diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index 78a087d93405647dcf8ac599e2fb147ef1fa788f..31be0a069c2558bb2585949b38be3d689675c514 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -171,6 +171,7 @@ class ParsingDriver;
%token NO_IDENTIFICATION_MINIMAL NO_IDENTIFICATION_SPECTRUM NORMALIZE_JACOBIANS GRID_NBR
%token TOL_RANK TOL_DERIV TOL_SV CHECKS_VIA_SUBSETS MAX_DIM_SUBSETS_GROUPS
%token MAX_NROWS SQUEEZE_SHOCK_DECOMPOSITION WITH_EPILOGUE
+%token MATCHED_MOMENTS
%token <vector<string>> SYMBOL_VEC
@@ -314,6 +315,7 @@ statement : parameters
| det_cond_forecast
| var_expectation_model
| compilation_setup
+ | matched_moments
;
dsample : DSAMPLE INT_NUMBER ';'
@@ -3117,6 +3119,22 @@ irf_calibration_item : symbol COMMA symbol COMMA calibration_range ';'
{ driver.add_irf_calibration_item($1, $3, $6, $8); }
;
+matched_moments : MATCHED_MOMENTS ';' matched_moments_list END ';'
+ { driver.end_matched_moments(); }
+ ;
+
+matched_moments_list : matched_moments_item
+ | matched_moments_list matched_moments_item
+ ;
+
+matched_moments_item : symbol COMMA symbol ';'
+ { driver.add_matched_moments_item($1, $3, "0"); }
+ | symbol COMMA symbol '(' signed_integer ')' ';'
+ { driver.add_matched_moments_item($1, $3, $5); }
+ | symbol COMMA symbol '(' signed_integer_range ')' ';'
+ { driver.add_matched_moments_item($1, $3, $5); }
+ ;
+
smoother2histval : SMOOTHER2HISTVAL ';'
{ driver.smoother2histval(); }
| SMOOTHER2HISTVAL '(' smoother2histval_options_list ')' ';'
diff --git a/src/DynareFlex.ll b/src/DynareFlex.ll
index 47ccde607f2a1a309c26a223ab60d2d7100c5f59..a1397afc6ba7fe98c5bf3b71db3767a1d851a76a 100644
--- a/src/DynareFlex.ll
+++ b/src/DynareFlex.ll
@@ -224,6 +224,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<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;}
/* For the semicolon after an "end" keyword */
<INITIAL>; {return Dynare::parser::token_type (yytext[0]);}
diff --git a/src/ParsingDriver.cc b/src/ParsingDriver.cc
index 1165ec40277b73e0f63e0f388eacc64e5fcaa863..9f6fee8907aa199a9a67420fa9254592acbd2dbd 100644
--- a/src/ParsingDriver.cc
+++ b/src/ParsingDriver.cc
@@ -3534,3 +3534,27 @@ ParsingDriver::var_expectation_model()
var_expectation_model_discount = nullptr;
var_expectation_model_expression = nullptr;
}
+
+void
+ParsingDriver::add_matched_moments_item(const string &endo1, const string &endo2, string lags)
+{
+ MatchedMoments::Constraint c;
+
+ check_symbol_is_endogenous(endo1);
+ c.endo1 = mod_file->symbol_table.getID(endo1);
+
+ check_symbol_is_endogenous(endo2);
+ c.endo2 = mod_file->symbol_table.getID(endo2);
+
+ c.lags = move(lags);
+
+ matched_moments_constraints.push_back(c);
+}
+
+void
+ParsingDriver::end_matched_moments()
+{
+ mod_file->addStatement(make_unique<MatchedMoments>(matched_moments_constraints,
+ mod_file->symbol_table));
+ matched_moments_constraints.clear();
+}
diff --git a/src/ParsingDriver.hh b/src/ParsingDriver.hh
index 58818be232eacafb78465e1861a24425e8703183..6c3709a1e0e1e776c6d7c04325ae90dc2d4c954d 100644
--- a/src/ParsingDriver.hh
+++ b/src/ParsingDriver.hh
@@ -179,6 +179,8 @@ private:
MomentCalibration::constraints_t moment_calibration_constraints;
//! Temporary storage for irf_calibration
IrfCalibration::constraints_t irf_calibration_constraints;
+ //! Temporary storage for matched_moments
+ MatchedMoments::constraints_t matched_moments_constraints;
//! Temporary storage for ramsey_constraints
RamseyConstraintsStatement::constraints_t ramsey_constraints;
//! Temporary storage for svar_identification blocks
@@ -878,6 +880,10 @@ public:
void add_irf_calibration_item(const string &endo, string periods, const string &exo, const pair<expr_t, expr_t> &range);
//! End a moment_calibration statement
void end_irf_calibration();
+ //! Add an item of a matched_moments statement
+ void add_matched_moments_item(const string &endo1, const string &endo2, string lags);
+ //! End a matched_moments statement
+ void end_matched_moments();
//! Add a shock to a group
void add_shock_group_element(string name);
//! Add a set of shock groups
diff --git a/src/Shocks.cc b/src/Shocks.cc
index ec946f13ef567d4df8a00b5969ce8c2acc30dc9e..1ec6eb1b7cc63e977144b381c6cea71a41474d07 100644
--- a/src/Shocks.cc
+++ b/src/Shocks.cc
@@ -1,5 +1,5 @@
/*
- * Copyright © 2003-2019 Dynare Team
+ * Copyright © 2003-2020 Dynare Team
*
* This file is part of Dynare.
*
@@ -600,6 +600,44 @@ IrfCalibration::writeJsonOutput(ostream &output) const
<< "}";
}
+MatchedMoments::MatchedMoments(constraints_t constraints_arg,
+ const SymbolTable &symbol_table_arg)
+ : constraints{move(constraints_arg)}, symbol_table{symbol_table_arg}
+{
+}
+
+void
+MatchedMoments::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
+{
+ output << "matched_moments_ = {" << endl;
+ for (const auto &c : constraints)
+ {
+ output << "'" << symbol_table.getName(c.endo1) << "', "
+ << "'" << symbol_table.getName(c.endo2) << "', "
+ << c.lags << ", "
+ << endl;
+ }
+ output << "};" << endl;
+}
+
+void
+MatchedMoments::writeJsonOutput(ostream &output) const
+{
+ output << R"({"statementName": "matched_moments")"
+ << R"(, "matched_moments_criteria": [)";
+ for (auto it = constraints.begin(); it != constraints.end(); ++it)
+ {
+ if (it != constraints.begin())
+ output << ", ";
+ output << R"({"endogenous1": ")" << symbol_table.getName(it->endo1) << R"(")"
+ << R"(, "endogenous2": ")" << symbol_table.getName(it->endo2) << R"(")"
+ << R"(, "lags": ")" << it->lags << R"(")"
+ << "}";
+ }
+ output << "]"
+ << "}";
+}
+
ShockGroupsStatement::ShockGroupsStatement(group_t shock_groups_arg, string name_arg)
: shock_groups{move(shock_groups_arg)}, name{move(name_arg)}
{
diff --git a/src/Shocks.hh b/src/Shocks.hh
index 38ffb8b84dfa36750441c727ba915eca5fb27fb5..f92aa341c36f00344a1a5c08170ed7c78b1411ef 100644
--- a/src/Shocks.hh
+++ b/src/Shocks.hh
@@ -1,5 +1,5 @@
/*
- * Copyright © 2003-2019 Dynare Team
+ * Copyright © 2003-2020 Dynare Team
*
* This file is part of Dynare.
*
@@ -149,6 +149,26 @@ public:
void writeJsonOutput(ostream &output) const override;
};
+class MatchedMoments : public Statement
+{
+public:
+ struct Constraint
+ {
+ int endo1, endo2;
+ string lags;
+ };
+ using constraints_t = vector<Constraint>;
+private:
+ constraints_t constraints;
+ const SymbolTable &symbol_table;
+public:
+ MatchedMoments(constraints_t constraints_arg,
+ const SymbolTable &symbol_table_arg);
+ void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
+ void writeJsonOutput(ostream &output) const override;
+};
+
+
class ShockGroupsStatement : public Statement
{
public: