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preprocessor: add one_sided_hp_filter to stoch_simul. #1011

time-shift
Houtan Bastani 2015-08-03 17:34:34 +02:00
parent d9a1b99899
commit e13a59eb64
3 changed files with 5 additions and 1 deletions
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1
matlab/global_initialization.m
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@ -152,6 +152,7 @@ options_.impulse_responses.plot_threshold=1e-10;
options_.relative_irf = 0;
options_.ar = 5;
options_.hp_filter = 0;
options_.one_sided_hp_filter = 1600;
options_.hp_ngrid = 512;
options_.nodecomposition = 0;
options_.nomoments = 0;

4
preprocessor/DynareBison.yy
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@ -97,7 +97,7 @@ class ParsingDriver;
%token DEFAULT FIXED_POINT OPT_ALGO
%token FORECAST K_ORDER_SOLVER INSTRUMENTS SHIFT MEAN STDEV VARIANCE MODE INTERVAL SHAPE DOMAINN
%token GAMMA_PDF GRAPH GRAPH_FORMAT CONDITIONAL_VARIANCE_DECOMPOSITION NOCHECK STD
%token HISTVAL HISTVAL_FILE HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID HYBRID
%token HISTVAL HISTVAL_FILE HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID HYBRID ONE_SIDED_HP_FILTER
%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT INFILE INVARS
%token <string_val> INT_NUMBER
%token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS IRF_PLOT_THRESHOLD IRF_CALIBRATION
@ -1107,6 +1107,7 @@ stoch_simul_options : stoch_simul_primary_options
| o_nodecomposition
| o_spectral_density
| o_bandpass_filter
| o_one_sided_hp_filter
;
symbol_list : symbol_list symbol
@ -2573,6 +2574,7 @@ o_irf : IRF EQUAL INT_NUMBER { driver.option_num("irf", $3); };
o_irf_shocks : IRF_SHOCKS EQUAL '(' symbol_list ')' { driver.option_symbol_list("irf_shocks"); };
o_hp_filter : HP_FILTER EQUAL non_negative_number { driver.option_num("hp_filter", $3); };
o_hp_ngrid : HP_NGRID EQUAL INT_NUMBER { driver.option_num("hp_ngrid", $3); };
o_one_sided_hp_filter : ONE_SIDED_HP_FILTER EQUAL non_negative_number { driver.option_num("one_sided_hp_filter", $3); };
o_periods : PERIODS EQUAL INT_NUMBER { driver.option_num("periods", $3); };
o_solver_periods : SOLVER_PERIODS EQUAL INT_NUMBER { driver.option_num("ep.periods", $3); };
o_extended_path_order : ORDER EQUAL INT_NUMBER { driver.option_num("ep.stochastic.order", $3); };

1
preprocessor/DynareFlex.ll
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@ -637,6 +637,7 @@ 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>irf {return token::IRF;}
<DYNARE_STATEMENT>irf_shocks {return token::IRF_SHOCKS;}
<DYNARE_STATEMENT>hp_filter {return token::HP_FILTER;}
<DYNARE_STATEMENT>one_sided_hp_filter {return token::ONE_SIDED_HP_FILTER;}
<DYNARE_STATEMENT>bandpass_filter {return token::BANDPASS_FILTER;}
<DYNARE_STATEMENT>hp_ngrid {return token::HP_NGRID;}
<DYNARE_STATEMENT>simul_seed {return token::SIMUL_SEED;}