diff --git a/doc/dynare.texi b/doc/dynare.texi
index e52dc33a36ebef9d93894e73af68c451fec937ef..6463236a9e671fe97839ba2b9f73e18c41410957 100644
--- a/doc/dynare.texi
+++ b/doc/dynare.texi
@@ -2059,9 +2059,9 @@ period (unless some of these initial values are modified by
Second, in the absence of an @code{endval} block, it sets the terminal
conditions for all the periods succeeding the last simulation period.
-Third, in the absence of an @code{endval} block, it provides initial
-guess values at all simulation dates for the non-linear solver
-implemented in @code{simul}.
+Third, in the absence of an @code{endval} block, it provides initial guess
+values at all simulation dates for the perfect foresight solver, and is
+therefore used by @code{perfect_foresight_setup} and @code{simul}.
For this last reason, it necessary to provide values for all the
endogenous variables in an @code{initval} block (even though,
@@ -2147,8 +2147,9 @@ serves two purposes.
First, it sets the terminal conditions for all the periods succeeding
the last simulation period.
-Second, it provides initial guess values at all the simulation dates
-for the non-linear solver implemented in @code{simul}.
+Second, it provides initial guess values at all the simulation dates for the
+perfect foresight solver, and is therefore used by
+@code{perfect_foresight_setup} and @code{simul}.
For this last reason, it necessary to provide values for all the
endogenous variables in an @code{endval} block (even though,
@@ -2653,9 +2654,9 @@ Reduces the number of periods considered in subsequent output commands.
@descriptionhead
-This command is now deprecated (but will still work for older model
-files). It is not necessary when no simulation is performed and is
-replaced by an option @code{periods} in @code{simul} and
+This command is now deprecated (but will still work for older model files). It
+is not necessary when no simulation is performed and is replaced by an option
+@code{periods} in @code{perfect_foresight_setup}, @code{simul} and
@code{stoch_simul}.
This command sets the number of periods in the simulation. The periods
@@ -2716,10 +2717,11 @@ add new variables one by one.
@table @code
@item maxit = @var{INTEGER}
-Determines the maximum number of iterations used in the non-linear solver.
-The default value of @code{maxit} is 10. The @code{maxit} option is shared with the
-@code{simul} command. So a change in @code{maxit} in a @code{steady} command will
-also be considered in the following @code{simul} commands.
+Determines the maximum number of iterations used in the non-linear solver. The
+default value of @code{maxit} is 10. The @code{maxit} option is shared with the
+@code{perfect_foresight_solver} and @code{simul} commands. So a change in
+@code{maxit} in a @code{steady} command will also be considered in the
+following @code{perfect_foresight_solver} and @code{simul} commands.
@item solve_algo = @var{INTEGER}
@@ -3292,15 +3294,17 @@ aid the solution process. These solution algorithms can provide a
significant speed-up on large models.
-
-
-@deffn Command simul ;
-@deffnx Command simul (@var{OPTIONS}@dots{});
+@deffn Command perfect_foresight_setup ;
+@deffnx Command perfect_foresight_setup (@var{OPTIONS}@dots{});
@descriptionhead
-Triggers the computation of a deterministic simulation of the model
-for the number of periods set in the option @code{periods}.
+Prepares a perfect foresight simulation, by extracting the information in the
+@code{initval}, @code{endval} and @code{shocks} blocks and converting them into
+simulation paths for exogenous and endogenous variables.
+
+This command must always be called before running the simulation with
+@code{perfect_foresight_solver}.
@optionshead
@@ -3309,23 +3313,43 @@ for the number of periods set in the option @code{periods}.
@item periods = @var{INTEGER}
Number of periods of the simulation
-@item endogenous_terminal_period
-The number of periods is not constant across Newton iterations when
-solving the perfect foresight model. The size of the nonlinear system of
-equations is reduced by removing the portion of the paths (and
-associated equations) for which the solution has already been identified
-(up to the tolerance parameter). This strategy can be interpreted as a
-mix of the shooting and relaxation approaches. Note that round off
-errors are more important with this mixed strategy (user should check
-the reported value of the maximum absolute error). Only available with
-option @code{stack_solve_algo==0}.
+@item datafile = @var{FILENAME}
+If the variables of the model are not constant over time, their
+initial values, stored in a text file, could be loaded, using that
+option, as initial values before a deterministic simulation.
+@end table
-@item maxit = @var{INTEGER}
-Determines the maximum number of iterations used in the non-linear solver.
-The default value of @code{maxit} is 10. The @code{maxit} option is shared with the
-@code{steady} command. So a change in @code{maxit} in a @code{simul} command will
-also be considered in the following @code{steady} commands.
+@outputhead
+
+The paths for the exogenous variables are stored into @code{oo_.exo_simul}.
+
+The initial and terminal conditions for the endogenous variables and the
+initial guess for the path of endogenous variables are stored into
+@code{oo_.endo_simul}.
+@end deffn
+
+
+@deffn Command perfect_foresight_solver ;
+@deffnx Command perfect_foresight_solver (@var{OPTIONS}@dots{});
+
+@descriptionhead
+
+Computes the perfect foresight (or deterministic) simulation of the model.
+
+Note that @code{perfect_foresight_setup} must be called before this command, in
+order to setup the environment for the simulation.
+
+@optionshead
+
+@table @code
+
+@item maxit = @var{INTEGER}
+Determines the maximum number of iterations used in the non-linear solver. The
+default value of @code{maxit} is 10. The @code{maxit} option is shared with the
+@code{steady} command. So a change in @code{maxit} in a
+@code{perfect_foresight_solver} command will also be considered in the
+following @code{steady} commands.
@item stack_solve_algo = @var{INTEGER}
Algorithm used for computing the solution. Possible values are:
@@ -3378,10 +3402,17 @@ Specify the minimal number of periods where the model has to be
solved, before using a constant set of operations for the remaining
periods. Only used when @code{stack_solve_algo = 5}. Default: @code{1}.
-@item datafile = @var{FILENAME}
-If the variables of the model are not constant over time, their
-initial values, stored in a text file, could be loaded, using that
-option, as initial values before a deterministic simulation.
+@item endogenous_terminal_period
+The number of periods is not constant across Newton iterations when
+solving the perfect foresight model. The size of the nonlinear system of
+equations is reduced by removing the portion of the paths (and
+associated equations) for which the solution has already been identified
+(up to the tolerance parameter). This strategy can be interpreted as a
+mix of the shooting and relaxation approaches. Note that round off
+errors are more important with this mixed strategy (user should check
+the reported value of the maximum absolute error). Only available with
+option @code{stack_solve_algo==0}.
+
@end table
@outputhead
@@ -3391,11 +3422,28 @@ The simulated endogenous variables are available in global matrix
@end deffn
+@deffn Command simul ;
+@deffnx Command simul (@var{OPTIONS}@dots{});
+
+@descriptionhead
+
+Short-form command for triggering the computation of a deterministic simulation
+of the model. It is strictly equivalent to a call to
+@code{perfect_foresight_setup} followed by a call to
+@code{perfect_foresight_solver}.
+
+@optionshead
+
+Accepts all the options of @code{perfect_foresight_setup} and
+@code{perfect_foresight_solver}.
+
+@end deffn
+
@anchor{oo_.endo_simul}
@defvr {MATLAB/Octave variable} oo_.endo_simul
-This variable stores the result of a deterministic simulation
-(computed by @code{simul}) or of a stochastic simulation (computed by
-@code{stoch_simul} with the @code{periods} option or by
+This variable stores the result of a deterministic simulation (computed by
+@code{perfect_foresight_solver} or @code{simul}) or of a stochastic simulation
+(computed by @code{stoch_simul} with the @code{periods} option or by
@code{extended_path}).
The variables are arranged row by row, in order of declaration (as in
@@ -3406,9 +3454,9 @@ and terminal conditions, so it has more columns than the value of
@anchor{oo_.exo_simul}
@defvr {MATLAB/Octave variable} oo_.exo_simul
-This variable stores the path of exogenous variables during a
-simulation (computed by @code{simul}, @code{stoch_simul} or
-@code{extended_path}).
+This variable stores the path of exogenous variables during a simulation
+(computed by @code{perfect_foresight_solver}, @code{simul}, @code{stoch_simul}
+or @code{extended_path}).
The variables are arranged in columns, in order of declaration (as in
@code{M_.endo_names}). Periods are in rows. Note that this convention
@@ -7919,10 +7967,10 @@ Dynare has comments to plot the results of a simulation and to save the results.
@deffn Command rplot @var{VARIABLE_NAME}@dots{};
Plots the simulated path of one or several variables, as stored in
-@var{oo_.endo_simul} by either @var{simul} (@pxref{Deterministic
-simulation}) or @var{stoch_simul} with
-option @var{periods} (@pxref{Computing the stochastic solution}). The
-variables are plotted in levels.
+@code{oo_.endo_simul} by either @code{perfect_foresight_solver}, @code{simul}
+(@pxref{Deterministic simulation}) or @code{stoch_simul} with option
+@code{periods} (@pxref{Computing the stochastic solution}). The variables are
+plotted in levels.
@end deffn
diff --git a/matlab/perfect_foresight_setup.m b/matlab/perfect_foresight_setup.m
new file mode 100644
index 0000000000000000000000000000000000000000..da03d46a68cf949e19f3ab7b3c32253d12ab5ae2
--- /dev/null
+++ b/matlab/perfect_foresight_setup.m
@@ -0,0 +1,53 @@
+function perfect_foresight_setup()
+% Prepares a deterministic simulation, by filling oo_.exo_simul and oo_.endo_simul
+%
+% INPUTS
+% None
+%
+% OUTPUTS
+% none
+%
+% ALGORITHM
+%
+% SPECIAL REQUIREMENTS
+% none
+
+% Copyright (C) 1996-2014 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/>.
+
+global M_ options_ oo_
+
+test_for_deep_parameters_calibration(M_);
+
+if size(M_.lead_lag_incidence,2)-nnz(M_.lead_lag_incidence(M_.maximum_endo_lag+1,:)) > 0
+ mess = ['PERFECT_FORESIGHT_SETUP: error in model specification : variable ' M_.endo_names(find(M_.lead_lag_incidence(M_.maximum_lag+1,:)==0),:)];
+ mess = [mess ' doesn''t appear as current variable.'];
+ error(mess)
+end
+
+if options_.periods == 0
+ error('PERFECT_FORESIGHT_SETUP: number of periods for the simulation isn''t specified')
+end
+
+if ~options_.initval_file
+ if isempty(options_.datafile)
+ make_ex_;
+ make_y_;
+ else
+ read_data_;
+ end
+end
diff --git a/matlab/simul.m b/matlab/perfect_foresight_solver.m
similarity index 75%
rename from matlab/simul.m
rename to matlab/perfect_foresight_solver.m
index 4285c906da8a3c8e0f93185f68467b22fe56988e..ce9d94306d4d8bf31d282766a3673cf898ccc5dd 100644
--- a/matlab/simul.m
+++ b/matlab/perfect_foresight_solver.m
@@ -1,4 +1,4 @@
-function simul()
+function perfect_foresight_solver()
% Computes deterministic simulations
%
% INPUTS
@@ -12,7 +12,7 @@ function simul()
% SPECIAL REQUIREMENTS
% none
-% Copyright (C) 1996-2013 Dynare Team
+% Copyright (C) 1996-2014 Dynare Team
%
% This file is part of Dynare.
%
@@ -31,48 +31,37 @@ function simul()
global M_ options_ oo_
-test_for_deep_parameters_calibration(M_);
-
if options_.stack_solve_algo < 0 || options_.stack_solve_algo > 6
- error('SIMUL: stack_solve_algo must be between 0 and 6')
+ error('PERFECT_FORESIGHT_SOLVER: stack_solve_algo must be between 0 and 6')
end
if ~options_.block && ~options_.bytecode && options_.stack_solve_algo ~= 0 ...
&& options_.stack_solve_algo ~= 6
- error('SIMUL: you must use stack_solve_algo=0 or stack_solve_algo=6 when not using block nor bytecode option')
+ error('PERFECT_FORESIGHT_SOLVER: you must use stack_solve_algo=0 or stack_solve_algo=6 when not using block nor bytecode option')
end
if options_.block && ~options_.bytecode && options_.stack_solve_algo == 5
- error('SIMUL: you can''t use stack_solve_algo = 5 without bytecode option')
+ error('PERFECT_FORESIGHT_SOLVER: you can''t use stack_solve_algo = 5 without bytecode option')
end
if (options_.block || options_.bytecode) && options_.stack_solve_algo == 6
- error('SIMUL: you can''t use stack_solve_algo = 6 with block or bytecode option')
+ error('PERFECT_FORESIGHT_SOLVER: you can''t use stack_solve_algo = 6 with block or bytecode option')
end
if isoctave && options_.stack_solve_algo == 2
- error('SIMUL: you can''t use stack_solve_algo = 2 under Octave')
+ error('PERFECT_FORESIGHT_SOLVER: you can''t use stack_solve_algo = 2 under Octave')
end
-if size(M_.lead_lag_incidence,2)-nnz(M_.lead_lag_incidence(M_.maximum_endo_lag+1,:)) > 0
- mess = ['SIMUL: error in model specification : variable ' M_.endo_names(find(M_.lead_lag_incidence(M_.maximum_lag+1,:)==0),:)];
- mess = [mess ' doesn''t appear as current variable.'];
- error(mess)
-end
-if options_.periods == 0
- error('SIMUL: number of periods for the simulation isn''t specified')
+if isempty(oo_.endo_simul) || any(size(oo_.endo_simul) ~= [ M_.endo_nbr, M_.maximum_endo_lag+options_.periods+M_.maximum_endo_lead ])
+ error('PERFECT_FORESIGHT_SOLVER: ''oo_.endo_simul'' has wrong size. Did you run ''perfect_foresight_setup'' ?')
end
-if ~options_.initval_file
- if isempty(options_.datafile)
- make_ex_;
- make_y_;
- else
- read_data_;
- end
+if isempty(oo_.exo_simul) || any(size(oo_.exo_simul) ~= [ M_.maximum_lag+options_.periods+M_.maximum_lead, M_.exo_nbr ])
+ error('PERFECT_FORESIGHT_SOLVER: ''oo_.exo_simul'' has wrong size. Did you run ''perfect_foresight_setup'' ?')
end
+
if isempty(options_.scalv) || options_.scalv == 0
options_.scalv = oo_.steady_state;
end
diff --git a/preprocessor/ComputingTasks.cc b/preprocessor/ComputingTasks.cc
index d3777117ba18d34d3f76afa48dd556662cb45192..e9292f90174e86d63734304cbba8bcf0b2749d41 100644
--- a/preprocessor/ComputingTasks.cc
+++ b/preprocessor/ComputingTasks.cc
@@ -94,14 +94,45 @@ SimulStatement::SimulStatement(const OptionsList &options_list_arg) :
void
SimulStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
- mod_file_struct.simul_present = true;
+ mod_file_struct.perfect_foresight_solver_present = true;
}
void
SimulStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
- output << "simul();\n";
+ output << "perfect_foresight_setup;" << endl
+ << "perfect_foresight_solver;" << endl;
+}
+
+PerfectForesightSetupStatement::PerfectForesightSetupStatement(const OptionsList &options_list_arg) :
+ options_list(options_list_arg)
+{
+}
+
+void
+PerfectForesightSetupStatement::writeOutput(ostream &output, const string &basename) const
+{
+ options_list.writeOutput(output);
+ output << "perfect_foresight_setup;" << endl;
+}
+
+PerfectForesightSolverStatement::PerfectForesightSolverStatement(const OptionsList &options_list_arg) :
+ options_list(options_list_arg)
+{
+}
+
+void
+PerfectForesightSolverStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
+{
+ mod_file_struct.perfect_foresight_solver_present = true;
+}
+
+void
+PerfectForesightSolverStatement::writeOutput(ostream &output, const string &basename) const
+{
+ options_list.writeOutput(output);
+ output << "perfect_foresight_solver;" << endl;
}
StochSimulStatement::StochSimulStatement(const SymbolList &symbol_list_arg,
diff --git a/preprocessor/ComputingTasks.hh b/preprocessor/ComputingTasks.hh
index c04f2f7051d2e27a0f261f4a7613edcaf9e67dfe..b1a009ffac7e2ed92df869624d27a4762adadd44 100644
--- a/preprocessor/ComputingTasks.hh
+++ b/preprocessor/ComputingTasks.hh
@@ -58,6 +58,25 @@ public:
virtual void writeOutput(ostream &output, const string &basename) const;
};
+class PerfectForesightSetupStatement : public Statement
+{
+private:
+ const OptionsList options_list;
+public:
+ PerfectForesightSetupStatement(const OptionsList &options_list_arg);
+ virtual void writeOutput(ostream &output, const string &basename) const;
+};
+
+class PerfectForesightSolverStatement : public Statement
+{
+private:
+ const OptionsList options_list;
+public:
+ PerfectForesightSolverStatement(const OptionsList &options_list_arg);
+ virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
+ virtual void writeOutput(ostream &output, const string &basename) const;
+};
+
class ModelInfoStatement : public Statement
{
private:
diff --git a/preprocessor/DynareBison.yy b/preprocessor/DynareBison.yy
index bedda79b712c9d19470891d2f1d4ef14eeb1c3cc..3449cc6fdb878c7816dd1aefcd20e6f5234add5d 100644
--- a/preprocessor/DynareBison.yy
+++ b/preprocessor/DynareBison.yy
@@ -112,6 +112,7 @@ class ParsingDriver;
%token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS
%token PARALLEL_LOCAL_FILES PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERFECT_FORESIGHT PERIODS PERIOD PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
+%token PERFECT_FORESIGHT_SETUP PERFECT_FORESIGHT_SOLVER
%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN PRUNING
%token <string_val> QUOTED_STRING
%token QZ_CRITERIUM QZ_ZERO_THRESHOLD FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE
@@ -272,6 +273,8 @@ statement : parameters
| irf_calibration
| smoother2histval
| histval_file
+ | perfect_foresight_setup
+ | perfect_foresight_solver
;
dsample : DSAMPLE INT_NUMBER ';'
@@ -970,6 +973,37 @@ model_info_options_list : model_info_options_list COMMA model_info_options
;
model_info_options :
+perfect_foresight_setup : PERFECT_FORESIGHT_SETUP ';'
+ { driver.perfect_foresight_setup(); }
+ | PERFECT_FORESIGHT_SETUP '(' perfect_foresight_setup_options_list ')' ';'
+ { driver.perfect_foresight_setup(); }
+ ;
+
+perfect_foresight_setup_options_list : perfect_foresight_setup_options_list COMMA perfect_foresight_setup_options
+ | perfect_foresight_setup_options
+ ;
+
+perfect_foresight_setup_options : o_periods
+ | o_datafile
+ ;
+
+perfect_foresight_solver : PERFECT_FORESIGHT_SOLVER ';'
+ { driver.perfect_foresight_solver(); }
+ | PERFECT_FORESIGHT_SOLVER '(' perfect_foresight_solver_options_list ')' ';'
+ { driver.perfect_foresight_solver(); }
+ ;
+
+perfect_foresight_solver_options_list : perfect_foresight_solver_options_list COMMA perfect_foresight_solver_options
+ | perfect_foresight_solver_options
+ ;
+
+perfect_foresight_solver_options : o_stack_solve_algo
+ | o_markowitz
+ | o_minimal_solving_periods
+ | o_simul_maxit
+ | o_endogenous_terminal_period
+ ;
+
simul : SIMUL ';'
{ driver.simul(); }
| SIMUL '(' simul_options_list ')' ';'
@@ -980,13 +1014,8 @@ simul_options_list : simul_options_list COMMA simul_options
| simul_options
;
-simul_options : o_periods
- | o_datafile
- | o_stack_solve_algo
- | o_markowitz
- | o_minimal_solving_periods
- | o_simul_maxit
- | o_endogenous_terminal_period
+simul_options : perfect_foresight_setup_options
+ | perfect_foresight_solver_options
;
external_function : EXTERNAL_FUNCTION '(' external_function_options_list ')' ';'
diff --git a/preprocessor/DynareFlex.ll b/preprocessor/DynareFlex.ll
index eafa637eca407b83ac8a771629d43bda8aacf85d..4834afeee446522e2083f846800ff212813fabe4 100644
--- a/preprocessor/DynareFlex.ll
+++ b/preprocessor/DynareFlex.ll
@@ -168,6 +168,8 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<INITIAL>model_diagnostics {BEGIN DYNARE_STATEMENT; return token::MODEL_DIAGNOSTICS;}
<INITIAL>extended_path {BEGIN DYNARE_STATEMENT; return token::EXTENDED_PATH;}
<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;}
<DYNARE_STATEMENT>; {
if (!sigma_e)
diff --git a/preprocessor/ModFile.cc b/preprocessor/ModFile.cc
index f5c20837c02aeec7c698ffdcf52f366b4173dac9..7f31e86ff05e89a1a78db8aa18c53434d5be6477 100644
--- a/preprocessor/ModFile.cc
+++ b/preprocessor/ModFile.cc
@@ -129,7 +129,7 @@ ModFile::checkPass()
// Allow empty model only when doing a standalone BVAR estimation
if (dynamic_model.equation_number() == 0
&& (mod_file_struct.check_present
- || mod_file_struct.simul_present
+ || mod_file_struct.perfect_foresight_solver_present
|| stochastic_statement_present))
{
cerr << "ERROR: At least one model equation must be declared!" << endl;
@@ -153,9 +153,9 @@ ModFile::checkPass()
exit(EXIT_FAILURE);
}
- if (mod_file_struct.simul_present && stochastic_statement_present)
+ if (mod_file_struct.perfect_foresight_solver_present && stochastic_statement_present)
{
- cerr << "ERROR: A .mod file cannot contain both a simul command and one of {stoch_simul, estimation, osr, ramsey_policy, discretionary_policy}" << endl;
+ cerr << "ERROR: A .mod file cannot contain both one of {perfect_foresight_solver,simul} and one of {stoch_simul, estimation, osr, ramsey_policy, discretionary_policy}. This is not possible: one cannot mix perfect foresight context with stochastic context in the same file." << endl;
exit(EXIT_FAILURE);
}
@@ -407,9 +407,9 @@ ModFile::transformPass(bool nostrict)
exit(EXIT_FAILURE);
}
- if (symbol_table.exo_det_nbr() > 0 && mod_file_struct.simul_present)
+ if (symbol_table.exo_det_nbr() > 0 && mod_file_struct.perfect_foresight_solver_present)
{
- cerr << "ERROR: A .mod file cannot contain both a simul command and varexo_det declaration (all exogenous variables are deterministic in this case)" << endl;
+ cerr << "ERROR: A .mod file cannot contain both one of {perfect_foresight_solver,simul} and varexo_det declaration (all exogenous variables are deterministic in this case)" << endl;
exit(EXIT_FAILURE);
}
@@ -473,13 +473,13 @@ ModFile::computingPass(bool no_tmp_terms, FileOutputType output)
false, paramsDerivatives, block, byte_code);
}
// Set things to compute for dynamic model
- if (mod_file_struct.simul_present || mod_file_struct.check_present
+ if (mod_file_struct.perfect_foresight_solver_present || mod_file_struct.check_present
|| mod_file_struct.stoch_simul_present
|| mod_file_struct.estimation_present || mod_file_struct.osr_present
|| mod_file_struct.ramsey_model_present || mod_file_struct.identification_present
|| mod_file_struct.calib_smoother_present)
{
- if (mod_file_struct.simul_present)
+ if (mod_file_struct.perfect_foresight_solver_present)
dynamic_model.computingPass(true, false, false, false, global_eval_context, no_tmp_terms, block, use_dll, byte_code);
else
{
diff --git a/preprocessor/ParsingDriver.cc b/preprocessor/ParsingDriver.cc
index fe48e41a888577e18d2b7b94afbdb9191fb330e3..cda8804258f762ead726bb9a36a52e1587d7d90c 100644
--- a/preprocessor/ParsingDriver.cc
+++ b/preprocessor/ParsingDriver.cc
@@ -2692,3 +2692,18 @@ ParsingDriver::histval_file(string *filename)
mod_file->addStatement(new HistvalFileStatement(*filename));
delete filename;
}
+
+
+void
+ParsingDriver::perfect_foresight_setup()
+{
+ mod_file->addStatement(new PerfectForesightSetupStatement(options_list));
+ options_list.clear();
+}
+
+void
+ParsingDriver::perfect_foresight_solver()
+{
+ mod_file->addStatement(new PerfectForesightSolverStatement(options_list));
+ options_list.clear();
+}
diff --git a/preprocessor/ParsingDriver.hh b/preprocessor/ParsingDriver.hh
index 464938791709315d63207d0c628d08572eb039c6..6218776e8f05900dffeaadec94a210807a1889bf 100644
--- a/preprocessor/ParsingDriver.hh
+++ b/preprocessor/ParsingDriver.hh
@@ -668,6 +668,8 @@ public:
void smoother2histval();
void histval_file(string *filename);
+ void perfect_foresight_setup();
+ void perfect_foresight_solver();
};
#endif // ! PARSING_DRIVER_HH
diff --git a/preprocessor/Statement.cc b/preprocessor/Statement.cc
index 688883cc3879f084d7a7cc78827d66877b0c01b3..50d8ccefb0f998f94f2a748534ea4bfaf7c5a5bd 100644
--- a/preprocessor/Statement.cc
+++ b/preprocessor/Statement.cc
@@ -23,7 +23,7 @@
ModFileStructure::ModFileStructure() :
check_present(false),
steady_present(false),
- simul_present(false),
+ perfect_foresight_solver_present(false),
stoch_simul_present(false),
estimation_present(false),
osr_present(false),
diff --git a/preprocessor/Statement.hh b/preprocessor/Statement.hh
index 0f5838653d75d6c4bde50cf7e2dabf24c22f577f..5bdade3910b8a77ee145856a92084ae05f13d9e6 100644
--- a/preprocessor/Statement.hh
+++ b/preprocessor/Statement.hh
@@ -36,8 +36,8 @@ public:
bool check_present;
//! Whether steady is present
bool steady_present;
- //! Whether a simul statement is present
- bool simul_present;
+ //! Whether a perfect_foresight_solver/simul statement is present
+ bool perfect_foresight_solver_present;
//! Whether a stoch_simul statement is present
bool stoch_simul_present;
//! Whether an estimation statement is present
diff --git a/tests/ramst.mod b/tests/ramst.mod
index f5637b3d228355ceacbe8b12b7ac2d6fa424803a..cd05cc619abd04bdbbc3ddd5701486e9b0d1ec2e 100644
--- a/tests/ramst.mod
+++ b/tests/ramst.mod
@@ -30,7 +30,8 @@ periods 1;
values 1.2;
end;
-simul(periods=200);
+perfect_foresight_setup(periods=200);
+perfect_foresight_solver;
rplot c;
rplot k;