Added declaration of observed exogenous variables.

With integration test.

preprocessor/DynareBison.yy

@@ -129,7 +129,7 @@ class ParsingDriver;
 %token TEX RAMSEY_MODEL RAMSEY_POLICY RAMSEY_CONSTRAINTS PLANNER_DISCOUNT DISCRETIONARY_POLICY DISCRETIONARY_TOL
 %token <string_val> TEX_NAME
 %token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED
-%token VALUES VAR VAREXO VAREXO_DET VAROBS PREDETERMINED_VARIABLES
+%token VALUES VAR VAREXO VAREXO_DET VAROBS VAREXOBS PREDETERMINED_VARIABLES
 %token WRITE_LATEX_DYNAMIC_MODEL WRITE_LATEX_STATIC_MODEL WRITE_LATEX_ORIGINAL_MODEL
 %token XLS_SHEET XLS_RANGE LMMCP OCCBIN BANDPASS_FILTER COLORMAP
 %left COMMA
@@ -232,6 +232,7 @@ statement : parameters
           | options_eq
           | varobs
           | observation_trends
+          | varexobs
           | unit_root_vars
           | dsample
           | rplot
@@ -1893,6 +1894,16 @@ varobs_list : varobs_list symbol
               { driver.add_varobs($1); }
             ;
 
+varexobs : VAREXOBS { driver.check_varexobs(); } varexobs_list ';';
+
+varexobs_list : varexobs_list symbol
+              { driver.add_varexobs($2); }
+            | varexobs_list COMMA symbol
+              { driver.add_varexobs($3); }
+            | symbol
+              { driver.add_varexobs($1); }
+            ;
+
 observation_trends : OBSERVATION_TRENDS ';' trend_list END ';' { driver.set_trends(); };
 
 trend_list : trend_list trend_element

preprocessor/DynareFlex.ll

@@ -117,6 +117,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <INITIAL>set_time {BEGIN DYNARE_STATEMENT; return token::SET_TIME;}
 <INITIAL>data {BEGIN DYNARE_STATEMENT; return token::DATA;}
 <INITIAL>varobs 	{BEGIN DYNARE_STATEMENT; return token::VAROBS;}
+<INITIAL>varexobs 	{BEGIN DYNARE_STATEMENT; return token::VAREXOBS;}
 <INITIAL>unit_root_vars	{BEGIN DYNARE_STATEMENT; return token::UNIT_ROOT_VARS;}
 <INITIAL>rplot	 	{BEGIN DYNARE_STATEMENT; return token::RPLOT;}
 <INITIAL>osr_params 	{BEGIN DYNARE_STATEMENT; return token::OSR_PARAMS;}
@@ -761,6 +762,7 @@ 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,DYNARE_BLOCK>steady_state {return token::STEADY_STATE;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>expectation {return token::EXPECTATION;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>varobs {return token::VAROBS;}
+<DYNARE_STATEMENT,DYNARE_BLOCK>varexobs {return token::VAREXOBS;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>full {return token::FULL;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>nan {return token::NAN_CONSTANT;}
 <DYNARE_STATEMENT,DYNARE_BLOCK>inf {return token::INF_CONSTANT;}

preprocessor/ParsingDriver.cc

@@ -1776,6 +1776,24 @@ ParsingDriver::add_varobs(string *name)
   delete name;
 }
 
+void
+ParsingDriver::check_varexobs()
+{
+  if (mod_file->symbol_table.observedExogenousVariablesNbr() > 0)
+    error("varexobs: you cannot have several 'varexobs' statements in the same MOD file");
+}
+
+void
+ParsingDriver::add_varexobs(string *name)
+{
+  check_symbol_existence(*name);
+  int symb_id = mod_file->symbol_table.getID(*name);
+  if (mod_file->symbol_table.getType(symb_id) != eExogenous)
+    error("varexobs: " + *name + " is not an exogenous variable");
+  mod_file->symbol_table.addObservedExogenousVariable(symb_id);
+  delete name;
+}
+
 void
 ParsingDriver::set_trends()
 {

preprocessor/ParsingDriver.hh

@@ -486,6 +486,10 @@ public:
   void check_varobs();
   //! Add a new observed variable
   void add_varobs(string *name);
+  //! Check that no observed exogenous variable has yet be defined
+  void check_varexobs();
+  //! Add a new observed exogenous variable
+  void add_varexobs(string *name);
   //! Svar_Identification Statement
   void begin_svar_identification();
   void end_svar_identification();

preprocessor/SymbolTable.cc

@@ -394,6 +394,21 @@ SymbolTable::writeOutput(ostream &output) const throw (NotYetFrozenException)
         output << getTypeSpecificID(*it)+1 << " ";
       output << " ];"  << endl;
     }
+
+  if (observedExogenousVariablesNbr() > 0)
+    {
+      int ic = 1;
+      output << "options_.varexobs = cell(1);" << endl;
+      for (vector<int>::const_iterator it = varexobs.begin();
+           it != varexobs.end(); it++, ic++)
+        output << "options_.varexobs(" << ic << ")  = {'" << getName(*it) << "'};" << endl;
+
+      output << "options_.varexobs_id = [ ";
+      for (vector<int>::const_iterator it = varexobs.begin();
+           it != varexobs.end(); it++)
+        output << getTypeSpecificID(*it)+1 << " ";
+      output << " ];"  << endl;
+    }
 }
 
 void
@@ -491,6 +506,20 @@ SymbolTable::writeCOutput(ostream &output) const throw (NotYetFrozenException)
 	}
       output  << "};" << endl;
     }
+
+  output << "int observedExogenousVariablesNbr = " << observedExogenousVariablesNbr() << ";" << endl;
+  if (observedExogenousVariablesNbr() > 0)
+    {
+      output << "int varexobs[" << observedExogenousVariablesNbr() << "] = {";
+      for (vector<int>::const_iterator it = varexobs.begin();
+	   it != varexobs.end(); it++)
+	{
+	  if ( it != varexobs.begin() )
+	    output << ",";
+	  output << getTypeSpecificID(*it);
+	}
+      output  << "};" << endl;
+    }
 }
 
 void
@@ -549,6 +578,10 @@ SymbolTable::writeCCOutput(ostream &output) const throw (NotYetFrozenException)
   for (vector<int>::const_iterator it = varobs.begin();
        it != varobs.end(); it++)
     output << "varobs.push_back(" << getTypeSpecificID(*it) << ");" << endl;
+
+  for (vector<int>::const_iterator it = varexobs.begin();
+       it != varexobs.end(); it++)
+    output << "varexobs.push_back(" << getTypeSpecificID(*it) << ");" << endl;
 }
 
 int
@@ -776,6 +809,36 @@ SymbolTable::getObservedVariableIndex(int symb_id) const
   return (int) (it - varobs.begin());
 }
 
+void
+SymbolTable::addObservedExogenousVariable(int symb_id) throw (UnknownSymbolIDException)
+{
+  if (symb_id < 0 || symb_id >= size)
+    throw UnknownSymbolIDException(symb_id);
+
+  assert(getType(symb_id) != eEndogenous);
+  varexobs.push_back(symb_id);
+}
+
+int
+SymbolTable::observedExogenousVariablesNbr() const
+{
+  return (int) varexobs.size();
+}
+
+bool
+SymbolTable::isObservedExogenousVariable(int symb_id) const
+{
+  return (find(varexobs.begin(), varexobs.end(), symb_id) != varexobs.end());
+}
+
+int
+SymbolTable::getObservedExogenousVariableIndex(int symb_id) const
+{
+  vector<int>::const_iterator it = find(varexobs.begin(), varexobs.end(), symb_id);
+  assert(it != varexobs.end());
+  return (int) (it - varexobs.begin());
+}
+
 vector <int>
 SymbolTable::getTrendVarIds() const
 {

preprocessor/SymbolTable.hh

@@ -121,6 +121,9 @@ private:
   //! Stores the list of observed variables
   vector<int> varobs;
 
+  //! Stores the list of observed exogenous variables
+  vector<int> varexobs;
+
 public:
   SymbolTable();
   //! Thrown when trying to access an unknown symbol (by name)
@@ -314,6 +317,14 @@ public:
   bool isObservedVariable(int symb_id) const;
   //! Return the index of a given observed variable in the vector of all observed variables
   int getObservedVariableIndex(int symb_id) const;
+  //! Add an observed exogenous variable
+  void addObservedExogenousVariable(int symb_id) throw (UnknownSymbolIDException);
+  //! Return the number of observed exogenous variables
+  int observedExogenousVariablesNbr() const;
+  //! Is a given symbol in the set of observed exogenous variables
+  bool isObservedExogenousVariable(int symb_id) const;
+  //! Return the index of a given observed exogenous variable in the vector of all observed variables
+  int getObservedExogenousVariableIndex(int symb_id) const;
   vector <int> getTrendVarIds() const;
   //! Get list of exogenous variables
   set <int> getExogenous() const;

tests/Makefile.am

@@ -27,6 +27,7 @@ MODFILES = \
 	ms-sbvar/test_ms_variances_repeated_runs.mod \
 	fs2000/fs2000.mod \
 	ep/rbc.mod \
+	exogenous-observed-variables/preprocessor.mod \
 	estimation/fs2000_with_weibull_prior.mod \
 	estimation/fs2000_initialize_from_calib.mod	\
 	estimation/fs2000_calibrated_covariance.mod \

tests/exogenous-observed-variables/preprocessor.mod

@@ -0,0 +1,32 @@
+var y z;
+
+varexo e x u;
+
+parameters rho;
+
+rho = .9;
+
+
+model(linear);
+y = z +  e ;
+z = rho*z(-1) + u;
+end;
+
+shocks;
+var e; stderr .01;
+var u; stderr .01;
+end;
+
+varobs y;
+
+varexobs x;
+
+assert(length(options_.varobs)==1);
+assert(length(options_.varexobs)==1);
+assert(length(options_.varobs_id)==1);
+assert(length(options_.varexobs_id)==1);
+assert(options_.varobs_id==1);
+assert(options_.varexobs_id==2);
+assert(options_.varobs{1}=='y');
+assert(options_.varexobs{1}=='x');
+