diff --git a/parser.src/d.y b/parser.src/d.y
index 59f3504b3d45696e0e5f96f3fcfb65a4b84eea2b..e4124ee5c7617d1342b9f3013a0f1fba3d8a05a0 100644
--- a/parser.src/d.y
+++ b/parser.src/d.y
@@ -46,7 +46,7 @@
%token CORR MOMENTS FUNCTIONS DIAGNOSTIC PRINT GRAPH
%token NOCORR NOMOMENTS NOFUNCTIONS NODIAGNOSTIC NOPRINT NOGRAPH
%token MODEL_COMPARISON MODEL_COMPARISON_APPROXIMATION LAPLACE
-%token MODIFIEDHARMONICMEAN
+%token MODIFIEDHARMONICMEAN SHOCKS_FILE IRF_TYPE
%token COMPILE_DEFINE COMPILE_IF COMPILE_ELSEIF COMPILE_ELSE COMPILE_ENDIF
%token <string> INUMBER DNUMBER NAME OPERATORS POUND EOL INDEX EQ NE LE GE
%token <p_tok> VAR_ID
@@ -110,6 +110,7 @@
| unit_root_vars
| model_comparison
| compile_statement
+ | forecast
;
longnames : LONGNAMES ';'
@@ -160,11 +161,21 @@ varexo_det : VAREXO_DET {varlist_flag=5;} varlist ';' {print_exo_det();}
;
shocks: SHOCKS ';' {ms_flag=0;p_i_shocks();} shock_list END {p_e_shocks();}
- ;
+ | SHOCKS '(' options_shocks ')' ';'
+ {ms_flag=0;p_i_shocks();} shock_list END {p_e_shocks();}
+ ;
mshocks: MSHOCKS ';' {ms_flag=1;p_i_shocks();} shock_list END {p_e_shocks();}
+ | MSHOCKS '(' options_shocks ')' ';'
+ {ms_flag=1;p_i_shocks();} shock_list END {p_e_shocks();}
;
+ options_shocks: option_shocks
+ | options_shocks ',' option_shocks
+ ;
+
+ option_shocks: o_shocks_file ;
+
equation_list : equation_list equation {$$=add_to_queue($1,$2);}
| equation_list other_inst {$$=add_to_queue($1,$2);}
| equation_list do_loop {$$=copy_queue($$,$2);}
@@ -418,8 +429,9 @@ varexo_det : VAREXO_DET {varlist_flag=5;} varlist ';' {print_exo_det();}
o_nk : NK '=' INUMBER {p_option("nk",$3);};
o_model_comparison_approximation: MODEL_COMPARISON_APPROXIMATION '=' LAPLACE {p_s_option("model_comparison_approximation","Laplace");}
| MODEL_COMPARISON_APPROXIMATION '=' MODIFIEDHARMONICMEAN {p_s_option("model_comparison_approximation","ModifiedHarmonicMean");}
- o_olr_beta : OLR_BETA '=' value {p_option("olr_beta",$3);}
- ;
+ o_olr_beta : OLR_BETA '=' value {p_option("olr_beta",$3);};
+ o_shocks_file : SHOCKS_FILE '=' NAME {p_s_option("file",$3);};
+
optim_option1: '\'' NAME '\'' ',' '\'' NAME '\'' {p_optim_options($2,$6,2);}
| '\'' NAME '\'' ',' value {p_optim_options($2,$5,2);}
@@ -843,6 +855,21 @@ varexo_det : VAREXO_DET {varlist_flag=5;} varlist ';' {print_exo_det();}
compile_elseif_statement:
COMPILE_ELSEIF NAME compile_operator INUMBER ';' {compile_elseif($2,$3,$4);};
+ forecast: FORECAST ';' {p_forecast();}
+ | FORECAST '(' forecast_options ')' ';' {p_forecast();}
+ | FORECAST varlist4 ';' {p_forecast();}
+ | FORECAST '(' forecast_options ')' varlist4 ';' {p_forecast();}
+ ;
+
+ forecast_options: forecast_option
+ | forecast_options ',' forecast_option
+ ;
+
+ forecast_option: o_periods
+ | o_conf_sig
+ ;
+
+
%%
int yyerror (char *s)
diff --git a/parser.src/dyn.l b/parser.src/dyn.l
index 9e57cc7e778eca0ff00a690a32c63e36fc5eadf4..6d91ee4be094450dd42ae1d4db4252338637be28 100644
--- a/parser.src/dyn.l
+++ b/parser.src/dyn.l
@@ -73,6 +73,7 @@ estimated_params_bounds {BEGIN DYNARE2; return ESTIMATED_PARAMS_BOUNDS;}
estimated_params {BEGIN DYNARE2; return ESTIMATED_PARAMS;}
unit_root_vars {BEGIN DYNARE1; return UNIT_ROOT_VARS;}
model_comparison {BEGIN DYNARE1; return MODEL_COMPARISON;}
+forecast {BEGIN DYNARE1; return FORECAST;}
<*>@define {yy_push_state(DYNARE1); return COMPILE_DEFINE;}
<*>@if {yy_push_state(DYNARE1); return COMPILE_IF;}
@@ -148,14 +149,16 @@ model_comparison {BEGIN DYNARE1; return MODEL_COMPARISON;}
<DYNARE1>functions {return FUNCTIONS;}
<DYNARE1>nofunctions {return NOFUNCTIONS;}
<DYNARE1>irf {return IRF;}
+<DYNARE1>irf_type {return IRF_TYPE;}
<DYNARE1>hp_filter {return HP_FILTER;}
<DYNARE1>hp_ngrid {return HP_NGRID;}
<DYNARE1>simul_seed {return SIMUL_SEED;}
<DYNARE1>simul {return SIMUL;}
<DYNARE1>periods {return PERIODS;}
<DYNARE1>qz_criterium {return QZ_CRITERIUM;}
-<DYNARE1>optim {return OPTIM;
-}
+<DYNARE1>optim {return OPTIM;}
+<DYNARE1>shocks_file {return SHOCKS_FILE;}
+
/* calib options */
<DYNARE2>autocorr {return AUTOCORR;}
diff --git a/parser.src/dynare.c b/parser.src/dynare.c
index b761785cc15908828f036773caf846ad370c07b5..4e47647e242b1d1c8b394755c18e4bb23a028bca 100644
--- a/parser.src/dynare.c
+++ b/parser.src/dynare.c
@@ -398,7 +398,7 @@ void p_shocks(struct token *var, struct queue *per, struct queue *val, int ms_fl
int i,j,i1,i2,i_par,flag;
struct queue *p_q;
struct token **p_t;
- char buffer[200];
+ char buffer[2000];
char* name;
check.determ = 1;
@@ -1346,6 +1346,7 @@ void p_i_shocks(void)
#elif defined MATLAB
str_output("% (M)SHOCKS \n");
str_output("make_ex_;\n");
+ str_output("shocks_file;\n");
#elif defined SCILAB
str_output("// (M)SHOCKS \n");
str_output("make_ex_();\n");
@@ -1356,8 +1357,11 @@ void p_e_shocks(void)
{
char buffer[2000];
#if defined MATLAB || defined SCILAB
- sprintf(buffer,"M_.ex_det_length = %d;\n",ex_det_length);
- str_output(buffer);
+ if (ex_det_length > 0)
+ {
+ sprintf(buffer,"M_.ex_det_length = %d;\n",ex_det_length);
+ str_output(buffer);
+ }
#endif
}
@@ -1386,7 +1390,7 @@ void dynare_init(char* fname,struct s_runtime_options runtime_options)
{
str_output("clear all\n");
}
- str_output("global scalv_ ex_ ex_det_ recur_ recurs_ ys_ y_ exe_ exe_det_ lgy_ lgx_ lgr_ dsmpl_ endval_\n");
+ str_output("global scalv_ ex_ ex_det_ recur_ recurs_ ys_ y_ exe_ exe_det_ lgy_ lgx_ lgx_det_ lgr_ dsmpl_ endval_\n");
str_output("global endo_nbr exo_nbr exo_det_nbr iy_ ykmin_ ykmax_ xkmin_ xkmax_ zkmin_ zkmax_ iter_\n");
str_output("global dynatol_ slowc_ maxit_ valf_ ys0_ recurs0_ ex0_ timing_ ct_ gstep_ Sigma_e_ fname_ lgx_orig_ord_ iter_ options_ dr_ oo_ trend_coeff_ eigenvalues_\n");
str_output("global M_\n");
@@ -3132,6 +3136,50 @@ void p_model_comparison(int flag_model_prior)
str_output("model_comparison(ModelNames_,ModelPriors_);\n");
}
+void p_forecast()
+{
+ char buffer[2000];
+ int i;
+#ifdef SCILAB
+ str_output("global ");
+ for(i=0;i < var_nbr; i++)
+ {
+ if (var_list[i].endo_exo == 1)
+ {
+ str_output(var_list[i].name);
+ str_output(" ");
+ }
+ }
+ str_output("\n");
+#endif
+#if defined MATLAB || defined SCILAB
+ if (nbr_tmpvar == 0)
+ {
+ str_output("var_list_ = [];\n");
+ }
+ else
+ {
+ strcpy(buffer,"var_list_ = '");
+ strcat(buffer,tmpvar_list[0]);
+ strcat(buffer,"';\n");
+ for(i=2;i<nbr_tmpvar;i+=2)
+ {
+#ifdef MATLAB
+ strcat(buffer,"var_list_ = str2mat(var_list_,'");
+ strcat(buffer,tmpvar_list[i]);
+ strcat(buffer,"');\n");
+#else
+ strcat(buffer,"var_list_ = [var_list_;'");
+ strcat(buffer,tmpvar_list[i]);
+ strcat(buffer,"'];\n");
+#endif
+ }
+ str_output(buffer);
+ }
+ str_output("forecast(var_list_);\n");
+#endif
+}
+
/*
02/22/01 MJ added test for nbr of equations != nbr endogenous variables
replaced stderr_ by Sigma_e_