src/DataTree.cc

 /*
- * Copyright (C) 2003-2018 Dynare Team
+ * Copyright © 2003-2025 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -14,24 +14,29 @@
  * GNU General Public License for more details.
  *
  * You should have received a copy of the GNU General Public License
- * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+ * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
-#include <cstdlib>
+#include <algorithm>
 #include <cassert>
+#include <cstdlib>
+#include <filesystem>
+#include <fstream>
 #include <iostream>
-#include <regex>
-
-#include <boost/filesystem.hpp>
+#include <iterator>
+#include <ranges>
 
 #include "DataTree.hh"
 
+bool DataTree::no_commutativity = false;
+
 void
 DataTree::initConstants()
 {
   Zero = AddNonNegativeConstant("0");
   One = AddNonNegativeConstant("1");
   Two = AddNonNegativeConstant("2");
+  Three = AddNonNegativeConstant("3");
 
   MinusOne = AddUMinus(One);
 
@@ -42,37 +47,37 @@ 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();
 }
 
-DataTree::~DataTree() = default;
-
 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 & it : d.local_variables_table)
-    local_variables_table[it.first] = it.second->clone(*this);
 }
 
 DataTree&
@@ -81,6 +86,7 @@ DataTree::operator=(const DataTree &d)
   assert(&symbol_table == &d.symbol_table);
   assert(&num_constants == &d.num_constants);
   assert(&external_functions_table == &d.external_functions_table);
+  assert(&heterogeneity_table == &d.heterogeneity_table);
   assert(is_dynamic == d.is_dynamic);
 
   num_const_node_map.clear();
@@ -91,6 +97,7 @@ DataTree::operator=(const DataTree &d)
   external_function_node_map.clear();
   var_expectation_node_map.clear();
   pac_expectation_node_map.clear();
+  pac_target_nonstationary_node_map.clear();
   first_deriv_external_function_node_map.clear();
   second_deriv_external_function_node_map.clear();
 
@@ -99,6 +106,14 @@ DataTree::operator=(const DataTree &d)
   // Constants must be initialized first because they are used in some Add* methods
   initConstants();
 
+  /* Model local variables must be next, because they can be evaluated in Add*
+     methods when the model equations are added. They need to be cloned in
+     order of appearance in the model block (hence with
+     local_variables_vector), because if there is a model_local_variable statement
+     the symbol IDs ordering may not be the right one (see dynare#1782) */
+  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);
 
@@ -106,25 +121,21 @@ DataTree::operator=(const DataTree &d)
 
   local_variables_vector = d.local_variables_vector;
 
-  for (const auto & it : d.local_variables_table)
-    local_variables_table[it.first] = it.second->clone(*this);
-
   return *this;
 }
 
-expr_t
+NumConstNode*
 DataTree::AddNonNegativeConstant(const string& value)
 {
   int id = num_constants.AddNonNegativeConstant(value);
 
-  auto it = num_const_node_map.find(id);
-  if (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);
   auto p = sp.get();
   node_list.push_back(move(sp));
-  num_const_node_map[id] = p;
+  num_const_node_map.emplace(id, p);
   return p;
 }
 
@@ -137,14 +148,13 @@ DataTree::AddVariable(int symb_id, int lag)
       exit(EXIT_FAILURE);
     }
 
-  auto it = variable_node_map.find({ symb_id, lag });
-  if (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);
   auto p = sp.get();
   node_list.push_back(move(sp));
-  variable_node_map[{ symb_id, lag }] = p;
+  variable_node_map.try_emplace({symb_id, lag}, p);
   return p;
 }
 
@@ -154,7 +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;
@@ -163,8 +174,8 @@ DataTree::getVariable(int symb_id, int lag) const
 bool
 DataTree::ParamUsedWithLeadLagInternal() const
 {
-  for (const auto & it : variable_node_map)
-    if (symbol_table.getType(it.first.first) == SymbolType::parameter && it.first.second != 0)
+  for (const auto& [symb_lag, expr] : variable_node_map)
+    if (symbol_table.getType(symb_lag.first) == SymbolType::parameter && symb_lag.second != 0)
       return true;
   return false;
 }
@@ -172,30 +183,38 @@ DataTree::ParamUsedWithLeadLagInternal() const
 expr_t
 DataTree::AddPlus(expr_t iArg1, expr_t iArg2)
 {
-  if (iArg1 != Zero && iArg2 != Zero)
-    {
+  if (iArg2 == Zero)
+    return iArg1;
+
+  if (iArg1 == Zero)
+    return iArg2;
+
   // Simplify x+(-y) in x-y
-      auto *uarg2 = dynamic_cast<UnaryOpNode *>(iArg2);
-      if (uarg2 != nullptr && uarg2->get_op_code() == UnaryOpcode::uminus)
-        return AddMinus(iArg1, uarg2->get_arg());
+  if (auto uarg2 = dynamic_cast<UnaryOpNode*>(iArg2);
+      uarg2 && uarg2->op_code == UnaryOpcode::uminus)
+    return AddMinus(iArg1, uarg2->arg);
+
+  // Simplify (-x)+y in y-x
+  if (auto uarg1 = dynamic_cast<UnaryOpNode*>(iArg1);
+      uarg1 && uarg1->op_code == UnaryOpcode::uminus)
+    return AddMinus(iArg2, uarg1->arg);
+
+  // Simplify (x-y)+y in x
+  if (auto barg1 = dynamic_cast<BinaryOpNode*>(iArg1);
+      barg1 && barg1->op_code == BinaryOpcode::minus && barg1->arg2 == iArg2)
+    return barg1->arg1;
+
+  // Simplify y+(x-y) in x
+  if (auto barg2 = dynamic_cast<BinaryOpNode*>(iArg2);
+      barg2 && barg2->op_code == BinaryOpcode::minus && barg2->arg2 == iArg1)
+    return barg2->arg1;
 
   // To treat commutativity of "+"
   // Nodes iArg1 and iArg2 are sorted by index
-      if (iArg1->idx > iArg2->idx)
-        {
-          expr_t tmp = iArg1;
-          iArg1 = iArg2;
-          iArg2 = tmp;
-        }
+  if (iArg1->idx > iArg2->idx && !no_commutativity) // NOLINT(clang-analyzer-core.NullDereference)
+    swap(iArg1, iArg2);
   return AddBinaryOp(iArg1, BinaryOpcode::plus, iArg2);
 }
-  else if (iArg1 != Zero)
-    return iArg1;
-  else if (iArg2 != Zero)
-    return iArg2;
-  else
-    return Zero;
-}
 
 expr_t
 DataTree::AddMinus(expr_t iArg1, expr_t iArg2)
@@ -209,53 +228,71 @@ DataTree::AddMinus(expr_t iArg1, expr_t iArg2)
   if (iArg1 == iArg2)
     return Zero;
 
+  // Simplify x-(-y) in x+y
+  if (auto uarg2 = dynamic_cast<UnaryOpNode*>(iArg2);
+      uarg2 && uarg2->op_code == UnaryOpcode::uminus)
+    return AddPlus(iArg1, uarg2->arg);
+
+  // Simplify (x+y)-y and (y+x)-y in x
+  if (auto barg1 = dynamic_cast<BinaryOpNode*>(iArg1);
+      barg1 && barg1->op_code == BinaryOpcode::plus)
+    {
+      if (barg1->arg2 == iArg2)
+        return barg1->arg1;
+      if (barg1->arg1 == iArg2)
+        return barg1->arg2;
+    }
+
   return AddBinaryOp(iArg1, BinaryOpcode::minus, iArg2);
 }
 
 expr_t
 DataTree::AddUMinus(expr_t iArg1)
 {
-  if (iArg1 != Zero)
-    {
+  if (iArg1 == Zero)
+    return Zero;
+
   // Simplify -(-x) in x
-      auto *uarg = dynamic_cast<UnaryOpNode *>(iArg1);
-      if (uarg != nullptr && uarg->get_op_code() == UnaryOpcode::uminus)
-        return uarg->get_arg();
+  if (auto uarg = dynamic_cast<UnaryOpNode*>(iArg1); uarg && uarg->op_code == UnaryOpcode::uminus)
+    return uarg->arg;
 
   return AddUnaryOp(UnaryOpcode::uminus, iArg1);
 }
-  else
-    return Zero;
-}
 
 expr_t
 DataTree::AddTimes(expr_t iArg1, expr_t iArg2)
 {
+  if (iArg1 == Zero || iArg2 == Zero)
+    return Zero;
+
+  if (iArg1 == One)
+    return iArg2;
+
+  if (iArg2 == One)
+    return iArg1;
+
   if (iArg1 == MinusOne)
     return AddUMinus(iArg2);
-  else if (iArg2 == MinusOne)
+
+  if (iArg2 == MinusOne)
     return AddUMinus(iArg1);
-  else if (iArg1 != Zero && iArg1 != One && iArg2 != Zero && iArg2 != One)
-    {
+
+  // Simplify (x/y)*y in x
+  if (auto barg1 = dynamic_cast<BinaryOpNode*>(iArg1);
+      barg1 && barg1->op_code == BinaryOpcode::divide && barg1->arg2 == iArg2)
+    return barg1->arg1;
+
+  // Simplify y*(x/y) in x
+  if (auto barg2 = dynamic_cast<BinaryOpNode*>(iArg2);
+      barg2 && barg2->op_code == BinaryOpcode::divide && barg2->arg2 == iArg1)
+    return barg2->arg1;
+
   // To treat commutativity of "*"
   // Nodes iArg1 and iArg2 are sorted by index
-      if (iArg1->idx > iArg2->idx)
-        {
-          expr_t tmp = iArg1;
-          iArg1 = iArg2;
-          iArg2 = tmp;
-        }
+  if (iArg1->idx > iArg2->idx && !no_commutativity) // NOLINT(clang-analyzer-core.NullDereference)
+    swap(iArg1, iArg2);
   return AddBinaryOp(iArg1, BinaryOpcode::times, iArg2);
 }
-  else if (iArg1 != Zero && iArg1 != One && iArg2 == One)
-    return iArg1;
-  else if (iArg2 != Zero && iArg2 != One && iArg1 == One)
-    return iArg2;
-  else if (iArg2 == One && iArg1 == One)
-    return One;
-  else
-    return Zero;
-}
 
 expr_t
 DataTree::AddDivide(expr_t iArg1, expr_t iArg2) noexcept(false)
@@ -276,6 +313,21 @@ DataTree::AddDivide(expr_t iArg1, expr_t iArg2) noexcept(false)
   if (iArg1 == iArg2)
     return One;
 
+  // Simplify x/(1/y) in x*y
+  if (auto barg2 = dynamic_cast<BinaryOpNode*>(iArg2);
+      barg2 && barg2->op_code == BinaryOpcode::divide && barg2->arg1 == One)
+    return AddTimes(iArg1, barg2->arg2);
+
+  // Simplify (x*y)/y and (y*x)/y in x
+  if (auto barg1 = dynamic_cast<BinaryOpNode*>(iArg1);
+      barg1 && barg1->op_code == BinaryOpcode::times)
+    {
+      if (barg1->arg2 == iArg2)
+        return barg1->arg1;
+      if (barg1->arg1 == iArg2)
+        return barg1->arg2;
+    }
+
   return AddBinaryOp(iArg1, BinaryOpcode::divide, iArg2);
 }
 
@@ -318,16 +370,20 @@ DataTree::AddDifferent(expr_t iArg1, expr_t iArg2)
 expr_t
 DataTree::AddPower(expr_t iArg1, expr_t iArg2)
 {
-  if (iArg1 != Zero && iArg2 != Zero && iArg1 != One && iArg2 != One)
-    return AddBinaryOp(iArg1, BinaryOpcode::power, iArg2);
-  else if (iArg1 == One)
-    return One;
-  else if (iArg2 == One)
-    return iArg1;
-  else if (iArg2 == Zero)
+  // This one comes first, because 0⁰=1
+  if (iArg2 == Zero)
     return One;
-  else
+
+  if (iArg1 == Zero)
     return Zero;
+
+  if (iArg1 == One)
+    return One;
+
+  if (iArg2 == One)
+    return iArg1;
+
+  return AddBinaryOp(iArg1, BinaryOpcode::power, iArg2);
 }
 
 expr_t
@@ -340,167 +396,197 @@ DataTree::AddPowerDeriv(expr_t iArg1, expr_t iArg2, int powerDerivOrder)
 expr_t
 DataTree::AddDiff(expr_t iArg1)
 {
+  if (iArg1->maxLead() > 0)
+    // Issue preprocessor#21: always expand diffs with leads
+    return AddMinus(iArg1, iArg1->decreaseLeadsLags(1));
   return AddUnaryOp(UnaryOpcode::diff, iArg1);
 }
 
 expr_t
 DataTree::AddAdl(expr_t iArg1, const string& name, const vector<int>& lags)
 {
-  return AddUnaryOp(UnaryOpcode::adl, iArg1, 0, 0, 0, string(name), lags);
+  return AddUnaryOp(UnaryOpcode::adl, iArg1, 0, 0, 0, name, lags);
 }
 
 expr_t
 DataTree::AddExp(expr_t iArg1)
 {
-  if (iArg1 != Zero)
-    return AddUnaryOp(UnaryOpcode::exp, iArg1);
-  else
+  if (iArg1 == Zero)
     return One;
+
+  return AddUnaryOp(UnaryOpcode::exp, iArg1);
 }
 
 expr_t
 DataTree::AddLog(expr_t iArg1)
 {
-  if (iArg1 != Zero && iArg1 != One)
-    return AddUnaryOp(UnaryOpcode::log, iArg1);
-  else if (iArg1 == One)
+  if (iArg1 == One)
     return Zero;
-  else
+
+  if (iArg1 == Zero)
     {
       cerr << "ERROR: log(0) not defined!" << endl;
       exit(EXIT_FAILURE);
     }
+
+  // Simplify log(1/x) in −log(x)
+  if (auto barg1 = dynamic_cast<BinaryOpNode*>(iArg1);
+      barg1 && barg1->op_code == BinaryOpcode::divide && barg1->arg1 == One)
+    return AddUMinus(AddLog(barg1->arg2));
+
+  return AddUnaryOp(UnaryOpcode::log, iArg1);
 }
 
 expr_t
 DataTree::AddLog10(expr_t iArg1)
 {
-  if (iArg1 != Zero && iArg1 != One)
-    return AddUnaryOp(UnaryOpcode::log10, iArg1);
-  else if (iArg1 == One)
+  if (iArg1 == One)
     return Zero;
-  else
+
+  if (iArg1 == Zero)
     {
       cerr << "ERROR: log10(0) not defined!" << endl;
       exit(EXIT_FAILURE);
     }
+
+  // Simplify log₁₀(1/x) in −log₁₀(x)
+  if (auto barg1 = dynamic_cast<BinaryOpNode*>(iArg1);
+      barg1 && barg1->op_code == BinaryOpcode::divide && barg1->arg1 == One)
+    return AddUMinus(AddLog10(barg1->arg2));
+
+  return AddUnaryOp(UnaryOpcode::log10, iArg1);
 }
 
 expr_t
 DataTree::AddCos(expr_t iArg1)
 {
-  if (iArg1 != Zero)
-    return AddUnaryOp(UnaryOpcode::cos, iArg1);
-  else
+  if (iArg1 == Zero)
     return One;
+
+  return AddUnaryOp(UnaryOpcode::cos, iArg1);
 }
 
 expr_t
 DataTree::AddSin(expr_t iArg1)
 {
-  if (iArg1 != Zero)
-    return AddUnaryOp(UnaryOpcode::sin, iArg1);
-  else
+  if (iArg1 == Zero)
     return Zero;
+
+  return AddUnaryOp(UnaryOpcode::sin, iArg1);
 }
 
 expr_t
 DataTree::AddTan(expr_t iArg1)
 {
-  if (iArg1 != Zero)
-    return AddUnaryOp(UnaryOpcode::tan, iArg1);
-  else
+  if (iArg1 == Zero)
     return Zero;
+
+  return AddUnaryOp(UnaryOpcode::tan, iArg1);
 }
 
 expr_t
 DataTree::AddAcos(expr_t iArg1)
 {
-  if (iArg1 != One)
-    return AddUnaryOp(UnaryOpcode::acos, iArg1);
-  else
+  if (iArg1 == One)
     return Zero;
+
+  return AddUnaryOp(UnaryOpcode::acos, iArg1);
 }
 
 expr_t
 DataTree::AddAsin(expr_t iArg1)
 {
-  if (iArg1 != Zero)
-    return AddUnaryOp(UnaryOpcode::asin, iArg1);
-  else
+  if (iArg1 == Zero)
     return Zero;
+
+  return AddUnaryOp(UnaryOpcode::asin, iArg1);
 }
 
 expr_t
 DataTree::AddAtan(expr_t iArg1)
 {
-  if (iArg1 != Zero)
-    return AddUnaryOp(UnaryOpcode::atan, iArg1);
-  else
+  if (iArg1 == Zero)
     return Zero;
+
+  return AddUnaryOp(UnaryOpcode::atan, iArg1);
 }
 
 expr_t
 DataTree::AddCosh(expr_t iArg1)
 {
-  if (iArg1 != Zero)
-    return AddUnaryOp(UnaryOpcode::cosh, iArg1);
-  else
+  if (iArg1 == Zero)
     return One;
+
+  return AddUnaryOp(UnaryOpcode::cosh, iArg1);
 }
 
 expr_t
 DataTree::AddSinh(expr_t iArg1)
 {
-  if (iArg1 != Zero)
-    return AddUnaryOp(UnaryOpcode::sinh, iArg1);
-  else
+  if (iArg1 == Zero)
     return Zero;
+
+  return AddUnaryOp(UnaryOpcode::sinh, iArg1);
 }
 
 expr_t
 DataTree::AddTanh(expr_t iArg1)
 {
-  if (iArg1 != Zero)
-    return AddUnaryOp(UnaryOpcode::tanh, iArg1);
-  else
+  if (iArg1 == Zero)
     return Zero;
+
+  return AddUnaryOp(UnaryOpcode::tanh, iArg1);
 }
 
 expr_t
 DataTree::AddAcosh(expr_t iArg1)
 {
-  if (iArg1 != One)
-    return AddUnaryOp(UnaryOpcode::acosh, iArg1);
-  else
+  if (iArg1 == One)
     return Zero;
+
+  return AddUnaryOp(UnaryOpcode::acosh, iArg1);
 }
 
 expr_t
 DataTree::AddAsinh(expr_t iArg1)
 {
-  if (iArg1 != Zero)
-    return AddUnaryOp(UnaryOpcode::asinh, iArg1);
-  else
+  if (iArg1 == Zero)
     return Zero;
+
+  return AddUnaryOp(UnaryOpcode::asinh, iArg1);
 }
 
 expr_t
 DataTree::AddAtanh(expr_t iArg1)
 {
-  if (iArg1 != Zero)
-    return AddUnaryOp(UnaryOpcode::atanh, iArg1);
-  else
+  if (iArg1 == Zero)
     return Zero;
+
+  return AddUnaryOp(UnaryOpcode::atanh, iArg1);
 }
 
 expr_t
 DataTree::AddSqrt(expr_t iArg1)
 {
-  if (iArg1 != Zero)
+  if (iArg1 == Zero)
+    return Zero;
+
+  if (iArg1 == One)
+    return One;
+
   return AddUnaryOp(UnaryOpcode::sqrt, iArg1);
-  else
+}
+
+expr_t
+DataTree::AddCbrt(expr_t iArg1)
+{
+  if (iArg1 == Zero)
     return Zero;
+
+  if (iArg1 == One)
+    return One;
+
+  return AddUnaryOp(UnaryOpcode::cbrt, iArg1);
 }
 
 expr_t
@@ -508,9 +594,10 @@ DataTree::AddAbs(expr_t iArg1)
 {
   if (iArg1 == Zero)
     return Zero;
+
   if (iArg1 == One)
     return One;
-  else
+
   return AddUnaryOp(UnaryOpcode::abs, iArg1);
 }
 
@@ -519,19 +606,29 @@ DataTree::AddSign(expr_t iArg1)
 {
   if (iArg1 == Zero)
     return Zero;
+
   if (iArg1 == One)
     return One;
-  else
+
   return AddUnaryOp(UnaryOpcode::sign, iArg1);
 }
 
 expr_t
 DataTree::AddErf(expr_t iArg1)
 {
-  if (iArg1 != Zero)
-    return AddUnaryOp(UnaryOpcode::erf, iArg1);
-  else
+  if (iArg1 == Zero)
     return Zero;
+
+  return AddUnaryOp(UnaryOpcode::erf, iArg1);
+}
+
+expr_t
+DataTree::AddErfc(expr_t iArg1)
+{
+  if (iArg1 == Zero)
+    return One;
+
+  return AddUnaryOp(UnaryOpcode::erfc, iArg1);
 }
 
 expr_t
@@ -573,7 +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
@@ -585,35 +683,49 @@ DataTree::AddExpectation(int iArg1, expr_t iArg2)
 expr_t
 DataTree::AddVarExpectation(const string& model_name)
 {
-  auto it = var_expectation_node_map.find(model_name);
-  if (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);
   auto p = sp.get();
   node_list.push_back(move(sp));
-  var_expectation_node_map[model_name] = p;
+  var_expectation_node_map.emplace(model_name, p);
   return p;
 }
 
 expr_t
 DataTree::AddPacExpectation(const string& model_name)
 {
-  auto it = pac_expectation_node_map.find(model_name);
-  if (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);
   auto p = sp.get();
   node_list.push_back(move(sp));
-  pac_expectation_node_map[model_name] = p;
+  pac_expectation_node_map.emplace(model_name, p);
   return p;
 }
 
 expr_t
+DataTree::AddPacTargetNonstationary(const string& model_name)
+{
+  if (auto it = pac_target_nonstationary_node_map.find(model_name);
+      it != pac_target_nonstationary_node_map.end())
+    return it->second;
+
+  auto sp = make_unique<PacTargetNonstationaryNode>(*this, node_list.size(), model_name);
+  auto p = sp.get();
+  node_list.push_back(move(sp));
+  pac_target_nonstationary_node_map.emplace(model_name, p);
+  return p;
+}
+
+BinaryOpNode*
 DataTree::AddEqual(expr_t iArg1, expr_t iArg2)
 {
-  return AddBinaryOp(iArg1, BinaryOpcode::equal, iArg2);
+  /* We know that we can safely cast to BinaryOpNode because
+     BinaryOpCode::equal can never be reduced to a constant. */
+  return dynamic_cast<BinaryOpNode*>(AddBinaryOp(iArg1, BinaryOpcode::equal, iArg2));
 }
 
 void
@@ -622,11 +734,10 @@ DataTree::AddLocalVariable(int symb_id, expr_t value) noexcept(false)
   assert(symbol_table.getType(symb_id) == SymbolType::modelLocalVariable);
 
   // Throw an exception if symbol already declared
-  auto it = local_variables_table.find(symb_id);
-  if (it != local_variables_table.end())
-    throw LocalVariableException(symbol_table.getName(symb_id));
+  if (local_variables_table.contains(symb_id))
+    throw LocalVariableException {symbol_table.getName(symb_id)};
 
-  local_variables_table[symb_id] = value;
+  local_variables_table.emplace(symb_id, value);
   local_variables_vector.push_back(symb_id);
 }
 
@@ -635,157 +746,150 @@ DataTree::AddExternalFunction(int symb_id, const vector<expr_t> &arguments)
 {
   assert(symbol_table.getType(symb_id) == SymbolType::externalFunction);
 
-  auto it = external_function_node_map.find({ arguments, symb_id });
-  if (it != external_function_node_map.end())
+  if (auto it = external_function_node_map.find({arguments, symb_id});
+      it != external_function_node_map.end())
     return it->second;
 
   auto sp = make_unique<ExternalFunctionNode>(*this, node_list.size(), symb_id, arguments);
   auto p = sp.get();
   node_list.push_back(move(sp));
-  external_function_node_map[{ arguments, symb_id }] = p;
+  external_function_node_map.try_emplace({arguments, symb_id}, p);
   return p;
 }
 
 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);
 
-  auto it
+  if (auto it
       = first_deriv_external_function_node_map.find({arguments, input_index, top_level_symb_id});
-  if (it != first_deriv_external_function_node_map.end())
+      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[{ 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);
 
-  auto it
-    = second_deriv_external_function_node_map.find({ arguments, input_index1, input_index2,
-          top_level_symb_id });
-  if (it != second_deriv_external_function_node_map.end())
+  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[{ 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 & it : variable_node_map)
-    if (it.first.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.find(symb_id) != local_variables_table.end())
+  if (local_variables_table.contains(symb_id))
     return true;
 
   return false;
 }
 
 int
-DataTree::getDerivID(int symb_id, int lag) const noexcept(false)
+DataTree::getDerivID([[maybe_unused]] int symb_id, [[maybe_unused]] int lag) const noexcept(false)
 {
   throw UnknownDerivIDException();
 }
 
 SymbolType
-DataTree::getTypeByDerivID(int deriv_id) const noexcept(false)
+DataTree::getTypeByDerivID([[maybe_unused]] int deriv_id) const noexcept(false)
 {
   throw UnknownDerivIDException();
 }
 
 int
-DataTree::getLagByDerivID(int deriv_id) const noexcept(false)
+DataTree::getLagByDerivID([[maybe_unused]] int deriv_id) const noexcept(false)
 {
   throw UnknownDerivIDException();
 }
 
 int
-DataTree::getSymbIDByDerivID(int deriv_id) const noexcept(false)
+DataTree::getSymbIDByDerivID([[maybe_unused]] int deriv_id) const noexcept(false)
 {
   throw UnknownDerivIDException();
 }
 
-void
-DataTree::addAllParamDerivId(set<int> &deriv_id_set)
-{
-}
-
 int
-DataTree::getDynJacobianCol(int deriv_id) const noexcept(false)
+DataTree::getTypeSpecificIDByDerivID([[maybe_unused]] int deriv_id) const
 {
   throw UnknownDerivIDException();
 }
 
-bool
-DataTree::isUnaryOpUsed(UnaryOpcode opcode) const
+void
+DataTree::addAllParamDerivId([[maybe_unused]] set<int>& deriv_id_set)
 {
-  for (const auto & it : unary_op_node_map)
-    if (get<1>(it.first) == opcode)
-      return true;
-
-  return false;
 }
 
 bool
-DataTree::isBinaryOpUsed(BinaryOpcode opcode) const
+DataTree::isUnaryOpUsed(UnaryOpcode opcode) const
 {
-  for (const auto & it : binary_op_node_map)
-    if (get<2>(it.first) == opcode)
-      return true;
-
-  return false;
+  return ranges::any_of(views::keys(unary_op_node_map),
+                        [=](const auto& key) { return get<1>(key) == opcode; });
 }
 
 bool
-DataTree::isTrinaryOpUsed(TrinaryOpcode opcode) const
+DataTree::isUnaryOpUsedOnType(SymbolType type, UnaryOpcode opcode) const
 {
-  for (const auto & it : trinary_op_node_map)
-    if (get<3>(it.first) == opcode)
-      return true;
-
-  return false;
-}
-
-bool
-DataTree::isExternalFunctionUsed(int symb_id) const
+  set<int> var;
+  for (const auto& [key, value] : unary_op_node_map)
+    if (get<1>(key) == opcode)
       {
-  for (const auto & it : external_function_node_map)
-    if (it.first.second == symb_id)
+        value->collectVariables(type, var);
+        if (!var.empty())
           return true;
-
+      }
   return false;
 }
 
 bool
-DataTree::isFirstDerivExternalFunctionUsed(int symb_id) const
+DataTree::isBinaryOpUsed(BinaryOpcode opcode) const
 {
-  for (const auto & it : first_deriv_external_function_node_map)
-    if (get<2>(it.first) == symb_id)
-      return true;
-
-  return false;
+  return ranges::any_of(views::keys(binary_op_node_map),
+                        [=](const auto& key) { return get<2>(key) == opcode; });
 }
 
 bool
-DataTree::isSecondDerivExternalFunctionUsed(int symb_id) const
+DataTree::isBinaryOpUsedOnType(SymbolType type, BinaryOpcode opcode) const
 {
-  for (const auto & it : second_deriv_external_function_node_map)
-    if (get<3>(it.first) == symb_id)
+  set<int> var;
+  for (const auto& [key, value] : binary_op_node_map)
+    if (get<2>(key) == opcode)
+      {
+        value->collectVariables(type, var);
+        if (!var.empty())
           return true;
-
+      }
   return false;
 }
 
@@ -793,94 +897,94 @@ int
 DataTree::minLagForSymbol(int symb_id) const
 {
   int r = 0;
-  for (const auto & it : variable_node_map)
-    if (it.first.first == symb_id && it.first.second < r)
-      r = it.first.second;
+  for (const auto& [symb_lag, expr] : variable_node_map)
+    if (symb_lag.first == symb_id)
+      r = min(r, symb_lag.second);
   return r;
 }
 
 void
-DataTree::writePowerDerivCHeader(ostream &output) const
+DataTree::writeCHelpersDefinition(ostream& output) const
 {
   if (isBinaryOpUsed(BinaryOpcode::powerDeriv))
-    output << "double getPowerDeriv(double, double, int);" << endl;
-}
-
-void
-DataTree::writePowerDeriv(ostream &output) const
-{
-  if (isBinaryOpUsed(BinaryOpcode::powerDeriv))
-    output << "/*" << endl
-           << " * The k-th derivative of x^p" << endl
-           << " */" << endl
-           << "double getPowerDeriv(double x, double p, int k)" << endl
+    output << "// The k-th derivative of x^p" << endl
+           << "inline double" << endl
+           << "getPowerDeriv(double x, double p, int k)" << endl
            << "{" << endl
-           << "#ifdef _MSC_VER" << endl
-           << "# define nearbyint(x) (fabs((x)-floor(x)) < fabs((x)-ceil(x)) ? floor(x) : ceil(x))" << endl
-           << "#endif" << endl
-           << "  if ( fabs(x) < " << near_zero << " && p > 0 && k > p && fabs(p-nearbyint(p)) < " << 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
-           << "      int i = 0;" << endl
            << "      double dxp = pow(x, p-k);" << endl
-           << "      for (; i<k; i++)" << endl
+           << "      for (int i = 0; i<k; i++)" << endl
            << "        dxp *= p--;" << endl
            << "      return dxp;" << endl
            << "    }" << endl
            << "}" << endl;
+
+  if (isUnaryOpUsed(UnaryOpcode::sign))
+    output << "inline double" << endl
+           << "sign(double x)" << endl
+           << "{" << endl
+           << "  return (x > 0) ? 1 : ((x < 0) ? -1 : 0);" << endl
+           << "}" << endl;
 }
 
 void
-DataTree::writeNormcdfCHeader(ostream &output) const
+DataTree::writeCHelpersDeclaration(ostream& output) const
 {
-#if defined(_WIN32) || defined(__CYGWIN32__)
-  if (isTrinaryOpUsed(TrinaryOpcode::normcdf))
-    output << "#ifdef _MSC_VER" << endl
-           << "double normcdf(double);" << endl
-           << "#endif" << endl;
-#endif
+  if (isBinaryOpUsed(BinaryOpcode::powerDeriv))
+    output << "extern inline double getPowerDeriv(double x, double p, int k);" << endl;
+  if (isUnaryOpUsed(UnaryOpcode::sign))
+    output << "extern inline double sign(double x);" << endl;
 }
 
-void
-DataTree::writeNormcdf(ostream &output) const
-{
-#if defined(_WIN32) || defined(__CYGWIN32__)
-  if (isTrinaryOpUsed(TrinaryOpcode::normcdf))
-    output << endl
-           << "#ifdef _MSC_VER" << endl
-           << "/*" << endl
-           << " * Define normcdf for MSVC compiler" << endl
-           << " */" << endl
-           << "double normcdf(double x)" << endl
-           << "{" << endl
-           << "#if _MSC_VER >= 1700" << endl
-           << "  return 0.5 * erfc(-x * M_SQRT1_2);" << endl
-           << "#else" << endl
-           << "  // From http://www.johndcook.com/blog/cpp_phi" << endl
-           << "  double a1 =  0.254829592;" << endl
-           << "  double a2 = -0.284496736;" << endl
-           << "  double a3 =  1.421413741;" << endl
-           << "  double a4 = -1.453152027;" << endl
-           << "  double a5 =  1.061405429;" << endl
-           << "  double p  =  0.3275911;" << endl
-           << "  int sign = (x < 0) ? -1 : 1;" << endl
-           << "  x = fabs(x)/sqrt(2.0);" << endl
-           << "  // From the Handbook of Mathematical Functions by Abramowitz and Stegun, formula 7.1.26" << endl
-           << "  double t = 1.0/(1.0 + p*x);" << endl
-           << "  double y = 1.0 - (((((a5*t + a4)*t) + a3)*t + a2)*t + a1)*t*exp(-x*x);" << endl
-           << "  return 0.5*(1.0 + sign*y);" << endl
-           << "#endif" << endl
-           << "}" << endl
-           << "#endif" << endl;
-#endif
+vector<string>
+DataTree::strsplit(string_view str, char delim)
+{
+  vector<string> result;
+  while (true)
+    {
+      size_t idx {str.find(delim)};
+      if (auto sub {str.substr(0, idx)}; !sub.empty())
+        result.emplace_back(sub);
+      if (idx == string_view::npos)
+        break;
+      str.remove_prefix(idx + 1);
+    }
+  return result;
+}
+
+filesystem::path
+DataTree::packageDir(const string_view& package)
+{
+  filesystem::path d;
+  for (const auto& it : strsplit(package, '.'))
+    d /= "+" + it;
+  return d;
 }
 
-string
-DataTree::packageDir(const string &package)
+void
+DataTree::writeToFileIfModified(stringstream& new_contents, const filesystem::path& filename)
 {
-  regex pat{"\\."};
-  string dirname = "+" + regex_replace(package, pat, "/+");
-  boost::filesystem::create_directories(dirname);
-  return dirname;
+  ifstream old_file {filename, ios::in | ios::binary};
+  if (old_file.is_open()
+      && ranges::equal(istreambuf_iterator<char> {old_file}, istreambuf_iterator<char> {},
+                       istreambuf_iterator<char> {new_contents}, istreambuf_iterator<char> {}))
+    return;
+  old_file.close();
+
+  new_contents.seekg(0);
+
+  ofstream new_file {filename, ios::out | ios::binary};
+  if (!new_file.is_open())
+    {
+      cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl;
+      exit(EXIT_FAILURE);
+    }
+  ranges::copy(istreambuf_iterator<char> {new_contents}, istreambuf_iterator<char> {},
+               ostreambuf_iterator<char> {new_file});
+  new_file.close();
 }

src/DataTree.hh

 /*
- * Copyright (C) 2003-2018 Dynare Team
+ * Copyright © 2003-2024 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -14,27 +14,31 @@
  * GNU General Public License for more details.
  *
  * You should have received a copy of the GNU General Public License
- * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+ * 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
 
-using namespace std;
-
-#include <string>
+#include <cmath>
+#include <filesystem>
+#include <iomanip>
 #include <map>
-#include <vector>
+#include <memory>
 #include <sstream>
-#include <iomanip>
-#include <cmath>
+#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;
 
 class DataTree
 {
@@ -45,7 +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:
@@ -57,8 +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
@@ -81,68 +91,73 @@ private:
   using pac_expectation_node_map_t = map<string, PacExpectationNode*>;
   pac_expectation_node_map_t pac_expectation_node_map;
 
+  // model_name -> PacTargetNonstationaryNode
+  using pac_target_nonstationary_node_map_t = map<string, PacTargetNonstationaryNode*>;
+  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
+  static bool no_commutativity;
+
 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;
 
-  /*! Takes a MATLAB/Octave package name (possibly with several levels nested using dots),
-    and returns the name of the corresponding filesystem directory (which
-    is created by the function if it does not exist).
-    In practice the package nesting is used for the planner_objective (stored
-    inside +objective subdir). */
-  static string packageDir(const string &package);
+  /* 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
+     nothing. */
+  static void writeToFileIfModified(stringstream& new_contents, const filesystem::path& filename);
 
 private:
-  const static int constants_precision{16};
+  constexpr static int constants_precision {16};
 
   //! 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();
+  virtual ~DataTree() = default;
 
   DataTree(const DataTree& d);
-  DataTree(DataTree &&) = delete;
   DataTree& operator=(const DataTree& d);
-  DataTree & operator=(DataTree &&) = delete;
 
   //! Some predefined constants
-  expr_t Zero, One, Two, MinusOne, NaN, Infinity, MinusInfinity, Pi;
+  NumConstNode *Zero, *One, *Two, *Three, *NaN, *Infinity, *Pi;
+  expr_t MinusOne, MinusInfinity;
 
   //! Raised when a local parameter is declared twice
-  class LocalVariableException
+  struct LocalVariableException
   {
-  public:
     string name;
-    explicit LocalVariableException(string name_arg) : name{move(name_arg)}
-    {
-    }
   };
 
   class DivisionByZeroException
@@ -151,13 +166,13 @@ public:
 
   inline expr_t AddPossiblyNegativeConstant(double val);
   //! Adds a non-negative numerical constant (possibly Inf or NaN)
-  expr_t AddNonNegativeConstant(const string &value);
+  NumConstNode* AddNonNegativeConstant(const string& value);
   //! Adds a variable
   VariableNode* AddVariable(int symb_id, int lag = 0);
   //! 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
@@ -222,12 +237,16 @@ public:
   expr_t AddAtanh(expr_t iArg1);
   //! Adds "sqrt(arg)" to model tree
   expr_t AddSqrt(expr_t iArg1);
+  //! Adds "cbrt(arg)" to model tree
+  expr_t AddCbrt(expr_t iArg1);
   //! Adds "abs(arg)" to model tree
   expr_t AddAbs(expr_t iArg1);
   //! Adds "sign(arg)" to model tree
   expr_t AddSign(expr_t iArg1);
   //! Adds "erf(arg)" to model tree
   expr_t AddErf(expr_t iArg1);
+  //! Adds "erfc(arg)" to model tree
+  expr_t AddErfc(expr_t iArg1);
   //! Adds "max(arg1,arg2)" to model tree
   expr_t AddMax(expr_t iArg1, expr_t iArg2);
   //! Adds "min(arg1,arg2)" to model tree
@@ -243,94 +262,136 @@ public:
   //! Add 2nd derivative of steady state w.r.t. parameter to model tree
   expr_t AddSteadyStateParam2ndDeriv(expr_t iArg1, int param1_symb_id, int param2_symb_id);
   //! Adds "arg1=arg2" to model tree
-  expr_t AddEqual(expr_t iArg1, expr_t iArg2);
+  BinaryOpNode* AddEqual(expr_t iArg1, expr_t iArg2);
   //! Adds "var_expectation(model_name)" to model tree
   expr_t AddVarExpectation(const string& model_name);
   //! Adds pac_expectation command to model tree
   expr_t AddPacExpectation(const string& model_name);
+  //! Adds a pac_target_nonstationary node to model tree
+  expr_t AddPacTargetNonstationary(const string& model_name);
   //! Adds a model local variable with its value
   void AddLocalVariable(int symb_id, expr_t value) noexcept(false);
   //! 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
+  [[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;
-  //! Checks if a given trinary op is used somewhere in the data tree
-  bool isTrinaryOpUsed(TrinaryOpcode opcode) const;
-  //! Checks if a given external function is used somewhere in the data tree
-  bool isExternalFunctionUsed(int symb_id) const;
-  //! Checks if a given first derivative external function is used somewhere in the data tree
-  bool isFirstDerivExternalFunctionUsed(int symb_id) const;
-  //! Checks if a given second derivative external function is used somewhere in the data tree
-  bool isSecondDerivExternalFunctionUsed(int symb_id) 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 isBinaryOpUsed(BinaryOpcode opcode) const;
+  //! Checks if a given binary op is used somewhere in the data tree on an endogenous variable
+  [[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;
-  //! Write the C Header for getPowerDeriv when use_dll is used
-  void writePowerDerivCHeader(ostream &output) const;
-  //! Write getPowerDeriv in C
-  void writePowerDeriv(ostream &output) const;
-  //! Write the C Header for normcdf when use_dll is used
-  void writeNormcdfCHeader(ostream &output) const;
-  //! Write normcdf in C
-  void writeNormcdf(ostream &output) const;
+  [[nodiscard]] int minLagForSymbol(int symb_id) const;
+  /* Writes definitions of C function helpers (getPowerDeriv(), sign()) as
+     inline functions */
+  void writeCHelpersDefinition(ostream& output) const;
+  /* Writes declarations of C function helpers (getPowerDeriv(), sign()) as
+     extern inline (external definition). Those need to be included in exactly
+     one translation unit. That external definition will be used or not,
+     depending on the optimization decision by the compiler.
+     See https://en.cppreference.com/w/c/language/inline */
+  void writeCHelpersDeclaration(ostream& output) const;
   //! Thrown when trying to access an unknown variable by deriv_id
   class UnknownDerivIDException
   {
   };
 
   //! Raised when a trend is declared twice
-  class TrendException
+  struct TrendException
   {
-  public:
     string name;
-    explicit TrendException(string name_arg) : name{move(name_arg)}
+  };
+
+  // Returns the derivation ID, or throws an exception if the derivation ID does not exist
+  [[nodiscard]] virtual int getDerivID(int symb_id, int lag) const noexcept(false);
+  // Get the type corresponding to a derivation ID
+  [[nodiscard]] virtual SymbolType getTypeByDerivID(int deriv_id) const noexcept(false);
+  // Get the lag corresponding to a derivation ID
+  [[nodiscard]] virtual int getLagByDerivID(int deriv_id) const noexcept(false);
+  // Get the symbol ID corresponding to a derivation ID
+  [[nodiscard]] virtual int getSymbIDByDerivID(int deriv_id) const noexcept(false);
+  // Get the type-specific ID corresponding to a derivation ID
+  [[nodiscard]] virtual int getTypeSpecificIDByDerivID(int deriv_id) const;
+  // Get the symbol name corresponding to a derivation ID
+  [[nodiscard]] string
+  getNameByDerivID(int deriv_id) const
   {
+    return symbol_table.getName(getSymbIDByDerivID(deriv_id));
   }
-  };
 
-  //! 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);
-  virtual SymbolType getTypeByDerivID(int deriv_id) const noexcept(false);
-  virtual int getLagByDerivID(int deriv_id) const noexcept(false);
-  virtual int getSymbIDByDerivID(int deriv_id) const noexcept(false);
-  //! Returns the column of the dynamic Jacobian associated to a derivation ID
-  virtual int getDynJacobianCol(int deriv_id) const noexcept(false);
-  //! Adds to the set all the deriv IDs corresponding to parameters
-  virtual void addAllParamDerivId(set<int> &deriv_id_set);
+  /* Returns the column of the Jacobian associated to a derivation ID.
+     The “sparse” argument selects between the legacy representation and the
+     sparse representation. */
+  [[nodiscard]] virtual int
+  getJacobianCol([[maybe_unused]] int deriv_id, [[maybe_unused]] bool sparse) const
+  {
+    throw UnknownDerivIDException();
+  }
 
-  //! Returns bool indicating whether DataTree represents a Dynamic Model (returns true in DynamicModel.hh)
-  virtual bool
-  isDynamic() const
+  /* Returns the number of columns of the Jacobian
+     The “sparse” argument selects between the legacy representation and the
+     sparse representation. */
+  [[nodiscard]] virtual int
+  getJacobianColsNbr([[maybe_unused]] bool sparse) const
   {
-    return false;
-  };
+    throw UnknownDerivIDException();
+  }
+
+  //! Adds to the set all the deriv IDs corresponding to parameters
+  virtual void addAllParamDerivId(set<int>& deriv_id_set);
 
-  class UnknownLocalVariableException
+  struct UnknownLocalVariableException
   {
-  public:
     //! Symbol ID
     int id;
-    explicit UnknownLocalVariableException(int id_arg) : id(id_arg)
-    {
-    }
   };
 
-  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);
+      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
+  setNoCommutativity()
+  {
+    no_commutativity = true;
+  }
+
+  /* Equivalent of MATLAB/Octave’s strsplit, except that it ignores empty
+     substring components (MATLAB/Octave adds them to the output); in
+     particular, returns an empty vector given an empty string. */
+  static vector<string> strsplit(string_view str, char delim);
+
+  /*! Takes a MATLAB/Octave package name (possibly with several levels nested using dots),
+    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(const string_view& package);
 };
 
 inline expr_t
@@ -341,7 +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)
@@ -361,21 +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
-  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 (it != unary_op_node_map.end())
+  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
-  auto *carg = dynamic_cast<NumConstNode *>(arg);
-  if (op_code != UnaryOpcode::uminus || carg == nullptr)
+  // 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(eval_context_t());
+          double argval = arg->eval({}); // NOLINT(clang-analyzer-core.CallAndMessage)
           double val = UnaryOpNode::eval_opcode(op_code, argval);
           return AddPossiblyNegativeConstant(val);
         }
@@ -384,25 +447,28 @@ 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[{ 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;
 }
 
 inline expr_t
 DataTree::AddBinaryOp(expr_t arg1, BinaryOpcode op_code, expr_t arg2, int powerDerivOrder)
 {
-  auto it = binary_op_node_map.find({ arg1, arg2, op_code, powerDerivOrder });
-  if (it != binary_op_node_map.end())
+  if (auto it = binary_op_node_map.find({arg1, arg2, op_code, powerDerivOrder});
+      it != binary_op_node_map.end())
     return it->second;
 
   // Try to reduce to a constant
   try
     {
-      double argval1 = arg1->eval(eval_context_t());
-      double argval2 = arg2->eval(eval_context_t());
+      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);
     }
@@ -410,26 +476,27 @@ 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[{ arg1, arg2, op_code, powerDerivOrder }] = p;
+  binary_op_node_map.try_emplace({arg1, arg2, op_code, powerDerivOrder}, p);
   return p;
 }
 
 inline expr_t
 DataTree::AddTrinaryOp(expr_t arg1, TrinaryOpcode op_code, expr_t arg2, expr_t arg3)
 {
-  auto it = trinary_op_node_map.find({ arg1, arg2, arg3, op_code });
-  if (it != trinary_op_node_map.end())
+  if (auto it = trinary_op_node_map.find({arg1, arg2, arg3, op_code});
+      it != trinary_op_node_map.end())
     return it->second;
 
   // Try to reduce to a constant
   try
     {
-      double argval1 = arg1->eval(eval_context_t());
-      double argval2 = arg2->eval(eval_context_t());
-      double argval3 = arg3->eval(eval_context_t());
+      double argval1 = arg1->eval({});
+      double argval2 = arg2->eval({});
+      double argval3 = arg3->eval({});
       double val = TrinaryOpNode::eval_opcode(argval1, op_code, argval2, argval3);
       return AddPossiblyNegativeConstant(val);
     }
@@ -440,7 +507,7 @@ DataTree::AddTrinaryOp(expr_t arg1, TrinaryOpcode op_code, expr_t arg2, expr_t a
   auto sp = make_unique<TrinaryOpNode>(*this, node_list.size(), arg1, op_code, arg2, arg3);
   auto p = sp.get();
   node_list.push_back(move(sp));
-  trinary_op_node_map[{ arg1, arg2, arg3, op_code }] = p;
+  trinary_op_node_map.try_emplace({arg1, arg2, arg3, op_code}, p);
   return p;
 }
 

src/DynamicModel.hh

 /*
- * Copyright (C) 2003-2018 Dynare Team
+ * Copyright © 2003-2024 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -14,28 +14,73 @@
  * GNU General Public License for more details.
  *
  * You should have received a copy of the GNU General Public License
- * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+ * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
-#ifndef _DYNAMICMODEL_HH
-#define _DYNAMICMODEL_HH
-
-using namespace std;
+#ifndef DYNAMIC_MODEL_HH
+#define DYNAMIC_MODEL_HH
 
+#include <filesystem>
 #include <fstream>
-#include <boost/crc.hpp>
 
+#include "Bytecode.hh"
 #include "StaticModel.hh"
 
+using namespace std;
+
 //! Stores a dynamic model
 class DynamicModel : public ModelTree
 {
+  friend class StaticModel; // For reading static_mfs from converting constructor
 public:
   //! A reference to the trend component model table
   TrendComponentModelTable& trend_component_model_table;
   //! A reference to the VAR model table
   VarModelTable& var_model_table;
+  /* Used in the balanced growth test, for determining whether the
+     cross-derivative of a given equation, w.r.t. an endogenous and a trend
+     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
+     be too large, otherwise the test becomes less powerful. */
   constexpr static double zero_band {1e-8};
 
   //! Stores equations declared as [static]
@@ -43,10 +88,13 @@ private:
   vector<BinaryOpNode*> static_only_equations;
 
   //! Stores line numbers of equations declared as [static]
-  vector<int> static_only_equations_lineno;
+  vector<optional<int>> static_only_equations_lineno;
 
   //! Stores the equation tags of equations declared as [static]
-  vector<vector<pair<string, string>>> static_only_equations_equation_tags;
+  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
@@ -54,9 +102,12 @@ private:
   //! Maps a deriv ID to a pair (symbol_id, lag)
   vector<pair<int, int>> inv_deriv_id_table;
 
-  //! Maps a deriv_id to the column index of the dynamic Jacobian
-  /*! Contains only endogenous, exogenous and exogenous deterministic */
+  /* Maps a deriv_id to the column index of the dynamic Jacobian, in the legacy
+     representation.
+     Contains only endogenous, exogenous and exogenous deterministic */
   map<int, int> dyn_jacobian_cols_table;
+  // Number of columns of the dynamic Jacobian (legacy representation)
+  int dyn_jacobian_ncols;
 
   //! Maximum lag and lead over all types of variables (positive values)
   /*! Set by computeDerivIDs() */
@@ -71,204 +122,216 @@ private:
   /*! Set by computeDerivIDs() */
   int max_exo_det_lag {0}, max_exo_det_lead {0};
   //! Maximum lag and lead over all types of variables (positive values) of original model
-  int max_lag_orig{0}, max_lead_orig{0};
+  int max_lag_orig {0}, max_lead_orig {0}, max_lag_with_diffs_expanded_orig {0};
   //! Maximum lag and lead over endogenous variables (positive values) of original model
   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
+  // Cross reference information: eq → set of (symb_id, lag) for each symbol type
   map<int, ExprNode::EquationInfo> xrefs;
-  map<pair<int, int>, set<int>> xref_param;
-  map<pair<int, int>, set<int>> xref_endo;
-  map<pair<int, int>, set<int>> xref_exo;
-  map<pair<int, int>, set<int>> xref_exo_det;
+  // Reverse cross reference information: (symb_id, lag) → eqs
+  map<pair<int, int>, set<int>> xref_param, xref_endo, xref_exo, xref_exo_det;
 
   //! Nonzero equations in the Hessian
-  map<int, string> nonzero_hessian_eqs;
+  set<int> nonzero_hessian_eqs;
 
-  //! Number of columns of dynamic jacobian
-  /*! Set by computeDerivID()s and computeDynJacobianCols() */
-  int dynJacobianColsNbr{0};
-  //! Temporary terms for block decomposed models
-  vector< vector<temporary_terms_t>> v_temporary_terms;
+  //! Creates mapping for variables and equations they are present in
+  map<int, set<int>> variableMapping;
 
-  vector<temporary_terms_inuse_t> v_temporary_terms_inuse;
+  /* For each block, and for each variable type, maps (variable ID, lag) to
+     Jacobian column. The variable ID is the index within the block. */
+  vector<map<pair<int, int>, int>> blocks_jacob_cols_endo;
 
-  //! Store the derivatives or the chainrule derivatives:map<pair< equation, pair< variable, lead_lag >, expr_t>
-  using first_chain_rule_derivatives_t = map< pair< int, pair< int, int>>, expr_t>;
-  first_chain_rule_derivatives_t first_chain_rule_derivatives;
+  //! Used for var_expectation and var_model
+  map<string, set<int>> var_expectation_functions_to_write;
+
+  // Value of the “mfs” option of “model” block (or ”model_options” command)
+  int mfs {1};
 
-  //! Writes dynamic model file (Matlab version)
+  /* Value of the “static_mfs” option of “model” block (or the “model_options”
+     command).
+     Only used when converting to StaticModel class. */
+  int static_mfs {0};
+
+  // Writes dynamic model file (MATLAB/Octave version, legacy representation)
   void writeDynamicMFile(const string& basename) const;
-  //! Writes dynamic model file (Julia version)
-  void writeDynamicJuliaFile(const string &dynamic_basename) const;
-  //! Writes dynamic model file (C version)
-  /*! \todo add third derivatives handling */
-  void writeDynamicCFile(const string &basename, const int order) const;
-  //! Writes dynamic model file when SparseDLL option is on
-  void writeSparseDynamicMFile(const string &basename) const;
-  //! Writes the dynamic model equations and its derivatives
-  /*! \todo add third derivatives handling in C output */
-  void writeDynamicModel(ostream &DynamicOutput, bool use_dll, bool julia) const;
-  void writeDynamicModel(const string &basename, bool use_dll, bool julia) const;
-  void writeDynamicModel(const string &basename, ostream &DynamicOutput, bool use_dll, bool julia) const;
-  //! Writes the Block reordred structure of the model in M output
-  void writeModelEquationsOrdered_M(const string &basename) const;
-  //! Writes the code of the Block reordred structure of the model in virtual machine bytecode
-  void writeModelEquationsCode_Block(const string &basename, const map_idx_t &map_idx, const bool linear_decomposition) const;
+  //! Writes the code of the block-decomposed model in virtual machine bytecode
+  void writeDynamicBlockBytecode(const string& basename) const;
   //! Writes the code of the model in virtual machine bytecode
-  void writeModelEquationsCode(const string &basename, const map_idx_t &map_idx) const;
-
-  void writeSetAuxiliaryVariables(const string &basename, const bool julia) const;
-  void writeAuxVarRecursiveDefinitions(ostream &output, ExprNodeOutputType output_type) const;
+  void writeDynamicBytecode(const string& basename) const;
 
-  //! Computes jacobian and prepares for equation normalization
-  /*! Using values from initval/endval blocks and parameter initializations:
-    - computes the jacobian for the model w.r. to contemporaneous variables
-    - removes edges of the incidence matrix when derivative w.r. to the corresponding variable is too close to zero (below the cutoff)
-  */
-  //void evaluateJacobian(const eval_context_t &eval_context, jacob_map *j_m, bool dynamic);
+  // Write the block structure of the model in the driver file
+  void writeBlockDriverOutput(ostream& output) const;
 
-  //! return a map on the block jacobian
-  map<pair<pair<int, pair<int, int>>, pair<int, int>>, int> get_Derivatives(int block);
-  //! Computes chain rule derivatives of the Jacobian w.r. to endogenous variables
-  void computeChainRuleJacobian(blocks_derivatives_t &blocks_derivatives);
+  // Used by determineBlockDerivativesType()
+  enum class BlockDerivativeType
+  {
+    standard,
+    chainRule,
+    normalizedChainRule
+  };
 
-  string reform(string name) const;
-  map_idx_t map_idx;
+  /* For each tuple (lag, eq, var) within the given block, determine the type
+     of the derivative to be computed. Indices are within the block (i.e.
+     between 0 and blocks[blk].size-1). */
+  map<tuple<int, int, int>, BlockDerivativeType> determineBlockDerivativesType(int blk);
 
-  //! sorts the temporary terms in the blocks order
-  void computeTemporaryTermsOrdered();
+  void computeChainRuleJacobian() override;
 
-  //! creates a mapping from the index of temporary terms to a natural index
-  void computeTemporaryTermsMapping();
-  //! Write derivative code of an equation w.r. to a variable
-  void compileDerivative(ofstream &code_file, unsigned int &instruction_number, int eq, int symb_id, int lag, const map_idx_t &map_idx) const;
-  //! Write chain rule derivative code of an equation w.r. to a variable
-  void compileChainRuleDerivative(ofstream &code_file, unsigned int &instruction_number, int eq, int var, int lag, const map_idx_t &map_idx) const;
+  string reform(const string& name) const;
 
-  //! Get the type corresponding to a derivation ID
   SymbolType getTypeByDerivID(int deriv_id) const noexcept(false) override;
-  //! Get the lag corresponding to a derivation ID
   int getLagByDerivID(int deriv_id) const noexcept(false) override;
-  //! Get the symbol ID corresponding to a derivation ID
   int getSymbIDByDerivID(int deriv_id) const noexcept(false) override;
+  int getTypeSpecificIDByDerivID(int deriv_id) const override;
+
   //! Compute the column indices of the dynamic Jacobian
-  void computeDynJacobianCols(bool jacobianExo);
+  void computeDynJacobianCols();
   //! Computes derivatives of the Jacobian w.r. to trend vars and tests that they are equal to zero
   void testTrendDerivativesEqualToZero(const eval_context_t& eval_context);
-  //! Collect only the first derivatives
-  map<pair<int, pair<int, int>>, expr_t> collect_first_order_derivatives_endogenous();
 
   //! 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();
 
-  //! Collecte the derivatives w.r. to endogenous of the block, to endogenous of previouys blocks and to exogenous
-  void collect_block_first_order_derivatives();
-
-  //! Collecte the informations about exogenous, deterministic exogenous and endogenous from the previous block for each block
-  void collectBlockVariables();
+  /* Compute the Jacobian column indices in the block decomposition case
+     (stored in blocks_jacob_cols_*).
+     Also fills auxiliary structures related to “other” endogenous and
+     exogenous: blocks{,_derivatives}_{other_endo,exo_exo_det} */
+  void computeBlockDynJacobianCols();
 
   //! 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);
-
-  //! Indicate if the temporary terms are computed for the overall model (true) or not (false). Default value true
-  bool global_temporary_terms{true};
-
-  //! Vector describing equations: BlockSimulationType, if BlockSimulationType == EVALUATE_s then a expr_t on the new normalized equation
-  equation_type_and_normalized_equation_t equation_type_and_normalized_equation;
-
-  //! for each block contains pair< Simulation_Type, pair < Block_Size, Recursive_part_Size >>
-  block_type_firstequation_size_mfs_t block_type_firstequation_size_mfs;
-
-  //! for all blocks derivatives description
-  blocks_derivatives_t blocks_derivatives;
-
-  //! The jacobian without the elements below the cutoff
-  dynamic_jacob_map_t dynamic_jacobian;
-
-  //! Vector indicating if the block is linear in endogenous variable (true) or not (false)
-  vector<bool> blocks_linear;
-
-  //! Map the derivatives for a block pair<lag, make_pair(make_pair(eq, var)), expr_t>
-  using derivative_t = map<pair< int, pair<int, int>>, expr_t>;
-  //! Vector of derivative for each blocks
-  vector<derivative_t> derivative_endo, derivative_other_endo, derivative_exo, derivative_exo_det;
-
-  //!List for each block and for each lag-lead all the other endogenous variables and exogenous variables
-  using var_t = set<int>;
-  using lag_var_t = map<int, var_t>;
-  vector<lag_var_t> other_endo_block, exo_block, exo_det_block;
-
-  //!List for each block the exogenous variables
-  vector<pair<var_t, int>> block_var_exo;
-
-  map< int, map<int, int>> block_exo_index, block_det_exo_index, block_other_endo_index;
-
-  //! for each block described the number of static, forward, backward and mixed variables in the block
-  /*! pair< pair<static, forward>, pair<backward,mixed>> */
-  vector<pair< pair<int, int>, pair<int, int>>> block_col_type;
+  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;
-
-  //! List for each variable its block number and its maximum lag and lead inside the block
-  vector<pair<int, pair<int, int>>> variable_block_lead_lag;
-  //! List for each equation its block number
-  vector<int> equation_block;
-
-  //! Used for var_expectation and var_model
-  map<string, set<int>> var_expectation_functions_to_write;
-
-  //! Used for pac_expectation operator
-  set<const PacExpectationNode *> pac_expectation_info; // PacExpectationNode pointers
-
-  //!Maximum lead and lag for each block on endogenous of the block, endogenous of the previous blocks, exogenous and deterministic exogenous
-  vector<pair<int, int>> endo_max_leadlag_block, other_endo_max_leadlag_block, exo_max_leadlag_block, exo_det_max_leadlag_block, max_leadlag_block;
-
-  void writeWrapperFunctions(const string &name, const string &ending) const;
-  void writeDynamicModelHelper(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,
+  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,
+                               const ostringstream& init_s, const ostringstream& end_s,
                                const ostringstream& s, const ostringstream& s_tt) const;
 
-  //! Create a legacy *_dynamic.m file for Matlab/Octave not yet using the temporary terms array interface
-  void writeDynamicMatlabCompatLayer(const string &basename) const;
-
-  void getEquationNumbersFromTags(vector<int> &eqnumber, set<string> &eqtags) const;
-
-  void findPacExpectationEquationNumbers(vector<int> &eqnumber) const;
+  /* Create the compatibility dynamic.m file for MATLAB/Octave not yet using
+     the temporary terms array interface (legacy representation) */
+  void writeDynamicMCompatFile(const string& basename) const;
 
   //! Internal helper for the copy constructor and assignment operator
   /*! Copies all the structures that contain ExprNode*, by the converting the
       pointers into their equivalent in the new tree */
   void copyHelper(const DynamicModel& m);
 
+  /* Handles parsing of argument passed to exclude_eqs/include_eqs.
+
+    The argument inc_exc_option_value should be of one of the following forms:
+      * filename.txt
+      * eq1
+      * ['eq 1', 'eq 2']
+      * [tagname='eq 1']
+      * [tagname=('eq 1', 'eq 2')]
+    If argument is a filename, the file should be formatted as:
+        eq 1
+        eq 2
+    OR
+        tagname=
+        X
+        Y
+
+    The boolean exclude_eqs should be true if we are in the exclude_eqs case,
+    false in the include_eqs case (this only affects error messages).
+
+    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);
+
+  /* Helper for the removeEquations() method.
+     listed_eqs_by_tag describes a list of equations to remove (identified by
+     one or more tags; if multiple tags are present for a single equation, they
+     are understood as a conjunction), exclude_eqs is a boolean indicating whether we’re
+     excluding or including, and excluded_vars_change_type is a boolean
+     indicating whether to compute variables to be excluded.
+
+     The all_equations* arguments will be modified by the routine by excluding
+     equations. They are either the main structures for storing equations in
+     ModelTree, or their counterpart for static-only equations. The
+     static_equations boolean indicates when we are in the latter case.
+
+     The listed_eqs_by_tag structure will be updated by removing the tags
+     matched with equations in the all_equations* argument*.
+
+     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,
+      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
+     arbitrarily-written expressions. */
+  map<string, map<tuple<int, int, int>, expr_t>> computeAutoregressiveMatrices() const;
+
+  //! 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;
+
+  /* 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
+     types of auxiliary variables: endo lags and diff lags). It returns a
+     vector because in some cases there may be sereval corresponding deriv_ids
+     (for example, in the deriv_id table, AUX_DIFF_nn(-1) may appear as itself
+     (with a lag), and also as a contemporaneous diff lag auxvar). */
+  vector<int> getVARDerivIDs(int lhs_symb_id, int lead_lag) const;
+
+  int
+  getBlockJacobianEndoCol(int blk, int var, int lag) const override
+  {
+    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
+  {
+    return "dynamic model";
+  }
+
 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);
 
   DynamicModel(const DynamicModel& m);
-  DynamicModel(DynamicModel &&) = delete;
   DynamicModel& operator=(const DynamicModel& m);
-  DynamicModel & operator=(DynamicModel &&) = delete;
 
   //! Compute cross references
   void computeXrefs();
@@ -276,23 +339,25 @@ public:
   //! Write cross references
   void writeXrefs(ostream& output) const;
 
-  //! Execute computations (variable sorting + derivation)
+  //! Execute computations (variable sorting + derivation + block decomposition)
   /*!
-    \param jacobianExo whether derivatives w.r. to exo and exo_det should be in the Jacobian (derivatives w.r. to endo are always computed)
-    \param hessian whether 2nd derivatives w.r. to exo, exo_det and endo should be computed (implies jacobianExo = true)
-    \param thirdDerivatives whether 3rd derivatives w.r. to endo/exo/exo_det should be computed (implies jacobianExo = true)
-    \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(bool jacobianExo, bool hessian, bool thirdDerivatives, int paramsDerivsOrder,
-                     const eval_context_t &eval_context, bool no_tmp_terms, bool block, bool use_dll, bool bytecode, const bool nopreprocessoroutput, bool linear_decomposition);
-  //! Writes model initialization and lead/lag incidence matrix to output
-  void writeOutput(ostream &output, const string &basename, bool block, bool linear_decomposition, bool byte_code, bool use_dll, int order, bool estimation_present, bool compute_xrefs, bool julia) const;
+  void computingPass(int derivsOrder, int paramsDerivsOrder, const eval_context_t& eval_context,
+                     bool no_tmp_terms, bool block, bool use_dll);
+  //! Writes information about the dynamic model to the driver file
+  void writeDriverOutput(ostream& output, bool compute_xrefs) const;
 
   //! Write JSON AST
   void writeJsonAST(ostream& output) const;
 
+  //! Write JSON variable mapping
+  void writeJsonVariableMapping(ostream& output) const;
+
   //! Write JSON Output
   void writeJsonOutput(ostream& output) const;
 
@@ -305,67 +370,70 @@ public:
   //! Write JSON Output representation of dynamic model after computing pass
   void writeJsonComputingPassOutput(ostream& output, bool writeDetails) const;
 
-  //! Write JSON prams derivatives file
-  void writeJsonParamsDerivativesFile(ostream &output, bool writeDetails) const;
+  //! Write JSON params derivatives
+  void writeJsonParamsDerivatives(ostream& output, bool writeDetails) const;
 
   //! Write cross reference output if the xref maps have been filed
   void writeJsonXrefs(ostream& output) const;
-  void writeJsonXrefsHelper(ostream &output, const map<pair<int, int>, set<int>> &xrefs) const;
+  void writeJsonXrefsHelper(ostream& output, const map<pair<int, int>, set<int>>& xrefmap) const;
 
   //! Print equations that have non-zero second derivatives
   void printNonZeroHessianEquations(ostream& output) const;
 
-  //! Set the equations that have non-zero second derivatives
-  void setNonZeroHessianEquations(map<int, string> &eqs);
-
-  //! Fill Autoregressive Matrix for var_model/trend_component_model
-  void fillAutoregressiveMatrix(map<string, map<tuple<int, int, int>, expr_t>> &ARr, bool is_trend_component_model) const;
+  //! Tells whether Hessian has been computed
+  /*! This is needed to know whether no non-zero equation in Hessian means a
+    zero Hessian or Hessian not computed */
+  bool
+  isHessianComputed() const
+  {
+    return computed_derivs_order >= 2;
+  }
 
-  //! Fill Error Component Matrix for trend_component_model
-  void fillErrorComponentMatrix(map<string, map<tuple<int, int, int>, expr_t>> &ECr, ExprNode::subst_table_t &diff_subst_table) const;
+  /* Check whether the model is linear, by verifying that the hessian is zero,
+     and error out otherwise.
+     Must be called after computingPass().
+     FIXME: this check always passes if derivsOrder = 1, i.e. for a perfect
+     foresight model, because the Hessian is not computed in that case. */
+  void checkIsLinear() const;
 
-  //! Fill the Trend Component Model Table
+  //! Fill the trend component model table with information available from the transformed model
   void fillTrendComponentModelTable() const;
-  void fillTrendComponentModelTableFromOrigModel(StaticModel &static_model) const;
-  void fillTrendComponentmodelTableAREC(ExprNode::subst_table_t &diff_subst_table) const;
-
-  //! Fill the Var Model Table
+  //! Fill the trend component model table with information available from the original model
+  void fillTrendComponentModelTableFromOrigModel() const;
+  /* Fill the trend component model table with information about AR/EC
+     components, available from the transformed model. Needs to be called after
+     fillTrendComponentModelTableFromOrigModel() has been called on the
+     original model */
+  void fillTrendComponentModelTableAREC(const ExprNode::subst_table_t& diff_subst_table) const;
+
+  //! Fill the VAR model table with information available from the transformed model
+  // NB: Does not fill the AR and A0 matrices
   void fillVarModelTable() const;
-  void fillVarModelTableFromOrigModel(StaticModel &static_model) const;
+  //! Fill the VAR model table with information available from the original model
+  void fillVarModelTableFromOrigModel() const;
+  //! Fill the AR and A0 matrices of the VAR model table
+  // Uses derivatives, hence must be called after computingPass()
+  void fillVarModelTableMatrices();
 
   //! Update the rhs references in the var model and trend component tables
   //! after substitution of auxiliary variables and find the trend variables
   //! in the trend_component model
   void updateVarAndTrendModel() const;
 
-  //! Add aux equations (and aux variables) for variables declared in var_model
-  //! at max order if they don't already exist
-  void addEquationsForVar();
-
-  //! Get Pac equation parameter info
-  void walkPacParameters();
-  //! Add var_model info to pac_expectation nodes
-  void fillPacExpectationVarInfo(string &pac_model_name,
-                                 vector<int> &lhs,
-                                 int max_lag,
-                                 int pac_max_lag,
-                                 vector<bool> &nonstationary,
-                                 int growth_symb_id);
-
-  //! Substitutes pac_expectation operator
-  void substitutePacExpectation();
-
-  //! Adds informations for simulation in a binary file
-  void Write_Inf_To_Bin_File_Block(const string &basename,
-                                   const int &num, int &u_count_int, bool &file_open, bool is_two_boundaries, const bool linear_decomposition) const;
-  //! Writes dynamic model file
-  void writeDynamicFile(const string &basename, bool block, bool linear_decomposition, bool bytecode, bool use_dll, int order, bool julia) const;
+  //! Writes dynamic model file (+ bytecode)
+  void writeDynamicFile(const string& basename, bool use_dll, const string& mexext,
+                        const filesystem::path& matlabroot, bool julia) const;
+
   //! Writes file containing parameters derivatives
-  void writeParamsDerivativesFile(const string &basename, bool julia) const;
+  template<bool julia>
+  void writeParamsDerivativesFile(const string& basename) const;
+
+  //! Creates mapping for variables and equations they are present in
+  void createVariableMapping();
 
-  //! Converts to nonlinear model (only the equations)
-  /*! It assumes that the nonlinear model given in argument has just been allocated */
-  void toNonlinearPart(DynamicModel &non_linear_equations_dynamic_model) const;
+  //! 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
   set<int> findUnusedEndogenous();
@@ -375,13 +443,36 @@ public:
   //! Set the max leads/lags of the original model
   void setLeadsLagsOrig();
 
-  //! Replaces model equations with derivatives of Lagrangian w.r.t. endogenous
-  void computeRamseyPolicyFOCs(const StaticModel &static_model, const bool nopreprocessoroutput);
+  //! Implements the include_eqs/exclude_eqs options
+  void includeExcludeEquations(const string& inc_exc_option_value, bool exclude_eqs);
+
+  /* Removes equations from the model (identified by one or more tags; if
+     multiple tags are present for a single equation, they are understood as a
+     conjunction).
+     Used for include_eqs/exclude_eqs options and for model_remove and
+     model_replace blocks */
+  void removeEquations(const vector<map<string, string>>& listed_eqs_by_tag, bool exclude_eqs,
+                       bool excluded_vars_change_type);
+
+  /* Replaces model equations with derivatives of Lagrangian w.r.t. endogenous.
+     The optimality FOCs (derivatives w.r.t. ordinary endogenous) will appear
+     first, followed by the constraints (derivatives w.r.t. multipliers).
+     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& planner_objective,
+                              map<int, pair<expr_t, expr_t>> cloned_ramsey_constraints);
+
+  //! Clears all equations
+  void clearEquations();
+
   //! Replaces the model equations in dynamic_model with those in this model
   void replaceMyEquations(DynamicModel& dynamic_model) const;
 
   //! Adds an equation marked as [static]
-  void addStaticOnlyEquation(expr_t eq, int lineno, const vector<pair<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;
@@ -389,22 +480,66 @@ public:
   //! Returns number of dynamic only equations
   size_t dynamicOnlyEquationsNbr() const;
 
+  // Adds an occbin equation (with “bind” and/or “relax” tag)
+  /* This function assumes that there is a “name” tag, and that the relevant
+     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, 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, const bool write_equation_tags) const;
+  void writeLatexFile(const string& basename, bool write_equation_tags) const;
 
   //! Writes LaTeX file with the equations of the dynamic model (for the original model)
-  void writeLatexOriginalFile(const string &basename, const bool write_equation_tags) const;
+  void writeLatexOriginalFile(const string& basename, bool write_equation_tags) const;
 
   int getDerivID(int symb_id, int lag) const noexcept(false) override;
-  int getDynJacobianCol(int deriv_id) const noexcept(false) override;
-  void addAllParamDerivId(set<int> &deriv_id_set) override;
 
-  //! Returns true indicating that this is a dynamic model
-  bool
-  isDynamic() const override
+  int
+  getJacobianCol(int deriv_id, bool sparse) const override
   {
-    return true;
-  };
+    if (sparse)
+      {
+        SymbolType type {getTypeByDerivID(deriv_id)};
+        int tsid {getTypeSpecificIDByDerivID(deriv_id)};
+        int lag {getLagByDerivID(deriv_id)};
+        if (type == SymbolType::endogenous)
+          {
+            assert(lag >= -1 && lag <= 1);
+            return tsid + (lag + 1) * symbol_table.endo_nbr();
+          }
+        else if (type == SymbolType::exogenous)
+          {
+            assert(lag == 0);
+            return tsid + 3 * symbol_table.endo_nbr();
+          }
+        else if (type == SymbolType::exogenousDet)
+          {
+            assert(lag == 0);
+            return tsid + 3 * symbol_table.endo_nbr() + symbol_table.exo_nbr();
+          }
+        else
+          throw UnknownDerivIDException();
+      }
+    else
+      {
+        if (auto it = dyn_jacobian_cols_table.find(deriv_id); it == dyn_jacobian_cols_table.end())
+          throw UnknownDerivIDException();
+        else
+          return it->second;
+      }
+  }
+  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;
+  }
+
+  void addAllParamDerivId(set<int>& deriv_id_set) override;
 
   //! Drive test of detrended equations
   void runTrendTest(const eval_context_t& eval_context);
@@ -426,36 +561,134 @@ 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);
+
   //! Transforms the model by removing trends specified by the user
   void detrendEquations();
 
+  const nonstationary_symbols_map_t&
+  getNonstationarySymbolsMap() const
+  {
+    return nonstationary_symbols_map;
+  }
+
+  const map<int, expr_t>&
+  getTrendSymbolsMap() const
+  {
+    return trend_symbols_map;
+  }
+
   //! Substitutes adl operator
   void substituteAdl();
 
-  //! Creates aux vars for all unary operators
-  void substituteUnaryOps(StaticModel &static_model);
+  //! Substitutes out all model-local variables
+  void substituteModelLocalVariables();
 
-  //! Creates aux vars for certain unary operators: originally implemented for support of VARs
-  void substituteUnaryOps(StaticModel &static_model, set<string> &eq_tags);
+  /* 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);
 
-  //! Creates aux vars for certain unary operators: originally implemented for support of VARs
-  void substituteUnaryOps(StaticModel &static_model, vector<int> &eqnumbers);
+  /* 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);
 
   //! Substitutes diff operator
-  void substituteDiff(StaticModel &static_model, ExprNode::subst_table_t &diff_subst_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);
 
-  //! Return max lag of pac equation
-  int getPacMaxLag(const string &pac_model_name) const;
+  void analyzePacEquationStructure(const string& name, map<string, string>& pac_eq_name,
+                                   PacModelTable::equation_info_t& pac_equation_info);
+
+  // Exception thrown by getPacTargetSymbId()
+  struct PacTargetNotIdentifiedException
+  {
+    const string model_name, message;
+  };
+
+  //! Return target of the pac equation
+  int getPacTargetSymbId(const string& pac_model_name) const;
+
+  /* For a PAC MCE model, fill pac_expectation_substitution with the
+     expression that will be substituted for the pac_expectation operator.
+     In the process, add the variable and the equation defining Z₁.
+     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,
+      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,
+                                                 map<string, int>& pac_aux_var_symb_ids,
+                                                 map<string, vector<int>>& pac_aux_param_symb_ids,
+                                                 map<string, expr_t>& pac_expectation_substitution);
+
+  /* Same as above, but for PAC models which have an associated
+     pac_target_info.
+     Contrary to the above routine, this one will create the growth correction
+     parameters as needed.
+     Those parameter IDs, as well as the IDs for the h parameters, are stored
+     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,
+      vector<PacModelTable::target_component_t>& pac_target_components,
+      map<string, expr_t>& pac_expectation_substitution);
+
+  //! Substitutes pac_expectation operator with expectation based on auxiliary model
+  void substitutePacExpectation(const map<string, expr_t>& pac_expectation_substitution,
+                                const map<string, string>& pac_eq_name);
+
+  //! Substitutes the pac_target_nonstationary operator of a given pac_model
+  void substitutePacTargetNonstationary(const string& pac_model_name, expr_t substexpr);
 
   //! Table to undiff LHS variables for pac vector z
   vector<int> getUndiffLHSForPac(const string& aux_model_name,
-                                 ExprNode::subst_table_t &diff_subst_table) const;
+                                 const ExprNode::subst_table_t& diff_subst_table) const;
 
   //! Transforms the model by replacing trend variables with a 1
   void removeTrendVariableFromEquations();
@@ -468,200 +701,265 @@ public:
   //! Fills eval context with values of model local variables and auxiliary variables
   void fillEvalContext(eval_context_t& eval_context) const;
 
-  auto getStaticOnlyEquationsInfo() const { return make_tuple(static_only_equations, static_only_equations_lineno, static_only_equations_equation_tags); };
+  /*! Checks that all pac_expectation operators have been substituted, error
+    out otherwise */
+  void checkNoRemainingPacExpectation() const;
 
-  //! Return the number of blocks
-  unsigned int
-  getNbBlocks() const override
-  {
-    return (block_type_firstequation_size_mfs.size());
-  };
-  //! Determine the simulation type of each block
-  BlockSimulationType
-  getBlockSimulationType(int block_number) const override
-  {
-    return (block_type_firstequation_size_mfs[block_number].first.first);
-  };
-  //! Return the first equation number of a block
-  unsigned int
-  getBlockFirstEquation(int block_number) const override
-  {
-    return (block_type_firstequation_size_mfs[block_number].first.second);
-  };
-  //! Return the size of the block block_number
-  unsigned int
-  getBlockSize(int block_number) const override
-  {
-    return (block_type_firstequation_size_mfs[block_number].second.first);
-  };
-  //! Return the number of exogenous variable in the block block_number
-  unsigned int
-  getBlockExoSize(int block_number) const override
-  {
-    return (block_var_exo[block_number].first.size());
-  };
-  //! Return the number of colums in the jacobian matrix for exogenous variable in the block block_number
-  unsigned int
-  getBlockExoColSize(int block_number) const override
-  {
-    return (block_var_exo[block_number].second);
-  };
-  //! Return the number of feedback variable of the block block_number
-  unsigned int
-  getBlockMfs(int block_number) const override
-  {
-    return (block_type_firstequation_size_mfs[block_number].second.second);
-  };
-  //! Return the maximum lag in a block
-  unsigned int
-  getBlockMaxLag(int block_number) const override
-  {
-    return (block_lag_lead[block_number].first);
-  };
-  //! Return the maximum lead in a block
-  unsigned int
-  getBlockMaxLead(int block_number) const override
-  {
-    return (block_lag_lead[block_number].second);
-  };
-  //! Return the type of equation (equation_number) belonging to the block block_number
-  EquationType
-  getBlockEquationType(int block_number, int equation_number) const override
-  {
-    return (equation_type_and_normalized_equation[equation_reordered[block_type_firstequation_size_mfs[block_number].first.second+equation_number]].first);
-  };
-  //! Return true if the equation has been normalized
-  bool
-  isBlockEquationRenormalized(int block_number, int equation_number) const override
-  {
-    return (equation_type_and_normalized_equation[equation_reordered[block_type_firstequation_size_mfs[block_number].first.second+equation_number]].first == E_EVALUATE_S);
-  };
-  //! Return the expr_t of the equation equation_number belonging to the block block_number
-  expr_t
-  getBlockEquationExpr(int block_number, int equation_number) const override
-  {
-    return (equations[equation_reordered[block_type_firstequation_size_mfs[block_number].first.second+equation_number]]);
-  };
-  //! Return the expr_t of the renormalized equation equation_number belonging to the block block_number
-  expr_t
-  getBlockEquationRenormalizedExpr(int block_number, int equation_number) const override
-  {
-    return (equation_type_and_normalized_equation[equation_reordered[block_type_firstequation_size_mfs[block_number].first.second+equation_number]].second);
-  };
-  //! Return the original number of equation equation_number belonging to the block block_number
-  int
-  getBlockEquationID(int block_number, int equation_number) const override
-  {
-    return (equation_reordered[block_type_firstequation_size_mfs[block_number].first.second+equation_number]);
-  };
-  //! Return the original number of variable variable_number belonging to the block block_number
-  int
-  getBlockVariableID(int block_number, int variable_number) const override
-  {
-    return (variable_reordered[block_type_firstequation_size_mfs[block_number].first.second+variable_number]);
-  };
-  //! Return the original number of the exogenous variable varexo_number belonging to the block block_number
-  int
-  getBlockVariableExoID(int block_number, int variable_number) const override
-  {
-    auto it = exo_block[block_number].find(variable_number);
-    return (it->first);
-  };
-  //! Return the position of equation_number in the block number belonging to the block block_number
-  int
-  getBlockInitialEquationID(int block_number, int equation_number) const override
-  {
-    return ((int) inv_equation_reordered[equation_number] - (int) block_type_firstequation_size_mfs[block_number].first.second);
-  };
-  //! Return the position of variable_number in the block number belonging to the block block_number
-  int
-  getBlockInitialVariableID(int block_number, int variable_number) const override
-  {
-    return ((int) inv_variable_reordered[variable_number] - (int) block_type_firstequation_size_mfs[block_number].first.second);
-  };
-  //! Return the block number containing the endogenous variable variable_number
-  int
-  getBlockVariableID(int variable_number) const
-  {
-    return (variable_block_lead_lag[variable_number].first);
-  };
-  //! Return the position of the exogenous variable_number in the block number belonging to the block block_number
-  int
-  getBlockInitialExogenousID(int block_number, int variable_number) const override
-  {
-    auto it = block_exo_index.find(block_number);
-    if (it != block_exo_index.end())
+  /*! Checks that all pac_target_nonstationary operators have been substituted, error
+    out otherwise */
+  void checkNoRemainingPacTargetNonstationary() const;
+
+  auto
+  getStaticOnlyEquationsInfo() const
   {
-        auto it1 = it->second.find(variable_number);
-        if (it1 != it->second.end())
-          return it1->second;
-        else
-          return -1;
+    return tuple {static_only_equations, static_only_equations_lineno,
+                  static_only_complementarity_conditions, static_only_equations_equation_tags};
   }
-    else
-      return (-1);
-  };
-  //! Return the position of the deterministic exogenous variable_number in the block number belonging to the block block_number
+
+  //! 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
+  /*! Equations with MCP tags are excluded, see dynare#1697 */
+  void simplifyEquations();
+
+  // Converts a set of equation tags into the corresponding set of equation numbers
+  set<int> getEquationNumbersFromTags(const set<string>& eqtags) const;
+
+  // Returns the set of equations (as numbers) which have a pac_expectation operator
+  set<int> findPacExpectationEquationNumbers() const;
+
   int
-  getBlockInitialDetExogenousID(int block_number, int variable_number) const override
-  {
-    auto it = block_det_exo_index.find(block_number);
-    if (it != block_det_exo_index.end())
+  getMFS() const override
   {
-        auto it1 = it->second.find(variable_number);
-        if (it1 != it->second.end())
-          return it1->second;
-        else
-          return -1;
+    return mfs;
   }
-    else
-      return (-1);
-  };
-  //! Return the position of the other endogenous variable_number in the block number belonging to the block block_number
-  int
-  getBlockInitialOtherEndogenousID(int block_number, int variable_number) const override
-  {
-    auto it = block_other_endo_index.find(block_number);
-    if (it != block_other_endo_index.end())
+
+  void
+  setMFS(int mfs_arg)
   {
-        auto it1 = it->second.find(variable_number);
-        if (it1 != it->second.end())
-          return it1->second;
-        else
-          return -1;
+    mfs = mfs_arg;
   }
-    else
-      return (-1);
-  };
-  bool isModelLocalVariableUsed() const;
 
-  //! Returns true if a parameter was used in the model block with a lead or lag
-  bool ParamUsedWithLeadLag() const;
+  void
+  setStaticMFS(int static_mfs_arg)
+  {
+    static_mfs = static_mfs_arg;
+  }
 
-  bool isChecksumMatching(const string &basename, bool block) const;
+  // Checks that all alternatives are declared for all Occbin regimes in all equations
+  void checkOccbinRegimes() const;
 };
 
-//! Classes to re-order derivatives for various sparse storage formats
-class derivative
+template<bool julia>
+void
+DynamicModel::writeParamsDerivativesFile(const string& basename) const
 {
-public:
-  long unsigned int linear_address;
-  long unsigned int col_nbr;
-  unsigned int row_nbr;
-  expr_t value;
-  derivative(long unsigned int arg1, long unsigned int arg2, int arg3, expr_t arg4) :
-    linear_address(arg1), col_nbr(arg2), row_nbr(arg3), value(arg4)
-  {
-  };
-};
+  if (!params_derivatives.size())
+    return;
+
+  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>()};
 
-class derivative_less_than
+  if constexpr (!julia)
     {
-public:
-  bool
-  operator()(const derivative &d1, const derivative &d2) const
+      filesystem::path filename {packageDir(basename) / "dynamic_params_derivs.m"};
+      ofstream paramsDerivsFile {filename, ios::out | ios::binary};
+      if (!paramsDerivsFile.is_open())
         {
-    return d1.linear_address < d2.linear_address;
+          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
+          << "%" << 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
+          << "%                                                 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
+          << "%" << 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
+          << "%" << endl
+          << "%" << endl
+          << "% Warning : this file is generated automatically by Dynare" << endl
+          << "%           from model file (.mod)" << endl
+          << endl
+          << "T = NaN(" << params_derivs_temporary_terms_idxs.size() << ",1);" << endl
+          << 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
+          << "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
+          << "if nargout >= 5" << endl
+          << "hp = zeros(" << params_derivatives.at({2, 1}).size() << ",5);" << 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
+          << "end" << endl;
+      paramsDerivsFile.close();
+    }
+  else
+    {
+      stringstream output;
+      output << "# NB: this file was automatically generated by Dynare" << endl
+             << "#     from " << basename << ".mod" << endl
+             << "#" << endl
+             << "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() << ", "
+             << 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
+             << "return (rp, gp, rpp, gpp, hp, g3p)" << endl
+             << "end" << endl;
+
+      writeToFileIfModified(output, filesystem::path {basename} / "model" / "julia"
+                                        / "DynamicParamsDerivs.jl");
+    }
+}
+
 #endif

src/DynareFlex.ll

 /* -*- C++ -*- */
 /*
- * Copyright (C) 2003-2018 Dynare Team
+ * Copyright © 2003-2025 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -15,16 +15,15 @@
  * GNU General Public License for more details.
  *
  * You should have received a copy of the GNU General Public License
- * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+ * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
 
 %{
-using namespace std;
-
-#include <cstring>
 #include "ParsingDriver.hh"
 
+using namespace std;
+
 // Announce to Flex the prototype we want for lexing function
 #define YY_DECL                                                \
   Dynare::parser::token_type                                   \
@@ -41,11 +40,10 @@ using token = Dynare::parser::token;
 #define yyterminate() return Dynare::parser::token_type(0);
 
 int comment_caller, line_caller;
-/* Particular value : when sigma_e command is found
- this flag is set to 1, when command finished it is set to 0
- */
-int sigma_e = 0;
 string eofbuff;
+
+#pragma GCC diagnostic push
+#pragma GCC diagnostic ignored "-Wold-style-cast"
 %}
 
 %option c++
@@ -61,7 +59,6 @@ string eofbuff;
 %x VERBATIM_BLOCK
 %x NATIVE
 %x NATIVE_COMMENT
-%x DATES_STATEMENT
 %x LINE1
 %x LINE2
 %x LINE3
@@ -71,7 +68,9 @@ string eofbuff;
 #define YY_USER_ACTION location_increment(yylloc, yytext);
 %}
 
-DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2]))
+NAME [a-z_][a-z0-9_]*
+FLOAT_NUMBER ((([0-9]*\.[0-9]+)|([0-9]+\.))([ed][-+]?[0-9]+)?)|([0-9]+[ed][-+]?[0-9]+)
+DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4]|[sh][12])
 
 %%
  /* Code put at the beginning of yylex() */
@@ -83,7 +82,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
  /* Rules for matching $line directives */
 <*>^@#line\ \"  { line_caller = YYSTATE; BEGIN(LINE1); }
 <LINE1>[^\"]*   {
-                  filename = string(yytext);
+                  filename = yytext;
                   BEGIN(LINE2);
                 }
 <LINE2>\"       BEGIN(LINE3);
@@ -93,13 +92,12 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
                 }
 
  /* spaces, tabs and carriage returns are ignored */
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,DATES_STATEMENT,LINE1,LINE2,LINE3>[ \t\r\f]+  { yylloc->step(); }
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,DATES_STATEMENT,LINE1,LINE2,LINE3>[\n]+       { yylloc->step(); }
+<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,LINE1,LINE2,LINE3>[[:space:]]+  { yylloc->step(); }
 
  /* Comments */
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,DATES_STATEMENT>%.*
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,DATES_STATEMENT>\/{2}.*
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,DATES_STATEMENT>"/*"   {comment_caller = YY_START; BEGIN COMMENT;}
+<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK>%.*
+<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK>"//".*
+<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK>"/*"   {comment_caller = YY_START; BEGIN COMMENT;}
 
 <COMMENT>"*/"        {BEGIN comment_caller;}
 <COMMENT>.
@@ -113,10 +111,9 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <INITIAL>predetermined_variables {BEGIN DYNARE_STATEMENT; return token::PREDETERMINED_VARIABLES;}
 <INITIAL>parameters {BEGIN DYNARE_STATEMENT; return token::PARAMETERS;}
 <INITIAL>model_local_variable {BEGIN DYNARE_STATEMENT; return token::MODEL_LOCAL_VARIABLE;}
-<INITIAL>periods 	{BEGIN DYNARE_STATEMENT; return token::PERIODS;}
+<INITIAL>heterogeneity_dimension {BEGIN DYNARE_STATEMENT; return token::HETEROGENEITY_DIMENSION;}
 <INITIAL>model_info {BEGIN DYNARE_STATEMENT; return token::MODEL_INFO;}
 <INITIAL>estimation {BEGIN DYNARE_STATEMENT; return token::ESTIMATION;}
-<INITIAL>var_estimation {BEGIN DYNARE_STATEMENT; return token::VAR_ESTIMATION;}
 <INITIAL>set_time {BEGIN DYNARE_STATEMENT; return token::SET_TIME;}
 <INITIAL>data {BEGIN DYNARE_STATEMENT; return token::DATA;}
 <INITIAL>varobs 	{BEGIN DYNARE_STATEMENT; return token::VAROBS;}
@@ -145,16 +142,22 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <INITIAL>var_expectation_model {BEGIN DYNARE_STATEMENT; return token::VAR_EXPECTATION_MODEL;}
 <INITIAL>pac_model {BEGIN DYNARE_STATEMENT; return token::PAC_MODEL;}
 <INITIAL>dsample {BEGIN DYNARE_STATEMENT; return token::DSAMPLE;}
-<INITIAL>Sigma_e {BEGIN DYNARE_STATEMENT; sigma_e = 1; return token::SIGMA_E;}
 <INITIAL>planner_objective {BEGIN DYNARE_STATEMENT; return token::PLANNER_OBJECTIVE;}
 <INITIAL>ramsey_model {BEGIN DYNARE_STATEMENT; return token::RAMSEY_MODEL;}
 <INITIAL>ramsey_policy {BEGIN DYNARE_STATEMENT; return token::RAMSEY_POLICY;}
+<INITIAL>evaluate_planner_objective {BEGIN DYNARE_STATEMENT; return token::EVALUATE_PLANNER_OBJECTIVE;}
+<INITIAL>occbin_setup {BEGIN DYNARE_STATEMENT; return token::OCCBIN_SETUP;}
+<INITIAL>occbin_solver {BEGIN DYNARE_STATEMENT; return token::OCCBIN_SOLVER;}
+<INITIAL>occbin_write_regimes {BEGIN DYNARE_STATEMENT; return token::OCCBIN_WRITE_REGIMES;}
+<INITIAL>occbin_graph {BEGIN DYNARE_STATEMENT; return token::OCCBIN_GRAPH;}
 <INITIAL>discretionary_policy {BEGIN DYNARE_STATEMENT; return token::DISCRETIONARY_POLICY;}
 <INITIAL>identification {BEGIN DYNARE_STATEMENT; return token::IDENTIFICATION;}
 
 <INITIAL>bvar_density {BEGIN DYNARE_STATEMENT; return token::BVAR_DENSITY; }
 <INITIAL>bvar_forecast {BEGIN DYNARE_STATEMENT; return token::BVAR_FORECAST; }
-<INITIAL>dynare_sensitivity {BEGIN DYNARE_STATEMENT; return token::DYNARE_SENSITIVITY;}
+<INITIAL>bvar_irf {BEGIN DYNARE_STATEMENT; return token::BVAR_IRF; }
+<INITIAL>sensitivity {BEGIN DYNARE_STATEMENT; return token::SENSITIVITY;}
+<INITIAL>dynare_sensitivity {BEGIN DYNARE_STATEMENT; return token::DYNARE_SENSITIVITY;} // Deprecated
 <INITIAL>initval_file {BEGIN DYNARE_STATEMENT; return token::INITVAL_FILE;}
 <INITIAL>histval_file {BEGIN DYNARE_STATEMENT; return token::HISTVAL_FILE;}
 <INITIAL>forecast {BEGIN DYNARE_STATEMENT; return token::FORECAST;}
@@ -162,6 +165,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <INITIAL>realtime_shock_decomposition {BEGIN DYNARE_STATEMENT; return token::REALTIME_SHOCK_DECOMPOSITION;}
 <INITIAL>plot_shock_decomposition {BEGIN DYNARE_STATEMENT; return token::PLOT_SHOCK_DECOMPOSITION;}
 <INITIAL>initial_condition_decomposition {BEGIN DYNARE_STATEMENT; return token::INITIAL_CONDITION_DECOMPOSITION;}
+<INITIAL>squeeze_shock_decomposition {BEGIN DYNARE_STATEMENT; return token::SQUEEZE_SHOCK_DECOMPOSITION;}
 <INITIAL>sbvar {BEGIN DYNARE_STATEMENT; return token::SBVAR;}
 <INITIAL>ms_estimation {BEGIN DYNARE_STATEMENT; return token::MS_ESTIMATION;}
 <INITIAL>ms_simulation {BEGIN DYNARE_STATEMENT; return token::MS_SIMULATION;}
@@ -172,8 +176,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <INITIAL>ms_variance_decomposition {BEGIN DYNARE_STATEMENT; return token::MS_VARIANCE_DECOMPOSITION;}
 <INITIAL>conditional_forecast {BEGIN DYNARE_STATEMENT; return token::CONDITIONAL_FORECAST;}
 <INITIAL>plot_conditional_forecast {BEGIN DYNARE_STATEMENT; return token::PLOT_CONDITIONAL_FORECAST;}
-<INITIAL>gmm_estimation {BEGIN DYNARE_STATEMENT; return token::GMM_ESTIMATION;}
-<INITIAL>smm_estimation {BEGIN DYNARE_STATEMENT; return token::SMM_ESTIMATION;}
+<INITIAL>method_of_moments {BEGIN DYNARE_STATEMENT; return token::METHOD_OF_MOMENTS;}
 
 <INITIAL>markov_switching {BEGIN DYNARE_STATEMENT; return token::MARKOV_SWITCHING;}
 <INITIAL>svar {BEGIN DYNARE_STATEMENT; return token::SVAR;}
@@ -186,13 +189,15 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <INITIAL>smoother2histval {BEGIN DYNARE_STATEMENT; return token::SMOOTHER2HISTVAL;}
 <INITIAL>perfect_foresight_setup {BEGIN DYNARE_STATEMENT; return token::PERFECT_FORESIGHT_SETUP;}
 <INITIAL>perfect_foresight_solver {BEGIN DYNARE_STATEMENT; return token::PERFECT_FORESIGHT_SOLVER;}
-<INITIAL>det_cond_forecast {BEGIN DYNARE_STATEMENT; return token::DET_COND_FORECAST;}
+<INITIAL>perfect_foresight_with_expectation_errors_setup {BEGIN DYNARE_STATEMENT; return token::PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SETUP;}
+<INITIAL>perfect_foresight_with_expectation_errors_solver {BEGIN DYNARE_STATEMENT; return token::PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SOLVER;}
+<INITIAL>compilation_setup {BEGIN DYNARE_STATEMENT; return token::COMPILATION_SETUP;}
+<INITIAL>model_remove {BEGIN DYNARE_STATEMENT; return token::MODEL_REMOVE;}
+<INITIAL>model_options {BEGIN DYNARE_STATEMENT; return token::MODEL_OPTIONS;}
+<INITIAL>var_remove {BEGIN DYNARE_STATEMENT; return token::VAR_REMOVE;}
+<INITIAL>resid {BEGIN DYNARE_STATEMENT; return token::RESID;}
 
-<DYNARE_STATEMENT>; {
-  if (!sigma_e)
-    BEGIN INITIAL;
-  return Dynare::parser::token_type (yytext[0]);
-}
+<DYNARE_STATEMENT>; {BEGIN INITIAL; return Dynare::parser::token_type (yytext[0]);}
 
 
  /* Begin of a Dynare block */
@@ -201,8 +206,11 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <INITIAL>initval {BEGIN DYNARE_BLOCK; return token::INITVAL;}
 <INITIAL>endval {BEGIN DYNARE_BLOCK; return token::ENDVAL;}
 <INITIAL>histval {BEGIN DYNARE_BLOCK; return token::HISTVAL;}
+<INITIAL>filter_initial_state {BEGIN DYNARE_BLOCK; return token::FILTER_INITIAL_STATE;}
 <INITIAL>shocks {BEGIN DYNARE_BLOCK; return token::SHOCKS;}
+<INITIAL>heteroskedastic_shocks {BEGIN DYNARE_BLOCK; return token::HETEROSKEDASTIC_SHOCKS;}
 <INITIAL>shock_groups {BEGIN DYNARE_BLOCK; return token::SHOCK_GROUPS;}
+<INITIAL>init2shocks {BEGIN DYNARE_BLOCK; return token::INIT2SHOCKS;}
 <INITIAL>mshocks {BEGIN DYNARE_BLOCK; return token::MSHOCKS;}
 <INITIAL>estimated_params {BEGIN DYNARE_BLOCK; return token::ESTIMATED_PARAMS;}
 <INITIAL>epilogue {BEGIN DYNARE_BLOCK; return token::EPILOGUE;}
@@ -210,8 +218,10 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <INITIAL>priors {BEGIN DYNARE_BLOCK;return token::ESTIMATED_PARAMS;}
 <INITIAL>estimated_params_init 		{BEGIN DYNARE_BLOCK; return token::ESTIMATED_PARAMS_INIT;}
 <INITIAL>estimated_params_bounds 	{BEGIN DYNARE_BLOCK; return token::ESTIMATED_PARAMS_BOUNDS;}
+<INITIAL>estimated_params_remove {BEGIN DYNARE_BLOCK; return token::ESTIMATED_PARAMS_REMOVE;}
 <INITIAL>osr_params_bounds              {BEGIN DYNARE_BLOCK; return token::OSR_PARAMS_BOUNDS;}
 <INITIAL>observation_trends {BEGIN DYNARE_BLOCK; return token::OBSERVATION_TRENDS;}
+<INITIAL>deterministic_trends {BEGIN DYNARE_BLOCK; return token::DETERMINISTIC_TRENDS;}
 <INITIAL>optim_weights {BEGIN DYNARE_BLOCK; return token::OPTIM_WEIGHTS;}
 <INITIAL>homotopy_setup {BEGIN DYNARE_BLOCK; return token::HOMOTOPY_SETUP;}
 <INITIAL>conditional_forecast_paths {BEGIN DYNARE_BLOCK; return token::CONDITIONAL_FORECAST_PATHS;}
@@ -219,8 +229,14 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <INITIAL>moment_calibration {BEGIN DYNARE_BLOCK; return token::MOMENT_CALIBRATION;}
 <INITIAL>irf_calibration {BEGIN DYNARE_BLOCK; return token::IRF_CALIBRATION;}
 <INITIAL>ramsey_constraints {BEGIN DYNARE_BLOCK; return token::RAMSEY_CONSTRAINTS;}
-<INITIAL>restrictions {BEGIN DYNARE_BLOCK; return token::RESTRICTIONS;}
 <INITIAL>generate_irfs {BEGIN DYNARE_BLOCK; return token::GENERATE_IRFS;}
+<INITIAL>matched_moments {BEGIN DYNARE_BLOCK; return token::MATCHED_MOMENTS;}
+<INITIAL>occbin_constraints {BEGIN DYNARE_BLOCK; return token::OCCBIN_CONSTRAINTS;}
+<INITIAL>model_replace {BEGIN DYNARE_BLOCK; return token::MODEL_REPLACE;}
+<INITIAL>pac_target_info {BEGIN DYNARE_BLOCK; return token::PAC_TARGET_INFO;}
+<INITIAL>matched_irfs {BEGIN DYNARE_BLOCK; return token::MATCHED_IRFS;}
+<INITIAL>matched_irfs_weights {BEGIN DYNARE_BLOCK; return token::MATCHED_IRFS_WEIGHTS;}
+<INITIAL>perfect_foresight_controlled_paths {BEGIN DYNARE_BLOCK; return token::PERFECT_FORESIGHT_CONTROLLED_PATHS;}
 
  /* For the semicolon after an "end" keyword */
 <INITIAL>; {return Dynare::parser::token_type (yytext[0]);}
@@ -231,7 +247,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>subsamples {return token::SUBSAMPLES;}
 <DYNARE_STATEMENT>options {return token::OPTIONS;}
 <DYNARE_STATEMENT>prior {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::PRIOR;
 }
 <INITIAL>std {BEGIN DYNARE_STATEMENT; return token::STD;}
@@ -241,31 +257,12 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <INITIAL>prior_function {BEGIN DYNARE_STATEMENT; return token::PRIOR_FUNCTION;}
 <INITIAL>posterior_function {BEGIN DYNARE_STATEMENT; return token::POSTERIOR_FUNCTION;}
 
- /* Inside  of a Dynare statement */
-<DYNARE_STATEMENT>{DATE} {
-                           char *yycopy = strdup(yytext);
-                           char *uput = yycopy + yyleng;
-                           unput(')');
-                           unput('\'');
-                           while (uput > yycopy)
-                             unput(*--uput);
-                           unput('\'');
-                           unput('(');
-                           unput('s');
-                           unput('e');
-                           unput('t');
-                           unput('a');
-                           unput('d');
-                           free( yycopy );
+<DYNARE_STATEMENT,DYNARE_BLOCK>{DATE} {
+  yylval->emplace<string>(yytext);
+  return token::DATE;
 }
-<DYNARE_STATEMENT>${DATE} { yylloc->step();
-#if (YY_FLEX_MAJOR_VERSION > 2) || (YY_FLEX_MAJOR_VERSION == 2 && YY_FLEX_MINOR_VERSION >= 6)
-                            yyout << yytext + 1;
-#else
-                            *yyout << yytext + 1;
-#endif
-                          }
-<DYNARE_STATEMENT>dates  {dates_parens_nb=0; BEGIN DATES_STATEMENT; yylval->build<string>("dates");}
+
+ /* Inside a Dynare statement */
 <DYNARE_STATEMENT>file                  {return token::FILE;}
 <DYNARE_STATEMENT>datafile 		{return token::DATAFILE;}
 <DYNARE_STATEMENT>dirname       {return token::DIRNAME;}
@@ -275,7 +272,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>mean                  {return token::MEAN;}
 <DYNARE_STATEMENT>stdev                 {return token::STDEV;}
 <DYNARE_STATEMENT>truncate              {return token::TRUNCATE;}
-<DYNARE_STATEMENT>domain                {return token::DOMAINN;}
+<DYNARE_STATEMENT>domain                {return token::DOMAINN;} // Use altered token name to avoid identifier collision on Windows and macOS
 <DYNARE_STATEMENT>variance              {return token::VARIANCE;}
 <DYNARE_STATEMENT>mode                  {return token::MODE;}
 <DYNARE_STATEMENT>interval              {return token::INTERVAL;}
@@ -286,22 +283,22 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>jscale                {return token::JSCALE;}
 <DYNARE_STATEMENT>prefilter 		{return token::PREFILTER;}
 <DYNARE_STATEMENT>presample 		{return token::PRESAMPLE;}
-<DYNARE_STATEMENT>lik_algo  		{return token::LIK_ALGO;}
 <DYNARE_STATEMENT>lik_init  		{return token::LIK_INIT;}
 <DYNARE_STATEMENT>taper_steps       {return token::TAPER_STEPS;}
 <DYNARE_STATEMENT>geweke_interval   {return token::GEWEKE_INTERVAL;}
 <DYNARE_STATEMENT>raftery_lewis_qrs {return token::RAFTERY_LEWIS_QRS;}
 <DYNARE_STATEMENT>raftery_lewis_diagnostics {return token::RAFTERY_LEWIS_DIAGNOSTICS;}
+<DYNARE_STATEMENT>brooks_gelman_plotrows {return token::BROOKS_GELMAN_PLOTROWS;}
 <DYNARE_STATEMENT>graph   		{return token::GRAPH;}
 <DYNARE_STATEMENT>nograph   		{return token::NOGRAPH;}
 <DYNARE_STATEMENT>posterior_graph   		{return token::POSTERIOR_GRAPH;}
 <DYNARE_STATEMENT>posterior_nograph   		{return token::POSTERIOR_NOGRAPH;}
 <DYNARE_STATEMENT>nodisplay     {return token::NODISPLAY;}
 <DYNARE_STATEMENT>graph_format  {return token::GRAPH_FORMAT;}
-<DYNARE_STATEMENT>eps  {yylval->build<string>(yytext); return token::EPS;}
-<DYNARE_STATEMENT>pdf  {yylval->build<string>(yytext); return token::PDF;}
-<DYNARE_STATEMENT>fig  {yylval->build<string>(yytext); return token::FIG;}
-<DYNARE_STATEMENT>none  {yylval->build<string>(yytext); return token::NONE;}
+<DYNARE_STATEMENT>eps  {yylval->emplace<string>(yytext); return token::EPS;}
+<DYNARE_STATEMENT>pdf  {yylval->emplace<string>(yytext); return token::PDF;}
+<DYNARE_STATEMENT>fig  {yylval->emplace<string>(yytext); return token::FIG;}
+<DYNARE_STATEMENT>none  {yylval->emplace<string>(yytext); return token::NONE;}
 <DYNARE_STATEMENT>print   		{return token::PRINT;}
 <DYNARE_STATEMENT>noprint   		{return token::NOPRINT;}
 <DYNARE_STATEMENT>conf_sig  		{return token::CONF_SIG;}
@@ -310,7 +307,9 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>mh_drop   		{return token::MH_DROP;}
 <DYNARE_STATEMENT>mh_jscale   		{return token::MH_JSCALE;}
 <DYNARE_STATEMENT>mh_init_scale 	{return token::MH_INIT_SCALE;}
+<DYNARE_STATEMENT>mh_init_scale_factor 	{return token::MH_INIT_SCALE_FACTOR;}
 <DYNARE_STATEMENT>mh_tune_jscale   	{return token::MH_TUNE_JSCALE;}
+<DYNARE_STATEMENT>mh_tune_guess   	{return token::MH_TUNE_GUESS;}
 <DYNARE_STATEMENT>mode_file 		{return token::MODE_FILE;}
 <DYNARE_STATEMENT>mode_compute 	{return token::MODE_COMPUTE;}
 <DYNARE_STATEMENT>mode_check 		{return token::MODE_CHECK;}
@@ -318,7 +317,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>mode_check_symmetric_plots 		{return token::MODE_CHECK_SYMMETRIC_PLOTS;}
 <DYNARE_STATEMENT>mode_check_number_of_points 		{return token::MODE_CHECK_NUMBER_OF_POINTS;}
 <DYNARE_STATEMENT>prior_trunc 	{return token::PRIOR_TRUNC;}
-<DYNARE_STATEMENT>mh_mode 		{return token::MH_MODE;}
+<DYNARE_STATEMENT>mh_posterior_mode_estimation 		{return token::MH_POSTERIOR_MODE_ESTIMATION;}
 <DYNARE_STATEMENT>mh_nblocks 		{return token::MH_NBLOCKS;}
 <DYNARE_STATEMENT>load_mh_file 	{return token::LOAD_MH_FILE;}
 <DYNARE_STATEMENT>load_results_after_load_mh 	{return token::LOAD_RESULTS_AFTER_LOAD_MH;}
@@ -329,7 +328,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>kalman_algo 	{return token::KALMAN_ALGO;}
 <DYNARE_STATEMENT>fast_kalman_filter {return token::FAST_KALMAN_FILTER;}
 <DYNARE_STATEMENT>kalman_tol 	{return token::KALMAN_TOL;}
-<DYNARE_STATEMENT>undiff     {return token::UNDIFF;}
+<DYNARE_STATEMENT>schur_vec_tol 	{return token::SCHUR_VEC_TOL;}
 <DYNARE_STATEMENT>diffuse_kalman_tol 	{return token::DIFFUSE_KALMAN_TOL;}
 <DYNARE_STATEMENT>forecast 	{return token::FORECAST;}
 <DYNARE_STATEMENT>smoother 	{return token::SMOOTHER;}
@@ -344,13 +343,15 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT,DYNARE_BLOCK>relative_irf {return token::RELATIVE_IRF;}
 <DYNARE_STATEMENT>tex		{return token::TEX;}
 <DYNARE_STATEMENT>nomoments	{return token::NOMOMENTS;}
+<DYNARE_STATEMENT>nomodelsummary {return token::NOMODELSUMMARY;}
 <DYNARE_STATEMENT>std		{return token::STD;}
 <DYNARE_STATEMENT>corr		{return token::CORR;}
 <DYNARE_STATEMENT>nocorr	{return token::NOCORR;}
 <DYNARE_STATEMENT>optim		{return token::OPTIM;}
 <DYNARE_STATEMENT>periods	{return token::PERIODS;}
+<DYNARE_BLOCK>from_initval_to_endval	{return token::FROM_INITVAL_TO_ENDVAL;}
+<DYNARE_STATEMENT>endval_steady	{return token::ENDVAL_STEADY;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>model_name	{return token::MODEL_NAME;}
-<DYNARE_STATEMENT>var_model_name    {return token::VAR_MODEL_NAME;}
 <DYNARE_STATEMENT>auxiliary_model_name    {return token::AUXILIARY_MODEL_NAME;}
 <DYNARE_STATEMENT>endogenous_terminal_period 	{return token::ENDOGENOUS_TERMINAL_PERIOD;}
 <DYNARE_STATEMENT>sub_draws	{return token::SUB_DRAWS;}
@@ -362,6 +363,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>constant	{return token::CONSTANT;}
 <DYNARE_STATEMENT>noconstant	{return token::NOCONSTANT;}
 <DYNARE_STATEMENT>filename      {return token::FILENAME;}
+<DYNARE_STATEMENT>conditional_likelihood      {return token::CONDITIONAL_LIKELIHOOD;}
 <DYNARE_STATEMENT>diffuse_filter {return token::DIFFUSE_FILTER;}
 <DYNARE_STATEMENT>plot_priors   {return token::PLOT_PRIORS;}
 <DYNARE_STATEMENT>aim_solver {return token::AIM_SOLVER;}
@@ -385,10 +387,8 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>restriction_fname {return token::RESTRICTION_FNAME;}
 <DYNARE_STATEMENT>nlags {return token::NLAGS;}
 <DYNARE_STATEMENT>restrictions {return token::RESTRICTIONS;}
-<DYNARE_BLOCK>crossequations {return token::CROSSEQUATIONS;}
-<DYNARE_BLOCK>covariance {return token::COVARIANCE;}
 <DYNARE_BLOCK>adl {return token::ADL;}
-<DYNARE_BLOCK>diff {return token::DIFF;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>diff {return token::DIFF;}
 <DYNARE_STATEMENT>cross_restrictions {return token::CROSS_RESTRICTIONS;}
 <DYNARE_STATEMENT>contemp_reduced_form {return token::CONTEMP_REDUCED_FORM;}
 <DYNARE_STATEMENT>real_pseudo_forecast {return token::REAL_PSEUDO_FORECAST;}
@@ -406,7 +406,9 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>logarithmic_reduction {return token::LOGARITHMIC_REDUCTION;}
 <DYNARE_STATEMENT>use_univariate_filters_if_singularity_is_detected {return token::USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED;}
 <DYNARE_STATEMENT>hybrid {return token::HYBRID;}
+<DYNARE_STATEMENT>use_first_order_solution {return token::USE_FIRST_ORDER_SOLUTION;}
 <DYNARE_STATEMENT>default {return token::DEFAULT;}
+<DYNARE_STATEMENT>init2shocks {return token::INIT2SHOCKS;}
 
 <DYNARE_STATEMENT>number_of_particles {return token::NUMBER_OF_PARTICLES;}
 <DYNARE_STATEMENT>resampling {return token::RESAMPLING;}
@@ -417,6 +419,11 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>kitagawa {return token::KITAGAWA;}
 <DYNARE_STATEMENT>smooth {return token::SMOOTH;}
 <DYNARE_STATEMENT>stratified {return token::STRATIFIED;}
+<DYNARE_STATEMENT>residual {
+  yylval->emplace<string>(yytext);
+  return token::RESIDUAL;
+}
+<DYNARE_STATEMENT>multinomial {return token::MULTINOMIAL;}
 <DYNARE_STATEMENT>cpf_weights {return token::CPF_WEIGHTS;}
 <DYNARE_STATEMENT>amisanotristani {return token::AMISANOTRISTANI;}
 <DYNARE_STATEMENT>murrayjonesparslow {return token::MURRAYJONESPARSLOW;}
@@ -431,45 +438,47 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>no_posterior_kernel_density {return token::NO_POSTERIOR_KERNEL_DENSITY;}
 <DYNARE_STATEMENT>rescale_prediction_error_covariance {return token::RESCALE_PREDICTION_ERROR_COVARIANCE;}
 <DYNARE_STATEMENT>use_penalized_objective_for_hessian {return token::USE_PENALIZED_OBJECTIVE_FOR_HESSIAN;}
+<DYNARE_STATEMENT>expression    {return token::EXPRESSION;}
+<DYNARE_STATEMENT>first_simulation_period {return token::FIRST_SIMULATION_PERIOD;}
+<DYNARE_STATEMENT>last_simulation_period {return token::LAST_SIMULATION_PERIOD;}
+<DYNARE_STATEMENT>no_init_estimation_check_first_obs {return token::NO_INIT_ESTIMATION_CHECK_FIRST_OBS;}
+<DYNARE_STATEMENT>fsolve_options {return token::FSOLVE_OPTIONS;}
 
 <DYNARE_STATEMENT>alpha {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::ALPHA;
 }
 <DYNARE_STATEMENT>beta {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::BETA;
 }
 <DYNARE_STATEMENT>gamma {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::GAMMA;
 }
 <DYNARE_STATEMENT>inv_gamma {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::INV_GAMMA;
 }
 <DYNARE_STATEMENT>inv_gamma1 {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::INV_GAMMA1;
 }
 <DYNARE_STATEMENT>inv_gamma2 {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::INV_GAMMA2;
 }
 <DYNARE_STATEMENT>dirichlet {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::DIRICHLET;
 }
-<DYNARE_STATEMENT>weibull {
-  yylval->build<string>(yytext);
-  return token::WEIBULL;
-}
+<DYNARE_STATEMENT>weibull {return token::WEIBULL;}
 <DYNARE_STATEMENT>normal {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::NORMAL;
 }
 <DYNARE_STATEMENT>uniform {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::UNIFORM;
 }
 <DYNARE_STATEMENT>gsig2_lmdm {return token::GSIG2_LMDM;}
@@ -480,13 +489,13 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>ncsk {return token::NCSK;}
 <DYNARE_STATEMENT>nstd {return token::NSTD;}
 <DYNARE_STATEMENT>ninv {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::NINV;
 }
 <DYNARE_STATEMENT>indxparr {return token::INDXPARR;}
 <DYNARE_STATEMENT>indxovr {return token::INDXOVR;}
 <DYNARE_STATEMENT>aband {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::ABAND;
 }
 <DYNARE_STATEMENT>write_equation_tags {return token::WRITE_EQUATION_TAGS;}
@@ -503,18 +512,18 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>indxgdls {return token::INDXGDLS;}
 <DYNARE_STATEMENT>eq_ms {return token::EQ_MS;}
 <DYNARE_STATEMENT>cms {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::CMS;
 }
 <DYNARE_STATEMENT>ncms {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::NCMS;
 }
 <DYNARE_STATEMENT>eq_cms {return token::EQ_CMS;}
 <DYNARE_STATEMENT>tlindx {return token::TLINDX;}
 <DYNARE_STATEMENT>tlnumber {return token::TLNUMBER;}
 <DYNARE_STATEMENT>cnum {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::CNUM;
 }
 <DYNARE_STATEMENT>nodecomposition {return token::NODECOMPOSITION;};
@@ -552,6 +561,33 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>max_block_iterations {return token::MAX_BLOCK_ITERATIONS;}
 <DYNARE_STATEMENT>max_repeated_optimization_runs {return token::MAX_REPEATED_OPTIMIZATION_RUNS;}
 <DYNARE_STATEMENT>maxit {return token::MAXIT;}
+<DYNARE_STATEMENT>simul_maxit {return token::SIMUL_MAXIT;}
+<DYNARE_STATEMENT>likelihood_maxit {return token::LIKELIHOOD_MAXIT;}
+<DYNARE_STATEMENT>smoother_maxit {return token::SMOOTHER_MAXIT;}
+<DYNARE_STATEMENT>simul_periods {return token::SIMUL_PERIODS;}
+<DYNARE_STATEMENT>likelihood_periods {return token::LIKELIHOOD_PERIODS;}
+<DYNARE_STATEMENT>smoother_periods {return token::SMOOTHER_PERIODS;}
+<DYNARE_STATEMENT>simul_curb_retrench {return token::SIMUL_CURB_RETRENCH;}
+<DYNARE_STATEMENT>likelihood_curb_retrench {return token::LIKELIHOOD_CURB_RETRENCH;}
+<DYNARE_STATEMENT>smoother_curb_retrench {return token::SMOOTHER_CURB_RETRENCH;}
+<DYNARE_STATEMENT>simul_check_ahead_periods {return token::SIMUL_CHECK_AHEAD_PERIODS;}
+<DYNARE_STATEMENT>simul_max_check_ahead_periods {return token::SIMUL_MAX_CHECK_AHEAD_PERIODS;}
+<DYNARE_STATEMENT>simul_reset_check_ahead_periods {return token::SIMUL_RESET_CHECK_AHEAD_PERIODS;}
+<DYNARE_STATEMENT>likelihood_check_ahead_periods {return token::LIKELIHOOD_CHECK_AHEAD_PERIODS;}
+<DYNARE_STATEMENT>likelihood_max_check_ahead_periods {return token::LIKELIHOOD_MAX_CHECK_AHEAD_PERIODS;}
+<DYNARE_STATEMENT>smoother_check_ahead_periods {return token::SMOOTHER_CHECK_AHEAD_PERIODS;}
+<DYNARE_STATEMENT>smoother_max_check_ahead_periods {return token::SMOOTHER_MAX_CHECK_AHEAD_PERIODS;}
+<DYNARE_STATEMENT>simul_debug {return token::SIMUL_DEBUG;}
+<DYNARE_STATEMENT>smoother_debug {return token::SMOOTHER_DEBUG;}
+<DYNARE_STATEMENT>simul_periodic_solution {return token::SIMUL_PERIODIC_SOLUTION;}
+<DYNARE_STATEMENT>likelihood_periodic_solution {return token::LIKELIHOOD_PERIODIC_SOLUTION;}
+<DYNARE_STATEMENT>smoother_periodic_solution {return token::SMOOTHER_PERIODIC_SOLUTION;}
+<DYNARE_STATEMENT>likelihood_inversion_filter {return token::LIKELIHOOD_INVERSION_FILTER;}
+<DYNARE_STATEMENT>likelihood_piecewise_kalman_filter {return token::LIKELIHOOD_PIECEWISE_KALMAN_FILTER;}
+<DYNARE_STATEMENT>likelihood_max_kalman_iterations {return token::LIKELIHOOD_MAX_KALMAN_ITERATIONS;}
+<DYNARE_STATEMENT>smoother_inversion_filter {return token::SMOOTHER_INVERSION_FILTER;}
+<DYNARE_STATEMENT>smoother_piecewise_kalman_filter {return token::SMOOTHER_PIECEWISE_KALMAN_FILTER;}
+<DYNARE_STATEMENT>filter_use_relaxation {return token::FILTER_USE_RELEXATION;}
 <DYNARE_STATEMENT>function_convergence_criterion {return token::FUNCTION_CONVERGENCE_CRITERION;}
 <DYNARE_STATEMENT>parameter_convergence_criterion {return token::PARAMETER_CONVERGENCE_CRITERION;}
 <DYNARE_STATEMENT>number_of_large_perturbations {return token::NUMBER_OF_LARGE_PERTURBATIONS;}
@@ -563,19 +599,15 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>tolf {return token::TOLF;}
 <DYNARE_STATEMENT>tolx {return token::TOLX;}
 <DYNARE_STATEMENT>opt_algo {return token::OPT_ALGO;}
+<DYNARE_STATEMENT>add_flags {return token::ADD_FLAGS;}
+<DYNARE_STATEMENT>substitute_flags {return token::SUBSTITUTE_FLAGS;}
+<DYNARE_STATEMENT>add_libs {return token::ADD_LIBS;}
+<DYNARE_STATEMENT>substitute_libs {return token::SUBSTITUTE_LIBS;}
+<DYNARE_STATEMENT>compiler {return token::COMPILER;}
 <DYNARE_STATEMENT>instruments {return token::INSTRUMENTS;}
-<DYNARE_STATEMENT>hessian  {
-  yylval->build<string>(yytext);
-  return token::HESSIAN;
-}
-<DYNARE_STATEMENT>prior_variance  {
-  yylval->build<string>(yytext);
-  return token::PRIOR_VARIANCE;
-}
-<DYNARE_STATEMENT>identity_matrix  {
-  yylval->build<string>(yytext);
-  return token::IDENTITY_MATRIX;
-}
+<DYNARE_STATEMENT>hessian  {return token::HESSIAN;}
+<DYNARE_STATEMENT>prior_variance  {return token::PRIOR_VARIANCE;}
+<DYNARE_STATEMENT>identity_matrix  {return token::IDENTITY_MATRIX;}
 <DYNARE_STATEMENT>mcmc_jumping_covariance {return token::MCMC_JUMPING_COVARIANCE;}
 
  /* These four (var, varexo, varexo_det, parameters) are for change_type */
@@ -597,14 +629,28 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>homotopy_mode {return token::HOMOTOPY_MODE; }
 <DYNARE_STATEMENT>homotopy_steps {return token::HOMOTOPY_STEPS; }
 <DYNARE_STATEMENT>homotopy_force_continue {return token::HOMOTOPY_FORCE_CONTINUE;}
+<DYNARE_STATEMENT>homotopy_max_completion_share {return token::HOMOTOPY_MAX_COMPLETION_SHARE;}
+<DYNARE_STATEMENT>homotopy_min_step_size {return token::HOMOTOPY_MIN_STEP_SIZE;}
+<DYNARE_STATEMENT>homotopy_initial_step_size {return token::HOMOTOPY_INITIAL_STEP_SIZE;}
+<DYNARE_STATEMENT>homotopy_step_size_increase_success_count {return token::HOMOTOPY_STEP_SIZE_INCREASE_SUCCESS_COUNT;}
+<DYNARE_STATEMENT>homotopy_linearization_fallback {return token::HOMOTOPY_LINEARIZATION_FALLBACK;}
+<DYNARE_STATEMENT>homotopy_marginal_linearization_fallback {return token::HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK;}
+<DYNARE_STATEMENT>homotopy_exclude_varexo {return token::HOMOTOPY_EXCLUDE_VAREXO;}
 <DYNARE_STATEMENT>nocheck {return token::NOCHECK; }
 
+<DYNARE_STATEMENT>steady_solve_algo {return token::STEADY_SOLVE_ALGO;}
+<DYNARE_STATEMENT>steady_maxit {return token::STEADY_MAXIT;}
+<DYNARE_STATEMENT>steady_tolf {return token::STEADY_TOLF;}
+<DYNARE_STATEMENT>steady_tolx {return token::STEADY_TOLX;}
+<DYNARE_STATEMENT>steady_markowitz {return token::STEADY_MARKOWITZ;}
+
 <DYNARE_STATEMENT>controlled_varexo {return token::CONTROLLED_VAREXO; }
 <DYNARE_STATEMENT>parameter_set {return token::PARAMETER_SET; }
 <DYNARE_STATEMENT>init_state {return token::INIT_STATE; }
 <DYNARE_STATEMENT>fast_realtime {return token::FAST_REALTIME; }
 <DYNARE_STATEMENT>save_realtime {return token::SAVE_REALTIME;}
 <DYNARE_STATEMENT>detail_plot {return token::DETAIL_PLOT;}
+<DYNARE_STATEMENT>flip {return token::FLIP;}
 <DYNARE_STATEMENT>interactive {return token::INTERACTIVE;}
 <DYNARE_STATEMENT>screen_shocks {return token::SCREEN_SHOCKS;}
 <DYNARE_STATEMENT>steadystate {return token::STEADYSTATE;}
@@ -612,6 +658,8 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>qoq {return token::QOQ; }
 <DYNARE_STATEMENT>yoy {return token::YOY; }
 <DYNARE_STATEMENT>aoa {return token::AOA; }
+<DYNARE_STATEMENT>unconditional {return token::UNCONDITIONAL; }
+<DYNARE_STATEMENT>conditional {return token::CONDITIONAL; }
 <DYNARE_STATEMENT>fig_name {return token::FIG_NAME;}
 <DYNARE_STATEMENT>write_xls {return token::WRITE_XLS;}
 <DYNARE_STATEMENT>realtime {return token::REALTIME;}
@@ -624,8 +672,10 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>mle_mode {return token::MLE_MODE; }
 <DYNARE_STATEMENT>k_order_solver {return token::K_ORDER_SOLVER; }
 <DYNARE_STATEMENT>filter_covariance {return token::FILTER_COVARIANCE; }
+<DYNARE_STATEMENT>updated_covariance {return token::UPDATED_COVARIANCE; }
 <DYNARE_STATEMENT>filter_decomposition {return token::FILTER_DECOMPOSITION; }
 <DYNARE_STATEMENT>smoothed_state_uncertainty {return token::SMOOTHED_STATE_UNCERTAINTY; }
+<DYNARE_STATEMENT>smoother_redux {return token::SMOOTHER_REDUX; }
 <DYNARE_STATEMENT>selected_variables_only {return token::SELECTED_VARIABLES_ONLY; }
 <DYNARE_STATEMENT>pruning {return token::PRUNING; }
 <DYNARE_STATEMENT>save_draws {return token::SAVE_DRAWS; }
@@ -634,7 +684,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>epilogue {return token::EPILOGUE;}
 <DYNARE_STATEMENT>growth_factor {return token::GROWTH_FACTOR;}
 <DYNARE_STATEMENT>log_growth_factor {return token::LOG_GROWTH_FACTOR;}
-<DYNARE_STATEMENT>growth {return token::GROWTH;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>growth {return token::GROWTH;}
 <DYNARE_STATEMENT>cova_compute {return token::COVA_COMPUTE;}
 <DYNARE_STATEMENT>discretionary_tol {return token::DISCRETIONARY_TOL;}
 <DYNARE_STATEMENT>analytic_derivation {return token::ANALYTIC_DERIVATION;}
@@ -642,6 +692,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>solver_periods {return token::SOLVER_PERIODS;}
 <DYNARE_STATEMENT>endogenous_prior {return token::ENDOGENOUS_PRIOR;}
 <DYNARE_STATEMENT>consider_all_endogenous {return token::CONSIDER_ALL_ENDOGENOUS;}
+<DYNARE_STATEMENT>consider_all_endogenous_and_auxiliary {return token::CONSIDER_ALL_ENDOGENOUS_AND_AUXILIARY;}
 <DYNARE_STATEMENT>consider_only_observed {return token::CONSIDER_ONLY_OBSERVED;}
 <DYNARE_STATEMENT>infile {return token::INFILE;}
 <DYNARE_STATEMENT>invars {return token::INVARS;}
@@ -654,25 +705,28 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>posterior_sampler_options {return token::POSTERIOR_SAMPLER_OPTIONS;}
 <DYNARE_STATEMENT>silent_optimizer {return token::SILENT_OPTIMIZER;}
 <DYNARE_STATEMENT>lmmcp {return token::LMMCP;}
-<DYNARE_STATEMENT>occbin {return token::OCCBIN;}
-<DYNARE_STATEMENT>centered_moments {return token::CENTERED_MOMENTS; }
-<DYNARE_STATEMENT>autolag {return token::AUTOLAG; }
-<DYNARE_STATEMENT>recursive_order_estimation {return token::RECURSIVE_ORDER_ESTIMATION; }
+<DYNARE_STATEMENT>additional_optimizer_steps	{return token::ADDITIONAL_OPTIMIZER_STEPS;}
 <DYNARE_STATEMENT>bartlett_kernel_lag {return token::BARTLETT_KERNEL_LAG; }
-<DYNARE_STATEMENT>optimal {
-  yylval->build<string>(yytext);
-  return token::OPTIMAL;
-}
-<DYNARE_STATEMENT>diagonal  {
-  yylval->build<string>(yytext);
-  return token::DIAGONAL;
-}
+<DYNARE_STATEMENT>gmm {return token::GMM;}
+<DYNARE_STATEMENT>smm {return token::SMM;}
+<DYNARE_STATEMENT>irf_matching {return token::IRF_MATCHING;}
+<DYNARE_STATEMENT>stoch_simul {return token::STOCH_SIMUL;}
 <DYNARE_STATEMENT>weighting_matrix {return token::WEIGHTING_MATRIX; }
+<DYNARE_STATEMENT>weighting_matrix_scaling_factor {return token::WEIGHTING_MATRIX_SCALING_FACTOR; }
+<DYNARE_STATEMENT>analytic_standard_errors {return token::ANALYTIC_STANDARD_ERRORS; }
+<DYNARE_STATEMENT>analytic_jacobian {return token::ANALYTIC_JACOBIAN; }
+<DYNARE_STATEMENT>mom_method {return token::MOM_METHOD; }
+<DYNARE_STATEMENT>simulation_method {return token::SIMULATION_METHOD; }
 <DYNARE_STATEMENT>penalized_estimator {return token::PENALIZED_ESTIMATOR; }
 <DYNARE_STATEMENT>verbose {return token::VERBOSE; }
 <DYNARE_STATEMENT>simulation_multiple {return token::SIMULATION_MULTIPLE; }
+<DYNARE_STATEMENT>burnin {return token::BURNIN; }
 <DYNARE_STATEMENT>seed {return token::SEED; }
+<DYNARE_STATEMENT>se_tolx {return token::SE_TOLX;}
 <DYNARE_STATEMENT>bounded_shock_support {return token::BOUNDED_SHOCK_SUPPORT; }
+<DYNARE_STATEMENT>irf_matching_file {return token::IRF_MATCHING_FILE;}
+<DYNARE_STATEMENT>add_tiny_number_to_cholesky {return token::ADD_TINY_NUMBER_TO_CHOLESKY; }
+
 <DYNARE_STATEMENT>analytical_girf {return token::ANALYTICAL_GIRF; }
 <DYNARE_STATEMENT>irf_in_percent {return token::IRF_IN_PERCENT; }
 <DYNARE_STATEMENT>emas_girf {return token::EMAS_GIRF; }
@@ -680,21 +734,64 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>emas_tolf {return token::EMAS_TOLF; }
 <DYNARE_STATEMENT>emas_max_iter {return token::EMAS_MAX_ITER; }
 <DYNARE_STATEMENT>variable {return token::VARIABLE;}
-
-<DYNARE_STATEMENT>[\$][^$]*[\$] {
-  strtok(yytext+1, "$");
-  yylval->build<string>(yytext + 1);
+<DYNARE_STATEMENT>no_identification_strength {return token::NO_IDENTIFICATION_STRENGTH;}
+<DYNARE_STATEMENT>no_identification_reducedform {return token::NO_IDENTIFICATION_REDUCEDFORM;}
+<DYNARE_STATEMENT>no_identification_moments {return token::NO_IDENTIFICATION_MOMENTS;}
+<DYNARE_STATEMENT>no_identification_minimal {return token::NO_IDENTIFICATION_MINIMAL;}
+<DYNARE_STATEMENT>no_identification_spectrum {return token::NO_IDENTIFICATION_SPECTRUM;}
+<DYNARE_STATEMENT>normalize_jacobians {return token::NORMALIZE_JACOBIANS;}
+<DYNARE_STATEMENT>grid_nbr {return token::GRID_NBR;}
+<DYNARE_STATEMENT>tol_rank {return token::TOL_RANK;}
+<DYNARE_STATEMENT>tol_deriv {return token::TOL_DERIV;}
+<DYNARE_STATEMENT>tol_sv {return token::TOL_SV;}
+<DYNARE_STATEMENT>checks_via_subsets {return token::CHECKS_VIA_SUBSETS;}
+<DYNARE_STATEMENT>max_dim_subsets_groups {return token::MAX_DIM_SUBSETS_GROUPS;}
+<DYNARE_STATEMENT>max_nrows {return token::MAX_NROWS;}
+<DYNARE_STATEMENT>with_epilogue {return token::WITH_EPILOGUE;}
+<DYNARE_STATEMENT>heteroskedastic_filter {return token::HETEROSKEDASTIC_FILTER;}
+<DYNARE_STATEMENT>non_zero {return token::NON_ZERO;}
+<DYNARE_STATEMENT>preconditioner {return token::PRECONDITIONER;}
+<DYNARE_STATEMENT>umfiter {return token::UMFITER;}
+<DYNARE_STATEMENT>iterstack {return token::ITERSTACK;}
+<DYNARE_STATEMENT>ilu {return token::ILU;}
+<DYNARE_STATEMENT>iter_tol {return token::ITER_TOL;}
+<DYNARE_STATEMENT>iter_maxit {return token::ITER_MAXIT;}
+<DYNARE_STATEMENT>gmres_restart {return token::GMRES_RESTART;}
+<DYNARE_STATEMENT>iterstack_maxlu {return token::ITERSTACK_MAXLU;}
+<DYNARE_STATEMENT>iterstack_nperiods {return token::ITERSTACK_NPERIODS;}
+<DYNARE_STATEMENT>iterstack_nlu {return token::ITERSTACK_NLU;}
+<DYNARE_STATEMENT>iterstack_relu {return token::ITERSTACK_RELU;}
+<DYNARE_STATEMENT>check_jacobian_singularity {return token::CHECK_JACOBIAN_SINGULARITY;}
+
+<DYNARE_STATEMENT>\$[^$]*\$ {
+  yylval->emplace<string>(yytext + 1).pop_back();
   return token::TEX_NAME;
 }
 
  /* Inside a Dynare block */
 <DYNARE_BLOCK>var {return token::VAR;}
+<DYNARE_BLOCK>varexo {return token::VAREXO;}
 <DYNARE_BLOCK>stderr {return token::STDERR;}
 <DYNARE_BLOCK>values {return token::VALUES;}
 <DYNARE_BLOCK>corr {return token::CORR;}
 <DYNARE_BLOCK>periods {return token::PERIODS;}
-<DYNARE_BLOCK>cutoff {return token::CUTOFF;}
-<DYNARE_BLOCK>mfs	{return token::MFS;}
+<DYNARE_BLOCK>scales {return token::SCALES;}
+<DYNARE_BLOCK>add {
+  yylval->emplace<string>(yytext);
+  return token::ADD;
+}
+<DYNARE_BLOCK>multiply {
+  yylval->emplace<string>(yytext);
+  return token::MULTIPLY;
+}
+<DYNARE_STATEMENT,DYNARE_BLOCK>cutoff {return token::CUTOFF;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>mfs {
+  yylval->emplace<string>(yytext);
+  return token::MFS;
+}
+<DYNARE_STATEMENT,DYNARE_BLOCK>static_mfs {return token::STATIC_MFS;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>balanced_growth_test_tol {return token::BALANCED_GROWTH_TEST_TOL;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>heterogeneity {return token::HETEROGENEITY;}
 <DYNARE_BLOCK>gamma_pdf {return token::GAMMA_PDF;}
 <DYNARE_BLOCK>beta_pdf {return token::BETA_PDF;}
 <DYNARE_BLOCK>normal_pdf {return token::NORMAL_PDF;}
@@ -704,11 +801,52 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_BLOCK>uniform_pdf {return token::UNIFORM_PDF;}
 <DYNARE_BLOCK>weibull_pdf {return token::WEIBULL_PDF;}
 <DYNARE_BLOCK>dsge_prior_weight {return token::DSGE_PRIOR_WEIGHT;}
+<DYNARE_BLOCK>surprise {return token::SURPRISE;}
+<DYNARE_BLOCK>bind {
+    yylval->emplace<string>(yytext);
+    return token::BIND;
+}
+<DYNARE_BLOCK>relax {
+  yylval->emplace<string>(yytext);
+  return token::RELAX;
+}
+<DYNARE_BLOCK>error_bind {
+  yylval->emplace<string>(yytext);
+  return token::ERROR_BIND;
+}
+<DYNARE_BLOCK>error_relax {
+  yylval->emplace<string>(yytext);
+  return token::ERROR_RELAX;
+}
+<DYNARE_BLOCK>relative_to_initval {return token::RELATIVE_TO_INITVAL;}
 
 <DYNARE_BLOCK>; {return Dynare::parser::token_type (yytext[0]);}
 <DYNARE_BLOCK># {return Dynare::parser::token_type (yytext[0]);}
 
 <DYNARE_BLOCK>restriction {return token::RESTRICTION;}
+<DYNARE_BLOCK>component {return token::COMPONENT;}
+<DYNARE_BLOCK>target {return token::TARGET;}
+<DYNARE_BLOCK,DYNARE_STATEMENT>auxname {return token::AUXNAME;}
+<DYNARE_BLOCK>auxname_target_nonstationary {return token::AUXNAME_TARGET_NONSTATIONARY;}
+<DYNARE_BLOCK,DYNARE_STATEMENT>kind {
+  yylval->emplace<string>(yytext);
+  return token::KIND;
+}
+<DYNARE_BLOCK,DYNARE_STATEMENT>ll {
+  yylval->emplace<string>(yytext);
+  return token::LL;
+}
+<DYNARE_BLOCK,DYNARE_STATEMENT>dl {
+  yylval->emplace<string>(yytext);
+  return token::DL;
+}
+<DYNARE_BLOCK,DYNARE_STATEMENT>dd {
+  yylval->emplace<string>(yytext);
+  return token::DD;
+}
+<DYNARE_BLOCK>weights {return token::WEIGHTS;}
+<DYNARE_BLOCK>exogenize {return token::EXOGENIZE;}
+<DYNARE_BLOCK>endogenize {return token::ENDOGENIZE;}
 
  /* Inside Dynare statement */
 <DYNARE_STATEMENT>solve_algo {return token::SOLVE_ALGO;}
@@ -718,16 +856,16 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>robust_lin_solve {return token::ROBUST_LIN_SOLVE;}
 <DYNARE_STATEMENT>drop {return token::DROP;}
 <DYNARE_STATEMENT>order {return token::ORDER;}
-<DYNARE_STATEMENT>sylvester {return token::SYLVESTER;}
 <DYNARE_STATEMENT>lyapunov {return token::LYAPUNOV;}
 <DYNARE_STATEMENT>dr {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::DR;
  }
-<DYNARE_STATEMENT>sylvester_fixed_point_tol {return token::SYLVESTER_FIXED_POINT_TOL;}
+<DYNARE_STATEMENT>lyapunov_complex_threshold {return token::LYAPUNOV_COMPLEX_THRESHOLD;}
 <DYNARE_STATEMENT>lyapunov_fixed_point_tol {return token::LYAPUNOV_FIXED_POINT_TOL;}
 <DYNARE_STATEMENT>lyapunov_doubling_tol {return token::LYAPUNOV_DOUBLING_TOL;}
 <DYNARE_STATEMENT>dr_cycle_reduction_tol {return token::DR_CYCLE_REDUCTION_TOL;}
+<DYNARE_STATEMENT>dr_cycle_reduction_maxiter {return token::DR_CYCLE_REDUCTION_MAXITER;}
 <DYNARE_STATEMENT>dr_logarithmic_reduction_tol {return token::DR_LOGARITHMIC_REDUCTION_TOL;}
 <DYNARE_STATEMENT>dr_logarithmic_reduction_maxiter {return token::DR_LOGARITHMIC_REDUCTION_MAXITER;}
 <DYNARE_STATEMENT>replic {return token::REPLIC;}
@@ -739,6 +877,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>one_sided_hp_filter {return token::ONE_SIDED_HP_FILTER;}
 <DYNARE_STATEMENT>bandpass_filter {return token::BANDPASS_FILTER;}
 <DYNARE_STATEMENT>hp_ngrid {return token::HP_NGRID;}
+<DYNARE_STATEMENT>filtered_theoretical_moments_grid {return token::FILTERED_THEORETICAL_MOMENTS_GRID;}
 <DYNARE_STATEMENT>simul_seed {return token::SIMUL_SEED;}
 <DYNARE_STATEMENT>qz_criterium {return token::QZ_CRITERIUM;}
 <DYNARE_STATEMENT>qz_zero_threshold {return token::QZ_ZERO_THRESHOLD;}
@@ -748,10 +887,20 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>xls_range {return token::XLS_RANGE;}
 <DYNARE_STATEMENT>series {return token::SERIES;}
 <DYNARE_STATEMENT>mh_recover {return token::MH_RECOVER;}
+<DYNARE_STATEMENT>mh_initialize_from_previous_mcmc {return token::MH_INITIALIZE_FROM_PREVIOUS_MCMC;}
+<DYNARE_STATEMENT>mh_initialize_from_previous_mcmc_directory {return token::MH_INITIALIZE_FROM_PREVIOUS_MCMC_DIRECTORY;}
+<DYNARE_STATEMENT>mh_initialize_from_previous_mcmc_record {return token::MH_INITIALIZE_FROM_PREVIOUS_MCMC_RECORD;}
+<DYNARE_STATEMENT>mh_initialize_from_previous_mcmc_prior {return token::MH_INITIALIZE_FROM_PREVIOUS_MCMC_PRIOR;}
 <DYNARE_STATEMENT>planner_discount {return token::PLANNER_DISCOUNT;}
+<DYNARE_STATEMENT>planner_discount_latex_name {return token::PLANNER_DISCOUNT_LATEX_NAME;}
 <DYNARE_STATEMENT>calibration {return token::CALIBRATION;}
 <DYNARE_STATEMENT>irf_plot_threshold {return token::IRF_PLOT_THRESHOLD;}
 <DYNARE_STATEMENT>no_homotopy {return token::NO_HOMOTOPY;}
+<DYNARE_STATEMENT>particle_filter_options {return token::PARTICLE_FILTER_OPTIONS;}
+<DYNARE_STATEMENT>constant_simulation_length {return token::CONSTANT_SIMULATION_LENGTH;}
+<DYNARE_STATEMENT>block_static { return token::BLOCK_STATIC; }
+<DYNARE_STATEMENT>block_dynamic { return token::BLOCK_DYNAMIC; }
+<DYNARE_STATEMENT>incidence { return token::INCIDENCE; }
 
 <DYNARE_BLOCK>stderr_multiples {return token::STDERR_MULTIPLES;}
 <DYNARE_BLOCK>diagonal_only {return token::DIAGONAL_ONLY;}
@@ -760,6 +909,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_BLOCK>lag {return token::LAG;}
 <DYNARE_BLOCK>coeff {return token::COEFF;}
 <DYNARE_BLOCK>overwrite {return token::OVERWRITE;}
+<DYNARE_BLOCK>learnt_in {return token::LEARNT_IN;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>upper_cholesky {return token::UPPER_CHOLESKY;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>lower_cholesky {return token::LOWER_CHOLESKY;}
 <DYNARE_STATEMENT>chain {return token::CHAIN;}
@@ -769,43 +919,50 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>coefficients {return token::COEFFICIENTS;}
 <DYNARE_STATEMENT>variances {return token::VARIANCES;}
 <DYNARE_STATEMENT>equations {return token::EQUATIONS;}
+<DYNARE_STATEMENT>time_shift {return token::TIME_SHIFT;}
+<DYNARE_STATEMENT>structural {return token::STRUCTURAL;}
+<DYNARE_STATEMENT>true {
+  yylval->emplace<string>(yytext);
+  return token::TRUE;
+}
+<DYNARE_STATEMENT>false {
+    yylval->emplace<string>(yytext);
+    return token::FALSE;
+}
 
-<DYNARE_STATEMENT>[\.] {return Dynare::parser::token_type (yytext[0]);}
-<DYNARE_STATEMENT>[\\] {return Dynare::parser::token_type (yytext[0]);}
-<DYNARE_STATEMENT>[\'] {return Dynare::parser::token_type (yytext[0]);}
+<DYNARE_STATEMENT,DYNARE_BLOCK>\. {return Dynare::parser::token_type (yytext[0]);}
+<DYNARE_STATEMENT>\\ {return Dynare::parser::token_type (yytext[0]);}
+<DYNARE_STATEMENT>\' {return Dynare::parser::token_type (yytext[0]);}
 
-<DYNARE_BLOCK>use_dll {return token::USE_DLL;}
-<DYNARE_BLOCK>block {return token::BLOCK;}
-<DYNARE_BLOCK>bytecode {return token::BYTECODE;}
-<DYNARE_BLOCK>linear_decomposition {return token::LINEAR_DECOMPOSITION;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>use_dll {return token::USE_DLL;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>block {return token::BLOCK;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>bytecode {return token::BYTECODE;}
 <DYNARE_BLOCK>all_values_required {return token::ALL_VALUES_REQUIRED;}
-<DYNARE_BLOCK>no_static {return token::NO_STATIC;}
-<DYNARE_BLOCK>differentiate_forward_vars {return token::DIFFERENTIATE_FORWARD_VARS;}
-<DYNARE_BLOCK>parallel_local_files {return token::PARALLEL_LOCAL_FILES;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>no_static {return token::NO_STATIC;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>differentiate_forward_vars {return token::DIFFERENTIATE_FORWARD_VARS;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>parallel_local_files {return token::PARALLEL_LOCAL_FILES;}
 
 <DYNARE_STATEMENT,DYNARE_BLOCK>linear {return token::LINEAR;}
 
-<DYNARE_STATEMENT,DYNARE_BLOCK>[,] {return token::COMMA;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>[:] {return Dynare::parser::token_type (yytext[0]);}
+<DYNARE_STATEMENT,DYNARE_BLOCK>, {return token::COMMA;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>: {return Dynare::parser::token_type (yytext[0]);}
 <DYNARE_STATEMENT,DYNARE_BLOCK>[\(\)] {return Dynare::parser::token_type (yytext[0]);}
-<DYNARE_STATEMENT,DYNARE_BLOCK>[\[] {return Dynare::parser::token_type (yytext[0]);}
-<DYNARE_STATEMENT,DYNARE_BLOCK>[\]] {
-  if (sigma_e)
-    sigma_e = 0;
-  return Dynare::parser::token_type (yytext[0]);
-}
-<DYNARE_STATEMENT,DYNARE_BLOCK>[+] {return token::PLUS;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>[-] {return token::MINUS;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>[*] {return token::TIMES;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>[/] {return token::DIVIDE;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>[=] {return token::EQUAL;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>[<] {return token::LESS;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>[>] {return token::GREATER;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>">=" {return token::GREATER_EQUAL;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>"<=" {return token::LESS_EQUAL;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>"==" {return token::EQUAL_EQUAL;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>"!=" {return token::EXCLAMATION_EQUAL;}
-<DYNARE_STATEMENT,DYNARE_BLOCK>[\^] {return token::POWER;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>\[ {return Dynare::parser::token_type (yytext[0]);}
+<DYNARE_STATEMENT,DYNARE_BLOCK>\] {return Dynare::parser::token_type (yytext[0]);}
+<DYNARE_STATEMENT,DYNARE_BLOCK>\+ {return token::PLUS;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>-  {return token::MINUS;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>\* {return token::TIMES;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>\/ {return token::DIVIDE;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>= {return token::EQUAL;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>< {return token::LESS;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>> {return token::GREATER;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>>= {return token::GREATER_EQUAL;}
+<DYNARE_STATEMENT,DYNARE_BLOCK><= {return token::LESS_EQUAL;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>== {return token::EQUAL_EQUAL;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>!= {return token::EXCLAMATION_EQUAL;}
+<DYNARE_BLOCK>\+= {return token::PLUS_EQUAL;}
+<DYNARE_BLOCK>\*= {return token::TIMES_EQUAL;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>\^ {return token::POWER;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>exp {return token::EXP;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>log {return token::LOG;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>log10 {return token::LOG10;}
@@ -816,7 +973,14 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT,DYNARE_BLOCK>asin {return token::ASIN;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>acos {return token::ACOS;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>atan {return token::ATAN;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>sinh {return token::SINH;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>cosh {return token::COSH;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>tanh {return token::TANH;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>asinh {return token::ASINH;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>acosh {return token::ACOSH;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>atanh {return token::ATANH;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>sqrt {return token::SQRT;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>cbrt {return token::CBRT;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>max {return token::MAX;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>min {return token::MIN;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>abs {return token::ABS;}
@@ -824,16 +988,21 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT,DYNARE_BLOCK>normcdf {return token::NORMCDF;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>normpdf {return token::NORMPDF;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>erf {return token::ERF;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>erfc {return token::ERFC;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>steady_state {return token::STEADY_STATE;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>expectation {return token::EXPECTATION;}
 <DYNARE_BLOCK>var_expectation {return token::VAR_EXPECTATION;}
 <DYNARE_BLOCK>pac_expectation {return token::PAC_EXPECTATION;}
+<DYNARE_BLOCK>pac_target_nonstationary {return token::PAC_TARGET_NONSTATIONARY;}
+<DYNARE_BLOCK>sum {return token::SUM;}
 <DYNARE_STATEMENT>discount {return token::DISCOUNT;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>varobs {return token::VAROBS;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>varexobs {return token::VAREXOBS;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>nan {return token::NAN_CONSTANT;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>inf {return token::INF_CONSTANT;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>constants {return token::CONSTANTS;}
+<DYNARE_BLOCK>⟂ {return token::PERPENDICULAR;}
+<DYNARE_BLOCK>_\|_ {return token::PERPENDICULAR;}
 
  /* options for GSA module by Marco Ratto */
 <DYNARE_STATEMENT>identification {return token::IDENTIFICATION;}
@@ -881,38 +1050,27 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>use_shock_groups {return token::USE_SHOCK_GROUPS;}
 <DYNARE_STATEMENT>colormap {return token::COLORMAP;}
 
-<DYNARE_STATEMENT,DYNARE_BLOCK>[A-Za-z_][A-Za-z0-9_]* {
-  yylval->build<string>(yytext);
+<DYNARE_STATEMENT,DYNARE_BLOCK>{NAME} {
+  yylval->emplace<string>(yytext);
   return token::NAME;
 }
 
-<DYNARE_STATEMENT,DYNARE_BLOCK>((([0-9]*\.[0-9]+)|([0-9]+\.))([edED][-+]?[0-9]+)?)|([0-9]+[edED][-+]?[0-9]+) {
-  yylval->build<string>(yytext);
+<DYNARE_STATEMENT,DYNARE_BLOCK>{FLOAT_NUMBER} {
+  yylval->emplace<string>(yytext);
   return token::FLOAT_NUMBER;
 }
 
 <DYNARE_STATEMENT,DYNARE_BLOCK>[0-9]+ {
-  yylval->build<string>(yytext);
+  yylval->emplace<string>(yytext);
   return token::INT_NUMBER;
 }
 
-<DATES_STATEMENT>\( { yylval->as<string>().append(yytext); dates_parens_nb++; }
-<DATES_STATEMENT>\) {
-                      yylval->as<string>().append(yytext);
-                      if (--dates_parens_nb == 0)
-                      {
-                        BEGIN DYNARE_STATEMENT;
-                        return token::DATES;
-                      }
-                    }
-<DATES_STATEMENT>.  { yylval->as<string>().append(yytext); }
-
-<DYNARE_BLOCK>\|[eE] { return token::PIPE_E; }
-<DYNARE_BLOCK>\|[xX] { return token::PIPE_X; }
-<DYNARE_BLOCK>\|[pP] { return token::PIPE_P; }
+<DYNARE_BLOCK>\|e { return token::PIPE_E; }
+<DYNARE_BLOCK>\|x { return token::PIPE_X; }
+<DYNARE_BLOCK>\|p { return token::PIPE_P; }
 
-<DYNARE_STATEMENT,DYNARE_BLOCK>\'[^\']+\' {
-  yylval->build<string>(yytext + 1).pop_back();
+<DYNARE_STATEMENT,DYNARE_BLOCK>\'[^\']*\' {
+  yylval->emplace<string>(yytext + 1).pop_back();
   return token::QUOTED_STRING;
 }
 
@@ -944,11 +1102,11 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
     element in initval (in which case Dynare recognizes the matrix name as an external
     function symbol), and may want to modify the matrix later with Matlab statements.
  */
-<INITIAL>[A-Za-z_][A-Za-z0-9_]* {
+<INITIAL>{NAME} {
   if (driver.symbol_exists_and_is_not_modfile_local_or_external_function(yytext))
     {
       BEGIN DYNARE_STATEMENT;
-      yylval->build<string>(yytext);
+      yylval->emplace<string>(yytext);
       return token::NAME;
     }
   else
@@ -959,11 +1117,18 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
     }
 }
 
- /* For joint prior statement, match [symbol, symbol, ...]
+ /*
+    For joint prior statement, match [symbol, symbol, ...]
     If no match, begin native and push everything back on stack
+
+    We produce SYMBOL_VEC in Flex (instead of matching `'[' symbol_list ']'`
+    in Bison because the pattern also matches potential native statements
+    (e.g. function returns from a MATLAB/Octave function). Hence, we need to
+    be able to back out of the statement if we realize it's a native statement
+    and move to the NATIVE context
  */
-<INITIAL>\[([[:space:]]*[A-Za-z_][A-Za-z0-9_]*[[:space:]]*,{1}[[:space:]]*)*([[:space:]]*[A-Za-z_][A-Za-z0-9_]*[[:space:]]*){1}\] {
-  string yytextcpy = string(yytext);
+<INITIAL>\[([[:space:]]*{NAME}[[:space:]]*,{1}[[:space:]]*)*([[:space:]]*{NAME}[[:space:]]*){1}\] {
+  string yytextcpy{yytext};
   yytextcpy.erase(remove(yytextcpy.begin(), yytextcpy.end(), '['), yytextcpy.end());
   yytextcpy.erase(remove(yytextcpy.begin(), yytextcpy.end(), ']'), yytextcpy.end());
   yytextcpy.erase(remove(yytextcpy.begin(), yytextcpy.end(), ' '), yytextcpy.end());
@@ -986,7 +1151,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
   if (dynare_statement)
     {
       BEGIN DYNARE_STATEMENT;
-      yylval->build<vector<string>>(val);
+      yylval->emplace<vector<string>>(val);
       return token::SYMBOL_VEC;
     }
 }
@@ -1001,8 +1166,8 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
   \'[^\'\n]*\'                |
   \"[^\"\n]*\"                |
   \.{1,2}                     |
-  "*"                         |
-  "/"                         { yymore(); eofbuff = string(yytext); }
+  \*                          |
+  \/                          { yymore(); eofbuff = yytext; }
   \.{3,}[[:space:]]*\n        { driver.add_native_remove_charset(yytext, "\n"); }
   \n                          {
                                 if (strlen(yytext) > 1)
@@ -1013,8 +1178,8 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
                                 driver.add_native(eofbuff);
                                 yyterminate();
                               }
-  \.{3,}[[:space:]]*"%".*\n   |
- "%"[^\n]*                    { driver.add_native_remove_charset(yytext, "%"); }
+  \.{3,}[[:space:]]*%.*\n     |
+  %[^\n]*                     { driver.add_native_remove_charset(yytext, "%"); }
   \.{3,}[[:space:]]*"//".*\n  |
   "//"[^\n]*                  { driver.add_native_remove_charset(yytext, "//"); }
   \.{3,}[[:space:]]*"/*"      {
@@ -1031,11 +1196,13 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <NATIVE_COMMENT>"*/"[[:space:]]*\n   { BEGIN NATIVE; }
 <NATIVE_COMMENT>.
 
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,DATES_STATEMENT,LINE1,LINE2,LINE3,NATIVE_COMMENT><<EOF>> { yyterminate(); }
+<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,LINE1,LINE2,LINE3,NATIVE_COMMENT><<EOF>> { yyterminate(); }
 
 <*>.      { driver.error(*yylloc, "character unrecognized by lexer"); }
 %%
 
+#pragma GCC diagnostic pop
+
 DynareFlex::DynareFlex(istream* in, ostream* out)
   : DynareFlexLexer{in, out}
 {

src/DynareMain.cc

 /*
- * Copyright (C) 2003-2018 Dynare Team
+ * Copyright © 2003-2023 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -14,59 +14,89 @@
  * GNU General Public License for more details.
  *
  * You should have received a copy of the GNU General Public License
- * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+ * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
+#include <algorithm>
+#include <filesystem>
+#include <fstream>
 #include <iostream>
+#include <regex>
 #include <sstream>
-#include <fstream>
+#include <string>
+#include <thread>
+#include <vector>
 
 #include <cstdlib>
-#include <cstring>
-#ifndef PACKAGE_VERSION
-# define PACKAGE_VERSION 4.
-#endif
 
 #include <unistd.h>
-#include "ParsingDriver.hh"
+
+#include "Configuration.hh"
 #include "ExtendedPreprocessorTypes.hh"
-#include "ConfigFile.hh"
+#include "ModFile.hh"
+#include "ParsingDriver.hh"
 
-/* Prototype for second part of main function
-   Splitting main() in two parts was necessary because ParsingDriver.h and MacroDriver.h can't be
+/* Prototype for the function that handles the macro-expansion of the .mod file
+   Splitting this out was necessary because ParsingDriver.hh and macro/Driver.hh can't be
    included simultaneously (because of Bison limitations).
+
+   Function can be found in: MacroExpandModFile.cc
 */
-void main2(stringstream &in, string &basename, bool debug, bool clear_all, bool clear_global,
-           bool no_tmp_terms, bool no_log, bool no_warn, bool warn_uninit, bool console,
-           bool nograph, bool nointeractive, bool parallel, ConfigFile &config_file,
-           WarningConsolidation &warnings_arg, bool nostrict, bool stochastic, bool check_model_changes,
-           bool minimal_workspace, bool compute_xrefs, FileOutputType output_mode,
-           LanguageOutputType lang, int params_derivs_order, bool transform_unary_ops
-#if defined(_WIN32) || defined(__CYGWIN32__)
-           , bool cygwin, bool msvc, bool mingw
-#endif
-           , JsonOutputPointType json, JsonFileOutputType json_output_mode, bool onlyjson, bool jsonderivsimple
-           , bool nopreprocessoroutput
-           );
-
-void main1(string &modfile, string &basename, string &modfiletxt, bool debug, bool save_macro, string &save_macro_file,
-           bool no_line_macro, bool no_empty_line_macro, map<string, string> &defines, vector<string> &path, stringstream &macro_output);
+stringstream macroExpandModFile(const filesystem::path& filename, const istream& modfile,
+                                bool debug, bool save_macro, filesystem::path save_macro_file,
+                                bool line_macro, const vector<pair<string, string>>& defines,
+                                vector<filesystem::path> paths);
 
 void
 usage()
 {
-  cerr << "Dynare usage: dynare mod_file [debug] [noclearall] [onlyclearglobals] [savemacro[=macro_file]] [onlymacro] [nolinemacro] [noemptylinemacro] [notmpterms] [nolog] [warn_uninit]"
-       << " [console] [nograph] [nointeractive] [parallel[=cluster_name]] [conffile=parallel_config_path_and_filename] [parallel_slave_open_mode] [parallel_test]"
-       << " [-D<variable>[=<value>]] [-I/path] [nostrict] [stochastic] [fast] [minimal_workspace] [compute_xrefs] [output=dynamic|first|second|third] [language=julia]"
+  cerr << "Dynare usage: dynare mod_file [debug] [noclearall] [onlyclearglobals] "
+          "[savemacro[=macro_file]] [onlymacro] [linemacro] [notmpterms] [nolog] [warn_uninit]"
+       << " [console] [nograph] [nointeractive] [parallel[=cluster_name]] "
+          "[conffile=path_to_config_file] [parallel_follower_open_mode] "
+          "[parallel_test] [parallel_use_psexec=true|false]"
+       << " [-D<variable>[=<value>]] [-I/path] [nostrict] [stochastic] [fast] [minimal_workspace] "
+          "[compute_xrefs] [output=first|second|third] [language=matlab|julia]"
        << " [params_derivs_order=0|1|2] [transform_unary_ops] "
-#if defined(_WIN32) || defined(__CYGWIN32__)
-       << " [cygwin] [msvc] [mingw]"
-#endif
-       << " [json=parse|check|transform|compute] [jsonstdout] [onlyjson] [jsonderivsimple] [nopathchange] [nopreprocessoroutput]"
+          "[exclude_eqs=<equation_tag_list_or_file>] [include_eqs=<equation_tag_list_or_file>]"
+       << " [json=parse|check|transform|compute] [jsonstdout] [onlyjson] [jsonderivsimple] "
+          "[nopathchange] [nopreprocessoroutput]"
+       << " [mexext=<extension>] [matlabroot=<path>] [onlymodel] [notime] [use_dll] "
+          "[nocommutativity]"
        << endl;
   exit(EXIT_FAILURE);
 }
 
+/* Looks for an options list in the first non-empty line of the .mod file (but rewind
+   the input stream afterwards).
+   This function should be kept in sync with the one with the same name in matlab/dynare.m */
+vector<string>
+parse_options_line(istream& modfile)
+{
+  vector<string> options;
+  string first_nonempty_line;
+  regex pat {R"(^\s*//\s*--\+\s*options:([^\+]*)\+--)"};
+  smatch matches;
+
+  while (getline(modfile, first_nonempty_line))
+    if (!first_nonempty_line.empty())
+      {
+        if (regex_search(first_nonempty_line, matches, pat) && matches.size() > 1
+            && matches[1].matched)
+          {
+            regex pat2 {R"([^,\s]+)"};
+            string s {matches[1]};
+            for (sregex_iterator p(s.begin(), s.end(), pat2); p != sregex_iterator {}; ++p)
+              options.push_back(p->str());
+          }
+        break;
+      }
+
+  modfile.seekg(0);
+
+  return options;
+}
+
 int
 main(int argc, char** argv)
 {
@@ -83,248 +113,270 @@ main(int argc, char **argv)
       usage();
     }
 
+  const filesystem::path filename {argv[1]};
+  ifstream modfile(filename, ios::binary);
+  if (modfile.fail())
+    {
+      cerr << "ERROR: Could not open file: " << filename.string() << endl;
+      exit(EXIT_FAILURE);
+    }
+
+  // Create options list, using first line of mod-file and command line
+  vector<string> options = parse_options_line(modfile);
+  for (int arg = 2; arg < argc; arg++)
+    options.emplace_back(argv[arg]);
+
+  // Parse options
+  bool notime = false;
   bool clear_all = true;
   bool clear_global = false;
   bool save_macro = false;
-  string save_macro_file;
+  filesystem::path save_macro_file;
   bool debug = false;
   bool no_tmp_terms = false;
   bool only_macro = false;
-  bool no_line_macro = false;
-  bool no_empty_line_macro = false;
-  bool no_log = false;
+  bool line_macro = false;
   bool no_warn = false;
   int params_derivs_order = 2;
   bool warn_uninit = false;
   bool console = false;
   bool nograph = false;
   bool nointeractive = false;
-#if defined(_WIN32) || defined(__CYGWIN32__)
-  bool cygwin = false;
-  bool msvc = false;
-  bool mingw = false;
-#endif
-  string parallel_config_file;
+  filesystem::path conffile;
   bool parallel = false;
   string cluster_name;
-  bool parallel_slave_open_mode = false;
+  bool parallel_follower_open_mode
+      = false; // Must be the same default as in matlab/default_option_values.m
   bool parallel_test = false;
+  bool parallel_use_psexec = true; // Must be the same default as in matlab/default_option_values.m
   bool nostrict = false;
   bool stochastic = false;
   bool check_model_changes = false;
   bool minimal_workspace = false;
   bool compute_xrefs = false;
   bool transform_unary_ops = false;
-  map<string, string> defines;
-  vector<string> path;
-  FileOutputType output_mode{FileOutputType::none};
+  bool gui = false;
+  string exclude_eqs, include_eqs;
+  vector<pair<string, string>> defines;
+  vector<filesystem::path> paths;
+  OutputType output_mode {OutputType::standard};
   JsonOutputPointType json {JsonOutputPointType::nojson};
   JsonFileOutputType json_output_mode {JsonFileOutputType::file};
   bool onlyjson = false;
   bool jsonderivsimple = false;
   LanguageOutputType language {LanguageOutputType::matlab};
-  bool nopreprocessoroutput = false;
+  string mexext;
+  filesystem::path matlabroot;
+  bool onlymodel = false;
+  bool use_dll = false;
 
-  // Parse options
-  for (int arg = 2; arg < argc; arg++)
+  for (auto s : options)
     {
-      if (!strcmp(argv[arg], "debug"))
+      if (s == "debug")
         debug = true;
-      else if (!strcmp(argv[arg], "noclearall"))
+      else if (s == "notime")
+        notime = true;
+      else if (s == "noclearall")
         clear_all = false;
-      else if (strlen(argv[arg]) >= 19 && !strncmp(argv[arg], "params_derivs_order", 19))
+      else if (s.substr(0, 19) == "params_derivs_order")
         {
-          if (strlen(argv[arg]) >= 22 || argv[arg][19] != '='
-              || !(argv[arg][20] == '0' || argv[arg][20] == '1' || argv[arg][20] == '2'))
+          if (s.length() > 21 || s.at(19) != '='
+              || !(s.at(20) == '0' || s.at(20) == '1' || s.at(20) == '2'))
             {
               cerr << "Incorrect syntax for params_derivs_order option" << endl;
               usage();
             }
-          params_derivs_order = atoi(argv[arg] + 20);
+          params_derivs_order = stoi(s.substr(20));
         }
-      else if (!strcmp(argv[arg], "onlyclearglobals"))
+      else if (s == "onlyclearglobals")
         {
           clear_all = false;
           clear_global = true;
         }
-      else if (!strcmp(argv[arg], "onlymacro"))
+      else if (s == "onlymacro")
         only_macro = true;
-      else if (strlen(argv[arg]) >= 9 && !strncmp(argv[arg], "savemacro", 9))
+      else if (s.substr(0, 9) == "savemacro")
         {
           save_macro = true;
-          if (strlen(argv[arg]) > 9)
+          if (s.length() > 9)
             {
-              if (strlen(argv[arg]) == 10 || argv[arg][9] != '=')
+              if (s.length() == 10 || s.at(9) != '=')
                 {
                   cerr << "Incorrect syntax for savemacro option" << endl;
                   usage();
                 }
-              save_macro_file = string(argv[arg] + 10);
+              save_macro_file = s.substr(10);
             }
         }
-      else if (!strcmp(argv[arg], "nolinemacro"))
-        no_line_macro = true;
-      else if (!strcmp(argv[arg], "noemptylinemacro"))
-        no_empty_line_macro = true;
-      else if (!strcmp(argv[arg], "notmpterms"))
+      else if (s == "linemacro")
+        line_macro = true;
+      else if (s == "notmpterms")
         no_tmp_terms = true;
-      else if (!strcmp(argv[arg], "nolog"))
-        no_log = true;
-      else if (!strcmp(argv[arg], "nowarn"))
+      else if (s == "nolog")
+        {
+          // Do nothing, the option is implemented at the dynare.m level.
+          // We nevertheless accept it, to avoid an “unknown option” error.
+        }
+      else if (s == "nowarn")
         no_warn = true;
-      else if (!strcmp(argv[arg], "warn_uninit"))
+      else if (s == "warn_uninit")
         warn_uninit = true;
-      else if (!strcmp(argv[arg], "console"))
+      else if (s == "console")
         console = true;
-      else if (!strcmp(argv[arg], "nograph"))
+      else if (s == "nograph")
         nograph = true;
-      else if (!strcmp(argv[arg], "nointeractive"))
+      else if (s == "nointeractive")
         nointeractive = true;
-#if defined(_WIN32) || defined(__CYGWIN32__)
-      else if (!strcmp(argv[arg], "cygwin"))
-        cygwin = true;
-      else if (!strcmp(argv[arg], "msvc"))
-        msvc = true;
-      else if (!strcmp(argv[arg], "mingw"))
-        mingw = true;
-#endif
-      else if (strlen(argv[arg]) >= 8 && !strncmp(argv[arg], "conffile", 8))
-        {
-          if (strlen(argv[arg]) <= 9 || argv[arg][8] != '=')
+      else if (s.substr(0, 8) == "conffile")
+        {
+          if (s.length() <= 9 || s.at(8) != '=')
             {
               cerr << "Incorrect syntax for conffile option" << endl;
               usage();
             }
-          parallel_config_file = string(argv[arg] + 9);
+          conffile = s.substr(9);
         }
-      else if (!strcmp(argv[arg], "parallel_slave_open_mode"))
-        parallel_slave_open_mode = true;
-      else if (!strcmp(argv[arg], "parallel_test"))
+      else if (s == "parallel_follower_open_mode"
+               || s == "parallel_slave_open_mode") // Kept for backward compatibility, see #86
+        parallel_follower_open_mode = true;
+      else if (s == "parallel_test")
         parallel_test = true;
-      else if (!strcmp(argv[arg], "nostrict"))
+      else if (s.substr(0, 19) == "parallel_use_psexec")
+        {
+          if (s.length() <= 20 || s.at(19) != '=')
+            {
+              cerr << "Incorrect syntax for parallel_use_psexec option" << endl;
+              usage();
+            }
+
+          s.erase(0, 20);
+
+          if (s == "true")
+            parallel_use_psexec = true;
+          else if (s == "false")
+            parallel_use_psexec = false;
+          else
+            {
+              cerr << "Incorrect syntax for parallel_use_psexec option" << endl;
+              usage();
+            }
+        }
+      else if (s == "nostrict")
         nostrict = true;
-      else if (!strcmp(argv[arg], "stochastic"))
+      else if (s == "stochastic")
         stochastic = true;
-      else if (!strcmp(argv[arg], "fast"))
+      else if (s == "fast")
         check_model_changes = true;
-      else if (!strcmp(argv[arg], "minimal_workspace"))
+      else if (s == "minimal_workspace")
         minimal_workspace = true;
-      else if (!strcmp(argv[arg], "compute_xrefs"))
+      else if (s == "compute_xrefs")
         compute_xrefs = true;
-      else if (!strcmp(argv[arg], "transform_unary_ops"))
+      else if (s == "transform_unary_ops")
         transform_unary_ops = true;
-      else if (strlen(argv[arg]) >= 8 && !strncmp(argv[arg], "parallel", 8))
+      else if (s.substr(0, 8) == "parallel")
         {
           parallel = true;
-          if (strlen(argv[arg]) > 8)
+          if (s.length() > 8)
             {
-              if (strlen(argv[arg]) == 9 || argv[arg][8] != '=')
+              if (s.length() == 9 || s.at(8) != '=')
                 {
                   cerr << "Incorrect syntax for parallel option" << endl;
                   usage();
                 }
-              cluster_name = string(argv[arg] + 9);
+              cluster_name = s.substr(9);
             }
         }
-      else if (strlen(argv[arg]) >= 2 && !strncmp(argv[arg], "-D", 2))
+      else if (s.substr(0, 2) == "-D")
         {
-          if (strlen(argv[arg]) == 2)
+          if (s.length() == 2)
             {
               cerr << "Incorrect syntax for command line define: the defined variable "
                    << "must not be separated from -D by whitespace." << endl;
               usage();
             }
 
-          size_t equal_index = string(argv[arg]).find('=');
-          if (equal_index != string::npos)
-            {
-              string key = string(argv[arg]).erase(equal_index).erase(0, 2);
-              defines[key] = string(argv[arg]).erase(0, equal_index+1);
-            }
+          if (auto equal_index = s.find('='); equal_index != string::npos)
+            defines.emplace_back(s.substr(2, equal_index - 2), s.substr(equal_index + 1));
           else
-            {
-              string key = string(argv[arg]).erase(0, 2);
-              defines[key] = "1";
-            }
+            defines.emplace_back(s.substr(2), "true");
         }
-      else if (strlen(argv[arg]) >= 2 && !strncmp(argv[arg], "-I", 2))
+      else if (s.substr(0, 2) == "-I")
         {
-          if (strlen(argv[arg]) == 2)
+          if (s.length() == 2)
             {
               cerr << "Incorrect syntax for command line define: the defined variable "
                    << "must not be separated from -I by whitespace." << endl;
               usage();
             }
-          path.push_back(string(argv[arg]).erase(0, 2));
+          paths.emplace_back(s.substr(2));
         }
-      else if (strlen(argv[arg]) >= 6 && !strncmp(argv[arg], "output", 6))
+      else if (s.substr(0, 6) == "output")
         {
-          if (strlen(argv[arg]) <= 7 || argv[arg][6] != '=')
+          if (s.length() <= 7 || s.at(6) != '=')
             {
               cerr << "Incorrect syntax for output option" << endl;
               usage();
             }
-          if (strlen(argv[arg]) == 14 && !strncmp(argv[arg] + 7, "dynamic", 7))
-            output_mode = FileOutputType::dynamic;
-          else if (strlen(argv[arg]) ==  12 && !strncmp(argv[arg] + 7, "first", 5))
-            output_mode = FileOutputType::first;
-          else if (strlen(argv[arg]) == 13 && !strncmp(argv[arg] + 7, "second", 6))
-            output_mode = FileOutputType::second;
-          else if (strlen(argv[arg]) == 12 && !strncmp(argv[arg] + 7, "third", 5))
-            output_mode = FileOutputType::third;
+
+          s.erase(0, 7);
+
+          if (s == "first")
+            output_mode = OutputType::first;
+          else if (s == "second")
+            output_mode = OutputType::second;
+          else if (s == "third")
+            output_mode = OutputType::third;
           else
             {
               cerr << "Incorrect syntax for output option" << endl;
               usage();
             }
         }
-      else if (strlen(argv[arg]) >= 8 && !strncmp(argv[arg], "language", 8))
+      else if (s.substr(0, 8) == "language")
         {
-          if (strlen(argv[arg]) <= 9 || argv[arg][8] != '=')
+          if (s.length() <= 9 || s.at(8) != '=')
             {
               cerr << "Incorrect syntax for language option" << endl;
               usage();
             }
 
-          if (strlen(argv[arg]) == 14 && !strncmp(argv[arg] + 9, "julia", 5))
+          s.erase(0, 9);
+
+          if (s == "matlab")
+            language = LanguageOutputType::matlab;
+          else if (s == "julia")
             language = LanguageOutputType::julia;
-          else
-            {
-              // we don't want temp terms in external functions (except Julia)
-              no_tmp_terms = true;
-              if (strlen(argv[arg]) == 13 && !strncmp(argv[arg] + 9, "cuda", 4))
-                language = LanguageOutputType::cuda;
-              else if (strlen(argv[arg]) == 15 && !strncmp(argv[arg] + 9, "python", 6))
-                language = LanguageOutputType::python;
           else
             {
               cerr << "Incorrect syntax for language option" << endl;
               usage();
             }
         }
-        }
-      else if (!strcmp(argv[arg], "jsonstdout"))
+      else if (s == "jsonstdout")
         json_output_mode = JsonFileOutputType::standardout;
-      else if (!strcmp(argv[arg], "onlyjson"))
+      else if (s == "onlyjson")
         onlyjson = true;
-      else if (!strcmp(argv[arg], "nopreprocessoroutput"))
-        nopreprocessoroutput = true;
-      else if (!strcmp(argv[arg], "jsonderivsimple"))
+      else if (s == "nopreprocessoroutput")
+        cout.rdbuf(nullptr);
+      else if (s == "jsonderivsimple")
         jsonderivsimple = true;
-      else if (strlen(argv[arg]) >= 4 && !strncmp(argv[arg], "json", 4))
+      else if (s.substr(0, 4) == "json")
         {
-          if (strlen(argv[arg]) <= 5 || argv[arg][4] != '=')
+          if (s.length() <= 5 || s.at(4) != '=')
             {
               cerr << "Incorrect syntax for json option" << endl;
               usage();
             }
-          if (strlen(argv[arg]) == 10 && !strncmp(argv[arg] + 5, "parse", 5))
+
+          s.erase(0, 5);
+
+          if (s == "parse")
             json = JsonOutputPointType::parsing;
-          else if (strlen(argv[arg]) ==  10 && !strncmp(argv[arg] + 5, "check", 5))
+          else if (s == "check")
             json = JsonOutputPointType::checkpass;
-          else if (strlen(argv[arg]) == 14 && !strncmp(argv[arg] + 5, "transform", 9))
+          else if (s == "transform")
             json = JsonOutputPointType::transformpass;
-          else if (strlen(argv[arg]) == 12 && !strncmp(argv[arg] + 5, "compute", 7))
+          else if (s == "compute")
             json = JsonOutputPointType::computingpass;
           else
             {
@@ -332,80 +384,173 @@ main(int argc, char **argv)
               usage();
             }
         }
+      else if (s.substr(0, 6) == "mexext")
+        {
+          if (s.length() <= 7 || s.at(6) != '=')
+            {
+              cerr << "Incorrect syntax for mexext option" << endl;
+              usage();
+            }
+          mexext = s.substr(7);
+        }
+      else if (s.substr(0, 11) == "exclude_eqs")
+        {
+          if (s.length() <= 12 || s.at(11) != '=')
+            {
+              cerr << "Incorrect syntax for exclude_eqs option" << endl;
+              usage();
+            }
+          exclude_eqs = s.substr(12);
+        }
+      else if (s.substr(0, 11) == "include_eqs")
+        {
+          if (s.length() <= 12 || s.at(11) != '=')
+            {
+              cerr << "Incorrect syntax for include_eqs option" << endl;
+              usage();
+            }
+          include_eqs = s.substr(12);
+        }
+      else if (s.substr(0, 10) == "matlabroot")
+        {
+          if (s.length() <= 11 || s.at(10) != '=')
+            {
+              cerr << "Incorrect syntax for matlabroot option" << endl;
+              usage();
+            }
+          matlabroot = filesystem::path {s.substr(11)};
+        }
+      else if (s == "onlymodel")
+        onlymodel = true;
+      else if (s == "gui")
+        gui = true;
+      else if (s == "use_dll")
+        use_dll = true;
+      else if (s == "nocommutativity")
+        DataTree::setNoCommutativity();
       else
         {
-          cerr << "Unknown option: " << argv[arg] << endl;
+          cerr << "Unknown option: " << s << endl;
           usage();
         }
     }
 
-  if (!nopreprocessoroutput)
   cout << "Starting preprocessing of the model file ..." << endl;
 
+  // Determine root of Dynare installation
+  const filesystem::path argv0 {argv[0]};
+  // Normal case: binary is in preprocessor/dynare-preprocessor(.exe)?
+  filesystem::path dynareroot = argv0.parent_path().parent_path();
+  if (argv0.filename().stem() == "dynare_m")
+    // Special case: backward compatibility location in matlab/preprocessor64/dynare_m(.exe)?
+    dynareroot = dynareroot.parent_path();
+
   // Construct basename (i.e. remove file extension if there is one)
-  string basename = argv[1];
-  string modfile, modfiletxt;
-  size_t fsc = basename.find_first_of(';');
-  if (fsc != string::npos)
-    {
-      // If a semicolon is found in argv[1], treat it as the text of the modfile
-      modfile = "mod_file_passed_as_string.mod";
-      basename = "mod_file_passed_as_string";
-      modfiletxt = argv[1];
-    }
-  else
-    {
-      // If a semicolon is NOT found in argv[1], treat it as the name of the modfile
-      modfile = argv[1];
-      size_t pos = basename.find_last_of('.');
-      if (pos != string::npos)
-        basename.erase(pos);
+  /* Calling string() method on filename.stem(): not necessary on GNU/Linux and macOS because there
+     is an implicit conversion from filesystem:path to string (i.e. basic_string<char>), but needed
+     on Windows because the implicit conversion is only to wstring (i.e. basic_string<wchar_t>). */
+  const string basename {filename.stem().string()};
 
-      ifstream modfile(argv[1], ios::binary);
-      if (modfile.fail())
+  // Forbid some basenames, since they will cause trouble (see preprocessor#62)
+  set<string> forbidden_basenames = {"T", "y", "x", "params", "steady_state", "it_", "true"};
+  if (forbidden_basenames.contains(basename))
     {
-          cerr << "ERROR: Could not open file: " << argv[1] << endl;
+      cerr << "ERROR: Please use another name for your .mod file. The one you have chosen ("
+           << argv[1] << ") conflicts with internal Dynare names." << endl;
       exit(EXIT_FAILURE);
     }
 
-      stringstream buffer;
-      buffer << modfile.rdbuf();
-      modfiletxt = buffer.str();
-    }
-
   WarningConsolidation warnings(no_warn);
 
   // Process config file
-  ConfigFile config_file(parallel, parallel_test, parallel_slave_open_mode, cluster_name);
-  config_file.getConfigFileInfo(parallel_config_file);
-  config_file.checkPass(warnings);
-  config_file.transformPass();
+  Configuration config {parallel, parallel_test, parallel_follower_open_mode, parallel_use_psexec,
+                        cluster_name};
+  config.getConfigFileInfo(conffile, warnings);
+  config.checkPass(warnings);
+  config.transformPass();
 
   // If Include option was passed to the [paths] block of the config file, add
   // it to paths before macroprocessing
-  vector<string> config_include_paths = config_file.getIncludePaths();
-  for (vector<string>::const_iterator it = config_include_paths.begin();
-       it != config_include_paths.end(); it++)
-    path.push_back(*it);
+  for (const auto& it : config.getIncludePaths())
+    paths.emplace_back(it);
 
-  // Do macro processing
-  stringstream macro_output;
-  main1(modfile, basename, modfiletxt, debug, save_macro, save_macro_file, no_line_macro, no_empty_line_macro,
-        defines, path, macro_output);
+  /*
+   * Macro-expand MOD file
+   */
+  stringstream macro_output
+      = macroExpandModFile(filename, modfile, debug, save_macro, move(save_macro_file), line_macro,
+                           defines, move(paths));
 
   if (only_macro)
     return EXIT_SUCCESS;
 
-  // Do the rest
-  main2(macro_output, basename, debug, clear_all, clear_global,
-        no_tmp_terms, no_log, no_warn, warn_uninit, console, nograph, nointeractive,
-        parallel, config_file, warnings, nostrict, stochastic, check_model_changes, minimal_workspace,
-        compute_xrefs, output_mode, language, params_derivs_order, transform_unary_ops
-#if defined(_WIN32) || defined(__CYGWIN32__)
-        , cygwin, msvc, mingw
-#endif
-        , json, json_output_mode, onlyjson, jsonderivsimple, nopreprocessoroutput
-        );
+  if (!exclude_eqs.empty() && !include_eqs.empty())
+    {
+      cerr << "You may only pass one of `include_eqs` and `exclude_eqs`" << endl;
+      exit(EXIT_FAILURE);
+    }
+
+  /*
+   * Process Macro-expanded MOD file
+   */
+  ParsingDriver p(warnings, nostrict);
+
+  filesystem::remove_all(basename + "/model/json");
+
+  // Do parsing and construct internal representation of mod file
+  unique_ptr<ModFile> mod_file = p.parse(macro_output, debug);
+
+  // Handle use_dll option specified on the command line
+  if (use_dll)
+    mod_file->use_dll = true;
+
+  if (mod_file->use_dll && language == LanguageOutputType::julia)
+    {
+      cerr << "ERROR: `use_dll` option is not compatible with Julia" << endl;
+      exit(EXIT_FAILURE);
+    }
+
+  if (mod_file->use_dll)
+    ModelTree::initializeMEXCompilationWorkers(max(jthread::hardware_concurrency(), 1U), dynareroot,
+                                               mexext);
+
+  if (json == JsonOutputPointType::parsing)
+    mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson);
+
+  // Run checking pass
+  mod_file->checkPass(nostrict, stochastic);
+  if (json == JsonOutputPointType::checkpass)
+    mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson);
+
+  // Perform transformations on the model (creation of auxiliary vars and equations)
+  mod_file->transformPass(nostrict, stochastic,
+                          compute_xrefs || json == JsonOutputPointType::transformpass,
+                          transform_unary_ops, exclude_eqs, include_eqs);
+  if (json == JsonOutputPointType::transformpass)
+    mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson);
+
+  // Evaluate parameters initialization, initval, endval and pounds
+  mod_file->evalAllExpressions(warn_uninit);
+
+  // Do computations
+  mod_file->computingPass(no_tmp_terms, output_mode, params_derivs_order);
+  if (json == JsonOutputPointType::computingpass)
+    mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson, jsonderivsimple);
+
+  // Write output files
+  if (language == LanguageOutputType::julia)
+    mod_file->writeJuliaOutput(basename);
+  else
+    mod_file->writeMOutput(basename, clear_all, clear_global, no_warn, console, nograph,
+                           nointeractive, config, check_model_changes, minimal_workspace,
+                           compute_xrefs, mexext, matlabroot, onlymodel, gui, notime);
+
+  /* Ensures that workers are not destroyed before they finish compiling.
+     Also ensures that the preprocessor final message is printed after the end of
+     compilation (and is not printed in case of compilation failure). */
+  if (mod_file->use_dll)
+    ModelTree::waitForMEXCompilationWorkers();
 
+  cout << "Preprocessing completed." << endl;
   return EXIT_SUCCESS;
 }

src/DynareMain1.cc

-/*
- * Copyright (C) 2015-2017 Dynare Team
- *
- * This file is part of Dynare.
- *
- * Dynare is free software: you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation, either version 3 of the License, or
- * (at your option) any later version.
- *
- * Dynare is distributed in the hope that it will be useful,
- * but WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
- * GNU General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
- */
-
-#include <sstream>
-#include <fstream>
-
-#include "macro/MacroDriver.hh"
-
-bool compareNewline (int i, int j) {
-  return i == '\n' && j == '\n';
-}
-
-void
-main1(string &modfile, string &basename, string &modfiletxt, bool debug, bool save_macro, string &save_macro_file,
-      bool no_line_macro, bool no_empty_line_macro, map<string, string> &defines, vector<string> &path, stringstream &macro_output)
-{
-  // Do macro processing
-  MacroDriver m;
-
-  m.parse(modfile, basename, modfiletxt, macro_output, debug, no_line_macro, defines, path);
-  if (save_macro)
-    {
-      if (save_macro_file.empty())
-        save_macro_file = basename + "-macroexp.mod";
-      ofstream macro_output_file(save_macro_file);
-      if (macro_output_file.fail())
-        {
-          cerr << "Cannot open " << save_macro_file << " for macro output" << endl;
-          exit(EXIT_FAILURE);
-        }
-
-      string str (macro_output.str());
-      if (no_empty_line_macro)
-        str.erase(unique(str.begin(), str.end(), compareNewline), str.end());
-      macro_output_file << str;
-      macro_output_file.close();
-    }
-}

src/DynareMain2.cc

-/*
- * Copyright (C) 2008-2017 Dynare Team
- *
- * This file is part of Dynare.
- *
- * Dynare is free software: you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation, either version 3 of the License, or
- * (at your option) any later version.
- *
- * Dynare is distributed in the hope that it will be useful,
- * but WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
- * GNU General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
- */
-
-#include <iostream>
-
-#include <boost/filesystem.hpp>
-
-#include "ParsingDriver.hh"
-#include "ModFile.hh"
-#include "ConfigFile.hh"
-#include "ExtendedPreprocessorTypes.hh"
-
-void
-main2(stringstream &in, string &basename, bool debug, bool clear_all, bool clear_global,
-      bool no_tmp_terms, bool no_log, bool no_warn, bool warn_uninit, bool console,
-      bool nograph, bool nointeractive, bool parallel, ConfigFile &config_file,
-      WarningConsolidation &warnings, bool nostrict, bool stochastic, bool check_model_changes,
-      bool minimal_workspace, bool compute_xrefs, FileOutputType output_mode,
-      LanguageOutputType language, int params_derivs_order, bool transform_unary_ops
-#if defined(_WIN32) || defined(__CYGWIN32__)
-      , bool cygwin, bool msvc, bool mingw
-#endif
-      , JsonOutputPointType json, JsonFileOutputType json_output_mode, bool onlyjson, bool jsonderivsimple
-      , bool nopreprocessoroutput
-      )
-{
-  ParsingDriver p(warnings, nostrict);
-
-  boost::filesystem::remove_all(basename + "/model/json");
-
-  // Do parsing and construct internal representation of mod file
-  unique_ptr<ModFile> mod_file = p.parse(in, debug);
-  if (json == JsonOutputPointType::parsing)
-    mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson, nopreprocessoroutput);
-
-  // Run checking pass
-  mod_file->checkPass(nostrict, stochastic);
-  if (json == JsonOutputPointType::checkpass)
-    mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson, nopreprocessoroutput);
-
-  // Perform transformations on the model (creation of auxiliary vars and equations)
-  mod_file->transformPass(nostrict, stochastic, compute_xrefs || json == JsonOutputPointType::transformpass, nopreprocessoroutput, transform_unary_ops);
-  if (json == JsonOutputPointType::transformpass)
-    mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson, nopreprocessoroutput);
-
-  // Evaluate parameters initialization, initval, endval and pounds
-  mod_file->evalAllExpressions(warn_uninit, nopreprocessoroutput);
-
-  // Do computations
-  mod_file->computingPass(no_tmp_terms, output_mode, params_derivs_order, nopreprocessoroutput);
-  if (json == JsonOutputPointType::computingpass)
-    mod_file->writeJsonOutput(basename, json, json_output_mode, onlyjson, nopreprocessoroutput, jsonderivsimple);
-
-  // Write outputs
-  if (output_mode != FileOutputType::none)
-    mod_file->writeExternalFiles(basename, output_mode, language, nopreprocessoroutput);
-  else
-    mod_file->writeOutputFiles(basename, clear_all, clear_global, no_log, no_warn, console, nograph,
-                               nointeractive, config_file, check_model_changes, minimal_workspace, compute_xrefs
-#if defined(_WIN32) || defined(__CYGWIN32__)
-                               , cygwin, msvc, mingw
-#endif
-                               , nopreprocessoroutput
-                               );
-
-  if (!nopreprocessoroutput)
-    cout << "Preprocessing completed." << endl;
-}

src/EquationTags.cc

+/*
+ * Copyright © 2020-2025 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
+ */
+
+#include "EquationTags.hh"
+
+#include <ostream>
+#include <regex>
+#include <utility>
+
+set<int>
+EquationTags::getEqnsByKey(const string& key) const
+{
+  set<int> retval;
+  for (const auto& [eqn, tags] : eqn_tags)
+    if (tags.contains(key))
+      retval.insert(eqn);
+  return retval;
+}
+
+set<int>
+EquationTags::getEqnsByTag(const string& key, const string& value) const
+{
+  set<int> retval;
+  for (const auto& [eqn, tags] : eqn_tags)
+    if (auto tmp = tags.find(key); tmp != tags.end() && tmp->second == value)
+      retval.insert(eqn);
+  return retval;
+}
+
+optional<int>
+EquationTags::getEqnByTag(const string& key, const string& value) const
+{
+  for (const auto& [eqn, tags] : eqn_tags)
+    if (auto tmp = tags.find(key); tmp != tags.end() && tmp->second == value)
+      return eqn;
+  return nullopt;
+}
+
+set<int>
+EquationTags::getEqnsByTags(const map<string, string>& tags_selected) const
+{
+  set<int> retval;
+  for (const auto& [eqn, tags] : eqn_tags)
+    {
+      for (const auto& [key, value] : tags_selected)
+        if (auto tmp = tags.find(key); tmp == tags.end() || tmp->second != value)
+          goto next_eq;
+      retval.insert(eqn);
+    next_eq:;
+    }
+  return retval;
+}
+
+void
+EquationTags::erase(const set<int>& eqns, const map<int, int>& old_eqn_num_2_new)
+{
+  for (int eqn : eqns)
+    eqn_tags.erase(eqn);
+
+  for (const auto& [oldeqn, neweqn] : old_eqn_num_2_new)
+    if (eqn_tags.contains(oldeqn))
+      {
+        auto tmp = eqn_tags.extract(oldeqn);
+        tmp.key() = neweqn;
+        eqn_tags.insert(move(tmp));
+      }
+}
+
+void
+EquationTags::writeCheckSumInfo(ostream& output) const
+{
+  for (const auto& [eqn, tags] : eqn_tags)
+    for (const auto& [key, value] : tags)
+      output << "  " << eqn + 1 << key << " " << value << endl;
+}
+
+void
+EquationTags::writeOutput(ostream& output) const
+{
+  output << "M_.equations_tags = {" << endl;
+  for (const auto& [eqn, tags] : eqn_tags)
+    for (const auto& [key, value] : tags)
+      output << "  " << eqn + 1 << " , '" << key << "' , '" << value << "' ;" << endl;
+  output << "};" << endl;
+}
+
+void
+EquationTags::writeLatexOutput(ostream& output, int eqn) const
+{
+  if (!eqn_tags.contains(eqn))
+    return;
+
+  auto escape_special_latex_symbols = [](string str) {
+    const regex special_latex_chars(R"([&%$#_{}])");
+    const regex backslash(R"(\\)");
+    const regex tilde(R"(~)");
+    const regex carrot(R"(\^)");
+    const regex textbackslash(R"(\\textbackslash)");
+    str = regex_replace(str, backslash, R"(\textbackslash)");
+    str = regex_replace(str, special_latex_chars, R"(\$&)");
+    str = regex_replace(str, carrot, R"(\^{})");
+    str = regex_replace(str, tilde, R"(\textasciitilde{})");
+    return regex_replace(str, textbackslash, R"(\textbackslash{})");
+  };
+
+  output << R"(\noindent[)";
+  for (bool wrote_eq_tag {false}; const auto& [key, value] : eqn_tags.at(eqn))
+    {
+      if (exchange(wrote_eq_tag, true))
+        output << ", ";
+      output << escape_special_latex_symbols(key);
+
+      if (!value.empty())
+        output << "= `" << escape_special_latex_symbols(value) << "'";
+    }
+  output << "]" << endl;
+}
+
+void
+EquationTags::writeJsonAST(ostream& output, int eqn) const
+{
+  if (!eqn_tags.contains(eqn))
+    return;
+
+  output << R"(, "tags": {)";
+  for (bool wroteFirst {false}; const auto& [key, value] : eqn_tags.at(eqn))
+    {
+      if (exchange(wroteFirst, true))
+        output << ", ";
+      output << R"(")" << key << R"(": ")" << value << R"(")";
+    }
+  output << "}";
+}

src/EquationTags.hh

+/*
+ * Copyright © 2020-2023 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
+ */
+
+#ifndef EQUATION_TAGS_HH
+#define EQUATION_TAGS_HH
+
+#include <map>
+#include <optional>
+#include <set>
+#include <string>
+
+using namespace std;
+
+class EquationTags
+{
+private:
+  map<int, map<string, string>> eqn_tags;
+
+public:
+  // Add multiple equation tags for the given equation
+  void
+  add(int eqn, map<string, string> tags)
+  {
+    if (eqn_tags.contains(eqn))
+      eqn_tags[eqn].insert(move_iterator {tags.begin()}, move_iterator {tags.end()});
+    else
+      eqn_tags[eqn] = move(tags);
+  }
+
+  //! Add a single equation tag for the given equation
+  void
+  add(int eqn, string key, string value)
+  {
+    eqn_tags[eqn][move(key)] = move(value);
+  }
+
+  //! Clear all equation tag information
+  void
+  clear()
+  {
+    eqn_tags.clear();
+  }
+
+  //! Erase tags for given equations, using old_eqn_num_2_new as the mapping
+  //! to use for the remaining equation numbers
+  void erase(const set<int>& eqns, const map<int, int>& old_eqn_num_2_new);
+
+  //! Various functions to get info from equation tags
+  //! Get equation tags for a given equation
+  [[nodiscard]] map<string, string>
+  getTagsByEqn(int eqn) const
+  {
+    if (auto it = eqn_tags.find(eqn); it != eqn_tags.end())
+      return it->second;
+    return {};
+  }
+
+  //! Get equations that have the given key
+  [[nodiscard]] set<int> getEqnsByKey(const string& key) const;
+
+  //! Get equations that have the given key and value
+  [[nodiscard]] set<int> getEqnsByTag(const string& key, const string& value) const;
+
+  //! Get the first equation that has the given key and value
+  [[nodiscard]] optional<int> getEqnByTag(const string& key, const string& value) const;
+
+  // Get equations that have all the given keys and values (seen as a conjunction)
+  [[nodiscard]] set<int> getEqnsByTags(const map<string, string>& tags_selected) const;
+
+  //! Get the tag value given the equation number and key
+  [[nodiscard]] optional<string>
+  getTagValueByEqnAndKey(int eqn, const string& key) const
+  {
+    if (auto it = eqn_tags.find(eqn); it != eqn_tags.end())
+      if (auto it2 = it->second.find(key); it2 != it->second.end())
+        return it2->second;
+    return nullopt;
+  }
+
+  //! Get the equations marked dynamic
+  [[nodiscard]] set<int>
+  getDynamicEqns() const
+  {
+    return getEqnsByTag("dynamic", "");
+  }
+
+  //! Returns true if equation tag with key and value exists
+  [[nodiscard]] bool
+  exists(const string& key, const string& value) const
+  {
+    return getEqnByTag(key, value).has_value();
+  }
+
+  //! Returns true if equation tag with key exists for a given equation
+  [[nodiscard]] bool
+  exists(int eqn, const string& key) const
+  {
+    auto it = eqn_tags.find(eqn);
+    return it != eqn_tags.end() && it->second.contains(key);
+  }
+
+  //! Various functions to write equation tags
+  void writeCheckSumInfo(ostream& output) const;
+  void writeOutput(ostream& output) const;
+  void writeLatexOutput(ostream& output, int eqn) const;
+  void writeJsonAST(ostream& output, int eq) const;
+};
+
+#endif

src/ExprNode.hh

 /*
- * Copyright (C) 2007-2018 Dynare Team
+ * Copyright © 2007-2025 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -14,26 +14,31 @@
  * GNU General Public License for more details.
  *
  * You should have received a copy of the GNU General Public License
- * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+ * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
-#ifndef _EXPR_NODE_HH
-#define _EXPR_NODE_HH
+#ifndef EXPR_NODE_HH
+#define EXPR_NODE_HH
 
-#include <set>
+#include <concepts>
+#include <functional>
 #include <map>
-#include <vector>
+#include <optional>
 #include <ostream>
-#include <functional>
+#include <set>
+#include <unordered_map>
+#include <unordered_set>
+#include <utility>
+#include <vector>
 
 using namespace std;
 
-#include "SymbolTable.hh"
-#include "CodeInterpreter.hh"
+#include "Bytecode.hh"
+#include "CommonEnums.hh"
 #include "ExternalFunctionsTable.hh"
-#include "SymbolList.hh"
 
 class DataTree;
+class NumConstNode;
 class VariableNode;
 class UnaryOpNode;
 class BinaryOpNode;
@@ -48,82 +53,116 @@ struct ExprNodeLess;
   see the definition of ExprNodeLess */
 using temporary_terms_t = set<expr_t, ExprNodeLess>;
 /*! Keeps track of array indices of temporary_terms for writing */
-using temporary_terms_idxs_t = map<expr_t, int>;
-
-//! set of temporary terms used in a block
-using temporary_terms_inuse_t = set<int>;
-
-using map_idx_t = map<int, int>;
+using temporary_terms_idxs_t = unordered_map<expr_t, int>;
 
 //! Type for evaluation contexts
 /*! The key is a symbol id. Lags are assumed to be null */
 using eval_context_t = map<int, double>;
 
-//! Type for tracking first/second derivative functions that have already been written as temporary terms
+//! Type for tracking first/second derivative functions that have already been written as temporary
+//! terms
 using deriv_node_temp_terms_t = map<pair<int, vector<expr_t>>, int>;
 
-//! Type for the substitution map used in the process of substitutitng diff expressions
-//! diff_table[static_expr_t][lag] -> [dynamic_expr_t]
-using diff_table_t = map<expr_t, map<int, expr_t>>;
-
-//! Possible types of output when writing ExprNode(s)
+//! Type for the substitution map used for creating aux. vars for diff and unary_ops
+/*! Let ≅ be the equivalence relationship such that two expressions e₁ and e₂
+    are equivalent iff e₁ can be obtained from e₂ by shifting all leads/lags by
+    the same number of periods (e.g. x₋₁+y₂≅x₁+y₄).
+
+    For each equivalence class, we select a representative element, which is
+    the class member which has no lead and a variable appearing at current
+    period (in the previous example, it would be x₋₃+y). (Obviously, if there
+    is no variable in the expression, then there is only one element in the
+    class, and that one is the representative)
+
+    Each member of an equivalence class is represented by an integer,
+    corresponding to its distance to the representative element (e.g. x₋₁+y₂
+    has index 2 and x₁+y₄ has index 4). The representative element has index 0
+    by definition.
+
+    The keys in the std::map are the representative elements of the various
+    equivalence classes. The values are themselves std::map that describe the
+    equivalence class: they associate indices of class members to the
+    expressions with which they should be substituted. */
+using lag_equivalence_table_t = map<expr_t, map<int, expr_t>>;
+
+//! Possible types of output when writing ExprNode(s) (not used for bytecode)
 enum class ExprNodeOutputType
 {
-    matlabStaticModel,                           //!< Matlab code, static model
-    matlabDynamicModel,                          //!< Matlab code, dynamic model
-    matlabStaticModelSparse,                     //!< Matlab code, static block decomposed model
-    matlabDynamicModelSparse,                    //!< Matlab code, dynamic block decomposed model
-    CDynamicModel,                               //!< C code, dynamic model
-    CStaticModel,                                //!< C code, static model
-    juliaStaticModel,                            //!< Julia code, static model
-    juliaDynamicModel,                           //!< Julia code, dynamic model
+  matlabStaticModel,                //!< Matlab code, static model, legacy representation
+  matlabDynamicModel,               //!< Matlab code, dynamic model, legacy representation
+  matlabSparseStaticModel,          //!< Matlab code, static model, sparse representation
+  matlabSparseDynamicModel,         //!< Matlab code, dynamic model, sparse representation
+  CDynamicModel,                    //!< C code, dynamic model, legacy representation
+  CStaticModel,                     //!< C code, static model, legacy representation
+  CSparseDynamicModel,              //!< C code, dynamic model, sparse representation
+  CSparseStaticModel,               //!< C code, static model, sparse representation
+  juliaStaticModel,                 //!< Julia code, static model, legacy representation
+  juliaDynamicModel,                //!< Julia code, dynamic model, legacy representation
+  juliaSparseStaticModel,           //!< Julia code, static model, sparse representation
+  juliaSparseDynamicModel,          //!< Julia code, dynamic model, sparse representation
   matlabOutsideModel,               //!< Matlab code, outside model block (for example in initval)
   latexStaticModel,                 //!< LaTeX code, static model
   latexDynamicModel,                //!< LaTeX code, dynamic model
   latexDynamicSteadyStateOperator,  //!< LaTeX code, dynamic model, inside a steady state operator
   matlabDynamicSteadyStateOperator, //!< Matlab code, dynamic model, inside a steady state operator
-    matlabDynamicSparseSteadyStateOperator,      //!< Matlab code, dynamic block decomposed model, inside a steady state operator
   CDynamicSteadyStateOperator,      //!< C code, dynamic model, inside a steady state operator
   juliaDynamicSteadyStateOperator,  //!< Julia code, dynamic model, inside a steady state operator
   steadyStateFile,                  //!< Matlab code, in the generated steady state file
   juliaSteadyStateFile,             //!< Julia code, in the generated steady state file
   matlabDseries,                    //!< Matlab code for dseries
-    epilogueFile                                 //!< Matlab code, in the generated epilogue file
+  juliaTimeDataFrame,               //!< Julia code for TimeDataFrame objects
+  epilogueFile,                     //!< Matlab code, in the generated epilogue file
+  occbinDifferenceFile              //!< MATLAB, in the generated occbin_difference file
+};
+
+// Possible types of output when writing ExprNode(s) in bytecode
+enum class ExprNodeBytecodeOutputType
+{
+  dynamicModel,
+  staticModel,
+  dynamicSteadyStateOperator, // Inside a steady_state operator
+  dynamicAssignmentLHS, // Assignment of a dynamic variable on the LHS of a (recursive) equation
+  staticAssignmentLHS   // Assignment of a static variable on the LHS of a (recursive) equation
 };
 
-inline bool
+constexpr bool
 isMatlabOutput(ExprNodeOutputType output_type)
 {
   return output_type == ExprNodeOutputType::matlabStaticModel
          || output_type == ExprNodeOutputType::matlabDynamicModel
+         || output_type == ExprNodeOutputType::matlabSparseStaticModel
+         || output_type == ExprNodeOutputType::matlabSparseDynamicModel
          || output_type == ExprNodeOutputType::matlabOutsideModel
-    || output_type == ExprNodeOutputType::matlabStaticModelSparse
-    || output_type == ExprNodeOutputType::matlabDynamicModelSparse
          || output_type == ExprNodeOutputType::matlabDynamicSteadyStateOperator
-    || output_type == ExprNodeOutputType::matlabDynamicSparseSteadyStateOperator
          || output_type == ExprNodeOutputType::steadyStateFile
          || output_type == ExprNodeOutputType::matlabDseries
-    || output_type == ExprNodeOutputType::epilogueFile;
+         || output_type == ExprNodeOutputType::epilogueFile
+         || output_type == ExprNodeOutputType::occbinDifferenceFile;
 }
 
-inline bool
+constexpr bool
 isJuliaOutput(ExprNodeOutputType output_type)
 {
   return output_type == ExprNodeOutputType::juliaStaticModel
          || output_type == ExprNodeOutputType::juliaDynamicModel
+         || output_type == ExprNodeOutputType::juliaSparseStaticModel
+         || output_type == ExprNodeOutputType::juliaSparseDynamicModel
          || output_type == ExprNodeOutputType::juliaDynamicSteadyStateOperator
-    || output_type == ExprNodeOutputType::juliaSteadyStateFile;
+         || output_type == ExprNodeOutputType::juliaSteadyStateFile
+         || output_type == ExprNodeOutputType::juliaTimeDataFrame;
 }
 
-inline bool
+constexpr bool
 isCOutput(ExprNodeOutputType output_type)
 {
   return output_type == ExprNodeOutputType::CDynamicModel
          || output_type == ExprNodeOutputType::CStaticModel
+         || output_type == ExprNodeOutputType::CSparseDynamicModel
+         || output_type == ExprNodeOutputType::CSparseStaticModel
          || output_type == ExprNodeOutputType::CDynamicSteadyStateOperator;
 }
 
-inline bool
+constexpr bool
 isLatexOutput(ExprNodeOutputType output_type)
 {
   return output_type == ExprNodeOutputType::latexStaticModel
@@ -131,17 +170,66 @@ isLatexOutput(ExprNodeOutputType output_type)
          || output_type == ExprNodeOutputType::latexDynamicSteadyStateOperator;
 }
 
+constexpr bool
+isSteadyStateOperatorOutput(ExprNodeOutputType output_type)
+{
+  return output_type == ExprNodeOutputType::latexDynamicSteadyStateOperator
+         || output_type == ExprNodeOutputType::matlabDynamicSteadyStateOperator
+         || output_type == ExprNodeOutputType::CDynamicSteadyStateOperator
+         || output_type == ExprNodeOutputType::juliaDynamicSteadyStateOperator;
+}
+
+constexpr bool
+isSparseModelOutput(ExprNodeOutputType output_type)
+{
+  return output_type == ExprNodeOutputType::matlabSparseStaticModel
+         || output_type == ExprNodeOutputType::matlabSparseDynamicModel
+         || output_type == ExprNodeOutputType::juliaSparseStaticModel
+         || output_type == ExprNodeOutputType::juliaSparseDynamicModel
+         || output_type == ExprNodeOutputType::CSparseDynamicModel
+         || output_type == ExprNodeOutputType::CSparseStaticModel;
+}
+
+constexpr bool
+isAssignmentLHSBytecodeOutput(ExprNodeBytecodeOutputType output_type)
+{
+  return output_type == ExprNodeBytecodeOutputType::staticAssignmentLHS
+         || output_type == ExprNodeBytecodeOutputType::dynamicAssignmentLHS;
+}
+
 /* Equal to 1 for Matlab langage or Julia, or to 0 for C language. Not defined for LaTeX.
    In Matlab and Julia, array indexes begin at 1, while they begin at 0 in C */
-#define ARRAY_SUBSCRIPT_OFFSET(output_type) ((int) (isMatlabOutput(output_type) || isJuliaOutput(output_type)))
+constexpr int
+ARRAY_SUBSCRIPT_OFFSET(ExprNodeOutputType output_type)
+{
+  return static_cast<int>(isMatlabOutput(output_type) || isJuliaOutput(output_type));
+}
 
 // Left and right array subscript delimiters: '(' and ')' for Matlab, '[' and ']' for C
-#define LEFT_ARRAY_SUBSCRIPT(output_type) (isMatlabOutput(output_type) ? '(' : '[')
-#define RIGHT_ARRAY_SUBSCRIPT(output_type) (isMatlabOutput(output_type) ? ')' : ']')
+constexpr char
+LEFT_ARRAY_SUBSCRIPT(ExprNodeOutputType output_type)
+{
+  return isMatlabOutput(output_type) ? '(' : '[';
+}
+
+constexpr char
+RIGHT_ARRAY_SUBSCRIPT(ExprNodeOutputType output_type)
+{
+  return isMatlabOutput(output_type) ? ')' : ']';
+}
 
 // Left and right parentheses
-#define LEFT_PAR(output_type) (isLatexOutput(output_type) ? "\\left(" : "(")
-#define RIGHT_PAR(output_type) (isLatexOutput(output_type) ? "\\right)" : ")")
+inline string
+LEFT_PAR(ExprNodeOutputType output_type)
+{
+  return isLatexOutput(output_type) ? "\\left(" : "(";
+}
+
+inline string
+RIGHT_PAR(ExprNodeOutputType output_type)
+{
+  return isLatexOutput(output_type) ? "\\right)" : ")";
+}
 
 //! Base class for expression nodes
 class ExprNode
@@ -159,11 +247,20 @@ class ExprNode
   friend class AbstractExternalFunctionNode;
   friend class VarExpectationNode;
   friend class PacExpectationNode;
+
 private:
   //! Computes derivative w.r. to a derivation ID (but doesn't store it in derivatives map)
   /*! You shoud use getDerivative() to get the benefit of symbolic a priori and of caching */
   virtual expr_t computeDerivative(int deriv_id) = 0;
 
+  /* Internal helper for getChainRuleDerivative(), that does the computation
+     but assumes that the caching of this is handled elsewhere */
+  virtual expr_t
+  computeChainRuleDerivative(int deriv_id, const map<int, BinaryOpNode*>& recursive_variables,
+                             unordered_map<expr_t, set<int>>& non_null_chain_rule_derivatives,
+                             unordered_map<expr_t, map<int, expr_t>>& cache)
+      = 0;
+
 protected:
   //! Reference to the enclosing DataTree
   DataTree& datatree;
@@ -180,23 +277,40 @@ class ExprNode
   //! Used for caching of first order derivatives (when non-null)
   map<int, expr_t> derivatives;
 
-      const static int min_cost_matlab{40*90};
-      const static int min_cost_c{40*4};
-      inline static int min_cost(bool is_matlab) { return(is_matlab ? min_cost_matlab : min_cost_c); };
+  constexpr static int min_cost_matlab {40 * 90};
+  constexpr static int min_cost_c {40 * 4};
+  constexpr static int
+  min_cost(bool is_matlab)
+  {
+    return is_matlab ? min_cost_matlab : min_cost_c;
+  }
+
+  //! Initializes data member non_null_derivatives
+  virtual void prepareForDerivation() = 0;
+
+  /* Computes the derivatives which are potentially non-null, using symbolic a
+     priori, similarly to prepareForDerivation(), but in a chain rule
+     derivation context. See getChainRuleDerivation() for the meaning of
+     “recursive_variables”. Note that all non-endogenous variables are
+     automatically considered to have a zero derivative (since they’re never
+     used in a chain rule context) */
+  virtual void prepareForChainRuleDerivation(
+      const map<int, BinaryOpNode*>& recursive_variables,
+      unordered_map<expr_t, set<int>>& non_null_chain_rule_derivatives) const
+      = 0;
 
   //! Cost of computing current node
   /*! Nodes included in temporary_terms are considered having a null cost */
-      virtual int cost(int cost, bool is_matlab) const;
-      virtual int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const;
-      virtual int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const;
+  [[nodiscard]] virtual int cost(int cost, bool is_matlab) const;
+  [[nodiscard]] virtual int
+  cost(const vector<vector<unordered_set<expr_t>>>& blocks_temporary_terms, bool is_matlab) const;
+  [[nodiscard]] virtual int cost(const map<pair<int, int>, unordered_set<expr_t>>& temp_terms_map,
+                                 bool is_matlab) const;
 
   //! For creating equation cross references
   struct EquationInfo
   {
-        set<pair<int, int>> param;
-        set<pair<int, int>> endo;
-        set<pair<int, int>> exo;
-        set<pair<int, int>> exo_det;
+    set<pair<int, int>> param, endo, exo, exo_det;
   };
 
   //! If this node is a temporary term, writes its temporary term representation
@@ -205,55 +319,135 @@ class ExprNode
   bool checkIfTemporaryTermThenWrite(ostream& output, ExprNodeOutputType output_type,
                                      const temporary_terms_t& temporary_terms,
                                      const temporary_terms_idxs_t& temporary_terms_idxs) const;
+
+  // Same as above, for the bytecode case
+  bool
+  checkIfTemporaryTermThenWriteBytecode(Bytecode::Writer& code_file,
+                                        ExprNodeBytecodeOutputType output_type,
+                                        const temporary_terms_t& temporary_terms,
+                                        const temporary_terms_idxs_t& temporary_terms_idxs) const;
+
+  // Internal helper for matchVariableTimesConstantTimesParam()
+  virtual void matchVTCTPHelper(optional<int>& var_id, int& lag, optional<int>& param_id,
+                                double& constant, bool at_denominator) const;
+
+  /* Computes the representative element and the index under the
+     lag-equivalence relationship. See the comment above
+     lag_equivalence_table_t for an explanation of these concepts. */
+  [[nodiscard]] pair<expr_t, int> getLagEquivalenceClass() const;
+
+  /* Computes the set of all sub-expressions that contain the variable
+     (symb_id, lag).
+     Note that if a diff operator is encountered:
+     - diff(expr) will be added to the output set if either expr or expr(-1)
+       contains the variable;
+     - the method will be called recursively on expr-expr(-1)  */
+  virtual void computeSubExprContainingVariable(int symb_id, int lag,
+                                                set<expr_t>& contain_var) const
+      = 0;
+
 public:
   ExprNode(DataTree& datatree_arg, int idx_arg);
-      virtual
-      ~ExprNode();
+  virtual ~ExprNode() = default;
 
   ExprNode(const ExprNode&) = delete;
-      ExprNode(ExprNode &&) = delete;
   ExprNode& operator=(const ExprNode&) = delete;
-      ExprNode & operator=(ExprNode &&) = delete;
-
-      //! Initializes data member non_null_derivatives
-      virtual void prepareForDerivation() = 0;
 
   //! Returns derivative w.r. to derivation ID
-      /*! Uses a symbolic a priori to pre-detect null derivatives, and caches the result for other derivatives (to avoid computing it several times)
-        For an equal node, returns the derivative of lhs minus rhs */
+  /*! Uses a symbolic a priori to pre-detect null derivatives, and caches the result for other
+    derivatives (to avoid computing it several times) For an equal node, returns the derivative of
+    lhs minus rhs */
   expr_t getDerivative(int deriv_id);
 
-      //! Computes derivatives by applying the chain rule for some variables
-      /*!
-        \param deriv_id The derivation ID with respect to which we are derivating
-        \param recursive_variables Contains the derivation ID for which chain rules must be applied. Keys are derivation IDs, values are equations of the form x=f(y) where x is the key variable and x doesn't appear in y
-      */
-      virtual expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) = 0;
+  /* Computes derivatives by applying the chain rule for some variables.
+     — “recursive_variables” contains the derivation ID for which chain rules
+       must be applied. Keys are derivation IDs, values are equations of the
+       form x=f(y) where x is the key variable and x doesn't appear in y
+     — “non_null_chain_rule_derivatives” is used to store the indices of
+       variables that are potentially non-null (using symbolic a priori),
+       similarly to ExprNode::non_null_derivatives.
+     — “cache” is used to store already-computed derivatives (in a map
+       <expression, deriv_id> → derivative)
+     NB: always returns zero when “deriv_id” corresponds to a non-endogenous
+     variable (since such variables are never used in a chain rule context).
+     NB 2: “non_null_chain_rule_derivatives” and “cache” are specific to a given
+     value of “recursive_variables”, and thus should not be reused accross
+     calls that use different values of “recursive_variables”.
+     NB 3: the use of std::unordered_map instead of std::map for caching
+     purposes improves performance on very very large models (tens of thousands
+     of equations) */
+  expr_t getChainRuleDerivative(int deriv_id, const map<int, BinaryOpNode*>& recursive_variables,
+                                unordered_map<expr_t, set<int>>& non_null_chain_rule_derivatives,
+                                unordered_map<expr_t, map<int, expr_t>>& cache);
 
   //! Returns precedence of node
   /*! Equals 100 for constants, variables, unary ops, and temporary terms */
-      virtual int precedence(ExprNodeOutputType output_t, const temporary_terms_t &temporary_terms) const;
+  [[nodiscard]] virtual int precedence(ExprNodeOutputType output_t,
+                                       const temporary_terms_t& temporary_terms) const;
+
+  //! Compute temporary terms in this expression
+  /*!
+    \param[in] derivOrder the derivation order (first w.r.t. endo/exo,
+    second w.r.t. params)
+    \param[out] temp_terms_map the computed temporary terms, associated
+    with their derivation order
+    \param[out] reference_count a temporary structure, used to count
+    references to each node (integer in outer pair is the
+    reference count, the inner pair is the derivation order)
+    \param[in] is_matlab whether we are in a MATLAB context, since that
+    affects the cost of each operator
+
+    A node will be marked as a temporary term if it is referenced at least
+    two times (i.e. has at least two parents), and has a computing cost
+    (multiplied by reference count) greater to datatree.min_cost
+
+    NB: the use of std::unordered_map instead of std::map for caching
+    purposes improves performance on very large models (⩾5000 equations)
+  */
+  virtual void computeTemporaryTerms(
+      const pair<int, int>& derivOrder, map<pair<int, int>, unordered_set<expr_t>>& temp_terms_map,
+      unordered_map<expr_t, pair<int, pair<int, int>>>& reference_count, bool is_matlab) const;
 
-      //! Fills temporary_terms set, using reference counts
-      /*! A node will be marked as a temporary term if it is referenced at least two times (i.e. has at least two parents), and has a computing cost (multiplied by reference count) greater to datatree.min_cost */
-      virtual void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
-                                         map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
-                                         bool is_matlab, NodeTreeReference tr) const;
+  //! Compute temporary terms in this expression for block decomposed model
+  /*!
+    \param[in] blk the block number
+    \param[in] eq the equation number (within the block)
+    \param[out] blocks_temporary_terms the computed temporary terms, per block
+                and per equation in the block
+    \param[out] reference_count a temporary structure, used to count
+    references to each node (first integer is the
+    reference count, second integer is the number of the block in which the
+    expression first appears, third integer is the equation number within the block)
+
+    Same rules as computeTemporaryTerms() for computing cost.
+
+    NB: the use of std::unordered_{set,map} instead of std::{set,map} for caching
+    and output improves performance on very large models (⩾5000 equations)
+  */
+  virtual void
+  computeBlockTemporaryTerms(int blk, int eq,
+                             vector<vector<unordered_set<expr_t>>>& blocks_temporary_terms,
+                             unordered_map<expr_t, tuple<int, int, int>>& reference_count) const;
 
-      //! Writes output of node, using a Txxx notation for nodes in temporary_terms, and specifiying the set of already written external functions
+  //! Writes output of node, using a Txxx notation for nodes in temporary_terms, and specifiying the
+  //! set of already written external functions
   /*!
     \param[in] output the output stream
     \param[in] output_type the type of output (MATLAB, C, LaTeX...)
     \param[in] temporary_terms the nodes that are marked as temporary terms
     \param[in] a map from temporary_terms to integers indexes (in the
-                   MATLAB or Julia vector of temporary terms); can be empty
-                   when writing C or MATLAB with block decomposition)
+    MATLAB, C or Julia vector of temporary terms); can be empty
+    when writing MATLAB with block decomposition)
     \param[in] tef_terms the set of already written external function nodes
   */
-      virtual void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const = 0;
+  virtual void writeOutput(ostream& output, ExprNodeOutputType output_type,
+                           const temporary_terms_t& temporary_terms,
+                           const temporary_terms_idxs_t& temporary_terms_idxs,
+                           const deriv_node_temp_terms_t& tef_terms) const
+      = 0;
 
   //! returns true if the expr node contains an external function
-      virtual bool containsExternalFunction() const = 0;
+  [[nodiscard]] virtual bool containsExternalFunction() const = 0;
 
   //! Writes output of node (with no temporary terms and with "outside model" output type)
   void writeOutput(ostream& output) const;
@@ -262,17 +456,26 @@ class ExprNode
   void writeOutput(ostream& output, ExprNodeOutputType output_type) const;
 
   //! Writes output of node, using a Txxx notation for nodes in temporary_terms
-      void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs) const;
+  void writeOutput(ostream& output, ExprNodeOutputType output_type,
+                   const temporary_terms_t& temporary_terms,
+                   const temporary_terms_idxs_t& temporary_terms_idxs) const;
 
   //! Writes output of node in JSON syntax
-      virtual void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic = true) const = 0;
+  virtual void writeJsonOutput(ostream& output, const temporary_terms_t& temporary_terms,
+                               const deriv_node_temp_terms_t& tef_terms,
+                               bool isdynamic = true) const
+      = 0;
+
+  // Returns a string representation of the expression, used by the GDB pretty printer
+  [[nodiscard]] string toString() const;
 
   //! Writes the Abstract Syntax Tree in JSON
   virtual void writeJsonAST(ostream& output) const = 0;
 
-      virtual int precedenceJson(const temporary_terms_t &temporary_terms) const;
+  [[nodiscard]] virtual int precedenceJson(const temporary_terms_t& temporary_terms) const;
 
-      //! Writes the output for an external function, ensuring that the external function is called as few times as possible using temporary terms
+  //! Writes the output for an external function, ensuring that the external function is called as
+  //! few times as possible using temporary terms
   virtual void writeExternalFunctionOutput(ostream& output, ExprNodeOutputType output_type,
                                            const temporary_terms_t& temporary_terms,
                                            const temporary_terms_idxs_t& temporary_terms_idxs,
@@ -283,14 +486,15 @@ class ExprNode
   virtual void writeJsonExternalFunctionOutput(vector<string>& efout,
                                                const temporary_terms_t& temporary_terms,
                                                deriv_node_temp_terms_t& tef_terms,
-                                                   const bool isdynamic = true) const;
+                                               bool isdynamic = true) const;
 
-      virtual void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
-                                                 bool lhs_rhs, const temporary_terms_t &temporary_terms,
-                                                 const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
+  virtual void writeBytecodeExternalFunctionOutput(
+      Bytecode::Writer& code_file, ExprNodeBytecodeOutputType output_type,
+      const temporary_terms_t& temporary_terms, const temporary_terms_idxs_t& temporary_terms_idxs,
       deriv_node_temp_terms_t& tef_terms) const;
 
-      //! Computes the set of all variables of a given symbol type in the expression (with information on lags)
+  //! Computes the set of all variables of a given symbol type in the expression (with information
+  //! on lags)
   /*!
     Variables are stored as integer pairs of the form (symb_id, lag).
     They are added to the set given in argument.
@@ -299,16 +503,14 @@ class ExprNode
   */
   virtual void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>>& result) const = 0;
 
-      //! Find lowest lag for VAR
-      virtual int VarMinLag() const = 0;
-
   //! Find the maximum lag in a VAR: handles case where LHS is diff
-      virtual int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const = 0;
+  [[nodiscard]] virtual int VarMaxLag(const set<expr_t>& lhs_lag_equiv) const = 0;
 
   //! Finds LHS variable in a VAR equation
   virtual void collectVARLHSVariable(set<expr_t>& result) const = 0;
 
-      //! Computes the set of all variables of a given symbol type in the expression (without information on lags)
+  //! Computes the set of all variables of a given symbol type in the expression (without
+  //! information on lags)
   /*!
     Variables are stored as symb_id.
     They are added to the set given in argument.
@@ -323,92 +525,96 @@ class ExprNode
     They are added to the set given in argument.
     Note that model local variables are substituted by their expression in the computation.
   */
-      virtual void collectEndogenous(set<pair<int, int>> &result) const;
-
-      //! Computes the set of exogenous variables in the expression
-      /*!
-        Exogenous are stored as integer pairs of the form (type_specific_id, lag).
-        They are added to the set given in argument.
-        Note that model local variables are substituted by their expression in the computation.
-      */
-      virtual void collectExogenous(set<pair<int, int>> &result) const;
-
-      virtual void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const = 0;
-
-      virtual void computeTemporaryTerms(map<expr_t, int> &reference_count,
-                                         temporary_terms_t &temporary_terms,
-                                         map<expr_t, pair<int, int>> &first_occurence,
-                                         int Curr_block,
-                                         vector< vector<temporary_terms_t>> &v_temporary_terms,
-                                         int equation) const;
+  void collectEndogenous(set<pair<int, int>>& result) const;
 
   class EvalException
-
   {
   };
 
   class EvalExternalFunctionException : public EvalException
-
   {
   };
 
-      virtual double eval(const eval_context_t &eval_context) const noexcept(false) = 0;
-      virtual void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, const deriv_node_temp_terms_t &tef_terms) const = 0;
-      void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic) const;
+  [[nodiscard]] virtual double eval(const eval_context_t& eval_context) const noexcept(false) = 0;
+
+  // Write output to bytecode file
+  virtual void writeBytecodeOutput(Bytecode::Writer& code_file,
+                                   ExprNodeBytecodeOutputType output_type,
+                                   const temporary_terms_t& temporary_terms,
+                                   const temporary_terms_idxs_t& temporary_terms_idxs,
+                                   const deriv_node_temp_terms_t& tef_terms) const
+      = 0;
+
   //! Creates a static version of this node
   /*!
-        This method duplicates the current node by creating a similar node from which all leads/lags have been stripped,
-        adds the result in the static_datatree argument (and not in the original datatree), and returns it.
+    This method duplicates the current node by creating a similar node from which all leads/lags
+    have been stripped, adds the result in the static_datatree argument (and not in the original
+    datatree), and returns it.
   */
   virtual expr_t toStatic(DataTree& static_datatree) const = 0;
 
   /*!
     Compute cross references for equations
   */
-      //  virtual void computeXrefs(set<int> &param, set<int> &endo, set<int> &exo, set<int> &exo_det) const = 0;
+  //  virtual void computeXrefs(set<int> &param, set<int> &endo, set<int> &exo, set<int> &exo_det)
+  //  const = 0;
   virtual void computeXrefs(EquationInfo& ei) const = 0;
-      //! Try to normalize an equation linear in its endogenous variable
-      virtual pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t>>> &List_of_Op_RHS) const = 0;
 
-      //! Returns the maximum lead of endogenous in this expression
+  //! Helper for normalization of equations
+  /*! Normalize the equation this = rhs.
+      Must be called on a node containing the desired LHS variable.
+      Returns an equal node of the form: LHS variable = new RHS.
+      Must be given the set of all subexpressions that contain the desired LHS variable.
+      Throws a NormallizationFailed() exception if normalization is not possible. */
+  virtual BinaryOpNode* normalizeEquationHelper(const set<expr_t>& contain_var, expr_t rhs) const
+      = 0;
+  class NormalizationFailed
+  {
+  };
+
+  //! Returns the maximum lead of endogenous in this expression (not incl. heterogeneous endo)
   /*! Always returns a non-negative value */
-      virtual int maxEndoLead() const = 0;
+  [[nodiscard]] virtual int maxEndoLead() const = 0;
 
-      //! Returns the maximum lead of exogenous in this expression
+  //! Returns the maximum lead of exogenous in this expression (not incl. heterogeneous exo)
   /*! Always returns a non-negative value */
-      virtual int maxExoLead() const = 0;
+  [[nodiscard]] virtual int maxExoLead() const = 0;
 
-      //! Returns the maximum lag of endogenous in this expression
+  //! Returns the maximum lag of endogenous in this expression (not incl. heterogeneous endo)
   /*! Always returns a non-negative value */
-      virtual int maxEndoLag() const = 0;
+  [[nodiscard]] virtual int maxEndoLag() const = 0;
 
-      //! Returns the maximum lag of exogenous in this expression
+  //! Returns the maximum lag of exogenous in this expression (not incl. heterogeneous exo)
   /*! Always returns a non-negative value */
-      virtual int maxExoLag() const = 0;
+  [[nodiscard]] virtual int maxExoLag() const = 0;
 
-      //! Returns the relative period of the most forward term in this expression
-      /*! A negative value means that the expression contains only lagged variables */
-      virtual int maxLead() const = 0;
+  /* Returns the maximum lead of endo/exo/exodet in this expression (including heterogeneous
+     endo/exo). A negative value means that the expression contains only lagged variables. A value
+     of numeric_limits<int>::min() means that there is no variable. */
+  [[nodiscard]] virtual int maxLead() const = 0;
 
-      //! Returns the relative period of the most backward term in this expression
-      /*! A negative value means that the expression contains only leaded variables */
-      virtual int maxLag() const = 0;
+  /* Returns the maximum lag of endo/exo/exodet in this expression (including heterogeneous
+     endo/exo). A negative value means that the expression contains only leaded variables. A value
+     of numeric_limits<int>::min() means that there is no variable. */
+  [[nodiscard]] virtual int maxLag() const = 0;
 
-      //! Get Max lag of var associated with Pac model
-      //! Takes account of undiffed LHS variables in calculating the max lag
-      virtual int PacMaxLag(int lhs_symb_id) const = 0;
+  /* Returns the maximum lag of endo/exo/exodet (including heterogeneous endo/exo), as if diffs were
+     expanded. This function behaves as maxLag(), except that it treats diff() differently. For
+     e.g., on diff(diff(x(-1))), maxLag() returns 1 while maxLagWithDiffsExpanded() returns 3. */
+  [[nodiscard]] virtual int maxLagWithDiffsExpanded() const = 0;
 
-      virtual expr_t undiff() const = 0;
+  [[nodiscard]] virtual expr_t undiff() const = 0;
 
-      //! Returns a new expression where all the leads/lags have been shifted backwards by the same amount
+  //! Returns a new expression where all the leads/lags have been shifted backwards by the same
+  //! amount
   /*!
     Only acts on endogenous, exogenous, exogenous det
     \param[in] n The number of lags by which to shift
     \return The same expression except that leads/lags have been shifted backwards
   */
-      virtual expr_t decreaseLeadsLags(int n) const = 0;
+  [[nodiscard]] virtual expr_t decreaseLeadsLags(int n) const = 0;
 
-      //! Type for the substitution map used in the process of creating auxiliary vars for leads >= 2
+  //! Type for the substitution map used in the process of creating auxiliary vars
   using subst_table_t = map<const ExprNode*, const VariableNode*>;
 
   //! Type for the substitution map used in the process of substituting adl expressions
@@ -416,102 +622,135 @@ class ExprNode
 
   //! Creates auxiliary endo lead variables corresponding to this expression
   /*!
-        If maximum endogenous lead >= 3, this method will also create intermediary auxiliary var, and will add the equations of the form aux1 = aux2(+1) to the substitution table.
-        \pre This expression is assumed to have maximum endogenous lead >= 2
-        \param[in,out] subst_table The table to which new auxiliary variables and their correspondance will be added
-        \param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
-        \return The new variable node corresponding to the current expression
+    If maximum endogenous lead >= 3, this method will also create intermediary auxiliary var, and
+    will add the equations of the form aux1 = aux2(+1) to the substitution table. \pre This
+    expression is assumed to have maximum endogenous lead >= 2 \param[in,out] subst_table The table
+    to which new auxiliary variables and their correspondance will be added \param[out] neweqs
+    Equations to be added to the model to match the creation of auxiliary variables. \return The new
+    variable node corresponding to the current expression
   */
-      VariableNode *createEndoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+  VariableNode* createEndoLeadAuxiliaryVarForMyself(subst_table_t& subst_table,
+                                                    vector<BinaryOpNode*>& neweqs) const;
 
   //! Creates auxiliary exo lead variables corresponding to this expression
   /*!
-        If maximum exogenous lead >= 2, this method will also create intermediary auxiliary var, and will add the equations of the form aux1 = aux2(+1) to the substitution table.
-        \pre This expression is assumed to have maximum exogenous lead >= 1
-        \param[in,out] subst_table The table to which new auxiliary variables and their correspondance will be added
-        \param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
-        \return The new variable node corresponding to the current expression
+    If maximum exogenous lead >= 2, this method will also create intermediary auxiliary var, and
+    will add the equations of the form aux1 = aux2(+1) to the substitution table. \pre This
+    expression is assumed to have maximum exogenous lead >= 1 \param[in,out] subst_table The table
+    to which new auxiliary variables and their correspondance will be added \param[out] neweqs
+    Equations to be added to the model to match the creation of auxiliary variables. \return The new
+    variable node corresponding to the current expression
   */
-      VariableNode *createExoLeadAuxiliaryVarForMyself(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
+  VariableNode* createExoLeadAuxiliaryVarForMyself(subst_table_t& subst_table,
+                                                   vector<BinaryOpNode*>& neweqs) const;
 
-      //! Constructs a new expression where sub-expressions with max endo lead >= 2 have been replaced by auxiliary variables
+  //! Constructs a new expression where sub-expressions with max endo lead >= 2 have been replaced
+  //! by auxiliary variables
   /*!
-        \param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
-        \param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
+    \param[in,out] subst_table Map used to store expressions that have already be substituted and
+    their corresponding variable, in order to avoid creating two auxiliary variables for the same
+    sub-expr. \param[out] neweqs Equations to be added to the model to match the creation of
+    auxiliary variables.
 
     If the method detects a sub-expr which needs to be substituted, two cases are possible:
-        - if this expr is in the table, then it will use the corresponding variable and return the substituted expression
-        - if this expr is not in the table, then it will create an auxiliary endogenous variable, add the substitution in the table and return the substituted expression
+    - if this expr is in the table, then it will use the corresponding variable and return the
+    substituted expression
+    - if this expr is not in the table, then it will create an auxiliary endogenous variable, add
+    the substitution in the table and return the substituted expression
 
-        \return A new equivalent expression where sub-expressions with max endo lead >= 2 have been replaced by auxiliary variables
+    \return A new equivalent expression where sub-expressions with max endo lead >= 2 have been
+    replaced by auxiliary variables
   */
-      virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const = 0;
+  virtual expr_t substituteEndoLeadGreaterThanTwo(subst_table_t& subst_table,
+                                                  vector<BinaryOpNode*>& neweqs,
+                                                  bool deterministic_model) const
+      = 0;
 
-      //! Constructs a new expression where endo variables with max endo lag >= 2 have been replaced by auxiliary variables
+  //! Constructs a new expression where endo variables with max endo lag >= 2 have been replaced by
+  //! auxiliary variables
   /*!
-        \param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
-        \param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
+    \param[in,out] subst_table Map used to store expressions that have already be substituted and
+    their corresponding variable, in order to avoid creating two auxiliary variables for the same
+    sub-expr. \param[out] neweqs Equations to be added to the model to match the creation of
+    auxiliary variables.
   */
-      virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
+  virtual expr_t substituteEndoLagGreaterThanTwo(subst_table_t& subst_table,
+                                                 vector<BinaryOpNode*>& neweqs) const
+      = 0;
 
-      //! Constructs a new expression where exogenous variables with a lead have been replaced by auxiliary variables
+  //! Constructs a new expression where exogenous variables with a lead have been replaced by
+  //! auxiliary variables
   /*!
-        \param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
-        \param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
+    \param[in,out] subst_table Map used to store expressions that have already be substituted and
+    their corresponding variable, in order to avoid creating two auxiliary variables for the same
+    sub-expr. \param[out] neweqs Equations to be added to the model to match the creation of
+    auxiliary variables.
   */
-      virtual expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const = 0;
-      //! Constructs a new expression where exogenous variables with a lag have been replaced by auxiliary variables
+  virtual expr_t substituteExoLead(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                                   bool deterministic_model) const
+      = 0;
+  //! Constructs a new expression where exogenous variables with a lag have been replaced by
+  //! auxiliary variables
   /*!
-        \param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
-        \param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
+    \param[in,out] subst_table Map used to store expressions that have already be substituted and
+    their corresponding variable, in order to avoid creating two auxiliary variables for the same
+    sub-expr. \param[out] neweqs Equations to be added to the model to match the creation of
+    auxiliary variables.
   */
-      virtual expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
+  virtual expr_t substituteExoLag(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs) const
+      = 0;
 
-      //! Constructs a new expression where the expectation operator has been replaced by auxiliary variables
+  //! Constructs a new expression where the expectation operator has been replaced by auxiliary
+  //! variables
   /*!
-        \param[in,out] subst_table Map used to store expressions that have already be substituted and their corresponding variable, in order to avoid creating two auxiliary variables for the same sub-expr.
-        \param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
-        \param[in] partial_information_model Are we substituting in a partial information model?
+    \param[in,out] subst_table Map used to store expressions that have already be substituted and
+    their corresponding variable, in order to avoid creating two auxiliary variables for the same
+    sub-expr. \param[out] neweqs Equations to be added to the model to match the creation of
+    auxiliary variables. \param[in] partial_information_model Are we substituting in a partial
+    information model?
   */
-      virtual expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const = 0;
+  virtual expr_t substituteExpectation(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                                       bool partial_information_model) const
+      = 0;
 
-      virtual expr_t decreaseLeadsLagsPredeterminedVariables() const = 0;
+  [[nodiscard]] virtual expr_t decreaseLeadsLagsPredeterminedVariables() const = 0;
 
-      //! Constructs a new expression where forward variables (supposed to be at most in t+1) have been replaced by themselves at t, plus a new aux var representing their (time) differentiate
+  //! Constructs a new expression where forward variables (supposed to be at most in t+1) have been
+  //! replaced by themselves at t, plus a new aux var representing their (time) differentiate
   /*!
     \param[in] subset variables to which to limit the transformation; transform
     all fwrd vars if empty
     \param[in,out] subst_table Map used to store mapping between a given
     forward variable and the aux var that contains its differentiate
-        \param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
+    \param[out] neweqs Equations to be added to the model to match the creation of auxiliary
+    variables.
   */
-      virtual expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
+  virtual expr_t differentiateForwardVars(const vector<string>& subset, subst_table_t& subst_table,
+                                          vector<BinaryOpNode*>& neweqs) const
+      = 0;
 
   //! Return true if the nodeID is a numerical constant equal to value and false otherwise
   /*!
     \param[in] value of the numerical constante
     \param[out] the boolean equal to true if NodeId is a constant equal to value
   */
-      virtual bool isNumConstNodeEqualTo(double value) const = 0;
-
-      //! Returns true if the expression contains one or several endogenous variable
-      virtual bool containsEndogenous() const = 0;
-
-      //! Returns true if the expression contains one or several exogenous variable
-      virtual bool containsExogenous() const = 0;
+  [[nodiscard]] virtual bool isNumConstNodeEqualTo(double value) const = 0;
 
-      //! Returns the number of diffs present
-      virtual int countDiffs() const = 0;
+  //! Returns the maximum number of nested diffs in the expression
+  [[nodiscard]] virtual int countDiffs() const = 0;
 
-      //! Return true if the nodeID is a variable withe a type equal to type_arg, a specific variable id aqual to varfiable_id and a lag equal to lag_arg and false otherwise
+  //! Return true if the nodeID is a variable withe a type equal to type_arg, a specific variable id
+  //! aqual to varfiable_id and a lag equal to lag_arg and false otherwise
   /*!
     \param[in] the type (type_arg), specifique variable id (variable_id and the lag (lag_arg)
     \param[out] the boolean equal to true if NodeId is the variable
   */
-      virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const = 0;
+  [[nodiscard]] virtual bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id,
+                                                   int lag_arg) const
+      = 0;
 
   //! Replaces the Trend var with datatree.One
-      virtual expr_t replaceTrendVar() const = 0;
+  [[nodiscard]] virtual expr_t replaceTrendVar() const = 0;
 
   //! Constructs a new expression where the variable indicated by symb_id has been detrended
   /*!
@@ -523,71 +762,196 @@ class ExprNode
   virtual expr_t detrend(int symb_id, bool log_trend, expr_t trend) const = 0;
 
   //! Substitute adl operator
-      virtual expr_t substituteAdl() const = 0;
+  [[nodiscard]] virtual expr_t substituteAdl() const = 0;
 
-      //! Substitute VarExpectation nodes
-      virtual expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const = 0;
+  //! Substitute out model-local variables
+  [[nodiscard]] virtual expr_t substituteModelLocalVariables() const = 0;
 
+  //! Substitute VarExpectation nodes
+  [[nodiscard]] virtual expr_t
+  substituteVarExpectation(const map<string, expr_t>& subst_table) const
+      = 0;
+
+  //! Mark diff nodes to be substituted
+  /*! The various nodes that are equivalent up to a shift of leads/lags are
+    grouped together in the “nodes” table. See the comment above
+    lag_equivalence_table_t for more details. */
+  virtual void findDiffNodes(lag_equivalence_table_t& nodes) const = 0;
   //! Substitute diff operator
-      virtual void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const = 0;
-      virtual void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const = 0;
-      virtual int findTargetVariable(int lhs_symb_id) const = 0;
-      virtual expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
-      virtual expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const = 0;
+  virtual expr_t substituteDiff(const lag_equivalence_table_t& nodes, subst_table_t& subst_table,
+                                vector<BinaryOpNode*>& neweqs) const
+      = 0;
+
+  //! Mark unary ops nodes to be substituted
+  /*! The various nodes that are equivalent up to a shift of leads/lags are
+    grouped together in the “nodes” table. See the comment above
+    lag_equivalence_table_t for more details. */
+  virtual void findUnaryOpNodesForAuxVarCreation(lag_equivalence_table_t& nodes) const = 0;
+  //! Substitute unary ops nodes
+  virtual expr_t substituteUnaryOpNodes(const lag_equivalence_table_t& nodes,
+                                        subst_table_t& subst_table,
+                                        vector<BinaryOpNode*>& neweqs) const
+      = 0;
 
   //! Substitute pac_expectation operator
-      virtual expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) = 0;
-
-      //! Add ExprNodes to the provided datatree
-      virtual expr_t clone(DataTree &datatree) const = 0;
-
-      //! Move a trend variable with lag/lead to time t by dividing/multiplying by its growth factor
-      virtual expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const = 0;
+  virtual expr_t substitutePacExpectation(const string& name, expr_t subexpr) = 0;
 
-      //! Returns true if the expression is in static form (no lead, no lag, no expectation, no STEADY_STATE)
-      virtual bool isInStaticForm() const = 0;
+  //! Substitute pac_target_nonstationary operator
+  virtual expr_t substitutePacTargetNonstationary(const string& name, expr_t subexpr) = 0;
 
-      //! Substitute auxiliary variables by their expression in static model
-      virtual expr_t substituteStaticAuxiliaryVariable() const = 0;
+  [[nodiscard]] virtual optional<int> findTargetVariable(int lhs_symb_id) const = 0;
 
-      //! Returns true if model_info_name is referenced by a VarExpectationNode
-      virtual bool isVarModelReferenced(const string &model_info_name) const = 0;
+  //! Add ExprNodes to the provided datatree
+  virtual expr_t clone(DataTree& alt_datatree) const = 0;
 
-      //! Fills parameter information rerhs_symblated to PAC equation
-      virtual void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
-                                        set<pair<int, pair<int, int>>> &params_and_vars) const = 0;
+  //! Move a trend variable with lag/lead to time t by dividing/multiplying by its growth factor
+  [[nodiscard]] virtual expr_t removeTrendLeadLag(const map<int, expr_t>& trend_symbols_map) const
+      = 0;
+
+  //! Returns true if the expression is in static form (no lead, no lag, no expectation, no
+  //! STEADY_STATE)
+  [[nodiscard]] virtual bool isInStaticForm() const = 0;
+
+  //! Matches a linear combination of variables (endo or exo), where scalars can be
+  //! constant*parameter
+  /*! Returns a list of (variable_id, lag, param_id, constant)
+    corresponding to the terms in the expression. When there is no
+    parameter in a term, param_id is nullopt.
+    Can throw a MatchFailureException.
+  */
+  [[nodiscard]] vector<tuple<int, int, optional<int>, double>>
+  matchLinearCombinationOfVariables() const;
+
+  /* Matches a linear combination of variables (endo or exo), where scalars can
+     be constant*parameter. In addition, there may be one or more scalar terms
+     (i.e. without a variable).
+     Returns a list of (variable_id, lag, param_id, constant)
+     corresponding to the terms in the expression. When there is no
+     parameter in a term, param_id is nullopt. When the term is scalar (i.e.
+     no variable), then variable_id is nullopt.
+     Can throw a MatchFailureException.
+  */
+  [[nodiscard]] vector<tuple<optional<int>, int, optional<int>, double>>
+  matchLinearCombinationOfVariablesPlusConstant() const;
+
+  /* Matches a parameter, times a linear combination of variables (endo or
+     exo), where scalars can be constant*parameters.
+     The first output argument is the symbol ID of the parameter.
+     The second output argument is the linear combination, in the same format
+     as the output of matchLinearCombinationOfVariables(). */
+  [[nodiscard]] pair<int, vector<tuple<int, int, optional<int>, double>>>
+  matchParamTimesLinearCombinationOfVariables() const;
+
+  /* Matches a linear combination of endogenous, where scalars can be any
+     constant expression (i.e. containing no endogenous, no exogenous and no
+     exogenous deterministic). The linear combination can contain constant
+     terms (intercept).
+     Returns a pair composed of:
+     – the terms of the form endogenous*scalar, as a list of (endo_id, constant expr);
+     – the sum of all constant (intercept) terms */
+  [[nodiscard]] pair<vector<pair<int, expr_t>>, expr_t>
+  matchLinearCombinationOfEndogenousWithConstant() const;
+
+  /* Matches an expression of the form parameter*(var1-endo2).
+     endo2 must correspond to symb_id. var1 must be an endogenous or an
+     exogenous; it must be of the form X(-1) or log(X(-1)) or log(X)(-1) (unary ops aux var),
+     where X itself is *not* an aux var.
+     Returns the symbol IDs of the parameter and of var1.
+     Throws a MatchFailureException otherwise */
+  [[nodiscard]] pair<int, int> matchParamTimesTargetMinusVariable(int symb_id) const;
 
-      //! Fills info for non optimizing part of PAC equation
-      virtual void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
-                                           &params_vars_and_scaling_factor) const = 0;
   //! Returns true if expression is of the form:
   //! param * (endog op endog op ...) + param * (endog op endog op ...) + ...
-      virtual bool isParamTimesEndogExpr() const = 0;
-
-      //! Finds the share of optimizing agents in the PAC equation,
-      //! the expr node associated with it,
-      //! and the expr node associated with the non-optimizing part
-      virtual void getPacOptimizingShareAndExprNodes(set<int> &optim_share,
-                                                     expr_t &optim_part,
-                                                     expr_t &non_optim_part) const = 0;
-      //! Adds PAC equation param info to pac_expectation
-      virtual void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> &params_vars_and_scaling_factor_arg) = 0;
-
-      //! Fills var_model info for pac_expectation node
-      virtual void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) = 0;
-
-      //! Fills the AR matrix structure
-      virtual void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const = 0;
+  [[nodiscard]] virtual bool isParamTimesEndogExpr() const = 0;
 
   //! Fills the EC matrix structure
-      virtual void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs,
-                                          map<tuple<int, int, int>, expr_t> &EC) const = 0;
+  void fillErrorCorrectionRow(int eqn, const vector<int>& nontarget_lhs,
+                              const vector<int>& target_lhs, map<tuple<int, int>, expr_t>& A0,
+                              map<tuple<int, int>, expr_t>& A0star) const;
+
+  //! Replaces variables found in BinaryOpNode::findConstantEquations() with their constant values
+  virtual expr_t replaceVarsInEquation(map<VariableNode*, NumConstNode*>& table) const = 0;
 
   //! Returns true if PacExpectationNode encountered
-      virtual bool containsPacExpectation(const string &pac_model_name = "") const = 0;
+  [[nodiscard]] virtual bool containsPacExpectation(const string& pac_model_name = "") const = 0;
+
+  //! Returns true if PacTargetNonstationaryNode encountered
+  [[nodiscard]] virtual bool containsPacTargetNonstationary(const string& pac_model_name = "") const
+      = 0;
+
+  //! Decompose an expression into its additive terms
+  /*! Returns a list of terms, with their sign (either 1 or -1, depending
+    on whether the terms appears with a plus or a minus).
+    The current_sign argument should normally be left to 1.
+    If current_sign == -1, then all signs are inverted */
+  virtual void decomposeAdditiveTerms(vector<pair<expr_t, int>>& terms, int current_sign = 1) const;
+
+  //! Decompose an expression into its multiplicative factors
+  /*! Returns a list of factors, with their exponents (either 1 or -1, depending
+    on whether the factors appear at the numerator or the denominator).
+    The current_exponent argument should normally be left to 1.
+    If current_exponent == -1, then all exponents are inverted */
+  virtual void decomposeMultiplicativeFactors(vector<pair<expr_t, int>>& factors,
+                                              int current_exponent = 1) const;
+
+  // Matches an expression of the form variable*constant*parameter
+  /* Returns a tuple (variable_id, lag, param_id, constant).
+     If `variable_obligatory` is true, then the expression must contain a variable.
+     If present, the variable must be an exogenous or an endogenous. If absent,
+     and `variable_obligatory` is false, then variable_id is nullopt.
+     The constant is optional (in which case 1 is returned); there can be
+     several multiplicative constants; constants can also appear at the
+     denominator (i.e. after a divide sign).
+     The parameter is optional (in which case param_id is nullopt).
+     If the expression is not of the expected form, throws a
+     MatchFailureException
+  */
+  [[nodiscard]] tuple<optional<int>, int, optional<int>, double>
+  matchVariableTimesConstantTimesParam(bool variable_obligatory) const;
+
+  /* Matches an expression of the form endogenous*constant where constant is an
+     expression containing no endogenous, no exogenous and no exogenous deterministic.
+     Returns (endo_id, constant expr).
+     Note that it will also match a simple endogenous (in which case the
+     constant will of course be equal to one). */
+  [[nodiscard]] virtual pair<int, expr_t> matchEndogenousTimesConstant() const;
+
+  //! Exception thrown when matching fails
+  struct MatchFailureException
+  {
+    const string message;
+  };
 
-      //! Fills map
-      virtual void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const = 0;
+  /* Match an expression of the form ∏ x(l)ᵏ, where x are endogenous, as used
+     in the match_moments block.
+     For each factor, adds an integer in the 3 vectors in argument (symb_id in
+     the first, lag in the second, exponent in the third).
+     Throws a MatchFailureException if not of the right form. */
+  virtual void matchMatchedMoment(vector<int>& symb_ids, vector<int>& lags,
+                                  vector<int>& powers) const;
+
+  /* Returns true if the expression contains no endogenous, no exogenous and no
+     exogenous deterministic */
+  [[nodiscard]] bool isConstant() const;
+
+  // Returns true if the expression contains an exogenous or an exogenous deterministic
+  [[nodiscard]] bool hasExogenous() const;
+
+  // Substitutes orig_symb_id(±l) with exp(aux_symb_id(±l)) (used for “var(log)”)
+  [[nodiscard]] virtual expr_t substituteLogTransform(int orig_symb_id, int aux_symb_id) const = 0;
+
+  /* Matches an expression that constitutes a complementarity condition.
+     If successful, returns a triplet (endo_symb_id, lower_bound, upper_bound).
+     Otherwise, throws a MatchFailureException. */
+  [[nodiscard]] virtual tuple<int, expr_t, expr_t>
+  matchComplementarityCondition(const optional<int>& heterogeneity_dimension = nullopt) const;
+
+  /* Replaces aggregation operators (e.g. SUM()) by new auxiliary variables.
+     Also declares those aggregation operators in the HeterogeneityTable, so as to
+     compute their index in the dedicated vector in argument of the dynamic/static files. */
+  [[nodiscard]] virtual expr_t substituteAggregationOperators(subst_table_t& subst_table,
+                                                              vector<BinaryOpNode*>& neweqs) const
+      = 0;
 };
 
 //! Object used to compare two nodes (using their indexes)
@@ -604,190 +968,238 @@ struct ExprNodeLess
 };
 
 //! Numerical constant node
-/*! The constant is necessarily non-negative (this is enforced at the NumericalConstants class level) */
+/*! The constant is necessarily non-negative (this is enforced at the NumericalConstants class
+ * level) */
 class NumConstNode : public ExprNode
 {
-private:
+public:
   //! Id from numerical constants table
   const int id;
+
+private:
   expr_t computeDerivative(int deriv_id) override;
+  expr_t
+  computeChainRuleDerivative(int deriv_id, const map<int, BinaryOpNode*>& recursive_variables,
+                             unordered_map<expr_t, set<int>>& non_null_chain_rule_derivatives,
+                             unordered_map<expr_t, map<int, expr_t>>& cache) override;
+
+protected:
+  void prepareForDerivation() override;
+  void prepareForChainRuleDerivation(
+      const map<int, BinaryOpNode*>& recursive_variables,
+      unordered_map<expr_t, set<int>>& non_null_chain_rule_derivatives) const override;
+  void matchVTCTPHelper(optional<int>& var_id, int& lag, optional<int>& param_id, double& constant,
+                        bool at_denominator) const override;
+  void computeSubExprContainingVariable(int symb_id, int lag,
+                                        set<expr_t>& contain_var) const override;
+
 public:
   NumConstNode(DataTree& datatree_arg, int idx_arg, int id_arg);
-  int
-  get_id() const
-  {
-    return id;
-  };
-  void prepareForDerivation() override;
-  void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
+  void writeOutput(ostream& output, ExprNodeOutputType output_type,
+                   const temporary_terms_t& temporary_terms,
+                   const temporary_terms_idxs_t& temporary_terms_idxs,
+                   const deriv_node_temp_terms_t& tef_terms) const override;
   void writeJsonAST(ostream& output) const override;
-  void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
-  bool containsExternalFunction() const override;
+  void writeJsonOutput(ostream& output, const temporary_terms_t& temporary_terms,
+                       const deriv_node_temp_terms_t& tef_terms, bool isdynamic) const override;
+  [[nodiscard]] bool containsExternalFunction() const override;
   void collectVARLHSVariable(set<expr_t>& result) const override;
   void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>>& result) const override;
-  void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const override;
-  double eval(const eval_context_t &eval_context) const noexcept(false) override;
-  void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, const deriv_node_temp_terms_t &tef_terms) const override;
+  [[nodiscard]] double eval(const eval_context_t& eval_context) const noexcept(false) override;
+  void writeBytecodeOutput(Bytecode::Writer& code_file, ExprNodeBytecodeOutputType output_type,
+                           const temporary_terms_t& temporary_terms,
+                           const temporary_terms_idxs_t& temporary_terms_idxs,
+                           const deriv_node_temp_terms_t& tef_terms) const override;
   expr_t toStatic(DataTree& static_datatree) const override;
   void computeXrefs(EquationInfo& ei) const override;
-  pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t>>>  &List_of_Op_RHS) const override;
-  expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) override;
-  int maxEndoLead() const override;
-  int maxExoLead() const override;
-  int maxEndoLag() const override;
-  int maxExoLag() const override;
-  int maxLead() const override;
-  int maxLag() const override;
-  int VarMinLag() const override;
-  int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
-  int PacMaxLag(int lhs_symb_id) const override;
-  expr_t undiff() const override;
-  expr_t decreaseLeadsLags(int n) const override;
-  expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
-  expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
+  BinaryOpNode* normalizeEquationHelper(const set<expr_t>& contain_var, expr_t rhs) const override;
+  [[nodiscard]] int maxEndoLead() const override;
+  [[nodiscard]] int maxExoLead() const override;
+  [[nodiscard]] int maxEndoLag() const override;
+  [[nodiscard]] int maxExoLag() const override;
+  [[nodiscard]] int maxLead() const override;
+  [[nodiscard]] int maxLag() const override;
+  [[nodiscard]] int maxLagWithDiffsExpanded() const override;
+  [[nodiscard]] int VarMaxLag(const set<expr_t>& lhs_lag_equiv) const override;
+  [[nodiscard]] expr_t undiff() const override;
+  [[nodiscard]] expr_t decreaseLeadsLags(int n) const override;
+  expr_t substituteEndoLeadGreaterThanTwo(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                                          bool deterministic_model) const override;
+  expr_t substituteEndoLagGreaterThanTwo(subst_table_t& subst_table,
+                                         vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substituteExoLead(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                           bool deterministic_model) const override;
   expr_t substituteExoLag(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs) const override;
-  expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
-  expr_t substituteAdl() const override;
-  expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
-  void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
-  void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
-  int findTargetVariable(int lhs_symb_id) const override;
-  expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
-  expr_t decreaseLeadsLagsPredeterminedVariables() const override;
-  expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  bool isNumConstNodeEqualTo(double value) const override;
-  bool containsEndogenous() const override;
-  bool containsExogenous() const override;
-  int countDiffs() const override;
-  bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
-  expr_t replaceTrendVar() const override;
+  expr_t substituteExpectation(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                               bool partial_information_model) const override;
+  [[nodiscard]] expr_t substituteAdl() const override;
+  [[nodiscard]] expr_t substituteModelLocalVariables() const override;
+  [[nodiscard]] expr_t
+  substituteVarExpectation(const map<string, expr_t>& subst_table) const override;
+  void findDiffNodes(lag_equivalence_table_t& nodes) const override;
+  void findUnaryOpNodesForAuxVarCreation(lag_equivalence_table_t& nodes) const override;
+  [[nodiscard]] optional<int> findTargetVariable(int lhs_symb_id) const override;
+  expr_t substituteDiff(const lag_equivalence_table_t& nodes, subst_table_t& subst_table,
+                        vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substituteUnaryOpNodes(const lag_equivalence_table_t& nodes, subst_table_t& subst_table,
+                                vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substitutePacExpectation(const string& name, expr_t subexpr) override;
+  expr_t substitutePacTargetNonstationary(const string& name, expr_t subexpr) override;
+  [[nodiscard]] expr_t decreaseLeadsLagsPredeterminedVariables() const override;
+  expr_t differentiateForwardVars(const vector<string>& subset, subst_table_t& subst_table,
+                                  vector<BinaryOpNode*>& neweqs) const override;
+  [[nodiscard]] bool isNumConstNodeEqualTo(double value) const override;
+  [[nodiscard]] int countDiffs() const override;
+  [[nodiscard]] bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id,
+                                           int lag_arg) const override;
+  [[nodiscard]] expr_t replaceTrendVar() const override;
   expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
-  expr_t clone(DataTree &datatree) const override;
-  expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
-  bool isInStaticForm() const override;
-  void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> &params_vars_and_scaling_factor_arg) override;
-  void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
-  void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
-  void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
-  bool containsPacExpectation(const string &pac_model_name = "") const override;
-  void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
-                               &params_vars_and_scaling_factor) const override;
-  void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
-                            set<pair<int, pair<int, int>>> &params_and_vars) const override;
-  void getPacOptimizingShareAndExprNodes(set<int> &optim_share,
-                                         expr_t &optim_part,
-                                         expr_t &non_optim_part) const override;
-  bool isParamTimesEndogExpr() const override;
-  bool isVarModelReferenced(const string &model_info_name) const override;
-  void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const override;
-  expr_t substituteStaticAuxiliaryVariable() const override;
+  expr_t clone(DataTree& alt_datatree) const override;
+  [[nodiscard]] expr_t removeTrendLeadLag(const map<int, expr_t>& trend_symbols_map) const override;
+  [[nodiscard]] bool isInStaticForm() const override;
+  expr_t replaceVarsInEquation(map<VariableNode*, NumConstNode*>& table) const override;
+  [[nodiscard]] bool containsPacExpectation(const string& pac_model_name = "") const override;
+  [[nodiscard]] bool containsPacTargetNonstationary(const string& pac_model_name
+                                                    = "") const override;
+  [[nodiscard]] bool isParamTimesEndogExpr() const override;
+  [[nodiscard]] expr_t substituteLogTransform(int orig_symb_id, int aux_symb_id) const override;
+  [[nodiscard]] expr_t substituteAggregationOperators(subst_table_t& subst_table,
+                                                      vector<BinaryOpNode*>& neweqs) const override;
 };
 
 //! Symbol or variable node
 class VariableNode : public ExprNode
 {
   friend class UnaryOpNode;
-private:
+
+public:
   //! Id from the symbol table
   const int symb_id;
   //! A positive value is a lead, a negative is a lag
   const int lag;
+
+private:
   expr_t computeDerivative(int deriv_id) override;
+  expr_t
+  computeChainRuleDerivative(int deriv_id, const map<int, BinaryOpNode*>& recursive_variables,
+                             unordered_map<expr_t, set<int>>& non_null_chain_rule_derivatives,
+                             unordered_map<expr_t, map<int, expr_t>>& cache) override;
+
+protected:
+  void prepareForDerivation() override;
+  void prepareForChainRuleDerivation(
+      const map<int, BinaryOpNode*>& recursive_variables,
+      unordered_map<expr_t, set<int>>& non_null_chain_rule_derivatives) const override;
+  void matchVTCTPHelper(optional<int>& var_id, int& lag, optional<int>& param_id, double& constant,
+                        bool at_denominator) const override;
+  void computeSubExprContainingVariable(int symb_id, int lag,
+                                        set<expr_t>& contain_var) const override;
+
 public:
   VariableNode(DataTree& datatree_arg, int idx_arg, int symb_id_arg, int lag_arg);
-  void prepareForDerivation() override;
-  void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
+  [[nodiscard]] SymbolType get_type() const;
+  [[nodiscard]] string getName() const;
+  [[nodiscard]] int getDerivID() const;
+  [[nodiscard]] int getTypeSpecificID() const;
+  void writeOutput(ostream& output, ExprNodeOutputType output_type,
+                   const temporary_terms_t& temporary_terms,
+                   const temporary_terms_idxs_t& temporary_terms_idxs,
+                   const deriv_node_temp_terms_t& tef_terms) const override;
   void writeJsonAST(ostream& output) const override;
-  void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
-  bool containsExternalFunction() const override;
+  void writeJsonOutput(ostream& output, const temporary_terms_t& temporary_terms,
+                       const deriv_node_temp_terms_t& tef_terms, bool isdynamic) const override;
+  [[nodiscard]] bool containsExternalFunction() const override;
   void collectVARLHSVariable(set<expr_t>& result) const override;
   void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>>& result) const override;
-  void computeTemporaryTerms(map<expr_t, int > &reference_count,
-                                     temporary_terms_t &temporary_terms,
-                                     map<expr_t, pair<int, int>> &first_occurence,
-                                     int Curr_block,
-                                     vector< vector<temporary_terms_t>> &v_temporary_terms,
-                                     int equation) const override;
-  void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const override;
-  double eval(const eval_context_t &eval_context) const noexcept(false) override;
-  void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, const deriv_node_temp_terms_t &tef_terms) const override;
+  [[nodiscard]] double eval(const eval_context_t& eval_context) const noexcept(false) override;
+  void writeBytecodeOutput(Bytecode::Writer& code_file, ExprNodeBytecodeOutputType output_type,
+                           const temporary_terms_t& temporary_terms,
+                           const temporary_terms_idxs_t& temporary_terms_idxs,
+                           const deriv_node_temp_terms_t& tef_terms) const override;
   expr_t toStatic(DataTree& static_datatree) const override;
   void computeXrefs(EquationInfo& ei) const override;
-  SymbolType get_type() const;
-  int
-  get_symb_id() const
-  {
-    return symb_id;
-  };
-  int
-  get_lag() const
-  {
-    return lag;
-  };
-  pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t>>>  &List_of_Op_RHS) const override;
-  expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) override;
-  int maxEndoLead() const override;
-  int maxExoLead() const override;
-  int maxEndoLag() const override;
-  int maxExoLag() const override;
-  int maxLead() const override;
-  int maxLag() const override;
-  int VarMinLag() const override;
-  int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
-  int PacMaxLag(int lhs_symb_id) const override;
-  expr_t undiff() const override;
-  expr_t decreaseLeadsLags(int n) const override;
-  expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
-  expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
+  BinaryOpNode* normalizeEquationHelper(const set<expr_t>& contain_var, expr_t rhs) const override;
+  [[nodiscard]] int maxEndoLead() const override;
+  [[nodiscard]] int maxExoLead() const override;
+  [[nodiscard]] int maxEndoLag() const override;
+  [[nodiscard]] int maxExoLag() const override;
+  [[nodiscard]] int maxLead() const override;
+  [[nodiscard]] int maxLag() const override;
+  [[nodiscard]] int maxLagWithDiffsExpanded() const override;
+  [[nodiscard]] int VarMaxLag(const set<expr_t>& lhs_lag_equiv) const override;
+  [[nodiscard]] expr_t undiff() const override;
+  [[nodiscard]] expr_t decreaseLeadsLags(int n) const override;
+  expr_t substituteEndoLeadGreaterThanTwo(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                                          bool deterministic_model) const override;
+  expr_t substituteEndoLagGreaterThanTwo(subst_table_t& subst_table,
+                                         vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substituteExoLead(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                           bool deterministic_model) const override;
   expr_t substituteExoLag(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs) const override;
-  expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
-  expr_t substituteAdl() const override;
-  expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
-  void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
-  void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
-  int findTargetVariable(int lhs_symb_id) const override;
-  expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
-  expr_t decreaseLeadsLagsPredeterminedVariables() const override;
-  expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  bool isNumConstNodeEqualTo(double value) const override;
-  bool containsEndogenous() const override;
-  bool containsExogenous() const override;
-  int countDiffs() const override;
-  bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
-  expr_t replaceTrendVar() const override;
+  expr_t substituteExpectation(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                               bool partial_information_model) const override;
+  [[nodiscard]] expr_t substituteAdl() const override;
+  [[nodiscard]] expr_t substituteModelLocalVariables() const override;
+  [[nodiscard]] expr_t
+  substituteVarExpectation(const map<string, expr_t>& subst_table) const override;
+  void findDiffNodes(lag_equivalence_table_t& nodes) const override;
+  void findUnaryOpNodesForAuxVarCreation(lag_equivalence_table_t& nodes) const override;
+  [[nodiscard]] optional<int> findTargetVariable(int lhs_symb_id) const override;
+  expr_t substituteDiff(const lag_equivalence_table_t& nodes, subst_table_t& subst_table,
+                        vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substituteUnaryOpNodes(const lag_equivalence_table_t& nodes, subst_table_t& subst_table,
+                                vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substitutePacExpectation(const string& name, expr_t subexpr) override;
+  expr_t substitutePacTargetNonstationary(const string& name, expr_t subexpr) override;
+  [[nodiscard]] expr_t decreaseLeadsLagsPredeterminedVariables() const override;
+  expr_t differentiateForwardVars(const vector<string>& subset, subst_table_t& subst_table,
+                                  vector<BinaryOpNode*>& neweqs) const override;
+  [[nodiscard]] bool isNumConstNodeEqualTo(double value) const override;
+  [[nodiscard]] int countDiffs() const override;
+  [[nodiscard]] bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id,
+                                           int lag_arg) const override;
+  [[nodiscard]] expr_t replaceTrendVar() const override;
   expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
-  expr_t clone(DataTree &datatree) const override;
-  expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
-  bool isInStaticForm() const override;
-  void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> &params_vars_and_scaling_factor_arg) override;
-  void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
-  void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
-  void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
-  bool containsPacExpectation(const string &pac_model_name = "") const override;
-  void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
-                               &params_vars_and_scaling_factor) const override;
-  void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
-                            set<pair<int, pair<int, int>>> &params_and_vars) const override;
-  void getPacOptimizingShareAndExprNodes(set<int> &optim_share,
-                                         expr_t &optim_part,
-                                         expr_t &non_optim_part) const override;
-  bool isParamTimesEndogExpr() const override;
-  bool isVarModelReferenced(const string &model_info_name) const override;
-  void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const override;
-  //! Substitute auxiliary variables by their expression in static model
-  expr_t substituteStaticAuxiliaryVariable() const override;
+  expr_t clone(DataTree& alt_datatree) const override;
+  [[nodiscard]] expr_t removeTrendLeadLag(const map<int, expr_t>& trend_symbols_map) const override;
+  [[nodiscard]] bool isInStaticForm() const override;
+  expr_t replaceVarsInEquation(map<VariableNode*, NumConstNode*>& table) const override;
+  [[nodiscard]] bool containsPacExpectation(const string& pac_model_name = "") const override;
+  [[nodiscard]] bool containsPacTargetNonstationary(const string& pac_model_name
+                                                    = "") const override;
+  [[nodiscard]] bool isParamTimesEndogExpr() const override;
+  void matchMatchedMoment(vector<int>& symb_ids, vector<int>& lags,
+                          vector<int>& powers) const override;
+  [[nodiscard]] pair<int, expr_t> matchEndogenousTimesConstant() const override;
+  [[nodiscard]] expr_t substituteLogTransform(int orig_symb_id, int aux_symb_id) const override;
+  [[nodiscard]] expr_t substituteAggregationOperators(subst_table_t& subst_table,
+                                                      vector<BinaryOpNode*>& neweqs) const override;
 };
 
 //! Unary operator node
 class UnaryOpNode : public ExprNode
 {
-private:
+protected:
+  void prepareForDerivation() override;
+  void prepareForChainRuleDerivation(
+      const map<int, BinaryOpNode*>& recursive_variables,
+      unordered_map<expr_t, set<int>>& non_null_chain_rule_derivatives) const override;
+  void matchVTCTPHelper(optional<int>& var_id, int& lag, optional<int>& param_id, double& constant,
+                        bool at_denominator) const override;
+  void computeSubExprContainingVariable(int symb_id, int lag,
+                                        set<expr_t>& contain_var) const override;
+  // Returns the node obtained by applying a transformation recursively on the argument (in same
+  // datatree)
+  template<typename Callable, typename... Args>
+    requires invocable<Callable, expr_t, Args...>
+  expr_t
+  recurseTransform(Callable&& op, Args&&... args) const
+  {
+    expr_t substarg {invoke(forward<Callable>(op), arg, forward<Args>(args)...)};
+    return buildSimilarUnaryOpNode(substarg, datatree);
+  }
+
+public:
   const expr_t arg;
   //! Stores the information set. Only used for expectation operator
   const int expectation_information_set;
@@ -796,22 +1208,40 @@ private:
   const UnaryOpcode op_code;
   const string adl_param_name;
   const vector<int> adl_lags;
+
+private:
   expr_t computeDerivative(int deriv_id) override;
-  int cost(int cost, bool is_matlab) const override;
-  int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const override;
-  int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const override;
+  expr_t
+  computeChainRuleDerivative(int deriv_id, const map<int, BinaryOpNode*>& recursive_variables,
+                             unordered_map<expr_t, set<int>>& non_null_chain_rule_derivatives,
+                             unordered_map<expr_t, map<int, expr_t>>& cache) override;
+  [[nodiscard]] int cost(int cost, bool is_matlab) const override;
+  [[nodiscard]] int cost(const vector<vector<unordered_set<expr_t>>>& blocks_temporary_terms,
+                         bool is_matlab) const override;
+  [[nodiscard]] int cost(const map<pair<int, int>, unordered_set<expr_t>>& temp_terms_map,
+                         bool is_matlab) const override;
   //! Returns the derivative of this node if darg is the derivative of the argument
   expr_t composeDerivatives(expr_t darg, int deriv_id);
+
 public:
-  UnaryOpNode(DataTree &datatree_arg, int idx_arg, UnaryOpcode op_code_arg, const expr_t arg_arg, int expectation_information_set_arg, int param1_symb_id_arg, int param2_symb_id_arg, string adl_param_name_arg, vector<int> adl_lags_arg);
-  void prepareForDerivation() override;
-  void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
-                                     map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
-                                     bool is_matlab, NodeTreeReference tr) const override;
-  void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
+  UnaryOpNode(DataTree& datatree_arg, int idx_arg, UnaryOpcode op_code_arg, const expr_t arg_arg,
+              int expectation_information_set_arg, int param1_symb_id_arg, int param2_symb_id_arg,
+              string adl_param_name_arg, vector<int> adl_lags_arg);
+  void computeTemporaryTerms(const pair<int, int>& derivOrder,
+                             map<pair<int, int>, unordered_set<expr_t>>& temp_terms_map,
+                             unordered_map<expr_t, pair<int, pair<int, int>>>& reference_count,
+                             bool is_matlab) const override;
+  void computeBlockTemporaryTerms(
+      int blk, int eq, vector<vector<unordered_set<expr_t>>>& blocks_temporary_terms,
+      unordered_map<expr_t, tuple<int, int, int>>& reference_count) const override;
+  void writeOutput(ostream& output, ExprNodeOutputType output_type,
+                   const temporary_terms_t& temporary_terms,
+                   const temporary_terms_idxs_t& temporary_terms_idxs,
+                   const deriv_node_temp_terms_t& tef_terms) const override;
   void writeJsonAST(ostream& output) const override;
-  void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
-  bool containsExternalFunction() const override;
+  void writeJsonOutput(ostream& output, const temporary_terms_t& temporary_terms,
+                       const deriv_node_temp_terms_t& tef_terms, bool isdynamic) const override;
+  [[nodiscard]] bool containsExternalFunction() const override;
   void writeExternalFunctionOutput(ostream& output, ExprNodeOutputType output_type,
                                    const temporary_terms_t& temporary_terms,
                                    const temporary_terms_idxs_t& temporary_terms_idxs,
@@ -819,124 +1249,147 @@ public:
   void writeJsonExternalFunctionOutput(vector<string>& efout,
                                        const temporary_terms_t& temporary_terms,
                                        deriv_node_temp_terms_t& tef_terms,
-                                               const bool isdynamic) const override;
-  void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
-                                             bool lhs_rhs, const temporary_terms_t &temporary_terms,
-                                             const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
+                                       bool isdynamic) const override;
+  void writeBytecodeExternalFunctionOutput(Bytecode::Writer& code_file,
+                                           ExprNodeBytecodeOutputType output_type,
+                                           const temporary_terms_t& temporary_terms,
+                                           const temporary_terms_idxs_t& temporary_terms_idxs,
                                            deriv_node_temp_terms_t& tef_terms) const override;
-  void computeTemporaryTerms(map<expr_t, int> &reference_count,
-                                     temporary_terms_t &temporary_terms,
-                                     map<expr_t, pair<int, int>> &first_occurence,
-                                     int Curr_block,
-                                     vector< vector<temporary_terms_t>> &v_temporary_terms,
-                                     int equation) const override;
   void collectVARLHSVariable(set<expr_t>& result) const override;
   void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>>& result) const override;
-  void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const override;
   static double eval_opcode(UnaryOpcode op_code, double v) noexcept(false);
-  double eval(const eval_context_t &eval_context) const noexcept(false) override;
-  void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, const deriv_node_temp_terms_t &tef_terms) const override;
-  //! Returns operand
-  expr_t
-  get_arg() const
-  {
-    return (arg);
-  };
-  //! Returns op code
-  UnaryOpcode
-  get_op_code() const
-  {
-    return (op_code);
-  };
+  [[nodiscard]] double eval(const eval_context_t& eval_context) const noexcept(false) override;
+  void writeBytecodeOutput(Bytecode::Writer& code_file, ExprNodeBytecodeOutputType output_type,
+                           const temporary_terms_t& temporary_terms,
+                           const temporary_terms_idxs_t& temporary_terms_idxs,
+                           const deriv_node_temp_terms_t& tef_terms) const override;
   expr_t toStatic(DataTree& static_datatree) const override;
   void computeXrefs(EquationInfo& ei) const override;
-  pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t>>>  &List_of_Op_RHS) const override;
-  expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) override;
-  int maxEndoLead() const override;
-  int maxExoLead() const override;
-  int maxEndoLag() const override;
-  int maxExoLag() const override;
-  int maxLead() const override;
-  int maxLag() const override;
-  int VarMinLag() const override;
-  int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
-  int PacMaxLag(int lhs_symb_id) const override;
-  expr_t undiff() const override;
-  expr_t decreaseLeadsLags(int n) const override;
-  expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
-  //! Creates another UnaryOpNode with the same opcode, but with a possibly different datatree and argument
+  BinaryOpNode* normalizeEquationHelper(const set<expr_t>& contain_var, expr_t rhs) const override;
+  [[nodiscard]] int maxEndoLead() const override;
+  [[nodiscard]] int maxExoLead() const override;
+  [[nodiscard]] int maxEndoLag() const override;
+  [[nodiscard]] int maxExoLag() const override;
+  [[nodiscard]] int maxLead() const override;
+  [[nodiscard]] int maxLag() const override;
+  [[nodiscard]] int maxLagWithDiffsExpanded() const override;
+  [[nodiscard]] int VarMaxLag(const set<expr_t>& lhs_lag_equiv) const override;
+  [[nodiscard]] expr_t undiff() const override;
+  [[nodiscard]] expr_t decreaseLeadsLags(int n) const override;
+  expr_t substituteEndoLeadGreaterThanTwo(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                                          bool deterministic_model) const override;
+  //! Creates another UnaryOpNode with the same opcode, but with a possibly different datatree and
+  //! argument
   expr_t buildSimilarUnaryOpNode(expr_t alt_arg, DataTree& alt_datatree) const;
-  expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
+  expr_t substituteEndoLagGreaterThanTwo(subst_table_t& subst_table,
+                                         vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substituteExoLead(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                           bool deterministic_model) const override;
   expr_t substituteExoLag(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs) const override;
-  expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
-  expr_t substituteAdl() const override;
-  expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
-  void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
-  bool createAuxVarForUnaryOpNode() const;
-  void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
-  int findTargetVariable(int lhs_symb_id) const override;
-  expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
-  expr_t decreaseLeadsLagsPredeterminedVariables() const override;
-  expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  bool isNumConstNodeEqualTo(double value) const override;
-  bool containsEndogenous() const override;
-  bool containsExogenous() const override;
-  int countDiffs() const override;
-  bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
-  expr_t replaceTrendVar() const override;
+  expr_t substituteExpectation(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                               bool partial_information_model) const override;
+  [[nodiscard]] expr_t substituteAdl() const override;
+  [[nodiscard]] expr_t substituteModelLocalVariables() const override;
+  [[nodiscard]] expr_t
+  substituteVarExpectation(const map<string, expr_t>& subst_table) const override;
+  void findDiffNodes(lag_equivalence_table_t& nodes) const override;
+  [[nodiscard]] bool createAuxVarForUnaryOpNode() const;
+  void findUnaryOpNodesForAuxVarCreation(lag_equivalence_table_t& nodes) const override;
+  [[nodiscard]] optional<int> findTargetVariable(int lhs_symb_id) const override;
+  expr_t substituteDiff(const lag_equivalence_table_t& nodes, subst_table_t& subst_table,
+                        vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substituteUnaryOpNodes(const lag_equivalence_table_t& nodes, subst_table_t& subst_table,
+                                vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substitutePacExpectation(const string& name, expr_t subexpr) override;
+  expr_t substitutePacTargetNonstationary(const string& name, expr_t subexpr) override;
+  [[nodiscard]] expr_t decreaseLeadsLagsPredeterminedVariables() const override;
+  expr_t differentiateForwardVars(const vector<string>& subset, subst_table_t& subst_table,
+                                  vector<BinaryOpNode*>& neweqs) const override;
+  [[nodiscard]] bool isNumConstNodeEqualTo(double value) const override;
+  [[nodiscard]] int countDiffs() const override;
+  [[nodiscard]] bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id,
+                                           int lag_arg) const override;
+  [[nodiscard]] expr_t replaceTrendVar() const override;
   expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
-  expr_t clone(DataTree &datatree) const override;
-  expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
-  bool isInStaticForm() const override;
-  void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> &params_vars_and_scaling_factor_arg) override;
-  void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
-  void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
-  void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
-  bool containsPacExpectation(const string &pac_model_name = "") const override;
-  void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
-                               &params_vars_and_scaling_factor) const override;
-  void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
-                            set<pair<int, pair<int, int>>> &params_and_vars) const override;
-  void getPacOptimizingShareAndExprNodes(set<int> &optim_share,
-                                         expr_t &optim_part,
-                                         expr_t &non_optim_part) const override;
-  bool isParamTimesEndogExpr() const override;
-  bool isVarModelReferenced(const string &model_info_name) const override;
-  void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const override;
-  //! Substitute auxiliary variables by their expression in static model
-  expr_t substituteStaticAuxiliaryVariable() const override;
+  expr_t clone(DataTree& alt_datatree) const override;
+  [[nodiscard]] expr_t removeTrendLeadLag(const map<int, expr_t>& trend_symbols_map) const override;
+  [[nodiscard]] bool isInStaticForm() const override;
+  expr_t replaceVarsInEquation(map<VariableNode*, NumConstNode*>& table) const override;
+  [[nodiscard]] bool containsPacExpectation(const string& pac_model_name = "") const override;
+  [[nodiscard]] bool containsPacTargetNonstationary(const string& pac_model_name
+                                                    = "") const override;
+  [[nodiscard]] bool isParamTimesEndogExpr() const override;
+  void decomposeAdditiveTerms(vector<pair<expr_t, int>>& terms, int current_sign) const override;
+  [[nodiscard]] expr_t substituteLogTransform(int orig_symb_id, int aux_symb_id) const override;
+  [[nodiscard]] expr_t substituteAggregationOperators(subst_table_t& subst_table,
+                                                      vector<BinaryOpNode*>& neweqs) const override;
 };
 
 //! Binary operator node
 class BinaryOpNode : public ExprNode
 {
-private:
+protected:
+  void prepareForDerivation() override;
+  void prepareForChainRuleDerivation(
+      const map<int, BinaryOpNode*>& recursive_variables,
+      unordered_map<expr_t, set<int>>& non_null_chain_rule_derivatives) const override;
+  void matchVTCTPHelper(optional<int>& var_id, int& lag, optional<int>& param_id, double& constant,
+                        bool at_denominator) const override;
+  void computeSubExprContainingVariable(int symb_id, int lag,
+                                        set<expr_t>& contain_var) const override;
+
+public:
   const expr_t arg1, arg2;
   const BinaryOpcode op_code;
+  const int powerDerivOrder;
+  const string adlparam;
+
+private:
   expr_t computeDerivative(int deriv_id) override;
-  int cost(int cost, bool is_matlab) const override;
-  int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const override;
-  int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const override;
+  expr_t
+  computeChainRuleDerivative(int deriv_id, const map<int, BinaryOpNode*>& recursive_variables,
+                             unordered_map<expr_t, set<int>>& non_null_chain_rule_derivatives,
+                             unordered_map<expr_t, map<int, expr_t>>& cache) override;
+  [[nodiscard]] int cost(int cost, bool is_matlab) const override;
+  [[nodiscard]] int cost(const vector<vector<unordered_set<expr_t>>>& blocks_temporary_terms,
+                         bool is_matlab) const override;
+  [[nodiscard]] int cost(const map<pair<int, int>, unordered_set<expr_t>>& temp_terms_map,
+                         bool is_matlab) const override;
   //! Returns the derivative of this node if darg1 and darg2 are the derivatives of the arguments
   expr_t composeDerivatives(expr_t darg1, expr_t darg2);
-  const int powerDerivOrder;
-  const string adlparam;
+  // Returns the node obtained by applying a transformation recursively on the arguments (in same
+  // datatree)
+  template<typename Callable, typename... Args>
+    requires invocable<Callable, expr_t, Args...>
+  expr_t
+  recurseTransform(Callable&& op, Args&&... args) const
+  {
+    expr_t substarg1 {invoke(forward<Callable>(op), arg1, forward<Args>(args)...)};
+    expr_t substarg2 {invoke(forward<Callable>(op), arg2, forward<Args>(args)...)};
+    return buildSimilarBinaryOpNode(substarg1, substarg2, datatree);
+  }
+
 public:
-  BinaryOpNode(DataTree &datatree_arg, int idx_arg, const expr_t arg1_arg,
-               BinaryOpcode op_code_arg, const expr_t arg2_arg, int powerDerivOrder);
-  void prepareForDerivation() override;
-  int precedenceJson(const temporary_terms_t &temporary_terms) const override;
-  int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const override;
-  void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
-                                     map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
-                                     bool is_matlab, NodeTreeReference tr) const override;
-  void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
+  BinaryOpNode(DataTree& datatree_arg, int idx_arg, const expr_t arg1_arg, BinaryOpcode op_code_arg,
+               const expr_t arg2_arg, int powerDerivOrder);
+  [[nodiscard]] int precedenceJson(const temporary_terms_t& temporary_terms) const override;
+  [[nodiscard]] int precedence(ExprNodeOutputType output_type,
+                               const temporary_terms_t& temporary_terms) const override;
+  void computeTemporaryTerms(const pair<int, int>& derivOrder,
+                             map<pair<int, int>, unordered_set<expr_t>>& temp_terms_map,
+                             unordered_map<expr_t, pair<int, pair<int, int>>>& reference_count,
+                             bool is_matlab) const override;
+  void computeBlockTemporaryTerms(
+      int blk, int eq, vector<vector<unordered_set<expr_t>>>& blocks_temporary_terms,
+      unordered_map<expr_t, tuple<int, int, int>>& reference_count) const override;
+  void writeOutput(ostream& output, ExprNodeOutputType output_type,
+                   const temporary_terms_t& temporary_terms,
+                   const temporary_terms_idxs_t& temporary_terms_idxs,
+                   const deriv_node_temp_terms_t& tef_terms) const override;
   void writeJsonAST(ostream& output) const override;
-  void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
-  bool containsExternalFunction() const override;
+  void writeJsonOutput(ostream& output, const temporary_terms_t& temporary_terms,
+                       const deriv_node_temp_terms_t& tef_terms, bool isdynamic) const override;
+  [[nodiscard]] bool containsExternalFunction() const override;
   void writeExternalFunctionOutput(ostream& output, ExprNodeOutputType output_type,
                                    const temporary_terms_t& temporary_terms,
                                    const temporary_terms_idxs_t& temporary_terms_idxs,
@@ -944,156 +1397,198 @@ public:
   void writeJsonExternalFunctionOutput(vector<string>& efout,
                                        const temporary_terms_t& temporary_terms,
                                        deriv_node_temp_terms_t& tef_terms,
-                                               const bool isdynamic) const override;
-  void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
-                                             bool lhs_rhs, const temporary_terms_t &temporary_terms,
-                                             const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
+                                       bool isdynamic) const override;
+  void writeBytecodeExternalFunctionOutput(Bytecode::Writer& code_file,
+                                           ExprNodeBytecodeOutputType output_type,
+                                           const temporary_terms_t& temporary_terms,
+                                           const temporary_terms_idxs_t& temporary_terms_idxs,
                                            deriv_node_temp_terms_t& tef_terms) const override;
-  void computeTemporaryTerms(map<expr_t, int> &reference_count,
-                                     temporary_terms_t &temporary_terms,
-                                     map<expr_t, pair<int, int>> &first_occurence,
-                                     int Curr_block,
-                                     vector< vector<temporary_terms_t>> &v_temporary_terms,
-                                     int equation) const override;
   void collectVARLHSVariable(set<expr_t>& result) const override;
   void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>>& result) const override;
-  void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const override;
-  static double eval_opcode(double v1, BinaryOpcode op_code, double v2, int derivOrder) noexcept(false);
-  double eval(const eval_context_t &eval_context) const noexcept(false) override;
-  void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, const deriv_node_temp_terms_t &tef_terms) const override;
-  virtual expr_t Compute_RHS(expr_t arg1, expr_t arg2, int op, int op_type) const;
-  //! Returns first operand
-  expr_t
-  get_arg1() const
-  {
-    return (arg1);
-  };
-  //! Returns second operand
-  expr_t
-  get_arg2() const
-  {
-    return (arg2);
-  };
-  //! Returns op code
-  BinaryOpcode
-  get_op_code() const
-  {
-    return (op_code);
-  };
-  int
-  get_power_deriv_order() const
-  {
-    return powerDerivOrder;
-  }
-  void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
-                               &params_vars_and_scaling_factor) const override;
-  void getPacNonOptimizingPartHelper(const expr_t arg1, const expr_t arg2,
-                                     set<pair<int, pair<pair<int, int>, double>>>
-                                     &params_vars_and_scaling_factor) const;
-  void getPacOptimizingPartHelper(const expr_t arg1, const expr_t arg2,
-                                  int lhs_orig_symb_id,
-                                  pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
-                                  set<pair<int, pair<int, int>>> &ar_params_and_vars) const;
-  void getPacLHS(pair<int, int> &lhs);
+  static double eval_opcode(double v1, BinaryOpcode op_code, double v2,
+                            int derivOrder) noexcept(false);
+  [[nodiscard]] double eval(const eval_context_t& eval_context) const noexcept(false) override;
+  void writeBytecodeOutput(Bytecode::Writer& code_file, ExprNodeBytecodeOutputType output_type,
+                           const temporary_terms_t& temporary_terms,
+                           const temporary_terms_idxs_t& temporary_terms_idxs,
+                           const deriv_node_temp_terms_t& tef_terms) const override;
+  expr_t Compute_RHS(expr_t arg1, expr_t arg2, int op, int op_type) const;
   expr_t toStatic(DataTree& static_datatree) const override;
   void computeXrefs(EquationInfo& ei) const override;
-  pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t>>>  &List_of_Op_RHS) const override;
-  expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) override;
-  int maxEndoLead() const override;
-  int maxExoLead() const override;
-  int maxEndoLag() const override;
-  int maxExoLag() const override;
-  int maxLead() const override;
-  int maxLag() const override;
-  int VarMinLag() const override;
-  int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
-  int PacMaxLag(int lhs_symb_id) const override;
-  expr_t undiff() const override;
-  expr_t decreaseLeadsLags(int n) const override;
-  expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
-  //! Creates another BinaryOpNode with the same opcode, but with a possibly different datatree and arguments
+  BinaryOpNode* normalizeEquationHelper(const set<expr_t>& contain_var, expr_t rhs) const override;
+  //! Try to normalize an equation with respect to a given dynamic variable.
+  /*! Should only be called on Equal nodes. The variable must appear in the equation. */
+  [[nodiscard]] BinaryOpNode* normalizeEquation(int symb_id, int lag) const;
+  [[nodiscard]] int maxEndoLead() const override;
+  [[nodiscard]] int maxExoLead() const override;
+  [[nodiscard]] int maxEndoLag() const override;
+  [[nodiscard]] int maxExoLag() const override;
+  [[nodiscard]] int maxLead() const override;
+  [[nodiscard]] int maxLag() const override;
+  [[nodiscard]] int maxLagWithDiffsExpanded() const override;
+  [[nodiscard]] int VarMaxLag(const set<expr_t>& lhs_lag_equiv) const override;
+  [[nodiscard]] expr_t undiff() const override;
+  [[nodiscard]] expr_t decreaseLeadsLags(int n) const override;
+  expr_t substituteEndoLeadGreaterThanTwo(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                                          bool deterministic_model) const override;
+  //! Creates another BinaryOpNode with the same opcode, but with a possibly different datatree and
+  //! arguments
   expr_t buildSimilarBinaryOpNode(expr_t alt_arg1, expr_t alt_arg2, DataTree& alt_datatree) const;
-  expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
+  expr_t substituteEndoLagGreaterThanTwo(subst_table_t& subst_table,
+                                         vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substituteExoLead(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                           bool deterministic_model) const override;
   expr_t substituteExoLag(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs) const override;
-  expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
-  expr_t substituteAdl() const override;
-  expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
-  void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
-  void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
-  bool findTargetVariableHelper1(int lhs_symb_id, int rhs_symb_id) const;
-  int findTargetVariableHelper(const expr_t arg1, const expr_t arg2, int lhs_symb_id) const;
-  int findTargetVariable(int lhs_symb_id) const override;
-  expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
-  expr_t decreaseLeadsLagsPredeterminedVariables() const override;
-  expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  bool isNumConstNodeEqualTo(double value) const override;
-  bool containsEndogenous() const override;
-  bool containsExogenous() const override;
-  int countDiffs() const override;
-  bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
-  expr_t replaceTrendVar() const override;
+  expr_t substituteExpectation(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                               bool partial_information_model) const override;
+  [[nodiscard]] expr_t substituteAdl() const override;
+  [[nodiscard]] expr_t substituteModelLocalVariables() const override;
+  [[nodiscard]] expr_t
+  substituteVarExpectation(const map<string, expr_t>& subst_table) const override;
+  void findDiffNodes(lag_equivalence_table_t& nodes) const override;
+  void findUnaryOpNodesForAuxVarCreation(lag_equivalence_table_t& nodes) const override;
+  [[nodiscard]] bool findTargetVariableHelper1(int lhs_symb_id, int rhs_symb_id) const;
+  optional<int> findTargetVariableHelper(const expr_t arg1, const expr_t arg2,
+                                         int lhs_symb_id) const;
+  [[nodiscard]] optional<int> findTargetVariable(int lhs_symb_id) const override;
+  expr_t substituteDiff(const lag_equivalence_table_t& nodes, subst_table_t& subst_table,
+                        vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substituteUnaryOpNodes(const lag_equivalence_table_t& nodes, subst_table_t& subst_table,
+                                vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substitutePacExpectation(const string& name, expr_t subexpr) override;
+  expr_t substitutePacTargetNonstationary(const string& name, expr_t subexpr) override;
+  [[nodiscard]] expr_t decreaseLeadsLagsPredeterminedVariables() const override;
+  expr_t differentiateForwardVars(const vector<string>& subset, subst_table_t& subst_table,
+                                  vector<BinaryOpNode*>& neweqs) const override;
+  [[nodiscard]] bool isNumConstNodeEqualTo(double value) const override;
+  [[nodiscard]] int countDiffs() const override;
+  [[nodiscard]] bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id,
+                                           int lag_arg) const override;
+  [[nodiscard]] expr_t replaceTrendVar() const override;
   expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
-  expr_t clone(DataTree &datatree) const override;
-  expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
-  //! Function to write out the oPowerNode in expr_t terms as opposed to writing out the function itself
-  expr_t unpackPowerDeriv() const;
+  expr_t clone(DataTree& alt_datatree) const override;
+  [[nodiscard]] expr_t removeTrendLeadLag(const map<int, expr_t>& trend_symbols_map) const override;
+  //! Function to write out the oPowerNode in expr_t terms as opposed to writing out the function
+  //! itself
+  [[nodiscard]] expr_t unpackPowerDeriv() const;
   //! Returns MULT_i*(lhs-rhs) = 0, creating multiplier MULT_i
   expr_t addMultipliersToConstraints(int i);
-  //! Returns the non-zero hand-side of an equation (that must have a hand side equal to zero)
-  expr_t getNonZeroPartofEquation() const;
-  bool isInStaticForm() const override;
-  void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &ar_params_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> &params_vars_and_scaling_factor_arg) override;
-  void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
-  void fillAutoregressiveRowHelper(expr_t arg1, expr_t arg2,
-                                   int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const;
-  void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
-  void fillErrorCorrectionRowHelper(expr_t arg1, expr_t arg2,
-                                    int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs,
+  //! Returns the non-zero hand side of an equation (that must have a hand side equal to zero)
+  [[nodiscard]] expr_t getNonZeroPartofEquation() const;
+  [[nodiscard]] bool isInStaticForm() const override;
+  void fillAutoregressiveRow(int eqn, const vector<int>& lhs,
                              map<tuple<int, int, int>, expr_t>& AR) const;
-  void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
-  bool containsPacExpectation(const string &pac_model_name = "") const override;
-  void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
-                            set<pair<int, pair<int, int>>> &params_and_vars) const override;
-  void getPacOptimizingShareAndExprNodes(set<int> &optim_share,
-                                         expr_t &optim_part,
-                                         expr_t &non_optim_part) const override;
-  bool isParamTimesEndogExpr() const override;
-  bool isVarModelReferenced(const string &model_info_name) const override;
-  void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const override;
-  //! Substitute auxiliary variables by their expression in static model
-  expr_t substituteStaticAuxiliaryVariable() const override;
-  //! Substitute auxiliary variables by their expression in static model auxiliary variable definition
-  virtual expr_t substituteStaticAuxiliaryDefinition() const;
+  //! Finds equations where a variable is equal to a constant
+  void findConstantEquations(map<VariableNode*, NumConstNode*>& table) const;
+  expr_t replaceVarsInEquation(map<VariableNode*, NumConstNode*>& table) const override;
+  [[nodiscard]] bool containsPacExpectation(const string& pac_model_name = "") const override;
+  [[nodiscard]] bool containsPacTargetNonstationary(const string& pac_model_name
+                                                    = "") const override;
+  /*
+    ec_params_and_vars:
+    - 1st element = feedback force parameter
+    - 2nd element = list of terms in the cointegration relationship (symb_id,
+      is target ?, multiplicative scalar); this form theoretically allows for a
+      linear combination in the cointegration, though for the time being we allow
+      less than that
+    ar_params_and_vars: elements are indexed according to lag (index 0 is lag
+      1); each tuple is (parameter_id, variable_id, variable_lag) where
+      variable_lag is *not* the lag order in the AR
+      (because variable is an AUX_DIFF_LAG)
+   */
+  void getPacAREC(
+      int lhs_symb_id, int lhs_orig_symb_id,
+      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>>& additive_vars_params_and_constants) const;
+
+  //! Finds the share of optimizing agents in the PAC equation,
+  //! the expr node associated with it,
+  //! and the expr node associated with the non-optimizing part
+  [[nodiscard]] tuple<optional<int>, expr_t, expr_t, expr_t>
+  getPacOptimizingShareAndExprNodes(int lhs_orig_symb_id) const;
+  [[nodiscard]] pair<optional<int>, expr_t>
+  getPacOptimizingShareAndExprNodesHelper(int lhs_orig_symb_id) const;
+  [[nodiscard]] expr_t getPacNonOptimizingPart(int optim_share_symb_id) const;
+  [[nodiscard]] bool isParamTimesEndogExpr() const override;
+  void decomposeAdditiveTerms(vector<pair<expr_t, int>>& terms, int current_sign) const override;
+  void decomposeMultiplicativeFactors(vector<pair<expr_t, int>>& factors,
+                                      int current_exponent = 1) const override;
+  void matchMatchedMoment(vector<int>& symb_ids, vector<int>& lags,
+                          vector<int>& powers) const override;
+  [[nodiscard]] pair<int, expr_t> matchEndogenousTimesConstant() const override;
+  [[nodiscard]] expr_t substituteLogTransform(int orig_symb_id, int aux_symb_id) const override;
+  [[nodiscard]] expr_t substituteAggregationOperators(subst_table_t& subst_table,
+                                                      vector<BinaryOpNode*>& neweqs) const override;
+  [[nodiscard]] tuple<int, expr_t, expr_t>
+  matchComplementarityCondition(const optional<int>& heterogeneity_dimension
+                                = nullopt) const override;
 };
 
 //! Trinary operator node
 class TrinaryOpNode : public ExprNode
 {
   friend class ModelTree;
-private:
+
+public:
   const expr_t arg1, arg2, arg3;
   const TrinaryOpcode op_code;
+
+protected:
+  void prepareForDerivation() override;
+  void prepareForChainRuleDerivation(
+      const map<int, BinaryOpNode*>& recursive_variables,
+      unordered_map<expr_t, set<int>>& non_null_chain_rule_derivatives) const override;
+  void computeSubExprContainingVariable(int symb_id, int lag,
+                                        set<expr_t>& contain_var) const override;
+
+private:
   expr_t computeDerivative(int deriv_id) override;
-  int cost(int cost, bool is_matlab) const override;
-  int cost(const temporary_terms_t &temporary_terms, bool is_matlab) const override;
-  int cost(const map<NodeTreeReference, temporary_terms_t> &temp_terms_map, bool is_matlab) const override;
-  //! Returns the derivative of this node if darg1, darg2 and darg3 are the derivatives of the arguments
+  expr_t
+  computeChainRuleDerivative(int deriv_id, const map<int, BinaryOpNode*>& recursive_variables,
+                             unordered_map<expr_t, set<int>>& non_null_chain_rule_derivatives,
+                             unordered_map<expr_t, map<int, expr_t>>& cache) override;
+  [[nodiscard]] int cost(int cost, bool is_matlab) const override;
+  [[nodiscard]] int cost(const vector<vector<unordered_set<expr_t>>>& blocks_temporary_terms,
+                         bool is_matlab) const override;
+  [[nodiscard]] int cost(const map<pair<int, int>, unordered_set<expr_t>>& temp_terms_map,
+                         bool is_matlab) const override;
+  //! Returns the derivative of this node if darg1, darg2 and darg3 are the derivatives of the
+  //! arguments
   expr_t composeDerivatives(expr_t darg1, expr_t darg2, expr_t darg3);
+  // Returns the node obtained by applying a transformation recursively on the arguments (in same
+  // datatree)
+  template<typename Callable, typename... Args>
+    requires invocable<Callable, expr_t, Args...>
+  expr_t
+  recurseTransform(Callable&& op, Args&&... args) const
+  {
+    expr_t substarg1 {invoke(forward<Callable>(op), arg1, forward<Args>(args)...)};
+    expr_t substarg2 {invoke(forward<Callable>(op), arg2, forward<Args>(args)...)};
+    expr_t substarg3 {invoke(forward<Callable>(op), arg3, forward<Args>(args)...)};
+    return buildSimilarTrinaryOpNode(substarg1, substarg2, substarg3, datatree);
+  }
+
 public:
   TrinaryOpNode(DataTree& datatree_arg, int idx_arg, const expr_t arg1_arg,
                 TrinaryOpcode op_code_arg, const expr_t arg2_arg, const expr_t arg3_arg);
-  void prepareForDerivation() override;
-  int precedence(ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms) const override;
-  void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
-                                     map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
-                                     bool is_matlab, NodeTreeReference tr) const override;
-  void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
+  [[nodiscard]] int precedence(ExprNodeOutputType output_type,
+                               const temporary_terms_t& temporary_terms) const override;
+  void computeTemporaryTerms(const pair<int, int>& derivOrder,
+                             map<pair<int, int>, unordered_set<expr_t>>& temp_terms_map,
+                             unordered_map<expr_t, pair<int, pair<int, int>>>& reference_count,
+                             bool is_matlab) const override;
+  void computeBlockTemporaryTerms(
+      int blk, int eq, vector<vector<unordered_set<expr_t>>>& blocks_temporary_terms,
+      unordered_map<expr_t, tuple<int, int, int>>& reference_count) const override;
+  void writeOutput(ostream& output, ExprNodeOutputType output_type,
+                   const temporary_terms_t& temporary_terms,
+                   const temporary_terms_idxs_t& temporary_terms_idxs,
+                   const deriv_node_temp_terms_t& tef_terms) const override;
   void writeJsonAST(ostream& output) const override;
-  void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
-  bool containsExternalFunction() const override;
+  void writeJsonOutput(ostream& output, const temporary_terms_t& temporary_terms,
+                       const deriv_node_temp_terms_t& tef_terms, bool isdynamic) const override;
+  [[nodiscard]] bool containsExternalFunction() const override;
   void writeExternalFunctionOutput(ostream& output, ExprNodeOutputType output_type,
                                    const temporary_terms_t& temporary_terms,
                                    const temporary_terms_idxs_t& temporary_terms_idxs,
@@ -1101,223 +1596,278 @@ public:
   void writeJsonExternalFunctionOutput(vector<string>& efout,
                                        const temporary_terms_t& temporary_terms,
                                        deriv_node_temp_terms_t& tef_terms,
-                                               const bool isdynamic) const override;
-  void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
-                                             bool lhs_rhs, const temporary_terms_t &temporary_terms,
-                                             const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
+                                       bool isdynamic) const override;
+  void writeBytecodeExternalFunctionOutput(Bytecode::Writer& code_file,
+                                           ExprNodeBytecodeOutputType output_type,
+                                           const temporary_terms_t& temporary_terms,
+                                           const temporary_terms_idxs_t& temporary_terms_idxs,
                                            deriv_node_temp_terms_t& tef_terms) const override;
-  void computeTemporaryTerms(map<expr_t, int> &reference_count,
-                                     temporary_terms_t &temporary_terms,
-                                     map<expr_t, pair<int, int>> &first_occurence,
-                                     int Curr_block,
-                                     vector< vector<temporary_terms_t>> &v_temporary_terms,
-                                     int equation) const override;
   void collectVARLHSVariable(set<expr_t>& result) const override;
   void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>>& result) const override;
-  void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const override;
   static double eval_opcode(double v1, TrinaryOpcode op_code, double v2, double v3) noexcept(false);
-  double eval(const eval_context_t &eval_context) const noexcept(false) override;
-  void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, const deriv_node_temp_terms_t &tef_terms) const override;
+  [[nodiscard]] double eval(const eval_context_t& eval_context) const noexcept(false) override;
+  void writeBytecodeOutput(Bytecode::Writer& code_file, ExprNodeBytecodeOutputType output_type,
+                           const temporary_terms_t& temporary_terms,
+                           const temporary_terms_idxs_t& temporary_terms_idxs,
+                           const deriv_node_temp_terms_t& tef_terms) const override;
   expr_t toStatic(DataTree& static_datatree) const override;
   void computeXrefs(EquationInfo& ei) const override;
-  pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t>>>  &List_of_Op_RHS) const override;
-  expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) override;
-  int maxEndoLead() const override;
-  int maxExoLead() const override;
-  int maxEndoLag() const override;
-  int maxExoLag() const override;
-  int maxLead() const override;
-  int maxLag() const override;
-  int VarMinLag() const override;
-  int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
-  int PacMaxLag(int lhs_symb_id) const override;
-  expr_t undiff() const override;
-  expr_t decreaseLeadsLags(int n) const override;
-  expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
-  //! Creates another TrinaryOpNode with the same opcode, but with a possibly different datatree and arguments
-  expr_t buildSimilarTrinaryOpNode(expr_t alt_arg1, expr_t alt_arg2, expr_t alt_arg3, DataTree &alt_datatree) const;
-  expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
+  BinaryOpNode* normalizeEquationHelper(const set<expr_t>& contain_var, expr_t rhs) const override;
+  [[nodiscard]] int maxEndoLead() const override;
+  [[nodiscard]] int maxExoLead() const override;
+  [[nodiscard]] int maxEndoLag() const override;
+  [[nodiscard]] int maxExoLag() const override;
+  [[nodiscard]] int maxLead() const override;
+  [[nodiscard]] int maxLag() const override;
+  [[nodiscard]] int maxLagWithDiffsExpanded() const override;
+  [[nodiscard]] int VarMaxLag(const set<expr_t>& lhs_lag_equiv) const override;
+  [[nodiscard]] expr_t undiff() const override;
+  [[nodiscard]] expr_t decreaseLeadsLags(int n) const override;
+  expr_t substituteEndoLeadGreaterThanTwo(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                                          bool deterministic_model) const override;
+  //! Creates another TrinaryOpNode with the same opcode, but with a possibly different datatree and
+  //! arguments
+  expr_t buildSimilarTrinaryOpNode(expr_t alt_arg1, expr_t alt_arg2, expr_t alt_arg3,
+                                   DataTree& alt_datatree) const;
+  expr_t substituteEndoLagGreaterThanTwo(subst_table_t& subst_table,
+                                         vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substituteExoLead(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                           bool deterministic_model) const override;
   expr_t substituteExoLag(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs) const override;
-  expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
-  expr_t substituteAdl() const override;
-  expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
-  void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
-  void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
-  int findTargetVariable(int lhs_symb_id) const override;
-  expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
-  expr_t decreaseLeadsLagsPredeterminedVariables() const override;
-  expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  bool isNumConstNodeEqualTo(double value) const override;
-  bool containsEndogenous() const override;
-  bool containsExogenous() const override;
-  int countDiffs() const override;
-  bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
-  expr_t replaceTrendVar() const override;
+  expr_t substituteExpectation(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                               bool partial_information_model) const override;
+  [[nodiscard]] expr_t substituteAdl() const override;
+  [[nodiscard]] expr_t substituteModelLocalVariables() const override;
+  [[nodiscard]] expr_t
+  substituteVarExpectation(const map<string, expr_t>& subst_table) const override;
+  void findDiffNodes(lag_equivalence_table_t& nodes) const override;
+  void findUnaryOpNodesForAuxVarCreation(lag_equivalence_table_t& nodes) const override;
+  [[nodiscard]] optional<int> findTargetVariable(int lhs_symb_id) const override;
+  expr_t substituteDiff(const lag_equivalence_table_t& nodes, subst_table_t& subst_table,
+                        vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substituteUnaryOpNodes(const lag_equivalence_table_t& nodes, subst_table_t& subst_table,
+                                vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substitutePacExpectation(const string& name, expr_t subexpr) override;
+  expr_t substitutePacTargetNonstationary(const string& name, expr_t subexpr) override;
+  [[nodiscard]] expr_t decreaseLeadsLagsPredeterminedVariables() const override;
+  expr_t differentiateForwardVars(const vector<string>& subset, subst_table_t& subst_table,
+                                  vector<BinaryOpNode*>& neweqs) const override;
+  [[nodiscard]] bool isNumConstNodeEqualTo(double value) const override;
+  [[nodiscard]] int countDiffs() const override;
+  [[nodiscard]] bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id,
+                                           int lag_arg) const override;
+  [[nodiscard]] expr_t replaceTrendVar() const override;
   expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
-  expr_t clone(DataTree &datatree) const override;
-  expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
-  bool isInStaticForm() const override;
-  void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> &params_vars_and_scaling_factor_arg) override;
-  void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
-  void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
-  void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
-  bool containsPacExpectation(const string &pac_model_name = "") const override;
-  void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
-                               &params_vars_and_scaling_factor) const override;
-  void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
-                            set<pair<int, pair<int, int>>> &params_and_vars) const override;
-  void getPacOptimizingShareAndExprNodes(set<int> &optim_share,
-                                         expr_t &optim_part,
-                                         expr_t &non_optim_part) const override;
-  bool isParamTimesEndogExpr() const override;
-  bool isVarModelReferenced(const string &model_info_name) const override;
-  void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const override;
-  //! Substitute auxiliary variables by their expression in static model
-  expr_t substituteStaticAuxiliaryVariable() const override;
+  expr_t clone(DataTree& alt_datatree) const override;
+  [[nodiscard]] expr_t removeTrendLeadLag(const map<int, expr_t>& trend_symbols_map) const override;
+  [[nodiscard]] bool isInStaticForm() const override;
+  expr_t replaceVarsInEquation(map<VariableNode*, NumConstNode*>& table) const override;
+  [[nodiscard]] bool containsPacExpectation(const string& pac_model_name = "") const override;
+  [[nodiscard]] bool containsPacTargetNonstationary(const string& pac_model_name
+                                                    = "") const override;
+  [[nodiscard]] bool isParamTimesEndogExpr() const override;
+  [[nodiscard]] expr_t substituteAggregationOperators(subst_table_t& subst_table,
+                                                      vector<BinaryOpNode*>& neweqs) const override;
+  [[nodiscard]] expr_t substituteLogTransform(int orig_symb_id, int aux_symb_id) const override;
 };
 
 //! External function node
 class AbstractExternalFunctionNode : public ExprNode
 {
+public:
+  const int symb_id;
+  const vector<expr_t> arguments;
+
 private:
   expr_t computeDerivative(int deriv_id) override;
+  expr_t
+  computeChainRuleDerivative(int deriv_id, const map<int, BinaryOpNode*>& recursive_variables,
+                             unordered_map<expr_t, set<int>>& non_null_chain_rule_derivatives,
+                             unordered_map<expr_t, map<int, expr_t>>& cache) override;
   virtual expr_t composeDerivatives(const vector<expr_t>& dargs) = 0;
+  // Computes the maximum of f applied to all arguments (result will always be non-negative)
+  int maxHelper(const function<int(expr_t)>& f) const;
+  // Returns the node obtained by applying a transformation recursively on the arguments (in same
+  // datatree)
+  template<typename Callable, typename... Args>
+    requires invocable<Callable, expr_t, Args...>
+  expr_t
+  recurseTransform(Callable&& op, Args&&... args) const
+  {
+    vector<expr_t> arguments_subst;
+    for (auto argument : arguments)
+      arguments_subst.push_back(invoke(forward<Callable>(op), argument, forward<Args>(args)...));
+    return buildSimilarExternalFunctionNode(arguments_subst, datatree);
+  }
+
 protected:
   //! Thrown when trying to access an unknown entry in external_function_node_map
   class UnknownFunctionNameAndArgs
   {
   };
-  const int symb_id;
-  const vector<expr_t> arguments;
+  void prepareForDerivation() override;
+  void prepareForChainRuleDerivation(
+      const map<int, BinaryOpNode*>& recursive_variables,
+      unordered_map<expr_t, set<int>>& non_null_chain_rule_derivatives) const override;
   //! Returns true if the given external function has been written as a temporary term
-  bool alreadyWrittenAsTefTerm(int the_symb_id, const deriv_node_temp_terms_t &tef_terms) const;
+  [[nodiscard]] bool alreadyWrittenAsTefTerm(int the_symb_id,
+                                             const deriv_node_temp_terms_t& tef_terms) const;
   //! Returns the index in the tef_terms map of this external function
-  int getIndxInTefTerms(int the_symb_id, const deriv_node_temp_terms_t &tef_terms) const noexcept(false);
+  [[nodiscard]] int getIndxInTefTerms(int the_symb_id,
+                                      const deriv_node_temp_terms_t& tef_terms) const
+      noexcept(false);
   //! Helper function to write output arguments of any given external function
-  void writeExternalFunctionArguments(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const;
+  void writeExternalFunctionArguments(ostream& output, ExprNodeOutputType output_type,
+                                      const temporary_terms_t& temporary_terms,
+                                      const temporary_terms_idxs_t& temporary_terms_idxs,
+                                      const deriv_node_temp_terms_t& tef_terms) const;
   void writeJsonASTExternalFunctionArguments(ostream& output) const;
-  void writeJsonExternalFunctionArguments(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const;
+  void writeJsonExternalFunctionArguments(ostream& output, const temporary_terms_t& temporary_terms,
+                                          const deriv_node_temp_terms_t& tef_terms,
+                                          bool isdynamic) const;
+  void writeBytecodeExternalFunctionArguments(Bytecode::Writer& code_file,
+                                              ExprNodeBytecodeOutputType output_type,
+                                              const temporary_terms_t& temporary_terms,
+                                              const temporary_terms_idxs_t& temporary_terms_idxs,
+                                              const deriv_node_temp_terms_t& tef_terms) const;
   /*! Returns a predicate that tests whether an other ExprNode is an external
     function which is computed by the same external function call (i.e. it has
     the same so-called "Tef" index) */
-  virtual function<bool (expr_t)> sameTefTermPredicate() const = 0;
+  [[nodiscard]] virtual function<bool(expr_t)> sameTefTermPredicate() const = 0;
+  void computeSubExprContainingVariable(int symb_id, int lag,
+                                        set<expr_t>& contain_var) const override;
+
 public:
   AbstractExternalFunctionNode(DataTree& datatree_arg, int idx_arg, int symb_id_arg,
                                vector<expr_t> arguments_arg);
-  void prepareForDerivation() override;
-  void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
-                                     map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
-                                     bool is_matlab, NodeTreeReference tr) const override;
-  void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override = 0;
+  [[nodiscard]] string getName() const;
+  void computeTemporaryTerms(const pair<int, int>& derivOrder,
+                             map<pair<int, int>, unordered_set<expr_t>>& temp_terms_map,
+                             unordered_map<expr_t, pair<int, pair<int, int>>>& reference_count,
+                             bool is_matlab) const override;
+  void computeBlockTemporaryTerms(
+      int blk, int eq, vector<vector<unordered_set<expr_t>>>& blocks_temporary_terms,
+      unordered_map<expr_t, tuple<int, int, int>>& reference_count) const override;
+  void writeOutput(ostream& output, ExprNodeOutputType output_type,
+                   const temporary_terms_t& temporary_terms,
+                   const temporary_terms_idxs_t& temporary_terms_idxs,
+                   const deriv_node_temp_terms_t& tef_terms) const override
+      = 0;
   void writeJsonAST(ostream& output) const override = 0;
-  void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic = true) const override = 0;
-  bool containsExternalFunction() const override;
+  void writeJsonOutput(ostream& output, const temporary_terms_t& temporary_terms,
+                       const deriv_node_temp_terms_t& tef_terms,
+                       bool isdynamic = true) const override
+      = 0;
+  [[nodiscard]] bool containsExternalFunction() const override;
   void writeExternalFunctionOutput(ostream& output, ExprNodeOutputType output_type,
                                    const temporary_terms_t& temporary_terms,
                                    const temporary_terms_idxs_t& temporary_terms_idxs,
-                                           deriv_node_temp_terms_t &tef_terms) const override = 0;
+                                   deriv_node_temp_terms_t& tef_terms) const override
+      = 0;
   void writeJsonExternalFunctionOutput(vector<string>& efout,
                                        const temporary_terms_t& temporary_terms,
                                        deriv_node_temp_terms_t& tef_terms,
-                                               const bool isdynamic = true) const override = 0;
-  void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
-                                             bool lhs_rhs, const temporary_terms_t &temporary_terms,
-                                             const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
-                                             deriv_node_temp_terms_t &tef_terms) const override = 0;
-  void computeTemporaryTerms(map<expr_t, int> &reference_count,
-                                     temporary_terms_t &temporary_terms,
-                                     map<expr_t, pair<int, int>> &first_occurence,
-                                     int Curr_block,
-                                     vector< vector<temporary_terms_t>> &v_temporary_terms,
-                                     int equation) const override = 0;
+                                       bool isdynamic = true) const override
+      = 0;
+  void writeBytecodeExternalFunctionOutput(Bytecode::Writer& code_file,
+                                           ExprNodeBytecodeOutputType output_type,
+                                           const temporary_terms_t& temporary_terms,
+                                           const temporary_terms_idxs_t& temporary_terms_idxs,
+                                           deriv_node_temp_terms_t& tef_terms) const override
+      = 0;
   void collectVARLHSVariable(set<expr_t>& result) const override;
   void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>>& result) const override;
-  void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const override;
-  double eval(const eval_context_t &eval_context) const noexcept(false) override;
-  unsigned int compileExternalFunctionArguments(ostream &CompileCode, unsigned int &instruction_number,
-                                                bool lhs_rhs, const temporary_terms_t &temporary_terms,
-                                                const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
-                                                const deriv_node_temp_terms_t &tef_terms) const;
-
-  void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, const deriv_node_temp_terms_t &tef_terms) const override = 0;
-  expr_t toStatic(DataTree &static_datatree) const override = 0;
+  [[nodiscard]] double eval(const eval_context_t& eval_context) const noexcept(false) override;
+  void writeBytecodeOutput(Bytecode::Writer& code_file, ExprNodeBytecodeOutputType output_type,
+                           const temporary_terms_t& temporary_terms,
+                           const temporary_terms_idxs_t& temporary_terms_idxs,
+                           const deriv_node_temp_terms_t& tef_terms) const override
+      = 0;
+  expr_t toStatic(DataTree& static_datatree) const override;
   void computeXrefs(EquationInfo& ei) const override = 0;
-  pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t>>>  &List_of_Op_RHS) const override;
-  expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) override;
-  int maxEndoLead() const override;
-  int maxExoLead() const override;
-  int maxEndoLag() const override;
-  int maxExoLag() const override;
-  int maxLead() const override;
-  int maxLag() const override;
-  int VarMinLag() const override;
-  int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
-  int PacMaxLag(int lhs_symb_id) const override;
-  expr_t undiff() const override;
-  expr_t decreaseLeadsLags(int n) const override;
-  expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
-  expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
+  BinaryOpNode* normalizeEquationHelper(const set<expr_t>& contain_var, expr_t rhs) const override;
+  [[nodiscard]] int maxEndoLead() const override;
+  [[nodiscard]] int maxExoLead() const override;
+  [[nodiscard]] int maxEndoLag() const override;
+  [[nodiscard]] int maxExoLag() const override;
+  [[nodiscard]] int maxLead() const override;
+  [[nodiscard]] int maxLag() const override;
+  [[nodiscard]] int maxLagWithDiffsExpanded() const override;
+  [[nodiscard]] int VarMaxLag(const set<expr_t>& lhs_lag_equiv) const override;
+  [[nodiscard]] expr_t undiff() const override;
+  [[nodiscard]] expr_t decreaseLeadsLags(int n) const override;
+  expr_t substituteEndoLeadGreaterThanTwo(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                                          bool deterministic_model) const override;
+  expr_t substituteEndoLagGreaterThanTwo(subst_table_t& subst_table,
+                                         vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substituteExoLead(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                           bool deterministic_model) const override;
   expr_t substituteExoLag(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs) const override;
-  expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
-  expr_t substituteAdl() const override;
-  expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
-  void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
-  void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
-  int findTargetVariable(int lhs_symb_id) const override;
-  expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
-  virtual expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const = 0;
-  expr_t decreaseLeadsLagsPredeterminedVariables() const override;
-  expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  bool isNumConstNodeEqualTo(double value) const override;
-  bool containsEndogenous() const override;
-  bool containsExogenous() const override;
-  int countDiffs() const override;
-  bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
-  virtual void writePrhs(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms, const string &ending) const;
-  expr_t replaceTrendVar() const override;
+  expr_t substituteExpectation(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                               bool partial_information_model) const override;
+  [[nodiscard]] expr_t substituteAdl() const override;
+  [[nodiscard]] expr_t substituteModelLocalVariables() const override;
+  [[nodiscard]] expr_t
+  substituteVarExpectation(const map<string, expr_t>& subst_table) const override;
+  void findDiffNodes(lag_equivalence_table_t& nodes) const override;
+  void findUnaryOpNodesForAuxVarCreation(lag_equivalence_table_t& nodes) const override;
+  [[nodiscard]] optional<int> findTargetVariable(int lhs_symb_id) const override;
+  expr_t substituteDiff(const lag_equivalence_table_t& nodes, subst_table_t& subst_table,
+                        vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substituteUnaryOpNodes(const lag_equivalence_table_t& nodes, subst_table_t& subst_table,
+                                vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substitutePacExpectation(const string& name, expr_t subexpr) override;
+  expr_t substitutePacTargetNonstationary(const string& name, expr_t subexpr) override;
+  virtual expr_t buildSimilarExternalFunctionNode(vector<expr_t>& alt_args,
+                                                  DataTree& alt_datatree) const
+      = 0;
+  [[nodiscard]] expr_t decreaseLeadsLagsPredeterminedVariables() const override;
+  expr_t differentiateForwardVars(const vector<string>& subset, subst_table_t& subst_table,
+                                  vector<BinaryOpNode*>& neweqs) const override;
+  [[nodiscard]] bool isNumConstNodeEqualTo(double value) const override;
+  [[nodiscard]] int countDiffs() const override;
+  [[nodiscard]] bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id,
+                                           int lag_arg) const override;
+  void writePrhs(ostream& output, ExprNodeOutputType output_type,
+                 const temporary_terms_t& temporary_terms,
+                 const temporary_terms_idxs_t& temporary_terms_idxs,
+                 const deriv_node_temp_terms_t& tef_terms) const;
+  [[nodiscard]] expr_t replaceTrendVar() const override;
   expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
-  expr_t clone(DataTree &datatree) const override = 0;
-  expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
-  bool isInStaticForm() const override;
-  void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> &params_vars_and_scaling_factor_arg) override;
-  void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
-  void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
-  void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
-  bool containsPacExpectation(const string &pac_model_name = "") const override;
-  void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
-                               &params_vars_and_scaling_factor) const override;
-  void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
-                            set<pair<int, pair<int, int>>> &params_and_vars) const override;
-  void getPacOptimizingShareAndExprNodes(set<int> &optim_share,
-                                         expr_t &optim_part,
-                                         expr_t &non_optim_part) const override;
-  bool isParamTimesEndogExpr() const override;
-  bool isVarModelReferenced(const string &model_info_name) const override;
-  void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const override;
-  //! Substitute auxiliary variables by their expression in static model
-  expr_t substituteStaticAuxiliaryVariable() const override;
+  expr_t clone(DataTree& alt_datatree) const override;
+  [[nodiscard]] expr_t removeTrendLeadLag(const map<int, expr_t>& trend_symbols_map) const override;
+  [[nodiscard]] bool isInStaticForm() const override;
+  expr_t replaceVarsInEquation(map<VariableNode*, NumConstNode*>& table) const override;
+  [[nodiscard]] bool containsPacExpectation(const string& pac_model_name = "") const override;
+  [[nodiscard]] bool containsPacTargetNonstationary(const string& pac_model_name
+                                                    = "") const override;
+  [[nodiscard]] bool isParamTimesEndogExpr() const override;
+  [[nodiscard]] expr_t substituteLogTransform(int orig_symb_id, int aux_symb_id) const override;
+  [[nodiscard]] expr_t substituteAggregationOperators(subst_table_t& subst_table,
+                                                      vector<BinaryOpNode*>& neweqs) const override;
 };
 
 class ExternalFunctionNode : public AbstractExternalFunctionNode
 {
   friend class FirstDerivExternalFunctionNode;
   friend class SecondDerivExternalFunctionNode;
+
 private:
   expr_t composeDerivatives(const vector<expr_t>& dargs) override;
+
 protected:
-  function<bool (expr_t)> sameTefTermPredicate() const override;
+  [[nodiscard]] function<bool(expr_t)> sameTefTermPredicate() const override;
+
 public:
   ExternalFunctionNode(DataTree& datatree_arg, int idx_arg, int symb_id_arg,
                        const vector<expr_t>& arguments_arg);
-  void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
+  void writeOutput(ostream& output, ExprNodeOutputType output_type,
+                   const temporary_terms_t& temporary_terms,
+                   const temporary_terms_idxs_t& temporary_terms_idxs,
+                   const deriv_node_temp_terms_t& tef_terms) const override;
   void writeJsonAST(ostream& output) const override;
-  void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
+  void writeJsonOutput(ostream& output, const temporary_terms_t& temporary_terms,
+                       const deriv_node_temp_terms_t& tef_terms, bool isdynamic) const override;
   void writeExternalFunctionOutput(ostream& output, ExprNodeOutputType output_type,
                                    const temporary_terms_t& temporary_terms,
                                    const temporary_terms_idxs_t& temporary_terms_idxs,
@@ -1325,48 +1875,45 @@ public:
   void writeJsonExternalFunctionOutput(vector<string>& efout,
                                        const temporary_terms_t& temporary_terms,
                                        deriv_node_temp_terms_t& tef_terms,
-                                               const bool isdynamic) const override;
-  void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
-                                             bool lhs_rhs, const temporary_terms_t &temporary_terms,
-                                             const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
+                                       bool isdynamic) const override;
+  void writeBytecodeExternalFunctionOutput(Bytecode::Writer& code_file,
+                                           ExprNodeBytecodeOutputType output_type,
+                                           const temporary_terms_t& temporary_terms,
+                                           const temporary_terms_idxs_t& temporary_terms_idxs,
                                            deriv_node_temp_terms_t& tef_terms) const override;
-  void computeTemporaryTerms(map<expr_t, int> &reference_count,
-                                     temporary_terms_t &temporary_terms,
-                                     map<expr_t, pair<int, int>> &first_occurence,
-                                     int Curr_block,
-                                     vector< vector<temporary_terms_t>> &v_temporary_terms,
-                                     int equation) const override;
-  void compile(ostream &CompileCode, unsigned int &instruction_number, bool lhs_rhs, const temporary_terms_t &temporary_terms, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic, const deriv_node_temp_terms_t &tef_terms) const override;
-  expr_t toStatic(DataTree &static_datatree) const override;
+  void writeBytecodeOutput(Bytecode::Writer& code_file, ExprNodeBytecodeOutputType output_type,
+                           const temporary_terms_t& temporary_terms,
+                           const temporary_terms_idxs_t& temporary_terms_idxs,
+                           const deriv_node_temp_terms_t& tef_terms) const override;
   void computeXrefs(EquationInfo& ei) const override;
-  expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const override;
-  expr_t clone(DataTree &datatree) const override;
+  expr_t buildSimilarExternalFunctionNode(vector<expr_t>& alt_args,
+                                          DataTree& alt_datatree) const override;
 };
 
 class FirstDerivExternalFunctionNode : public AbstractExternalFunctionNode
 {
-private:
+public:
   const int inputIndex;
+
+private:
   expr_t composeDerivatives(const vector<expr_t>& dargs) override;
+
 protected:
-  function<bool (expr_t)> sameTefTermPredicate() const override;
+  [[nodiscard]] function<bool(expr_t)> sameTefTermPredicate() const override;
+
 public:
-  FirstDerivExternalFunctionNode(DataTree &datatree_arg, int idx_arg,
-                                 int top_level_symb_id_arg,
-                                 const vector<expr_t> &arguments_arg,
-                                 int inputIndex_arg);
-  void computeTemporaryTerms(map<expr_t, int> &reference_count,
-                                     temporary_terms_t &temporary_terms,
-                                     map<expr_t, pair<int, int>> &first_occurence,
-                                     int Curr_block,
-                                     vector< vector<temporary_terms_t>> &v_temporary_terms,
-                                     int equation) const override;
-  void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
+  FirstDerivExternalFunctionNode(DataTree& datatree_arg, int idx_arg, int top_level_symb_id_arg,
+                                 const vector<expr_t>& arguments_arg, int inputIndex_arg);
+  void writeOutput(ostream& output, ExprNodeOutputType output_type,
+                   const temporary_terms_t& temporary_terms,
+                   const temporary_terms_idxs_t& temporary_terms_idxs,
+                   const deriv_node_temp_terms_t& tef_terms) const override;
   void writeJsonAST(ostream& output) const override;
-  void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
-  void compile(ostream &CompileCode, unsigned int &instruction_number,
-                       bool lhs_rhs, const temporary_terms_t &temporary_terms,
-                       const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
+  void writeJsonOutput(ostream& output, const temporary_terms_t& temporary_terms,
+                       const deriv_node_temp_terms_t& tef_terms, bool isdynamic) const override;
+  void writeBytecodeOutput(Bytecode::Writer& code_file, ExprNodeBytecodeOutputType output_type,
+                           const temporary_terms_t& temporary_terms,
+                           const temporary_terms_idxs_t& temporary_terms_idxs,
                            const deriv_node_temp_terms_t& tef_terms) const override;
   void writeExternalFunctionOutput(ostream& output, ExprNodeOutputType output_type,
                                    const temporary_terms_t& temporary_terms,
@@ -1375,43 +1922,43 @@ public:
   void writeJsonExternalFunctionOutput(vector<string>& efout,
                                        const temporary_terms_t& temporary_terms,
                                        deriv_node_temp_terms_t& tef_terms,
-                                               const bool isdynamic) const override;
-  void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
-                                             bool lhs_rhs, const temporary_terms_t &temporary_terms,
-                                             const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
+                                       bool isdynamic) const override;
+  void writeBytecodeExternalFunctionOutput(Bytecode::Writer& code_file,
+                                           ExprNodeBytecodeOutputType output_type,
+                                           const temporary_terms_t& temporary_terms,
+                                           const temporary_terms_idxs_t& temporary_terms_idxs,
                                            deriv_node_temp_terms_t& tef_terms) const override;
-  expr_t toStatic(DataTree &static_datatree) const override;
   void computeXrefs(EquationInfo& ei) const override;
-  expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const override;
-  expr_t clone(DataTree &datatree) const override;
+  expr_t buildSimilarExternalFunctionNode(vector<expr_t>& alt_args,
+                                          DataTree& alt_datatree) const override;
 };
 
 class SecondDerivExternalFunctionNode : public AbstractExternalFunctionNode
 {
-private:
+public:
   const int inputIndex1;
   const int inputIndex2;
+
+private:
   expr_t composeDerivatives(const vector<expr_t>& dargs) override;
+
 protected:
-  function<bool (expr_t)> sameTefTermPredicate() const override;
+  [[nodiscard]] function<bool(expr_t)> sameTefTermPredicate() const override;
+
 public:
-  SecondDerivExternalFunctionNode(DataTree &datatree_arg, int idx_arg,
-                                  int top_level_symb_id_arg,
-                                  const vector<expr_t> &arguments_arg,
-                                  int inputIndex1_arg,
+  SecondDerivExternalFunctionNode(DataTree& datatree_arg, int idx_arg, int top_level_symb_id_arg,
+                                  const vector<expr_t>& arguments_arg, int inputIndex1_arg,
                                   int inputIndex2_arg);
-  void computeTemporaryTerms(map<expr_t, int> &reference_count,
-                                     temporary_terms_t &temporary_terms,
-                                     map<expr_t, pair<int, int>> &first_occurence,
-                                     int Curr_block,
-                                     vector< vector<temporary_terms_t>> &v_temporary_terms,
-                                     int equation) const override;
-  void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
+  void writeOutput(ostream& output, ExprNodeOutputType output_type,
+                   const temporary_terms_t& temporary_terms,
+                   const temporary_terms_idxs_t& temporary_terms_idxs,
+                   const deriv_node_temp_terms_t& tef_terms) const override;
   void writeJsonAST(ostream& output) const override;
-  void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
-  void compile(ostream &CompileCode, unsigned int &instruction_number,
-                       bool lhs_rhs, const temporary_terms_t &temporary_terms,
-                       const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
+  void writeJsonOutput(ostream& output, const temporary_terms_t& temporary_terms,
+                       const deriv_node_temp_terms_t& tef_terms, bool isdynamic) const override;
+  void writeBytecodeOutput(Bytecode::Writer& code_file, ExprNodeBytecodeOutputType output_type,
+                           const temporary_terms_t& temporary_terms,
+                           const temporary_terms_idxs_t& temporary_terms_idxs,
                            const deriv_node_temp_terms_t& tef_terms) const override;
   void writeExternalFunctionOutput(ostream& output, ExprNodeOutputType output_type,
                                    const temporary_terms_t& temporary_terms,
@@ -1420,201 +1967,168 @@ public:
   void writeJsonExternalFunctionOutput(vector<string>& efout,
                                        const temporary_terms_t& temporary_terms,
                                        deriv_node_temp_terms_t& tef_terms,
-                                               const bool isdynamic) const override;
-  void compileExternalFunctionOutput(ostream &CompileCode, unsigned int &instruction_number,
-                                             bool lhs_rhs, const temporary_terms_t &temporary_terms,
-                                             const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
+                                       bool isdynamic) const override;
+  void writeBytecodeExternalFunctionOutput(Bytecode::Writer& code_file,
+                                           ExprNodeBytecodeOutputType output_type,
+                                           const temporary_terms_t& temporary_terms,
+                                           const temporary_terms_idxs_t& temporary_terms_idxs,
                                            deriv_node_temp_terms_t& tef_terms) const override;
-  expr_t toStatic(DataTree &static_datatree) const override;
   void computeXrefs(EquationInfo& ei) const override;
-  expr_t buildSimilarExternalFunctionNode(vector<expr_t> &alt_args, DataTree &alt_datatree) const override;
-  expr_t clone(DataTree &datatree) const override;
+  expr_t buildSimilarExternalFunctionNode(vector<expr_t>& alt_args,
+                                          DataTree& alt_datatree) const override;
 };
 
-class VarExpectationNode : public ExprNode
+/* Common superclass for nodes that have the following two characteristics:
+   – they take a submodel name as an argument
+   – they will be substituted out in the middle of the transform pass
+*/
+class SubModelNode : public ExprNode
 {
-private:
-  const string model_name;
 public:
-  VarExpectationNode(DataTree &datatree_arg, int idx_arg, string model_name_arg);
-  void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
-                                     map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
-                                     bool is_matlab, NodeTreeReference tr) const override;
-  void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
-  void computeTemporaryTerms(map<expr_t, int> &reference_count,
-                                     temporary_terms_t &temporary_terms,
-                                     map<expr_t, pair<int, int>> &first_occurence,
-                                     int Curr_block,
-                                     vector< vector<temporary_terms_t>> &v_temporary_terms,
-                                     int equation) const override;
+  const string model_name;
+  SubModelNode(DataTree& datatree_arg, int idx_arg, string model_name_arg);
+  void computeTemporaryTerms(const pair<int, int>& derivOrder,
+                             map<pair<int, int>, unordered_set<expr_t>>& temp_terms_map,
+                             unordered_map<expr_t, pair<int, pair<int, int>>>& reference_count,
+                             bool is_matlab) const override;
+  void computeBlockTemporaryTerms(
+      int blk, int eq, vector<vector<unordered_set<expr_t>>>& blocks_temporary_terms,
+      unordered_map<expr_t, tuple<int, int, int>>& reference_count) const override;
   expr_t toStatic(DataTree& static_datatree) const override;
-  expr_t clone(DataTree &datatree) const override;
-  int maxEndoLead() const override;
-  int maxExoLead() const override;
-  int maxEndoLag() const override;
-  int maxExoLag() const override;
-  int maxLead() const override;
-  int maxLag() const override;
-  int VarMinLag() const override;
-  int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
-  int PacMaxLag(int lhs_symb_id) const override;
-  expr_t undiff() const override;
-  expr_t decreaseLeadsLags(int n) const override;
-  void prepareForDerivation() override;
   expr_t computeDerivative(int deriv_id) override;
-  expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) override;
-  bool containsExternalFunction() const override;
-  double eval(const eval_context_t &eval_context) const noexcept(false) override;
-  void computeXrefs(EquationInfo &ei) const override;
-  expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
-  expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
+  [[nodiscard]] int maxEndoLead() const override;
+  [[nodiscard]] int maxExoLead() const override;
+  [[nodiscard]] int maxEndoLag() const override;
+  [[nodiscard]] int maxExoLag() const override;
+  [[nodiscard]] int maxLead() const override;
+  [[nodiscard]] int maxLag() const override;
+  [[nodiscard]] int VarMaxLag(const set<expr_t>& lhs_lag_equiv) const override;
+  [[nodiscard]] expr_t undiff() const override;
+  [[nodiscard]] expr_t decreaseLeadsLags(int n) const override;
+  [[nodiscard]] int countDiffs() const override;
+  expr_t substituteEndoLeadGreaterThanTwo(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                                          bool deterministic_model) const override;
+  expr_t substituteEndoLagGreaterThanTwo(subst_table_t& subst_table,
+                                         vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substituteExoLead(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                           bool deterministic_model) const override;
   expr_t substituteExoLag(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs) const override;
-  expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
-  expr_t substituteAdl() const override;
-  expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
-  void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
-  void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
-  int findTargetVariable(int lhs_symb_id) const override;
-  expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
-  pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t>>>  &List_of_Op_RHS) const override;
-  void compile(ostream &CompileCode, unsigned int &instruction_number,
-                       bool lhs_rhs, const temporary_terms_t &temporary_terms,
-                       const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
+  [[nodiscard]] bool containsExternalFunction() const override;
+  [[nodiscard]] double eval(const eval_context_t& eval_context) const noexcept(false) override;
+  void computeXrefs(EquationInfo& ei) const override;
+  expr_t substituteExpectation(subst_table_t& subst_table, vector<BinaryOpNode*>& neweqs,
+                               bool partial_information_model) const override;
+  [[nodiscard]] expr_t substituteAdl() const override;
+  [[nodiscard]] expr_t substituteModelLocalVariables() const override;
+  void findDiffNodes(lag_equivalence_table_t& nodes) const override;
+  void findUnaryOpNodesForAuxVarCreation(lag_equivalence_table_t& nodes) const override;
+  [[nodiscard]] optional<int> findTargetVariable(int lhs_symb_id) const override;
+  expr_t substituteDiff(const lag_equivalence_table_t& nodes, subst_table_t& subst_table,
+                        vector<BinaryOpNode*>& neweqs) const override;
+  expr_t substituteUnaryOpNodes(const lag_equivalence_table_t& nodes, subst_table_t& subst_table,
+                                vector<BinaryOpNode*>& neweqs) const override;
+  BinaryOpNode* normalizeEquationHelper(const set<expr_t>& contain_var, expr_t rhs) const override;
+  void writeBytecodeOutput(Bytecode::Writer& code_file, ExprNodeBytecodeOutputType output_type,
+                           const temporary_terms_t& temporary_terms,
+                           const temporary_terms_idxs_t& temporary_terms_idxs,
                            const deriv_node_temp_terms_t& tef_terms) const override;
-  void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const override;
   void collectVARLHSVariable(set<expr_t>& result) const override;
   void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>>& result) const override;
-  bool containsEndogenous() const override;
-  bool containsExogenous() const override;
-  int countDiffs() const override;
-  bool isNumConstNodeEqualTo(double value) const override;
-  expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t decreaseLeadsLagsPredeterminedVariables() const override;
-  bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
-  expr_t replaceTrendVar() const override;
+  [[nodiscard]] bool isNumConstNodeEqualTo(double value) const override;
+  [[nodiscard]] bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id,
+                                           int lag_arg) const override;
+  [[nodiscard]] bool isInStaticForm() const override;
+  expr_t replaceVarsInEquation(map<VariableNode*, NumConstNode*>& table) const override;
+  [[nodiscard]] bool isParamTimesEndogExpr() const override;
+  expr_t differentiateForwardVars(const vector<string>& subset, subst_table_t& subst_table,
+                                  vector<BinaryOpNode*>& neweqs) const override;
+  [[nodiscard]] expr_t decreaseLeadsLagsPredeterminedVariables() const override;
+  [[nodiscard]] expr_t replaceTrendVar() const override;
   expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
-  expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
-  bool isInStaticForm() const override;
-  void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> &params_vars_and_scaling_factor_arg) override;
-  void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
-  void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
-  void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
-  bool containsPacExpectation(const string &pac_model_name = "") const override;
-  void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
-                               &params_vars_and_scaling_factor) const override;
-  void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
-                            set<pair<int, pair<int, int>>> &params_and_vars) const override;
-  void getPacOptimizingShareAndExprNodes(set<int> &optim_share,
-                                         expr_t &optim_part,
-                                         expr_t &non_optim_part) const override;
-  bool isParamTimesEndogExpr() const override;
-  bool isVarModelReferenced(const string &model_info_name) const override;
-  void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const override;
-  expr_t substituteStaticAuxiliaryVariable() const override;
+  [[nodiscard]] expr_t removeTrendLeadLag(const map<int, expr_t>& trend_symbols_map) const override;
+  [[nodiscard]] expr_t substituteLogTransform(int orig_symb_id, int aux_symb_id) const override;
+  [[nodiscard]] expr_t substituteAggregationOperators(subst_table_t& subst_table,
+                                                      vector<BinaryOpNode*>& neweqs) const override;
+
+protected:
+  void prepareForDerivation() override;
+  void prepareForChainRuleDerivation(
+      const map<int, BinaryOpNode*>& recursive_variables,
+      unordered_map<expr_t, set<int>>& non_null_chain_rule_derivatives) const override;
+  void computeSubExprContainingVariable(int symb_id, int lag,
+                                        set<expr_t>& contain_var) const override;
+
+private:
+  expr_t
+  computeChainRuleDerivative(int deriv_id, const map<int, BinaryOpNode*>& recursive_variables,
+                             unordered_map<expr_t, set<int>>& non_null_chain_rule_derivatives,
+                             unordered_map<expr_t, map<int, expr_t>>& cache) override;
+};
+
+class VarExpectationNode : public SubModelNode
+{
+public:
+  VarExpectationNode(DataTree& datatree_arg, int idx_arg, string model_name_arg);
+  void writeOutput(ostream& output, ExprNodeOutputType output_type,
+                   const temporary_terms_t& temporary_terms,
+                   const temporary_terms_idxs_t& temporary_terms_idxs,
+                   const deriv_node_temp_terms_t& tef_terms) const override;
+  expr_t clone(DataTree& alt_datatree) const override;
+  [[nodiscard]] int maxLagWithDiffsExpanded() const override;
+  [[nodiscard]] expr_t
+  substituteVarExpectation(const map<string, expr_t>& subst_table) const override;
+  expr_t substitutePacExpectation(const string& name, expr_t subexpr) override;
+  expr_t substitutePacTargetNonstationary(const string& name, expr_t subexpr) override;
+  [[nodiscard]] bool containsPacExpectation(const string& pac_model_name = "") const override;
+  [[nodiscard]] bool containsPacTargetNonstationary(const string& pac_model_name
+                                                    = "") const override;
   void writeJsonAST(ostream& output) const override;
-  void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
+  void writeJsonOutput(ostream& output, const temporary_terms_t& temporary_terms,
+                       const deriv_node_temp_terms_t& tef_terms, bool isdynamic) const override;
 };
 
-class PacExpectationNode : public ExprNode
+class PacExpectationNode : public SubModelNode
 {
-private:
-  const string model_name;
-  string var_model_name;
-  int growth_symb_id;
-  bool stationary_vars_present, nonstationary_vars_present;
-  vector<int> lhs;
-  pair<int, int> lhs_pac_var;
-  int max_lag, pac_max_lag;
-  vector<int> h0_indices, h1_indices;
-  int growth_param_index, equation_number;
-  int optim_share_index;
-  pair<int, pair<vector<int>, vector<bool>>> ec_params_and_vars;
-  set<pair<int, pair<int, int>>> ar_params_and_vars;
-  set<pair<int, pair<pair<int, int>, double>>> params_vars_and_scaling_factor;
 public:
   PacExpectationNode(DataTree& datatree_arg, int idx_arg, string model_name);
-  void computeTemporaryTerms(map<expr_t, pair<int, NodeTreeReference>> &reference_count,
-                                     map<NodeTreeReference, temporary_terms_t> &temp_terms_map,
-                                     bool is_matlab, NodeTreeReference tr) const override;
-  void writeOutput(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms) const override;
-  void computeTemporaryTerms(map<expr_t, int> &reference_count,
-                                     temporary_terms_t &temporary_terms,
-                                     map<expr_t, pair<int, int>> &first_occurence,
-                                     int Curr_block,
-                                     vector< vector<temporary_terms_t>> &v_temporary_terms,
-                                     int equation) const override;
-  expr_t toStatic(DataTree &static_datatree) const override;
-  expr_t clone(DataTree &datatree) const override;
-  int maxEndoLead() const override;
-  int maxExoLead() const override;
-  int maxEndoLag() const override;
-  int maxExoLag() const override;
-  int maxLead() const override;
-  int maxLag() const override;
-  int VarMinLag() const override;
-  int VarMaxLag(DataTree &static_datatree, set<expr_t> &static_lhs) const override;
-  int PacMaxLag(int lhs_symb_id) const override;
-  expr_t undiff() const override;
-  expr_t decreaseLeadsLags(int n) const override;
-  void prepareForDerivation() override;
-  expr_t computeDerivative(int deriv_id) override;
-  expr_t getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recursive_variables) override;
-  bool containsExternalFunction() const override;
-  double eval(const eval_context_t &eval_context) const noexcept(false) override;
-  void computeXrefs(EquationInfo &ei) const override;
-  expr_t substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
-  expr_t substituteEndoLagGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool deterministic_model) const override;
-  expr_t substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const override;
-  expr_t substituteAdl() const override;
-  expr_t substituteVarExpectation(const map<string, expr_t> &subst_table) const override;
-  void findDiffNodes(DataTree &static_datatree, diff_table_t &diff_table) const override;
-  void findUnaryOpNodesForAuxVarCreation(DataTree &static_datatree, diff_table_t &nodes) const override;
-  int findTargetVariable(int lhs_symb_id) const override;
-  expr_t substituteDiff(DataTree &static_datatree, diff_table_t &diff_table, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substituteUnaryOpNodes(DataTree &static_datatree, diff_table_t &nodes, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t substitutePacExpectation(map<const PacExpectationNode *, const BinaryOpNode *> &subst_table) override;
-  pair<int, expr_t> normalizeEquation(int symb_id_endo, vector<pair<int, pair<expr_t, expr_t>>>  &List_of_Op_RHS) const override;
-  void compile(ostream &CompileCode, unsigned int &instruction_number,
-                       bool lhs_rhs, const temporary_terms_t &temporary_terms,
-                       const map_idx_t &map_idx, bool dynamic, bool steady_dynamic,
+  void writeOutput(ostream& output, ExprNodeOutputType output_type,
+                   const temporary_terms_t& temporary_terms,
+                   const temporary_terms_idxs_t& temporary_terms_idxs,
                    const deriv_node_temp_terms_t& tef_terms) const override;
-  void collectTemporary_terms(const temporary_terms_t &temporary_terms, temporary_terms_inuse_t &temporary_terms_inuse, int Curr_Block) const override;
-  void collectVARLHSVariable(set<expr_t> &result) const override;
-  void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>> &result) const override;
-  bool containsEndogenous() const override;
-  bool containsExogenous() const override;
-  int countDiffs() const override;
-  bool isNumConstNodeEqualTo(double value) const override;
-  expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
-  expr_t decreaseLeadsLagsPredeterminedVariables() const override;
-  bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
-  expr_t replaceTrendVar() const override;
-  expr_t detrend(int symb_id, bool log_trend, expr_t trend) const override;
-  expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
-  bool isInStaticForm() const override;
-  void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> &params_vars_and_scaling_factor_arg) override;
-  void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
-  void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
-  void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
-  bool containsPacExpectation(const string &pac_model_name = "") const override;
-  void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
-                               &params_vars_and_scaling_factor) const override;
-  void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
-                            set<pair<int, pair<int, int>>> &params_and_vars) const override;
-  void getPacOptimizingShareAndExprNodes(set<int> &optim_share,
-                                         expr_t &optim_part,
-                                         expr_t &non_optim_part) const override;
-  bool isParamTimesEndogExpr() const override;
-  bool isVarModelReferenced(const string &model_info_name) const override;
-  void getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const override;
-  expr_t substituteStaticAuxiliaryVariable() const override;
+  expr_t clone(DataTree& alt_datatree) const override;
+  [[nodiscard]] int maxLagWithDiffsExpanded() const override;
+  [[nodiscard]] expr_t
+  substituteVarExpectation(const map<string, expr_t>& subst_table) const override;
+  expr_t substitutePacExpectation(const string& name, expr_t subexpr) override;
+  expr_t substitutePacTargetNonstationary(const string& name, expr_t subexpr) override;
+  [[nodiscard]] bool containsPacExpectation(const string& pac_model_name = "") const override;
+  [[nodiscard]] bool containsPacTargetNonstationary(const string& pac_model_name
+                                                    = "") const override;
+  void writeJsonAST(ostream& output) const override;
+  void writeJsonOutput(ostream& output, const temporary_terms_t& temporary_terms,
+                       const deriv_node_temp_terms_t& tef_terms, bool isdynamic) const override;
+};
+
+class PacTargetNonstationaryNode : public SubModelNode
+{
+public:
+  PacTargetNonstationaryNode(DataTree& datatree_arg, int idx_arg, string model_name);
+  void writeOutput(ostream& output, ExprNodeOutputType output_type,
+                   const temporary_terms_t& temporary_terms,
+                   const temporary_terms_idxs_t& temporary_terms_idxs,
+                   const deriv_node_temp_terms_t& tef_terms) const override;
+  expr_t clone(DataTree& alt_datatree) const override;
+  [[nodiscard]] int maxLagWithDiffsExpanded() const override;
+  [[nodiscard]] expr_t
+  substituteVarExpectation(const map<string, expr_t>& subst_table) const override;
+  expr_t substitutePacExpectation(const string& name, expr_t subexpr) override;
+  expr_t substitutePacTargetNonstationary(const string& name, expr_t subexpr) override;
+  [[nodiscard]] bool containsPacExpectation(const string& pac_model_name = "") const override;
+  [[nodiscard]] bool containsPacTargetNonstationary(const string& pac_model_name
+                                                    = "") const override;
   void writeJsonAST(ostream& output) const override;
-  void writeJsonOutput(ostream &output, const temporary_terms_t &temporary_terms, const deriv_node_temp_terms_t &tef_terms, const bool isdynamic) const override;
+  void writeJsonOutput(ostream& output, const temporary_terms_t& temporary_terms,
+                       const deriv_node_temp_terms_t& tef_terms, bool isdynamic) const override;
 };
 
 #endif

src/ExtendedPreprocessorTypes.hh

 /*
- * Copyright (C) 2014-2017 Dynare Team
+ * Copyright © 2014-2023 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -14,27 +14,26 @@
  * GNU General Public License for more details.
  *
  * You should have received a copy of the GNU General Public License
- * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+ * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
-#ifndef _EXTENDED_PREPROCESSOR_TYPES_HH
-#define _EXTENDED_PREPROCESSOR_TYPES_HH
+#ifndef EXTENDED_PREPROCESSOR_TYPES_HH
+#define EXTENDED_PREPROCESSOR_TYPES_HH
 
-enum class FileOutputType
+// Values for the “output” option
+enum class OutputType
 {
-    none,                             // outputs files for Matlab/Octave processing
-    dynamic,                          // outputs <fname>_dynamic.* and related files
-    first,                            // outputs <fname>_first_derivatives.* and related files
-    second,                           // outputs <fname>_first_derivatives.*, <fname>_second_derivatives.* and related files
-    third,                            // outputs <fname>_first_derivatives.*, <fname>_second_derivatives.*, <fname>_third_derivatives.*  and related files
+  standard, // Default value, infer the derivation order from .mod file only
+  first,    // Output only 1st dynamic derivatives with no other computations
+  second,   // Output at least 2nd dynamic derivatives
+  third,    // Output at least 3rd dynamic derivatives
 };
 
+// Values for the “language” option
 enum class LanguageOutputType
 {
-    matlab,                           // outputs files for Matlab/Octave processing
-    cuda,                             // outputs files for CUDA (not yet implemented)
+  matlab, // outputs files for MATLAB/Octave processing
   julia,  // outputs files for Julia
-    python,                           // outputs files for Python (not yet implemented) (not yet implemented)
 };
 
 enum class JsonFileOutputType
@@ -43,6 +42,7 @@ enum class JsonFileOutputType
   standardout, // output JSON files to stdout
 };
 
+// Values for the “json” option
 enum class JsonOutputPointType
 {
   nojson,        // don't output JSON
@@ -51,4 +51,5 @@ enum class JsonOutputPointType
   transformpass, // output JSON after the transform pass
   computingpass  // output JSON after the computing pass
 };
+
 #endif

src/ExternalFunctionsTable.cc

 /*
- * Copyright (C) 2010-2015 Dynare Team
+ * Copyright © 2010-2015 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -14,23 +14,20 @@
  * GNU General Public License for more details.
  *
  * You should have received a copy of the GNU General Public License
- * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+ * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
-#include <cstdlib>
 #include <cassert>
-#include <cerrno>
 #include <cmath>
+#include <cstdlib>
 #include <iostream>
 
 #include "ExternalFunctionsTable.hh"
 #include "SymbolTable.hh"
 
-ExternalFunctionsTable::ExternalFunctionsTable()
-= default;
-
 void
-ExternalFunctionsTable::addExternalFunction(int symb_id, const external_function_options &external_function_options_arg, bool track_nargs)
+ExternalFunctionsTable::addExternalFunction(
+    int symb_id, const external_function_options& external_function_options_arg, bool track_nargs)
 {
   assert(symb_id >= 0);
   assert(external_function_options_arg.nargs > 0);
@@ -67,11 +64,14 @@ ExternalFunctionsTable::addExternalFunction(int symb_id, const external_function
   if (external_function_options_chng.secondDerivSymbID != IDNotSet
       && external_function_options_chng.firstDerivSymbID == IDNotSet)
     {
-      cerr << "ERROR: If the second derivative is provided, the first derivative must also be provided." << endl;
+      cerr << "ERROR: If the second derivative is provided, the first derivative must also be "
+              "provided."
+           << endl;
       exit(EXIT_FAILURE);
     }
 
-  if (external_function_options_chng.secondDerivSymbID == external_function_options_chng.firstDerivSymbID
+  if (external_function_options_chng.secondDerivSymbID
+          == external_function_options_chng.firstDerivSymbID
       && external_function_options_chng.firstDerivSymbID != symb_id
       && external_function_options_chng.firstDerivSymbID != IDNotSet)
     {
@@ -84,29 +84,40 @@ ExternalFunctionsTable::addExternalFunction(int symb_id, const external_function
   if (exists(symb_id))
     {
       bool ok_to_overwrite = false;
-      if (getNargs(symb_id) == IDNotSet) // implies that the information stored about this function is not important
+      if (getNargs(symb_id)
+          == IDNotSet) // implies that the information stored about this function is not important
         ok_to_overwrite = true;
 
-      if (!ok_to_overwrite) // prevents multiple non-compatible calls to external_function(name=funcname)
+      if (!ok_to_overwrite) // prevents multiple non-compatible calls to
+                            // external_function(name=funcname)
         { // e.g. e_f(name=a,nargs=1,fd,sd) and e_f(name=a,nargs=2,fd=b,sd=c) should cause an error
           if (external_function_options_chng.nargs != getNargs(symb_id))
             {
-              cerr << "ERROR: The number of arguments passed to the external_function() statement do not "
-                   << "match the number of arguments passed to a previous call or declaration of the top-level function."<< endl;
+              cerr << "ERROR: The number of arguments passed to the external_function() statement "
+                      "do not "
+                   << "match the number of arguments passed to a previous call or declaration of "
+                      "the top-level function."
+                   << endl;
               exit(EXIT_FAILURE);
             }
 
           if (external_function_options_chng.firstDerivSymbID != getFirstDerivSymbID(symb_id))
             {
-              cerr << "ERROR: The first derivative function passed to the external_function() statement does not "
-                   << "match the first derivative function passed to a previous call or declaration of the top-level function."<< endl;
+              cerr << "ERROR: The first derivative function passed to the external_function() "
+                      "statement does not "
+                   << "match the first derivative function passed to a previous call or "
+                      "declaration of the top-level function."
+                   << endl;
               exit(EXIT_FAILURE);
             }
 
           if (external_function_options_chng.secondDerivSymbID != getSecondDerivSymbID(symb_id))
             {
-              cerr << "ERROR: The second derivative function passed to the external_function() statement does not "
-                   << "match the second derivative function passed to a previous call or declaration of the top-level function."<< endl;
+              cerr << "ERROR: The second derivative function passed to the external_function() "
+                      "statement does not "
+                   << "match the second derivative function passed to a previous call or "
+                      "declaration of the top-level function."
+                   << endl;
               exit(EXIT_FAILURE);
             }
         }

src/ExternalFunctionsTable.hh

 /*
- * Copyright (C) 2010-2015 Dynare Team
+ * Copyright © 2010-2023 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -14,32 +14,29 @@
  * GNU General Public License for more details.
  *
  * You should have received a copy of the GNU General Public License
- * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+ * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
  */
 
-#ifndef _EXTERNALFUNCTIONSTABLE_HH
-#define _EXTERNALFUNCTIONSTABLE_HH
-
-using namespace std;
+#ifndef EXTERNAL_FUNCTIONS_TABLE_HH
+#define EXTERNAL_FUNCTIONS_TABLE_HH
 
+#include <algorithm>
 #include <iostream>
+#include <map>
 #include <string>
 #include <vector>
-#include <map>
+
+using namespace std;
 
 //! Handles external functions
 class ExternalFunctionsTable
 {
 public:
   //! Thrown when trying to access an unknown symbol (by id)
-  class UnknownExternalFunctionSymbolIDException
+  struct UnknownExternalFunctionSymbolIDException
   {
-  public:
     //! Symbol ID
     int id;
-    explicit UnknownExternalFunctionSymbolIDException(int id_arg) : id{id_arg}
-    {
-    }
   };
 
   /* For all arguments, -2 means not set
@@ -53,73 +50,62 @@ public:
   };
   using external_function_table_type = map<int, external_function_options>;
   //! Symbol ID used when no external function exists that calculates the derivative
-  const static int IDNotSet = -1;
+  constexpr static int IDNotSet = -1;
   //! Symbol ID used when the derivative is obtained from the top-level function
-  const static int IDSetButNoNameProvided = -2;
+  constexpr static int IDSetButNoNameProvided = -2;
   //! Default number of arguments when nargs is not specified
-  const static int defaultNargs = 1;
+  constexpr static int defaultNargs = 1;
+
 private:
   //! Map containing options provided to external_functions()
   external_function_table_type externalFunctionTable;
+
 public:
-  ExternalFunctionsTable();
   //! Adds an external function to the table as well as its derivative functions
-  void addExternalFunction(int symb_id, const external_function_options &external_function_options_arg, bool track_nargs);
+  void addExternalFunction(int symb_id,
+                           const external_function_options& external_function_options_arg,
+                           bool track_nargs);
   //! See if the function exists in the External Functions Table
-  inline bool exists(int symb_id) const;
+  [[nodiscard]] inline bool exists(int symb_id) const;
   //! Get the number of arguments for a given external function
-  inline int getNargs(int symb_id) const noexcept(false);
+  [[nodiscard]] inline int getNargs(int symb_id) const noexcept(false);
   //! Get the symbol_id of the first derivative function
-  inline int getFirstDerivSymbID(int symb_id) const noexcept(false);
+  [[nodiscard]] inline int getFirstDerivSymbID(int symb_id) const noexcept(false);
   //! Get the symbol_id of the second derivative function
-  inline int getSecondDerivSymbID(int symb_id) const noexcept(false);
-  //! Returns the total number of unique external functions declared or used in the .mod file
-  inline int get_total_number_of_unique_model_block_external_functions() const;
+  [[nodiscard]] inline int getSecondDerivSymbID(int symb_id) const noexcept(false);
 };
 
 inline bool
 ExternalFunctionsTable::exists(int symb_id) const
 {
-  auto iter = externalFunctionTable.find(symb_id);
-  return (iter != externalFunctionTable.end());
+  return externalFunctionTable.contains(symb_id);
 }
 
 inline int
 ExternalFunctionsTable::getNargs(int symb_id) const noexcept(false)
 {
-  if (exists(symb_id))
-    return externalFunctionTable.find(symb_id)->second.nargs;
+  if (auto it = externalFunctionTable.find(symb_id); it != externalFunctionTable.end())
+    return it->second.nargs;
   else
-    throw UnknownExternalFunctionSymbolIDException(symb_id);
+    throw UnknownExternalFunctionSymbolIDException {symb_id};
 }
 
 inline int
 ExternalFunctionsTable::getFirstDerivSymbID(int symb_id) const noexcept(false)
 {
-  if (exists(symb_id))
-    return externalFunctionTable.find(symb_id)->second.firstDerivSymbID;
+  if (auto it = externalFunctionTable.find(symb_id); it != externalFunctionTable.end())
+    return it->second.firstDerivSymbID;
   else
-    throw UnknownExternalFunctionSymbolIDException(symb_id);
+    throw UnknownExternalFunctionSymbolIDException {symb_id};
 }
 
 inline int
 ExternalFunctionsTable::getSecondDerivSymbID(int symb_id) const noexcept(false)
 {
-  if (exists(symb_id))
-    return externalFunctionTable.find(symb_id)->second.secondDerivSymbID;
+  if (auto it = externalFunctionTable.find(symb_id); it != externalFunctionTable.end())
+    return it->second.secondDerivSymbID;
   else
-    throw UnknownExternalFunctionSymbolIDException(symb_id);
-}
-
-inline int
-ExternalFunctionsTable::get_total_number_of_unique_model_block_external_functions() const
-{
-  int number_of_unique_model_block_external_functions = 0;
-  for (auto it : externalFunctionTable)
-    if (it.second.nargs > 0)
-      number_of_unique_model_block_external_functions++;
-
-  return number_of_unique_model_block_external_functions;
+    throw UnknownExternalFunctionSymbolIDException {symb_id};
 }
 
 #endif

src/HeterogeneityTable.cc

+/*
+ * Copyright © 2024 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
+ */
+
+#include <cassert>
+#include <utility>
+
+#include "HeterogeneityTable.hh"
+#include "SymbolTable.hh"
+
+void
+HeterogeneityTable::setSymbolTable(SymbolTable* symbol_table_arg)
+{
+  symbol_table = symbol_table_arg;
+}
+
+int
+HeterogeneityTable::addDimension(string name)
+{
+  if (name_to_id.contains(name))
+    throw AlreadyDeclaredDimensionException {move(name)};
+
+  int id {static_cast<int>(id_to_name.size())};
+  name_to_id.emplace(name, id);
+  id_to_name.push_back(move(name));
+  return id;
+}
+
+bool
+HeterogeneityTable::exists(const string& name) const
+{
+  return name_to_id.contains(name);
+}
+
+int
+HeterogeneityTable::getID(const string& name) const
+{
+  if (auto it = name_to_id.find(name); it != name_to_id.end())
+    return it->second;
+  else
+    throw UnknownDimensionNameException {name};
+}
+
+string
+HeterogeneityTable::getName(int id) const
+{
+  if (id < 0 || id >= static_cast<int>(id_to_name.size()))
+    throw UnknownDimensionIDException {id};
+  else
+    return id_to_name[id];
+}
+
+bool
+HeterogeneityTable::empty() const
+{
+  return name_to_id.empty();
+}
+
+vector<string>
+HeterogeneityTable::getDimensions() const
+{
+  return id_to_name;
+}
+
+int
+HeterogeneityTable::size() const
+{
+  return static_cast<int>(name_to_id.size());
+}
+
+void
+HeterogeneityTable::addSummedHeterogeneousEndogenous(int symb_id)
+{
+  assert(symbol_table->getType(symb_id) == SymbolType::heterogeneousEndogenous);
+  if (summed_het_endo_to_index.contains(symb_id))
+    throw AlreadyDeclaredSummedHeterogeneousEndogenousException {symb_id};
+
+  int index {static_cast<int>(index_to_summed_het_endo.size())};
+  summed_het_endo_to_index.emplace(symb_id, index);
+  index_to_summed_het_endo.push_back(symb_id);
+}
+
+int
+HeterogeneityTable::getSummedHeterogenousEndogenousIndex(int symb_id) const
+{
+  if (auto it = summed_het_endo_to_index.find(symb_id); it != summed_het_endo_to_index.end())
+    return it->second;
+  else
+    throw UnknownSummedHeterogeneousEndogenousException {symb_id};
+}
+
+int
+HeterogeneityTable::aggregateEndoSize() const
+{
+  return index_to_summed_het_endo.size();
+}
+
+void
+HeterogeneityTable::writeOutput(ostream& output) const
+{
+  for (size_t id {0}; id < id_to_name.size(); id++)
+    output << "M_.heterogeneity(" << id + 1 << ").dimension_name = '" << id_to_name[id] << "';"
+           << endl;
+
+  output << "M_.heterogeneity_aggregates = {" << endl;
+  for (int symb_id : index_to_summed_het_endo)
+    output << "'sum', " << symbol_table->getHeterogeneityDimension(symb_id) + 1 << ", "
+           << symbol_table->getTypeSpecificID(symb_id) + 1 << ";" << endl;
+  output << "};" << endl;
+}
+
+void
+HeterogeneityTable::writeJsonOutput(ostream& output) const
+{
+  assert(!empty());
+  output << R"("heterogeneity_dimension": [)";
+  for (bool first_written {false}; const auto& dim : id_to_name)
+    {
+      if (exchange(first_written, true))
+        output << ", ";
+      output << '"' << dim << '"';
+    }
+  output << "]" << endl;
+}

src/HeterogeneityTable.hh

+/*
+ * Copyright © 2024 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
+ */
+
+#ifndef HETEROGENEITY_TABLE_HH
+#define HETEROGENEITY_TABLE_HH
+
+#include <map>
+#include <ostream>
+#include <string>
+#include <vector>
+
+using namespace std;
+
+class SymbolTable; // Forward declaration, to avoid circularity
+
+/*
+  There is a guarantee that heterogeneity IDs are increasing, i.e. if dimension A is added after
+  dimension B, then the ID of A is greater than the ID of B.
+  Moreover, the IDs form a contiguous interval starting at 0.
+*/
+class HeterogeneityTable
+{
+private:
+  // Maps dimension names to IDs
+  map<string, int> name_to_id;
+  // Maps dimension IDs to names
+  vector<string> id_to_name;
+
+  SymbolTable* symbol_table {nullptr}; // Cannot be a reference, because of circularity
+
+  /* Keeps track of the SUM() operator instances.
+     Maps a symbol ID that appears inside a SUM() operator into an index in
+     M_.heterogeneity_aggregates */
+  map<int, int> summed_het_endo_to_index;
+
+  // Maps an index in M_.heterogeneity_aggregates into a symbol ID
+  vector<int> index_to_summed_het_endo;
+
+public:
+  void setSymbolTable(SymbolTable* symbol_table_arg);
+
+  struct AlreadyDeclaredDimensionException
+  {
+    // Dimension name
+    const string name;
+  };
+  struct UnknownDimensionNameException
+  {
+    // Dimension name
+    const string name;
+  };
+  struct UnknownDimensionIDException
+  {
+    // Dimension ID
+    const int id;
+  };
+
+  // Returns the dimension ID
+  int addDimension(string name);
+  [[nodiscard]] bool exists(const string& name) const;
+  [[nodiscard]] int getID(const string& name) const;
+  [[nodiscard]] string getName(int id) const;
+  [[nodiscard]] bool empty() const;
+  [[nodiscard]] vector<string> getDimensions() const;
+  [[nodiscard]] int size() const;
+
+  struct AlreadyDeclaredSummedHeterogeneousEndogenousException
+  {
+    const int symb_id;
+  };
+  struct UnknownSummedHeterogeneousEndogenousException
+  {
+    const int symb_id;
+  };
+
+  void addSummedHeterogeneousEndogenous(int symb_id);
+  [[nodiscard]] int getSummedHeterogenousEndogenousIndex(int symb_id) const;
+  [[nodiscard]] int aggregateEndoSize() const;
+
+  void writeOutput(ostream& output) const;
+  void writeJsonOutput(ostream& output) const;
+};
+
+#endif

src/HeterogeneousModel.cc

+/*
+ * Copyright © 2024-2025 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
+ */
+
+#include <cstdlib>
+#include <iostream>
+
+#include "HeterogeneousModel.hh"
+
+HeterogeneousModel::HeterogeneousModel(SymbolTable& symbol_table_arg,
+                                       NumericalConstants& num_constants_arg,
+                                       ExternalFunctionsTable& external_functions_table_arg,
+                                       HeterogeneityTable& heterogeneity_table_arg,
+                                       int heterogeneity_dimension_arg) :
+    ModelTree {symbol_table_arg, num_constants_arg, external_functions_table_arg,
+               heterogeneity_table_arg, true},
+    heterogeneity_dimension {heterogeneity_dimension_arg}
+{
+}
+
+HeterogeneousModel&
+HeterogeneousModel::operator=(const HeterogeneousModel& m)
+{
+  ModelTree::operator=(m);
+
+  assert(heterogeneity_dimension == m.heterogeneity_dimension);
+
+  deriv_id_table = m.deriv_id_table;
+  inv_deriv_id_table = m.inv_deriv_id_table;
+
+  return *this;
+}
+
+void
+HeterogeneousModel::computeChainRuleJacobian()
+{
+  cerr << "Heterogeneous::computeChainRuleJacobian(): unimplemented" << endl;
+  exit(EXIT_FAILURE);
+}
+
+int
+HeterogeneousModel::getBlockJacobianEndoCol([[maybe_unused]] int blk, [[maybe_unused]] int var,
+                                            [[maybe_unused]] int lead_lag) const
+{
+  cerr << "Heterogeneous::getBlockJacobianEndoCol(): unimplemented" << endl;
+  exit(EXIT_FAILURE);
+}
+
+int
+HeterogeneousModel::getMFS() const
+{
+  cerr << "Heterogeneous::getMFS(): unimplemented" << endl;
+  exit(EXIT_FAILURE);
+}
+
+void
+HeterogeneousModel::computeDerivIDs()
+{
+  set<pair<int, int>> dynvars;
+
+  for (auto& equation : equations)
+    {
+      equation->collectDynamicVariables(SymbolType::heterogeneousEndogenous, dynvars);
+      equation->collectDynamicVariables(SymbolType::heterogeneousExogenous, dynvars);
+      equation->collectDynamicVariables(SymbolType::endogenous, dynvars);
+      equation->collectDynamicVariables(SymbolType::exogenous, dynvars);
+      equation->collectDynamicVariables(SymbolType::parameter, dynvars);
+    }
+
+  for (const auto& [symb_id, lead_lag] : dynvars)
+    {
+      auto type {symbol_table.getType(symb_id)};
+      if (isHeterogeneous(type))
+        assert(symbol_table.getHeterogeneityDimension(symb_id) == heterogeneity_dimension);
+      if (type == SymbolType::heterogeneousEndogenous || type == SymbolType::endogenous)
+        assert(abs(lead_lag) <= 1);
+      if (type == SymbolType::heterogeneousExogenous || type == SymbolType::exogenous)
+        assert(lead_lag == 0);
+      int deriv_id {static_cast<int>(deriv_id_table.size())};
+      deriv_id_table.emplace(pair {symb_id, lead_lag}, deriv_id);
+      inv_deriv_id_table.emplace_back(symb_id, lead_lag);
+    }
+}
+
+/*
+ * Unfold complementarity conditions: (i) declare the multipliers associated
+ * with each bound constraint μ_l and μ_u ; (ii) add or substract the
+ * multiplier into the associated condition; (iii) add the the complementarity
+ * slackness conditions into the set of equations. For example,
+ * households choose {cₜ, aₜ₊₁} to maximize expected lifetime utility:
+ *     max 𝐸ₜ [∑ₛ₌₀^∞ βˢ · u(cₜ₊ₛ)]
+ *
+ * Subject to:
+ *   1. Budget constraint:      cₜ + aₜ₊₁ = yₜ + (1 + rₜ) · aₜ
+ *   2. Borrowing constraint:   aₜ₊₁ ≥ aₘᵢₙ
+ *
+ * Let u'(cₜ) denote the marginal utility of consumption.
+ * Let μₜ ≥ 0 be the Lagrange multiplier on the borrowing constraint.
+ *
+ * Then, the Euler equation becomes:
+ *     u′(cₜ) = β · (1 + rₜ₊₁) · u′(cₜ₊₁) − μₜ
+ *
+ * Together with:
+ *     aₜ₊₁ ≥ aₘᵢₙ                 [primal feasibility]
+ *     μₜ ≥ 0                      [dual feasibility]
+ *     μₜ · (aₜ₊₁ − aₘᵢₙ) = 0      [complementarity slackness]
+ * Note that the primal feasibility and dual feasibility constraints are not
+ * introduced here, but Bhandari et al. (2023) show in Appendix B.1 that they
+ * are redundant.
+ */
+void
+HeterogeneousModel::transformPass()
+{
+  for (int i = 0; i < static_cast<int>(equations.size()); ++i)
+    {
+      if (!complementarity_conditions[i])
+        continue;
+
+      /*
+       * `const auto& [symb_id, lb, ub] = *complementarity_conditions[i];` was not used here because
+       * the call to `addEquation` may eventually lead to a resize of the
+       * `complementarity_conditions` vector, which may invalidate the reference to its element. We
+       * take a copy instead for safety.
+       */
+      auto [symb_id, lb, ub] = *complementarity_conditions[i];
+
+      VariableNode* var = getVariable(symb_id);
+      if (lb)
+        {
+          int mu_id = symbol_table.addHeterogeneousMultiplierAuxiliaryVar(
+              heterogeneity_dimension, i, "MULT_L_" + symbol_table.getName(symb_id));
+          expr_t mu_L = AddVariable(mu_id);
+          auto substeq = AddEqual(AddPlus(equations[i]->arg1, mu_L), equations[i]->arg2);
+          assert(substeq);
+          equations[i] = substeq;
+          addEquation(AddEqual(AddTimes(mu_L, AddMinus(var, lb)), Zero), nullopt);
+        }
+      if (ub)
+        {
+          int mu_id = symbol_table.addHeterogeneousMultiplierAuxiliaryVar(
+              heterogeneity_dimension, i, "MULT_U_" + symbol_table.getName(symb_id));
+          auto mu_U = AddVariable(mu_id);
+          auto substeq = AddEqual(AddMinus(equations[i]->arg1, mu_U), equations[i]->arg2);
+          assert(substeq);
+          equations[i] = substeq;
+          addEquation(AddEqual(AddTimes(mu_U, AddMinus(ub, var)), Zero), nullopt);
+        }
+    }
+}
+
+void
+HeterogeneousModel::computingPass(int derivsOrder, bool no_tmp_terms, bool use_dll)
+{
+  assert(!use_dll); // Not yet implemented
+
+  computeDerivIDs();
+
+  set<int> vars;
+  for (auto& [symb_lag, deriv_id] : deriv_id_table)
+    if (symbol_table.getType(symb_lag.first) != SymbolType::parameter)
+      vars.insert(deriv_id);
+
+  cout << "Computing " << modelClassName() << " derivatives (order " << derivsOrder << ")." << endl;
+
+  computeDerivatives(derivsOrder, vars);
+
+  computeTemporaryTerms(!use_dll, no_tmp_terms);
+
+  computeMCPEquationsReordering(heterogeneity_dimension);
+}
+
+void
+HeterogeneousModel::writeModelFiles(const string& basename, bool julia) const
+{
+  assert(!julia); // Not yet implemented
+  writeSparseModelMFiles<true>(basename, heterogeneity_dimension);
+  writeComplementarityConditionsFile<true>(basename, heterogeneity_dimension);
+}
+
+int
+HeterogeneousModel::getJacobianCol(int deriv_id, bool sparse) const
+{
+  assert(sparse);
+
+  SymbolType type {getTypeByDerivID(deriv_id)};
+  int tsid {getTypeSpecificIDByDerivID(deriv_id)};
+  int lag {getLagByDerivID(deriv_id)};
+
+  if (type == SymbolType::heterogeneousEndogenous)
+    return tsid + (lag + 1) * symbol_table.het_endo_nbr(heterogeneity_dimension);
+
+  int shift {3 * symbol_table.het_endo_nbr(heterogeneity_dimension)};
+
+  if (type == SymbolType::heterogeneousExogenous)
+    return shift + tsid;
+
+  shift += symbol_table.het_exo_nbr(heterogeneity_dimension);
+
+  if (type == SymbolType::endogenous)
+    return shift + tsid + (lag + 1) * symbol_table.endo_nbr();
+
+  shift += symbol_table.endo_nbr();
+
+  if (type == SymbolType::exogenous)
+    return shift + tsid;
+
+  throw UnknownDerivIDException();
+}
+
+int
+HeterogeneousModel::getJacobianColsNbr(bool sparse) const
+{
+  assert(sparse);
+  return 3 * (symbol_table.het_endo_nbr(heterogeneity_dimension) + symbol_table.endo_nbr())
+         + symbol_table.het_exo_nbr(heterogeneity_dimension) + symbol_table.exo_nbr();
+}
+
+SymbolType
+HeterogeneousModel::getTypeByDerivID(int deriv_id) const noexcept(false)
+{
+  return symbol_table.getType(getSymbIDByDerivID(deriv_id));
+}
+
+int
+HeterogeneousModel::getLagByDerivID(int deriv_id) const noexcept(false)
+{
+  if (deriv_id < 0 || deriv_id >= static_cast<int>(inv_deriv_id_table.size()))
+    throw UnknownDerivIDException();
+
+  return inv_deriv_id_table[deriv_id].second;
+}
+
+int
+HeterogeneousModel::getSymbIDByDerivID(int deriv_id) const noexcept(false)
+{
+  if (deriv_id < 0 || deriv_id >= static_cast<int>(inv_deriv_id_table.size()))
+    throw UnknownDerivIDException();
+
+  return inv_deriv_id_table[deriv_id].first;
+}
+
+int
+HeterogeneousModel::getTypeSpecificIDByDerivID(int deriv_id) const
+{
+  return symbol_table.getTypeSpecificID(getSymbIDByDerivID(deriv_id));
+}
+
+int
+HeterogeneousModel::getDerivID(int symb_id, int lead_lag) const noexcept(false)
+{
+  if (auto it = deriv_id_table.find({symb_id, lead_lag}); it == deriv_id_table.end())
+    throw UnknownDerivIDException();
+  else
+    return it->second;
+}
+
+void
+HeterogeneousModel::writeDriverOutput(ostream& output) const
+{
+  std::vector<int> state_var;
+  for (int endoID = 0; endoID < symbol_table.het_endo_nbr(heterogeneity_dimension); endoID++)
+    try
+      {
+        getDerivID(symbol_table.getID(SymbolType::heterogeneousEndogenous, endoID,
+                                      heterogeneity_dimension),
+                   -1);
+        if (ranges::find(state_var, endoID) == state_var.end())
+          state_var.push_back(endoID);
+      }
+    catch (UnknownDerivIDException& e)
+      {
+      }
+
+  output << "M_.heterogeneity(" << heterogeneity_dimension + 1 << ").state_var = [";
+  for (int it : state_var)
+    output << it + 1 << " ";
+  output << "];" << endl;
+
+  output << "M_.heterogeneity(" << heterogeneity_dimension + 1 << ").dynamic_tmp_nbr = [";
+  for (const auto& it : temporary_terms_derivatives)
+    output << it.size() << "; ";
+  output << "];" << endl;
+  writeDriverSparseIndicesHelper(
+      "heterogeneity("s + to_string(heterogeneity_dimension + 1) + ").dynamic", output);
+  output << "M_.heterogeneity(" << heterogeneity_dimension + 1
+         << ").dynamic_mcp_equations_reordering = [";
+  for (auto i : mcp_equations_reordering)
+    output << i + 1 << "; ";
+  output << "];" << endl;
+}

src/HeterogeneousModel.hh

+/*
+ * Copyright © 2024 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
+ */
+
+#ifndef HETEROGENEOUS_MODEL_HH
+#define HETEROGENEOUS_MODEL_HH
+
+#include <string>
+
+#include "ModelTree.hh"
+
+using namespace std;
+
+class HeterogeneousModel : public ModelTree
+{
+public:
+  const int heterogeneity_dimension;
+
+  HeterogeneousModel(SymbolTable& symbol_table_arg, NumericalConstants& num_constants_arg,
+                     ExternalFunctionsTable& external_functions_table_arg,
+                     HeterogeneityTable& heterogeneity_table_arg, int heterogeneity_dimension_arg);
+
+  HeterogeneousModel(const HeterogeneousModel& m) = default;
+  HeterogeneousModel& operator=(const HeterogeneousModel& m);
+
+  void transformPass();
+
+  void computingPass(int derivsOrder, bool no_tmp_terms, bool use_dll);
+
+  void writeModelFiles(const string& basename, bool julia) const;
+  void writeDriverOutput(ostream& output) const;
+
+  [[nodiscard]] int getJacobianCol(int deriv_id, bool sparse) const override;
+  [[nodiscard]] int getJacobianColsNbr(bool sparse) const override;
+
+#if 0
+  void substituteEndoLeadGreaterThanTwo();
+
+  //! Transforms the model by removing all lags greater or equal than 2 on endos
+  void substituteEndoLagGreaterThanTwo();
+
+  //! Transforms the model by removing all leads on exos
+  /*! Note that this can create new lags on endos and exos */
+  void substituteExoLead();
+
+  //! Transforms the model by removing all lags on exos
+  void substituteExoLag();
+
+  //! 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
+  void transformPredeterminedVariables();
+
+  //! Substitutes out all model-local variables
+  void substituteModelLocalVariables();
+#endif
+
+  // FIXME: the following 5 functions are identical to those in DynamicModel. Factorization?
+  [[nodiscard]] int getDerivID(int symb_id, int lead_lag) const noexcept(false) override;
+  [[nodiscard]] SymbolType getTypeByDerivID(int deriv_id) const noexcept(false) override;
+  [[nodiscard]] int getLagByDerivID(int deriv_id) const noexcept(false) override;
+  [[nodiscard]] int getSymbIDByDerivID(int deriv_id) const noexcept(false) override;
+  [[nodiscard]] int getTypeSpecificIDByDerivID(int deriv_id) const override;
+
+protected:
+  void computeChainRuleJacobian() override;
+  int getBlockJacobianEndoCol(int blk, int var, int lead_lag) const override;
+  string
+  modelClassName() const override
+  {
+    return "dynamic model for heterogeneity dimension '"
+           + heterogeneity_table.getName(heterogeneity_dimension) + "'";
+  }
+  int getMFS() const override;
+
+private:
+  // Maps a pair (symbol ID, lead/lag) to a deriv ID
+  map<pair<int, int>, int> deriv_id_table;
+  // Maps a deriv ID to a pair (symbol ID, lead/lag)
+  vector<pair<int, int>> inv_deriv_id_table;
+
+  // Allocates the derivation IDs for all endogenous variables for this heterogeneity dimension
+  void computeDerivIDs();
+};
+
+#endif