diff --git a/doc/dynare.texi b/doc/dynare.texi index ed4506b7a78124534dfed09f445aae048a98115e..87578c10012debf8281bbb2740e2a7fa92948ba8 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -4609,7 +4609,11 @@ Default value is @code{1}. For advanced use only. For internal use and testing only. @item conf_sig = @var{DOUBLE} -@xref{conf_sig}. +Confidence interval used for classical forecasting after estimation. See @xref{conf_sig}. + +@item mh_conf_sig = @var{DOUBLE} +@anchor{mh_conf_sig} +Confidence/HPD interval used for the computation of prior and posterior statistics like: parameter distributions, prior/posterior moments, conditional variance decomposition, impulse response functions, Bayesian forecasting. Default: @code{0.9} @item mh_replic = @var{INTEGER} @anchor{mh_replic} Number of replications for Metropolis-Hastings diff --git a/preprocessor/DynareBison.yy b/preprocessor/DynareBison.yy index aab4a95a1171546de912eee96284a1e52488427d..3ce406b7836a226cfcbfe14b8e5a7780fc927eb6 100644 --- a/preprocessor/DynareBison.yy +++ b/preprocessor/DynareBison.yy @@ -104,7 +104,7 @@ class ParsingDriver; %token KALMAN_ALGO KALMAN_TOL SUBSAMPLES OPTIONS TOLF %token LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LOGDATA LYAPUNOV %token LYAPUNOV_FIXED_POINT_TOL LYAPUNOV_DOUBLING_TOL LYAPUNOV_SQUARE_ROOT_SOLVER_TOL LOG_DEFLATOR LOG_TREND_VAR LOG_GROWTH_FACTOR MARKOWITZ MARGINAL_DENSITY MAX MAXIT -%token MFS MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER POSTERIOR_MAX_SUBSAMPLE_DRAWS MIN MINIMAL_SOLVING_PERIODS +%token MFS MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER POSTERIOR_MAX_SUBSAMPLE_DRAWS MIN MINIMAL_SOLVING_PERIODS %token MODE_CHECK MODE_CHECK_NEIGHBOURHOOD_SIZE MODE_CHECK_SYMMETRIC_PLOTS MODE_CHECK_NUMBER_OF_POINTS MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS ABS SIGN %token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL MCMC_JUMPING_COVARIANCE MOMENT_CALIBRATION %token <string_val> NAME @@ -1561,6 +1561,7 @@ estimation_options : o_datafile | o_nodisplay | o_graph_format | o_conf_sig + | o_mh_conf_sig | o_mh_replic | o_mh_drop | o_mh_jscale @@ -2175,6 +2176,7 @@ dynare_sensitivity_option : o_gsa_identification | o_nodisplay | o_graph_format | o_conf_sig + | o_mh_conf_sig | o_loglinear | o_mode_file | o_load_ident_files @@ -2471,6 +2473,7 @@ o_subsample_name : symbol EQUAL date_expr ':' date_expr { driver.set_subsample_name_equal_to_date_range($1, $3, $5); } ; o_conf_sig : CONF_SIG EQUAL non_negative_number { driver.option_num("conf_sig", $3); }; +o_mh_conf_sig : MH_CONF_SIG EQUAL non_negative_number { driver.option_num("mh_conf_sig", $3); }; o_mh_replic : MH_REPLIC EQUAL INT_NUMBER { driver.option_num("mh_replic", $3); }; o_posterior_max_subsample_draws : POSTERIOR_MAX_SUBSAMPLE_DRAWS EQUAL INT_NUMBER { driver.option_num("posterior_max_subsample_draws", $3); }; o_mh_drop : MH_DROP EQUAL non_negative_number { driver.option_num("mh_drop", $3); }; diff --git a/preprocessor/DynareFlex.ll b/preprocessor/DynareFlex.ll index ab9770ab45bf6096ae4776c838dda8cb6d0ea9e1..9c04044412f775868c406ae1caa1b50d35fb9c13 100644 --- a/preprocessor/DynareFlex.ll +++ b/preprocessor/DynareFlex.ll @@ -262,6 +262,7 @@ 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>print {return token::PRINT;} <DYNARE_STATEMENT>noprint {return token::NOPRINT;} <DYNARE_STATEMENT>conf_sig {return token::CONF_SIG;} +<DYNARE_STATEMENT>mh_conf_sig {return token::MH_CONF_SIG;} <DYNARE_STATEMENT>mh_replic {return token::MH_REPLIC;} <DYNARE_STATEMENT>mh_drop {return token::MH_DROP;} <DYNARE_STATEMENT>mh_jscale {return token::MH_JSCALE;}