preprocessor: submodule update; introduction of on-the-fly variable declaration

doc/dynare.texi

@@ -221,6 +221,10 @@ The Model file
 * Verbatim inclusion::
 * Misc commands::
 
+Variable declarations
+
+* On-the-fly Model Variable Declaration::
+
 Expressions
 
 * Parameters and variables::
@@ -979,6 +983,7 @@ Allows Dynare to issue a warning and continue processing when
 @enumerate
 @item there are more endogenous variables than equations
 @item an undeclared symbol is assigned in @code{initval} or @code{endval}
+@item an undeclared symbol is found in the @code{model} block; in this case, it is automatically declared exogenous
 @item exogenous variables were declared but not used in the @code{model} block
 @end enumerate
 
@@ -1614,6 +1619,50 @@ model_local_variable GDP_US $GDPUS$;
 
 @end deffn
 
+@menu
+* On-the-fly Model Variable Declaration::
+@end menu
+
+@node On-the-fly Model Variable Declaration
+@subsection On-the-fly Model Variable Declaration
+
+Endogenous variables, exogenous variables, and parameters can also be declared
+inside the model block. To do this, simply follow the symbol name with a
+vertical line (@code{|}) and either an @code{e}, an @code{x}, or a
+@code{p}. For example, to declare a parameter named @code{alphaa} in the model
+block, you could write @code{alphaa|p} directly in an equation where it
+appears. Similarly, to declare an endogenous variable @code{c} in the model
+block you could write @code{c|e}. These on-the-fly variable declarations do not
+have to appear in the first place where this variable is encountered. Note that
+on-the-fly variable declarations must be made on contemporaneous variables.
+
+As an example, the following two snippets are equivalent:
+
+@emph{Using on-the-fly variable and parameter declaration}
+@example
+model;
+k(+1) = i|e + (1-delta|p)*k;
+y|e = k|e^alpha|p;
+@dots{}
+end;
+delta = 0.025;
+alpha = 0.36;
+@end example
+
+@emph{Using standard variable declaration}
+@example
+var k, i, y;
+parameters delta, alpha;
+delta = 0.025;
+alpha = 0.36;
+@dots{}
+model;
+k(1) = i|e + (1-delta|p)*k;
+y|e = k|e^alpha|p;
+@dots{}
+end;
+@end example
+
 @node Expressions
 @section Expressions
 

preprocessor

@@ -1 +1 @@
-Subproject commit 5727083865753f5abde8bdc0c20eee2b1ed5a501
+Subproject commit db1f6c2998279582da95b83a1f59cfdf1f8f8c40

tests/Makefile.am

@@ -52,6 +52,7 @@ MODFILES = \
 	ramst_a.mod \
 	ramst_static_tag.mod \
 	example1.mod \
+	example1_on_the_fly.mod \
 	example2.mod \
 	example1_use_dll.mod \
 	example1_with_tags.mod \

tests/example1_on_the_fly.mod

@@ -0,0 +1,39 @@
+// Example 1 from Collard's guide to Dynare
+model;
+c|e*theta|p*h|e^(1+psi|p)=(1-alpha)*y;
+k|e = beta|p*(((exp(b)*c)/(exp(b(+1))*c(+1)))
+    *(exp(b(+1))*alpha|p*y(+1)+(1-delta)*k));
+y|e = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
+k = exp(b)*(y-c)+(1-delta|p)*k(-1);
+a|e = rho|p*a(-1)+tau*b(-1) + e|x;
+b|e = tau|p*a(-1)+rho*b(-1) + u|x;
+end;
+
+alpha = 0.36;
+rho   = 0.95;
+tau   = 0.025;
+beta  = 0.99;
+delta = 0.025;
+psi   = 0;
+theta = 2.95;
+
+phi   = 0.1;
+
+initval;
+y = 1.08068253095672;
+c = 0.80359242014163;
+h = 0.29175631001732;
+k = 11.08360443260358;
+a = 0;
+b = 0;
+e = 0;
+u = 0;
+end;
+
+shocks;
+var e; stderr 0.009;
+var u; stderr 0.009;
+var e, u = phi*0.009*0.009;
+end;
+
+stoch_simul;