMUL SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME REALTIME_SHOCK_DECOMPOSITION CONDITIONAL UNCONDITIONAL
+%token STDERR STEADY STOCH_SIMUL REGIMES REGIME REALTIME_SHOCK_DECOMPOSITION CONDITIONAL UNCONDITIONAL
 %token TEX RAMSEY_MODEL RAMSEY_POLICY RAMSEY_CONSTRAINTS PLANNER_DISCOUNT PLANNER_DISCOUNT_LATEX_NAME
 %token DISCRETIONARY_POLICY DISCRETIONARY_TOL EVALUATE_PLANNER_OBJECTIVE
 %token OCCBIN_SETUP OCCBIN_SOLVER OCCBIN_WRITE_REGIMES OCCBIN_GRAPH SIMUL_MAXIT LIKELIHOOD_MAXIT SMOOTHER_MAXIT SIMUL_PERIODS LIKELIHOOD_PERIODS SMOOTHER_PERIODS
@@ -159,7 +164,7 @@ str_tolower(string s)
 %token EXP LOG LN LOG10 SIN COS TAN ASIN ACOS ATAN SINH COSH TANH ASINH ACOSH ATANH ERF ERFC DIFF ADL AUXILIARY_MODEL_NAME
 %token SQRT CBRT NORMCDF NORMPDF STEADY_STATE EXPECTATION
 /* GSA analysis */
-%token DYNARE_SENSITIVITY MORRIS STAB REDFORM PPRIOR PRIOR_RANGE PPOST ILPTAU MORRIS_NLIV
+%token SENSITIVITY DYNARE_SENSITIVITY MORRIS STAB REDFORM PPRIOR PRIOR_RANGE PPOST ILPTAU MORRIS_NLIV
 %token MORRIS_NTRA NSAM LOAD_REDFORM LOAD_RMSE LOAD_STAB ALPHA2_STAB LOGTRANS_REDFORM THRESHOLD_REDFORM
 %token KSSTAT_REDFORM ALPHA2_REDFORM NAMENDO NAMLAGENDO NAMEXO RMSE LIK_ONLY VAR_RMSE PFILT_RMSE ISTART_RMSE
 %token ALPHA_RMSE ALPHA2_RMSE
@@ -168,7 +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
+%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
@@ -212,14 +218,17 @@ str_tolower(string s)
 %token FSOLVE_OPTIONS
 %token ENDVAL_STEADY STEADY_SOLVE_ALGO STEADY_MAXIT STEADY_TOLF STEADY_TOLX STEADY_MARKOWITZ
 %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 FROM_INITVAL_TO_ENDVAL
-%token STATIC_MFS RELATIVE_TO_INITVAL
+%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 PRECONDITIONER UMFITER ITERSTACK ILU ITER_TOL ITER_MAXIT GMRES_RESTART ITERSTACK_MAXLU ITERSTACK_NPERIODS ITERSTACK_NLU ITERSTACK_RELU
+CHECK_JACOBIAN_SINGULARITY
 
 %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
@@ -234,21 +243,31 @@ str_tolower(string s)
 %type <vector<int>> vec_int_elem vec_int_1 vec_int vec_int_number
 %type <PriorDistributions> prior_pdf prior_distribution
 %type <pair<expr_t,expr_t>> calibration_range
-%type <pair<string,string>> partition_elem subsamples_eq_opt integer_range_w_inf tag_pair
+%type <pair<string,string>> partition_elem subsamples_eq_opt integer_range_w_inf tag_pair matched_irfs_elem_var_varexo
 %type <vector<pair<string,string>>> partition partition_1 symbol_list_with_tex
 %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 <vector<expr_t>> matched_moments_list value_list
+%type <AbstractShocksStatement::period_range_t> period_range
+%type <vector<AbstractShocksStatement::period_range_t>> period_list
+%type <vector<expr_t>> matched_moments_list value_list ramsey_constraints_list
 %type <tuple<string, BinaryOpNode*, BinaryOpNode*, expr_t, expr_t>> occbin_constraints_regime
 %type <vector<tuple<string, BinaryOpNode*, BinaryOpNode*, expr_t, expr_t>>> occbin_constraints_regimes_list
 %type <map<string, expr_t>> occbin_constraints_regime_options_list
 %type <pair<string, expr_t>> occbin_constraints_regime_option
 %type <PacTargetKind> pac_target_kind
 %type <vector<tuple<string, string, vector<pair<string, string>>>>> symbol_list_with_tex_and_partition
-%type <map<string, variant<bool, string>>> mshocks_options_list
-%type <pair<string, variant<bool, string>>> mshocks_option
+%type <variant<int, string>> integer_or_date
+%type <map<string, variant<bool, variant<int, string>>>> mshocks_options_list
+%type <pair<string, variant<bool, variant<int, string>>>> mshocks_option
+%type <pair<vector<expr_t>, vector<expr_t>>> matched_irfs_elem_values_weights
+%type <pair<pair<string, string>, vector<tuple<int, int, expr_t, expr_t>>>> matched_irfs_elem
+%type <map<pair<string, string>, vector<tuple<int, int, expr_t, expr_t>>>> matched_irfs_list
+%type <tuple<string, string, string>> matched_irfs_weights_elem_var_varexo
+%type <pair<tuple<string, string, string, string, string, string>, expr_t>> matched_irfs_weights_elem
+%type <map<tuple<string, string, string, string, string, string>, expr_t>> matched_irfs_weights_list
+%type <tuple<string, vector<AbstractShocksStatement::period_range_t>, vector<expr_t>, string>> perfect_foresight_controlled_paths_elem
+%type <vector<tuple<string, vector<AbstractShocksStatement::period_range_t>, vector<expr_t>, string>>> perfect_foresight_controlled_paths_list
 %%
 
 %start statement_list;
@@ -264,6 +283,7 @@ statement : parameters
           | predetermined_variables
           | model_local_variable
           | change_type
+          | heterogeneity_dimension
           | model
           | initval
           | initval_file
@@ -324,7 +344,7 @@ statement : parameters
           | bvar_forecast
           | bvar_irf
           | sbvar
-          | dynare_sensitivity
+          | sensitivity
           | homotopy_setup
           | forecast
           | load_params_and_steady_state
@@ -369,6 +389,7 @@ 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
@@ -384,6 +405,8 @@ statement : parameters
           | var_remove
           | pac_target_info
           | resid
+          | matched_irfs
+          | matched_irfs_weights
           ;
 
 dsample : DSAMPLE INT_NUMBER ';'
@@ -521,9 +544,9 @@ 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 ';'
@@ -532,6 +555,8 @@ 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); };
@@ -605,7 +630,9 @@ 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 ';'
@@ -617,7 +644,9 @@ 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 ';'
@@ -638,6 +667,10 @@ 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 ')'
@@ -774,20 +807,24 @@ 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); }
        ;
 
@@ -985,6 +1022,8 @@ 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
@@ -1001,6 +1040,14 @@ equation : hand_side EQUAL hand_side ';'
            { $$ = driver.add_model_equal($4, $6, $2); }
          | '[' tag_pair_list ']' hand_side ';'
            { $$ = driver.add_model_equal_with_zero_rhs($4, $2); }
+         | hand_side EQUAL hand_side PERPENDICULAR hand_side ';'
+           { $$ = driver.add_model_equal($1, $3, {}, $5); }
+         | hand_side PERPENDICULAR hand_side ';'
+           { $$ = driver.add_model_equal_with_zero_rhs($1, {}, $3); }
+         | '[' tag_pair_list ']' hand_side EQUAL hand_side PERPENDICULAR hand_side ';'
+           { $$ = driver.add_model_equal($4, $6, $2, $8); }
+         | '[' tag_pair_list ']' hand_side PERPENDICULAR hand_side ';'
+           { $$ = driver.add_model_equal_with_zero_rhs($4, $2, $6); }
          ;
 
 tag_pair_list : tag_pair_list COMMA tag_pair
@@ -1134,6 +1181,8 @@ 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
@@ -1184,9 +1233,15 @@ 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 INT_NUMBER COMMA OVERWRITE ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($5, true); }
-       | SHOCKS '(' OVERWRITE COMMA LEARNT_IN EQUAL INT_NUMBER ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($7, true); }
+       | SHOCKS '(' LEARNT_IN EQUAL integer_or_date ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($5, false); }
+       | SHOCKS '(' LEARNT_IN EQUAL integer_or_date COMMA OVERWRITE ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($5, true); }
+       | SHOCKS '(' OVERWRITE COMMA LEARNT_IN EQUAL integer_or_date ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($7, true); }
+       | SHOCKS '(' HETEROGENEITY EQUAL symbol ')' ';' stoch_shock_list END ';'
+         { driver.end_heterogeneous_shocks($5, false); }
+       | SHOCKS '(' HETEROGENEITY EQUAL symbol COMMA OVERWRITE ')' ';' stoch_shock_list END ';'
+         { 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
@@ -1194,7 +1249,10 @@ shock_list : shock_list shock_elem
            ;
 
 shock_elem : det_shock_elem
-           | VAR symbol ';' STDERR expression ';'
+           | stoch_shock_elem
+           ;
+
+stoch_shock_elem : VAR symbol ';' STDERR expression ';'
                    { driver.add_stderr_shock($2, $5); }
                  | VAR symbol EQUAL expression ';'
                    { driver.add_var_shock($2, $4); }
@@ -1204,6 +1262,10 @@ shock_elem : det_shock_elem
                    { 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 ';'
@@ -1319,11 +1381,13 @@ 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")), get<bool>($3["overwrite"]), get<bool>($3["relative_to_initval"]));
+              driver.end_mshocks_learnt_in(get<variant<int, string>>($3.at("learnt_in")),
+                                           get<bool>($3["overwrite"]),
+                                           get<bool>($3["relative_to_initval"]));
             else
               driver.end_mshocks(get<bool>($3["overwrite"]), get<bool>($3["relative_to_initval"]));
           }
@@ -1342,7 +1406,7 @@ 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}; }
@@ -1352,46 +1416,36 @@ mshock_list : mshock_list det_shock_elem
             | det_shock_elem
             ;
 
-period_list : period_list COMMA INT_NUMBER
-              {
-                $$ = $1;
-                int p = stoi($3);
-                $$.emplace_back(p, p);
-              }
-            | period_list INT_NUMBER
+period_list : period_range
+              { $$ = { $1 }; }
+            | period_list period_range
               {
                 $$ = $1;
-                int p = stoi($2);
-                $$.emplace_back(p, p);
+                $$.emplace_back($2);
               }
-            | period_list COMMA INT_NUMBER ':' INT_NUMBER
+            | period_list COMMA period_range
               {
                 $$ = $1;
-                int p1 = stoi($3), p2 = stoi($5);
-                if (p1 > p2)
-                  driver.error("Can't have first period index greater than second index in range specification");
-                $$.emplace_back(p1, p2);
+                $$.emplace_back($3);
               }
-            | period_list INT_NUMBER ':' INT_NUMBER
+            ;
+
+period_range : INT_NUMBER
                {
-                $$ = $1;
-                int p1 = stoi($2), p2 = stoi($4);
-                if (p1 > p2)
-                  driver.error("Can't have first period index greater than second index in range specification");
-                $$.emplace_back(p1, p2);
+                 int p = stoi($1);
+                 $$.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");
-                $$ = { { p1, p2 } };
-              }
-            | INT_NUMBER
-              {
-                int p = stoi($1);
-                $$ = { { p, p } };
+                 $$.emplace<pair<int, int>>(p1, p2);
                }
+             | date_expr
+               { $$.emplace<pair<string, string>>($1, $1); }
+             | date_expr ':' date_expr
+               { $$.emplace<pair<string, string>>($1, $3); }
              ;
 
 value_list : value_list COMMA '(' expression ')'
@@ -1409,22 +1463,22 @@ value_list : value_list COMMA '(' expression ')'
            | value_list COMMA signed_number
              {
                $$ = $1;
-               $$.push_back($3.at(0) == '-' ?
-                            driver.add_uminus(driver.add_non_negative_constant($3.substr(1))) :
-                            driver.add_non_negative_constant($3));
+               $$.push_back($3.at(0) == '-'
+                            ? driver.add_uminus(driver.add_non_negative_constant($3.substr(1)))
+                            : driver.add_non_negative_constant($3));
              }
            | value_list signed_number
              {
                $$ = $1;
-               $$.push_back($2.at(0) == '-' ?
-                            driver.add_uminus(driver.add_non_negative_constant($2.substr(1))) :
-                            driver.add_non_negative_constant($2));
+               $$.push_back($2.at(0) == '-'
+                            ? driver.add_uminus(driver.add_non_negative_constant($2.substr(1)))
+                            : driver.add_non_negative_constant($2));
              }
            | signed_number
              {
-               $$ = { $1.at(0) == '-' ?
-                      driver.add_uminus(driver.add_non_negative_constant($1.substr(1))) :
-                      driver.add_non_negative_constant($1) };
+               $$ = {$1.at(0) == '-'
+                     ? driver.add_uminus(driver.add_non_negative_constant($1.substr(1)))
+                     : driver.add_non_negative_constant($1)};
              }
            ;
 
@@ -1445,9 +1499,11 @@ 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 ';'
@@ -1492,6 +1548,8 @@ 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 ';'
@@ -1529,6 +1587,16 @@ perfect_foresight_solver_options : o_stack_solve_algo
                                  | o_homotopy_step_size_increase_success_count
                                  | o_homotopy_linearization_fallback
                                  | o_homotopy_marginal_linearization_fallback
+                                 | o_homotopy_exclude_varexo
+                                 | o_preconditioner
+                                 | o_iter_tol
+                                 | o_iter_maxit
+                                 | o_gmres_restart
+                                 | o_iterstack_maxlu
+                                 | o_iterstack_nperiods
+                                 | o_iterstack_nlu
+                                 | o_iterstack_relu
+                                 | o_check_jacobian_singularity
                                  ;
 
 perfect_foresight_with_expectation_errors_setup : PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SETUP ';'
@@ -1543,6 +1611,8 @@ 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 ';'
@@ -1559,6 +1629,31 @@ 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 ')' ';'
@@ -1581,6 +1676,7 @@ method_of_moments_option : o_add_tiny_number_to_cholesky
                          | o_datafile
                          | o_dirname
                          | o_dr
+                         | o_dr_cycle_reduction_maxiter
                          | o_dr_cycle_reduction_tol
                          | o_dr_logarithmic_reduction_maxiter
                          | o_dr_logarithmic_reduction_tol
@@ -1650,8 +1746,6 @@ method_of_moments_option : o_add_tiny_number_to_cholesky
                          | o_simulation_method
                          | o_simulation_multiple
                          | o_sub_draws
-                         | o_sylvester
-                         | o_sylvester_fixed_point_tol
                          | o_taper_steps
                          | o_tex
                          | o_use_penalized_objective_for_hessian
@@ -1758,10 +1852,9 @@ stoch_simul_primary_options : o_solve_algo
                             | o_conditional_variance_decomposition
                             | o_k_order_solver
                             | o_pruning
-                            | o_sylvester
-                            | o_sylvester_fixed_point_tol
                             | o_dr
                             | o_dr_cycle_reduction_tol
+                            | o_dr_cycle_reduction_maxiter
                             | o_dr_logarithmic_reduction_tol
                             | o_dr_logarithmic_reduction_maxiter
                             | o_irf_plot_threshold
@@ -2044,9 +2137,8 @@ prior_pdf : BETA_PDF
             { $$ = PriorDistributions::weibull; }
           ;
 
-date_str : DATES
-
-date_expr : date_str
+date_expr : DATE
+            { $$ = "dates('" + $1 + "')"; }
           | date_expr PLUS INT_NUMBER
             { $$ = $1 + '+' + $3; }
           ;
@@ -2293,13 +2385,12 @@ estimation_options : o_datafile
                    | o_cova_compute
                    | o_irf_shocks
                    | o_sub_draws
-                   | o_sylvester
-                   | o_sylvester_fixed_point_tol
                    | o_lyapunov
                    | o_lyapunov_fixed_point_tol
                    | o_lyapunov_doubling_tol
                    | o_dr
                    | o_dr_cycle_reduction_tol
+                   | o_dr_cycle_reduction_maxiter
                    | o_dr_logarithmic_reduction_tol
                    | o_dr_logarithmic_reduction_maxiter
                    | o_analytic_derivation
@@ -2422,13 +2513,17 @@ trend_list : trend_list trend_element
 
 trend_element :  symbol '(' expression ')' ';' { driver.set_trend_element($1, $3); };
 
-filter_initial_state : FILTER_INITIAL_STATE ';' filter_initial_state_list END ';' { driver.set_filter_initial_state(); };
+filter_initial_state : FILTER_INITIAL_STATE ';' filter_initial_state_list END ';'
+                       { driver.set_filter_initial_state(); }
+                     ;
 
 filter_initial_state_list : filter_initial_state_list filter_initial_state_element
                           | filter_initial_state_element
                           ;
 
-filter_initial_state_element : symbol '(' signed_integer ')' EQUAL expression ';' { driver.set_filter_initial_state_element($1, $3, $6); };
+filter_initial_state_element : symbol '(' signed_integer ')' EQUAL expression ';'
+                               { driver.set_filter_initial_state_element($1, $3, $6); }
+                             ;
 
 unit_root_vars : UNIT_ROOT_VARS symbol_list ';' { driver.set_unit_root_vars(); };
 
@@ -2597,22 +2692,19 @@ ramsey_policy : RAMSEY_POLICY ';'
                 { driver.ramsey_policy($5); }
               ;
 
-ramsey_constraints : RAMSEY_CONSTRAINTS ';' ramsey_constraints_list END ';'
-                     { driver.add_ramsey_constraints_statement(); }
-		   ;
-
-ramsey_constraints_list : ramsey_constraints_list ramsey_constraint
-                 | ramsey_constraint
+ramsey_constraints : RAMSEY_CONSTRAINTS ';'
+                     { driver.begin_ramsey_constraints(); }
+                     ramsey_constraints_list END ';'
+                     { driver.end_ramsey_constraints($4); }
 		   ;
 
-ramsey_constraint : NAME  LESS expression ';'
-                    { driver.ramsey_constraint_add_less($1,$3); }
-		  | NAME  GREATER  expression ';'
-                    { driver.ramsey_constraint_add_greater($1,$3); }
-		  | NAME  LESS_EQUAL expression ';'
-                    { driver.ramsey_constraint_add_less_equal($1,$3); }
-		  | NAME  GREATER_EQUAL  expression ';'
-                    { driver.ramsey_constraint_add_greater_equal($1,$3); }
+ramsey_constraints_list : ramsey_constraints_list hand_side ';'
+                          {
+                            $$ = $1;
+                            $$.push_back($2);
+                          }
+                        | hand_side ';'
+                          { $$ = { $1 }; }
                         ;
 
 evaluate_planner_objective : EVALUATE_PLANNER_OBJECTIVE ';'
@@ -3117,17 +3209,27 @@ ms_estimation : MS_ESTIMATION ';'
                 { driver.ms_estimation(); }
               ;
 
-dynare_sensitivity : DYNARE_SENSITIVITY ';'
-                     { driver.dynare_sensitivity(); }
-                   | DYNARE_SENSITIVITY '(' dynare_sensitivity_options_list ')' ';'
-                     { driver.dynare_sensitivity(); }
+sensitivity : SENSITIVITY ';'
+              { driver.sensitivity(); }
+            | SENSITIVITY '(' sensitivity_options_list ')' ';'
+              { driver.sensitivity(); }
+            | DYNARE_SENSITIVITY ';'
+              {
+                driver.warning("The 'dynare_sensitivity' command is deprecated. It has been renamed 'sensitivity'.");
+                driver.sensitivity();
+              }
+            | DYNARE_SENSITIVITY '(' sensitivity_options_list ')' ';'
+              {
+                driver.warning("The 'dynare_sensitivity' command is deprecated. It has been renamed 'sensitivity'.");
+                driver.sensitivity();
+              }
             ;
 
-dynare_sensitivity_options_list : dynare_sensitivity_option COMMA dynare_sensitivity_options_list
-                                | dynare_sensitivity_option
+sensitivity_options_list : sensitivity_option COMMA sensitivity_options_list
+                         | sensitivity_option
                          ;
 
-dynare_sensitivity_option : o_gsa_identification
+sensitivity_option : o_gsa_identification
                    | o_gsa_morris
                    | o_gsa_stab
                    | o_gsa_redform
@@ -3336,7 +3438,9 @@ conditional_forecast_paths_shock_list : conditional_forecast_paths_shock_elem
                                       ;
 
 conditional_forecast_paths_shock_elem : VAR symbol ';' PERIODS period_list ';' VALUES value_list ';'
-                                        { driver.add_det_shock($2, $5, $8, ParsingDriver::DetShockType::conditional_forecast); }
+                                        { driver.add_det_shock(
+                                              $2, $5, $8,
+                                              ParsingDriver::DetShockType::conditional_forecast); }
                                       ;
 
 steady_state_model : STEADY_STATE_MODEL ';' { driver.begin_steady_state_model(); }
@@ -3434,6 +3538,7 @@ extended_path_option : o_periods
                      | o_solver_periods
                      | o_extended_path_order
                      | o_hybrid
+                     | o_use_first_order_solution
                      | o_lmmcp
                      ;
 
@@ -3446,7 +3551,8 @@ calibration_range : '[' expression COMMA expression ']'
                   | PLUS
                     { $$ = {driver.add_non_negative_constant("0"), driver.add_inf_constant()}; }
                   | MINUS
-                    { $$ = { driver.add_uminus(driver.add_inf_constant()), driver.add_non_negative_constant("0") }; }
+                    { $$ = {driver.add_uminus(driver.add_inf_constant()),
+                            driver.add_non_negative_constant("0")}; }
                   ;
 
 moment_calibration : MOMENT_CALIBRATION ';' moment_calibration_list END ';'
@@ -3533,6 +3639,116 @@ init2shocks_element : symbol symbol ';' { driver.add_init2shocks($1, $2); }
                     | symbol COMMA symbol ';' { driver.add_init2shocks($1, $3); }
                     ;
 
+matched_irfs : MATCHED_IRFS ';' matched_irfs_list END ';'
+               { driver.matched_irfs($3, false); }
+             | MATCHED_IRFS '(' OVERWRITE ')' ';' matched_irfs_list END ';'
+               { driver.matched_irfs($6, true); }
+             ;
+
+matched_irfs_list : matched_irfs_elem
+                    { $$ = {$1}; }
+                  | matched_irfs_list matched_irfs_elem
+                    {
+                      $$ = $1;
+                      auto [it, success] = $$.insert($2);
+                      if (!success)
+                        driver.error("matched_irfs: the pair endogenous " + $2.first.first + " with exogenous " + $2.first.second + " appears two times");
+                    }
+                  ;
+
+matched_irfs_elem : matched_irfs_elem_var_varexo
+                    PERIODS period_list ';'
+                    matched_irfs_elem_values_weights
+                    {
+                      if ($3.size() != $5.first.size())
+                        driver.error("matched_irfs: the 'periods' and 'values' keywords are not followed by the same number of elements");
+                      if ($3.size() != $5.second.size())
+                        driver.error("matched_irfs: the 'periods' and 'values' keywords are not followed by the same number of elements");
+                      vector<tuple<int, int, expr_t, expr_t>> v;
+                      v.reserve($3.size());
+                      for (size_t i {0}; i < $3.size(); i++)
+                        try
+                          {
+                            auto [p1, p2] = get<pair<int, int>>($3[i]);
+                            v.emplace_back(p1, p2, $5.first[i], $5.second[i]);
+                          }
+                        catch (bad_variant_access&)
+                          {
+                            driver.error("matched_irfs: dates are not allowed in the 'periods' keyword");
+                          }
+                      $$ = {$1, v};
+                    }
+                  ;
+
+matched_irfs_elem_var_varexo : VAR symbol ';' VAREXO symbol ';'
+                               {
+                                 driver.check_symbol_is_endogenous($2);
+                                 driver.check_symbol_is_exogenous($5, false);
+                                 $$ = {$2, $5};
+                               }
+                             | VAREXO symbol ';' VAR symbol ';'
+                               {
+                                 driver.check_symbol_is_endogenous($5);
+                                 driver.check_symbol_is_exogenous($2, false);
+                                 $$ = {$5, $2};
+                               }
+                             ;
+
+matched_irfs_elem_values_weights : VALUES value_list ';'
+                                   {
+                                     $$ = {$2, vector($2.size(),
+                                                      driver.add_non_negative_constant("1"))};
+                                   }
+                                 | VALUES value_list ';' WEIGHTS value_list ';'
+                                   { $$ = {$2, $5}; }
+                                 | WEIGHTS value_list ';' VALUES value_list ';'
+                                   { $$ = {$5, $2}; }
+                                 ;
+
+matched_irfs_weights : MATCHED_IRFS_WEIGHTS ';' matched_irfs_weights_list END ';'
+                       { driver.matched_irfs_weights($3, false); }
+                     | MATCHED_IRFS_WEIGHTS '(' OVERWRITE ')' ';' matched_irfs_weights_list END ';'
+                       { driver.matched_irfs_weights($6, true); }
+                     ;
+
+matched_irfs_weights_list : matched_irfs_weights_elem
+                            { $$ = {$1}; }
+                          | matched_irfs_weights_list matched_irfs_weights_elem
+                            {
+                              $$ = $1;
+                              auto [it, success] = $$.insert($2);
+                              if (!success)
+                                driver.error("matched_irfs: the tuple (" + get<0>($2.first)
+                                             + "(" + get<1>($2.first) + ")," + get<2>($2.first)
+                                             + "," + get<3>($2.first) + "(" + get<4>($2.first) + "),"
+                                             + get<5>($2.first) + ") appears two times");
+                            }
+                          ;
+
+matched_irfs_weights_elem : matched_irfs_weights_elem_var_varexo COMMA
+                            matched_irfs_weights_elem_var_varexo COMMA
+                            expression ';'
+                            {
+                              $$ = {{get<0>($1), get<1>($1), get<2>($1),
+                                     get<0>($3), get<1>($3), get<2>($3)},
+                                    $5};
+                            }
+                          ;
+
+matched_irfs_weights_elem_var_varexo : symbol '(' INT_NUMBER ')' COMMA symbol
+                                       {
+                                         driver.check_symbol_is_endogenous($1);
+                                         driver.check_symbol_is_exogenous($6, false);
+                                         $$ = {$1, $3, $6};
+                                       }
+                                     | symbol '(' integer_range ')' COMMA symbol
+                                       {
+                                         driver.check_symbol_is_endogenous($1);
+                                         driver.check_symbol_is_exogenous($6, false);
+                                         $$ = {$1, $3, $6};
+                                       }
+                                     ;
+
 o_solve_algo : SOLVE_ALGO EQUAL INT_NUMBER { driver.option_num("solve_algo", $3); };
 o_stack_solve_algo : STACK_SOLVE_ALGO EQUAL INT_NUMBER { driver.option_num("stack_solve_algo", $3); };
 o_robust_lin_solve : ROBUST_LIN_SOLVE { driver.option_num("simul.robust_lin_solve", "true"); };
@@ -3558,6 +3774,7 @@ 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"); }
@@ -3626,13 +3843,17 @@ o_est_first_obs : FIRST_OBS EQUAL vec_int
 o_posterior_sampling_method : POSTERIOR_SAMPLING_METHOD EQUAL QUOTED_STRING
                               { driver.option_str("posterior_sampler_options.posterior_sampling_method", $3); } ;
 o_first_obs : FIRST_OBS EQUAL INT_NUMBER { driver.option_num("first_obs", $3); };
-o_data_first_obs : FIRST_OBS EQUAL date_expr { driver.option_date("firstobs", $3); } ;
-o_first_simulation_period : FIRST_SIMULATION_PERIOD EQUAL INT_NUMBER { driver.option_num("first_simulation_period", $3); };
-o_date_first_simulation_period : FIRST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("firstsimulationperiod", $3); } ;
-o_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL INT_NUMBER { driver.option_num("last_simulation_period", $3); };
-o_date_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("lastsimulationperiod", $3); } ;
+o_data_first_obs : FIRST_OBS EQUAL date_expr { driver.option_date("first_obs", $3); } ;
+o_first_simulation_period : FIRST_SIMULATION_PERIOD EQUAL INT_NUMBER { driver.option_num("first_simulation_period", $3); }
+                          | FIRST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("first_simulation_period", $3); }
+                          ;
+o_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL INT_NUMBER { driver.option_num("last_simulation_period", $3); }
+                         | LAST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("last_simulation_period", $3); }
+                         ;
+o_pf_first_simulation_period : FIRST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("simul.first_simulation_period", $3); };
+o_pf_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("simul.last_simulation_period", $3); };
 o_last_obs : LAST_OBS EQUAL INT_NUMBER { driver.option_num("last_obs", $3); };
-o_data_last_obs : LAST_OBS EQUAL date_expr { driver.option_date("lastobs", $3); } ;
+o_data_last_obs : LAST_OBS EQUAL date_expr { driver.option_date("last_obs", $3); } ;
 o_keep_kalman_algo_if_singularity_is_detected : KEEP_KALMAN_ALGO_IF_SINGULARITY_IS_DETECTED { driver.option_num("kalman.keep_kalman_algo_if_singularity_is_detected", "true"); } ;
 o_data_nobs : NOBS EQUAL INT_NUMBER { driver.option_num("nobs", $3); };
 o_shift : SHIFT EQUAL signed_number { driver.option_num("shift", $3); };
@@ -3807,9 +4028,6 @@ o_partial_information : PARTIAL_INFORMATION {driver.option_num("partial_informat
 o_sub_draws: SUB_DRAWS EQUAL INT_NUMBER { driver.option_num("sub_draws", $3); };
 o_planner_discount : PLANNER_DISCOUNT EQUAL expression { driver.set_planner_discount($3); };
 o_planner_discount_latex_name : PLANNER_DISCOUNT_LATEX_NAME EQUAL TEX_NAME { driver.set_planner_discount_latex_name($3); };
-o_sylvester : SYLVESTER EQUAL FIXED_POINT {driver.option_num("sylvester_fp", "true"); }
-               | SYLVESTER EQUAL DEFAULT {driver.option_num("sylvester_fp", "false"); };
-o_sylvester_fixed_point_tol : SYLVESTER_FIXED_POINT_TOL EQUAL non_negative_number {driver.option_num("sylvester_fixed_point_tol",$3);};
 o_lyapunov : LYAPUNOV EQUAL FIXED_POINT { driver.option_num("lyapunov_fp", "true"); }
               | LYAPUNOV EQUAL DOUBLING { driver.option_num("lyapunov_db", "true"); }
               | LYAPUNOV EQUAL SQUARE_ROOT_SOLVER { driver.option_num("lyapunov_srs", "true"); }
@@ -3821,6 +4039,7 @@ o_dr : DR EQUAL CYCLE_REDUCTION {driver.option_num("dr_cycle_reduction", "true")
        | DR EQUAL LOGARITHMIC_REDUCTION { driver.option_num("dr_logarithmic_reduction", "true"); }
        | DR EQUAL DEFAULT { driver.option_num("dr_cycle_reduction", "false"); driver.option_num("dr_logarithmic_reduction", "false"); };
 o_dr_cycle_reduction_tol : DR_CYCLE_REDUCTION_TOL EQUAL non_negative_number { driver.option_num("dr_cycle_reduction_tol", $3); };
+o_dr_cycle_reduction_maxiter : DR_CYCLE_REDUCTION_MAXITER EQUAL INT_NUMBER { driver.option_num("dr_cycle_reduction_maxiter", $3); };
 o_dr_logarithmic_reduction_tol : DR_LOGARITHMIC_REDUCTION_TOL EQUAL non_negative_number { driver.option_num("dr_logarithmic_reduction_tol", $3); };
 o_dr_logarithmic_reduction_maxiter : DR_LOGARITHMIC_REDUCTION_MAXITER EQUAL INT_NUMBER { driver.option_num("dr_logarithmic_reduction_maxiter", $3); };
 o_psd_detail_plot : DETAIL_PLOT { driver.option_num("plot_shock_decomp.detail_plot", "true"); };
@@ -3873,9 +4092,11 @@ o_resampling : RESAMPLING EQUAL SYSTEMATIC
               | RESAMPLING EQUAL NONE { driver.option_num("particle.resampling.status.systematic", "false"); driver.option_num("particle.resampling.status.none", "true"); }
               | RESAMPLING EQUAL GENERIC { driver.option_num("particle.resampling.status.systematic", "false"); driver.option_num("particle.resampling.status.generic", "true"); };
 o_resampling_threshold : RESAMPLING_THRESHOLD EQUAL non_negative_number { driver.option_num("particle.resampling.threshold", $3); };
-o_resampling_method : RESAMPLING_METHOD EQUAL KITAGAWA {driver.option_num("particle.resampling.method.kitagawa", "true"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.smethod.stratified", "false"); }
-              | RESAMPLING_METHOD EQUAL SMOOTH {driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "true"); driver.option_num("particle.resampling.smethod.stratified", "false"); }
-              | RESAMPLING_METHOD EQUAL STRATIFIED {driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.method.stratified", "true"); };
+o_resampling_method : RESAMPLING_METHOD EQUAL KITAGAWA { driver.option_num("particle.resampling.method.kitagawa", "true"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.method.stratified", "false"); driver.option_num("particle.resampling.method.residual", "false"); driver.option_num("particle.resampling.method.multinomial", "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");  driver.option_num("particle.resampling.method.multinomial", "false"); };
+| RESAMPLING_METHOD EQUAL STRATIFIED { driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.method.stratified", "true"); driver.option_num("particle.resampling.method.residual", "false");  driver.option_num("particle.resampling.method.multinomial", "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"); driver.option_num("particle.resampling.method.multinomial", "false"); };
+| RESAMPLING_METHOD EQUAL MULTINOMIAL { 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", "false"); driver.option_num("particle.resampling.method.multinomial", "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"); };
 o_filter_algorithm : FILTER_ALGORITHM EQUAL symbol { driver.option_str("particle.filter_algorithm", $3); };
@@ -3932,6 +4153,21 @@ o_max_dim_cova_group : MAX_DIM_COVA_GROUP EQUAL INT_NUMBER { driver.option_num("
 o_homotopy_mode : HOMOTOPY_MODE EQUAL INT_NUMBER { driver.option_num("homotopy_mode", $3); };
 o_homotopy_steps : HOMOTOPY_STEPS EQUAL INT_NUMBER { driver.option_num("homotopy_steps", $3); };
 o_homotopy_force_continue: HOMOTOPY_FORCE_CONTINUE EQUAL INT_NUMBER { driver.option_num("homotopy_force_continue", $3); };
+o_preconditioner : PRECONDITIONER EQUAL UMFITER
+                   { driver.option_str("simul.preconditioner", "umfiter"); }
+                 | PRECONDITIONER EQUAL ITERSTACK
+                   { driver.option_str("simul.preconditioner", "iterstack"); }
+                 | PRECONDITIONER EQUAL ILU
+                   { driver.option_str("simul.preconditioner", "ilu"); };
+                 ;
+o_iter_tol : ITER_TOL EQUAL non_negative_number  { driver.option_num("simul.iter_tol", $3); };
+o_iter_maxit : ITER_MAXIT EQUAL INT_NUMBER  { driver.option_num("simul.iter_maxit", $3); };
+o_gmres_restart : GMRES_RESTART EQUAL INT_NUMBER  { driver.option_num("simul.gmres_restart", $3); };
+o_iterstack_maxlu : ITERSTACK_MAXLU EQUAL INT_NUMBER  { driver.option_num("simul.iterstack_maxlu", $3); };
+o_iterstack_nperiods : ITERSTACK_NPERIODS EQUAL INT_NUMBER  { driver.option_num("simul.iterstack_nperiods", $3); };
+o_iterstack_nlu : ITERSTACK_NLU EQUAL INT_NUMBER  { driver.option_num("simul.iterstack_nlu", $3); };
+o_iterstack_relu : ITERSTACK_RELU EQUAL non_negative_number  { driver.option_num("simul.iterstack_relu", $3); };
+o_check_jacobian_singularity : CHECK_JACOBIAN_SINGULARITY { driver.option_num("simul.check_jacobian_singularity", "true"); };
 o_nocheck : NOCHECK { driver.option_num("steadystate.nocheck", "true"); };
 
 o_controlled_varexo : CONTROLLED_VAREXO EQUAL '(' symbol_list ')' { driver.option_symbol_list("controlled_varexo", $4); };
@@ -4146,10 +4382,11 @@ o_analytic_derivation_mode : ANALYTIC_DERIVATION_MODE EQUAL signed_number { driv
 o_endogenous_prior : ENDOGENOUS_PRIOR { driver.option_num("endogenous_prior", "true"); }
 o_use_univariate_filters_if_singularity_is_detected : USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED EQUAL INT_NUMBER { driver.option_num("use_univariate_filters_if_singularity_is_detected", $3); }
 o_mcmc_jumping_covariance : MCMC_JUMPING_COVARIANCE EQUAL HESSIAN
-                            { driver.option_str("MCMC_jumping_covariance", $3); }                                  | MCMC_JUMPING_COVARIANCE EQUAL PRIOR_VARIANCE
-                            { driver.option_str("MCMC_jumping_covariance", $3); }
+                            { driver.option_str("MCMC_jumping_covariance", "hessian"); }
+                          | MCMC_JUMPING_COVARIANCE EQUAL PRIOR_VARIANCE
+                            { driver.option_str("MCMC_jumping_covariance", "prior_variance"); }
                           | MCMC_JUMPING_COVARIANCE EQUAL IDENTITY_MATRIX
-                            { driver.option_str("MCMC_jumping_covariance", $3); }
+                            { driver.option_str("MCMC_jumping_covariance", "identity_matrix"); }
                           | MCMC_JUMPING_COVARIANCE EQUAL filename
                             { driver.option_str("MCMC_jumping_covariance", $3); }
                           ;
@@ -4169,6 +4406,7 @@ o_homotopy_step_size_increase_success_count : HOMOTOPY_STEP_SIZE_INCREASE_SUCCES
 o_homotopy_linearization_fallback : HOMOTOPY_LINEARIZATION_FALLBACK { driver.option_num("simul.homotopy_linearization_fallback", "true"); }
 o_homotopy_marginal_linearization_fallback : HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK { driver.option_num("simul.homotopy_marginal_linearization_fallback", "0.01"); }
                                            | HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK EQUAL non_negative_number { driver.option_num("simul.homotopy_marginal_linearization_fallback", $3); }
+o_homotopy_exclude_varexo : HOMOTOPY_EXCLUDE_VAREXO EQUAL '(' symbol_list ')' { driver.option_symbol_list("simul.homotopy_exclude_varexo", $4); };
 
 o_infile : INFILE EQUAL filename { driver.option_str("infile", $3); };
 o_invars : INVARS EQUAL '(' symbol_list ')' { driver.option_symbol_list("invars", $4); };
@@ -4219,7 +4457,7 @@ 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"); };
@@ -4309,9 +4547,8 @@ vec_int_number : INT_NUMBER
 vec_int_elem : vec_int_number
              | INT_NUMBER ':' INT_NUMBER
                {
-                 $$ = {};
-                 for (int i = stoi($1); i <= stoi($3); i++)
-                   $$.push_back(i);
+                 auto v = views::iota(stoi($1), stoi($3) + 1);
+                 $$ = {v.begin(), v.end()};
                }
              ;
 
@@ -4438,13 +4675,14 @@ symbol : NAME
        | DD
        | ADD
        | MULTIPLY
+       | MFS
+       | RESIDUAL
        ;
 
 %%
 
 void
-Dynare::parser::error(const Dynare::parser::location_type &l,
-                      const string &m)
+Dynare::parser::error(const Dynare::parser::location_type& l, const string& m)
 {
   driver.error(l, m);
 }