From e13a59eb64923b458600f04206df69c087f5ac75 Mon Sep 17 00:00:00 2001 From: Houtan Bastani Date: Mon, 3 Aug 2015 17:34:34 +0200 Subject: [PATCH] preprocessor: add one_sided_hp_filter to stoch_simul. #1011 --- matlab/global_initialization.m | 1 + preprocessor/DynareBison.yy | 4 +++- preprocessor/DynareFlex.ll | 1 + 3 files changed, 5 insertions(+), 1 deletion(-) diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m index 456d0a996..c42edf416 100644 --- a/matlab/global_initialization.m +++ b/matlab/global_initialization.m @@ -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; diff --git a/preprocessor/DynareBison.yy b/preprocessor/DynareBison.yy index 58246993d..789286082 100644 --- a/preprocessor/DynareBison.yy +++ b/preprocessor/DynareBison.yy @@ -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 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); }; diff --git a/preprocessor/DynareFlex.ll b/preprocessor/DynareFlex.ll index 3ab5af757..81bcf0122 100644 --- a/preprocessor/DynareFlex.ll +++ b/preprocessor/DynareFlex.ll @@ -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 irf {return token::IRF;} irf_shocks {return token::IRF_SHOCKS;} hp_filter {return token::HP_FILTER;} +one_sided_hp_filter {return token::ONE_SIDED_HP_FILTER;} bandpass_filter {return token::BANDPASS_FILTER;} hp_ngrid {return token::HP_NGRID;} simul_seed {return token::SIMUL_SEED;}