diff --git a/doc/dynare.texi b/doc/dynare.texi
index 6463236a9e671fe97839ba2b9f73e18c41410957..40278494b9bcb5a8fcca56243596ca6be57b0247 100644
--- a/doc/dynare.texi
+++ b/doc/dynare.texi
@@ -2448,7 +2448,16 @@ isn't used in the computation of moments and of Impulse Response
Functions. Setting a variance to zero is an easy way of removing an
exogenous shock.
+Note that, by default, if there are several @code{shocks} or @code{mshocks}
+blocks in the same @file{.mod} file, then they are cumulative: all the shocks
+declared in all the blocks are considered; however, if a @code{shocks} or
+@code{mshocks} block is declared with the @code{overwrite} option, then it
+replaces all the previous @code{shocks} and @code{mshocks} blocks.
+
@deffn Block shocks ;
+@deffnx Block shocks (overwrite) ;
+
+See above for the meaning of the @code{overwrite} option.
@customhead{In deterministic context}
@@ -2584,6 +2593,7 @@ forecast;
@deffn Block mshocks ;
+@deffnx Block mshocks (overwrite) ;
The purpose of this block is similar to that of the @code{shocks}
block for deterministic shocks, except that the numeric values given
@@ -2606,6 +2616,8 @@ on deterministic exogenous variables with a non-zero steady state, in
a stochastic setup.
@end itemize
+See above for the meaning of the @code{overwrite} option.
+
@end deffn
@defvr {Special variable} Sigma_e
diff --git a/preprocessor/DynareBison.yy b/preprocessor/DynareBison.yy
index 3449cc6fdb878c7816dd1aefcd20e6f5234add5d..c986eac70a77cfd8b1e2dc47cb44f8ff4001b08a 100644
--- a/preprocessor/DynareBison.yy
+++ b/preprocessor/DynareBison.yy
@@ -110,7 +110,7 @@ class ParsingDriver;
%token <string_val> NAME
%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS
%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 OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE
%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
@@ -769,7 +769,9 @@ comma_hand_side : hand_side
pound_expression: '#' symbol EQUAL hand_side ';'
{ driver.declare_and_init_model_local_variable($2, $4); };
-shocks : SHOCKS ';' shock_list END ';' { driver.end_shocks(); };
+shocks : SHOCKS ';' shock_list END ';' { driver.end_shocks(false); }
+ | SHOCKS '(' OVERWRITE ')' ';' shock_list END ';' { driver.end_shocks(true); }
+ ;
shock_list : shock_list shock_elem
| shock_elem
@@ -873,7 +875,9 @@ svar_options : o_coefficients
| o_chain
;
-mshocks : MSHOCKS ';' mshock_list END ';' { driver.end_mshocks(); };
+mshocks : MSHOCKS ';' mshock_list END ';' { driver.end_mshocks(false); }
+ | MSHOCKS '(' OVERWRITE ')' ';' mshock_list END ';' { driver.end_mshocks(true); }
+ ;
mshock_list : mshock_list det_shock_elem
| det_shock_elem
diff --git a/preprocessor/DynareFlex.ll b/preprocessor/DynareFlex.ll
index 4834afeee446522e2083f846800ff212813fabe4..cc1fffd7da14b2c12da07d0eda9442559b870cac 100644
--- a/preprocessor/DynareFlex.ll
+++ b/preprocessor/DynareFlex.ll
@@ -613,6 +613,7 @@ 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>exclusion {return token::EXCLUSION;}
<DYNARE_BLOCK>lag {return token::LAG;}
<DYNARE_BLOCK>coeff {return token::COEFF;}
+<DYNARE_BLOCK>overwrite {return token::OVERWRITE;}
<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;}
diff --git a/preprocessor/ParsingDriver.cc b/preprocessor/ParsingDriver.cc
index cda8804258f762ead726bb9a36a52e1587d7d90c..70ebe8712c4ec2bbe08a8c7e3e81baf2914243d5 100644
--- a/preprocessor/ParsingDriver.cc
+++ b/preprocessor/ParsingDriver.cc
@@ -620,9 +620,9 @@ ParsingDriver::begin_model()
}
void
-ParsingDriver::end_shocks()
+ParsingDriver::end_shocks(bool overwrite)
{
- mod_file->addStatement(new ShocksStatement(det_shocks, var_shocks, std_shocks,
+ mod_file->addStatement(new ShocksStatement(overwrite, det_shocks, var_shocks, std_shocks,
covar_shocks, corr_shocks, mod_file->symbol_table));
det_shocks.clear();
var_shocks.clear();
@@ -632,9 +632,9 @@ ParsingDriver::end_shocks()
}
void
-ParsingDriver::end_mshocks()
+ParsingDriver::end_mshocks(bool overwrite)
{
- mod_file->addStatement(new MShocksStatement(det_shocks, mod_file->symbol_table));
+ mod_file->addStatement(new MShocksStatement(overwrite, det_shocks, mod_file->symbol_table));
det_shocks.clear();
}
diff --git a/preprocessor/ParsingDriver.hh b/preprocessor/ParsingDriver.hh
index 6218776e8f05900dffeaadec94a210807a1889bf..a747e896cadb97b75ee5a985265c461d6f6bb826 100644
--- a/preprocessor/ParsingDriver.hh
+++ b/preprocessor/ParsingDriver.hh
@@ -327,9 +327,9 @@ public:
//! Begin a model block
void begin_model();
//! Writes a shocks statement
- void end_shocks();
+ void end_shocks(bool overwrite);
//! Writes a mshocks statement
- void end_mshocks();
+ void end_mshocks(bool overwrite);
//! Adds a deterministic chock or a path element inside a conditional_forecast_paths block
void add_det_shock(string *var, bool conditional_forecast);
//! Adds a std error chock
diff --git a/preprocessor/Shocks.cc b/preprocessor/Shocks.cc
index 8373d9d934c550390f4c03c03df9dcbe36db44e3..d0aecd9651417b01a9910e3fe781f9597a9e1465 100644
--- a/preprocessor/Shocks.cc
+++ b/preprocessor/Shocks.cc
@@ -24,9 +24,11 @@
#include "Shocks.hh"
AbstractShocksStatement::AbstractShocksStatement(bool mshocks_arg,
+ bool overwrite_arg,
const det_shocks_t &det_shocks_arg,
const SymbolTable &symbol_table_arg) :
mshocks(mshocks_arg),
+ overwrite(overwrite_arg),
det_shocks(det_shocks_arg),
symbol_table(symbol_table_arg)
{
@@ -65,13 +67,14 @@ AbstractShocksStatement::writeDetShocks(ostream &output) const
output << "M_.exo_det_length = " << exo_det_length << ";\n";
}
-ShocksStatement::ShocksStatement(const det_shocks_t &det_shocks_arg,
+ShocksStatement::ShocksStatement(bool overwrite_arg,
+ const det_shocks_t &det_shocks_arg,
const var_and_std_shocks_t &var_shocks_arg,
const var_and_std_shocks_t &std_shocks_arg,
const covar_and_corr_shocks_t &covar_shocks_arg,
const covar_and_corr_shocks_t &corr_shocks_arg,
const SymbolTable &symbol_table_arg) :
- AbstractShocksStatement(false, det_shocks_arg, symbol_table_arg),
+ AbstractShocksStatement(false, overwrite_arg, det_shocks_arg, symbol_table_arg),
var_shocks(var_shocks_arg),
std_shocks(std_shocks_arg),
covar_shocks(covar_shocks_arg),
@@ -86,6 +89,26 @@ ShocksStatement::writeOutput(ostream &output, const string &basename) const
<< "% SHOCKS instructions" << endl
<< "%" << endl;
+ if (overwrite)
+ {
+ output << "M_.det_shocks = [];" << endl;
+
+ output << "M_.Sigma_e = zeros(" << symbol_table.exo_nbr() << ", "
+ << symbol_table.exo_nbr() << ");" << endl
+ << "M_.Correlation_matrix = eye(" << symbol_table.exo_nbr() << ", "
+ << symbol_table.exo_nbr() << ");" << endl;
+
+ if (has_calibrated_measurement_errors())
+ output << "M_.H = zeros(" << symbol_table.observedVariablesNbr() << ", "
+ << symbol_table.observedVariablesNbr() << ");" << endl
+ << "M_.Correlation_matrix_ME = eye(" << symbol_table.observedVariablesNbr() << ", "
+ << symbol_table.observedVariablesNbr() << ");" << endl;
+ else
+ output << "M_.H = 0;" << endl
+ << "M_.Correlation_matrix_ME = 1;" << endl;
+
+ }
+
writeDetShocks(output);
writeVarAndStdShocks(output);
writeCovarAndCorrShocks(output);
@@ -212,11 +235,7 @@ ShocksStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidati
<< symbol_table.getName(it->first) << "' is not allowed, because it is neither an exogenous variable nor an observed endogenous variable" << endl;
exit(EXIT_FAILURE);
}
-
- if (symbol_table.isObservedVariable(it->first))
- mod_file_struct.calibrated_measurement_errors = true;
}
-
for (var_and_std_shocks_t::const_iterator it = std_shocks.begin();
it != std_shocks.end(); it++)
@@ -228,9 +247,6 @@ ShocksStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidati
<< symbol_table.getName(it->first) << "' is not allowed, because it is neither an exogenous variable nor an observed endogenous variable" << endl;
exit(EXIT_FAILURE);
}
-
- if (symbol_table.isObservedVariable(it->first))
- mod_file_struct.calibrated_measurement_errors = true;
}
for (covar_and_corr_shocks_t::const_iterator it = covar_shocks.begin();
@@ -249,10 +265,6 @@ ShocksStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidati
<< symbol_table.getName(symb_id2) << "'is not allowed; covariances can only be specified for exogenous or observed endogenous variables of same type" << endl;
exit(EXIT_FAILURE);
}
-
- if (symbol_table.isObservedVariable(symb_id1)
- || symbol_table.isObservedVariable(symb_id2))
- mod_file_struct.calibrated_measurement_errors = true;
}
for (covar_and_corr_shocks_t::const_iterator it = corr_shocks.begin();
@@ -271,12 +283,11 @@ ShocksStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidati
<< symbol_table.getName(symb_id2) << "'is not allowed; correlations can only be specified for exogenous or observed endogenous variables of same type" << endl;
exit(EXIT_FAILURE);
}
-
- if (symbol_table.isObservedVariable(it->first.first)
- || symbol_table.isObservedVariable(it->first.second))
- mod_file_struct.calibrated_measurement_errors = true;
}
+ // Determine if there is a calibrated measurement error
+ mod_file_struct.calibrated_measurement_errors |= has_calibrated_measurement_errors();
+
// Fill in mod_file_struct.parameters_with_shocks_values (related to #469)
for (var_and_std_shocks_t::const_iterator it = var_shocks.begin();
it != var_shocks.end(); ++it)
@@ -290,11 +301,41 @@ ShocksStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidati
for (covar_and_corr_shocks_t::const_iterator it = corr_shocks.begin();
it != corr_shocks.end(); ++it)
it->second->collectVariables(eParameter, mod_file_struct.parameters_within_shocks_values);
+
+}
+
+bool
+ShocksStatement::has_calibrated_measurement_errors() const
+{
+ for (var_and_std_shocks_t::const_iterator it = var_shocks.begin();
+ it != var_shocks.end(); it++)
+ if (symbol_table.isObservedVariable(it->first))
+ return true;
+
+ for (var_and_std_shocks_t::const_iterator it = std_shocks.begin();
+ it != std_shocks.end(); it++)
+ if (symbol_table.isObservedVariable(it->first))
+ return true;
+
+ for (covar_and_corr_shocks_t::const_iterator it = covar_shocks.begin();
+ it != covar_shocks.end(); it++)
+ if (symbol_table.isObservedVariable(it->first.first)
+ || symbol_table.isObservedVariable(it->first.second))
+ return true;
+
+ for (covar_and_corr_shocks_t::const_iterator it = corr_shocks.begin();
+ it != corr_shocks.end(); it++)
+ if (symbol_table.isObservedVariable(it->first.first)
+ || symbol_table.isObservedVariable(it->first.second))
+ return true;
+
+ return false;
}
-MShocksStatement::MShocksStatement(const det_shocks_t &det_shocks_arg,
+MShocksStatement::MShocksStatement(bool overwrite_arg,
+ const det_shocks_t &det_shocks_arg,
const SymbolTable &symbol_table_arg) :
- AbstractShocksStatement(true, det_shocks_arg, symbol_table_arg)
+ AbstractShocksStatement(true, overwrite_arg, det_shocks_arg, symbol_table_arg)
{
}
@@ -305,6 +346,9 @@ MShocksStatement::writeOutput(ostream &output, const string &basename) const
<< "% MSHOCKS instructions" << endl
<< "%" << endl;
+ if (overwrite)
+ output << "M_.det_shocks = [];" << endl;
+
writeDetShocks(output);
}
diff --git a/preprocessor/Shocks.hh b/preprocessor/Shocks.hh
index 6f893d2bbc57bfc589cb969f6c729add3e8a90b1..6ab43a64ada7951a12ae6211523b5f30785cc294 100644
--- a/preprocessor/Shocks.hh
+++ b/preprocessor/Shocks.hh
@@ -45,11 +45,13 @@ public:
protected:
//! Is this statement a "mshocks" statement ? (instead of a "shocks" statement)
const bool mshocks;
+ //! Does this "shocks" statement replace the previous ones?
+ const bool overwrite;
const det_shocks_t det_shocks;
const SymbolTable &symbol_table;
void writeDetShocks(ostream &output) const;
- AbstractShocksStatement(bool mshocks_arg,
+ AbstractShocksStatement(bool mshocks_arg, bool overwrite_arg,
const det_shocks_t &det_shocks_arg,
const SymbolTable &symbol_table_arg);
};
@@ -66,8 +68,10 @@ private:
void writeVarAndStdShocks(ostream &output) const;
void writeCovarOrCorrShock(ostream &output, covar_and_corr_shocks_t::const_iterator &it, bool corr) const;
void writeCovarAndCorrShocks(ostream &output) const;
+ bool has_calibrated_measurement_errors() const;
public:
- ShocksStatement(const det_shocks_t &det_shocks_arg,
+ ShocksStatement(bool overwrite_arg,
+ const det_shocks_t &det_shocks_arg,
const var_and_std_shocks_t &var_shocks_arg,
const var_and_std_shocks_t &std_shocks_arg,
const covar_and_corr_shocks_t &covar_shocks_arg,
@@ -80,7 +84,8 @@ public:
class MShocksStatement : public AbstractShocksStatement
{
public:
- MShocksStatement(const det_shocks_t &det_shocks_arg,
+ MShocksStatement(bool overwrite_arg,
+ const det_shocks_t &det_shocks_arg,
const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output, const string &basename) const;
};