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/*
* Copyright (C) 2003-2015 Dynare Team
*
* This file is part of Dynare.
*
* Dynare is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Dynare is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
*/
%skeleton "lalr1.cc"
%require "2.5"
%defines
%code top {
class ParsingDriver;
}
%code requires {
#include "ExprNode.hh"
#include "CodeInterpreter.hh"
}
%name-prefix "Dynare"
%parse-param { ParsingDriver &driver }
%lex-param { ParsingDriver &driver }
%locations
%initial-action
{
// Initialize the locations' filenames to the filename maintained by the lexer
@$.begin.filename = @$.end.filename = &(driver.lexer->filename);
}
%debug
%error-verbose
%union
{
string *string_val;
expr_t node_val;
SymbolType symbol_type_val;
vector<string *> *vector_string_val;
vector<int> *vector_int_val;
PriorDistributions prior_distributions_val;
};
%code {
/* Little hack: we redefine the macro which computes the locations, because
we need to access the location from within the parsing driver for error
and warning messages. */
#define YYLLOC_DEFAULT(Current, Rhs, N) \
do { \
if (N) \
{ \
(Current).begin = YYRHSLOC(Rhs, 1).begin; \
(Current).end = YYRHSLOC(Rhs, N).end; \
} \
else \
{ \
(Current).begin = (Current).end = YYRHSLOC(Rhs, 0).end; \
} \
driver.location = (Current); \
} while(false)
#include "ParsingDriver.hh"
/* this "connects" the bison parser in the driver to the flex scanner class
* object. it defines the yylex() function call to pull the next token from the
* current lexer object of the driver context. */
#undef yylex
#define yylex driver.lexer->lex
}
%token AIM_SOLVER ANALYTIC_DERIVATION AR AUTOCORR
%token BAYESIAN_IRF BETA_PDF BLOCK USE_CALIBRATION
%token BVAR_DENSITY BVAR_FORECAST NODECOMPOSITION
%token BVAR_PRIOR_DECAY BVAR_PRIOR_FLAT BVAR_PRIOR_LAMBDA
%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN
%token BVAR_REPLIC BYTECODE ALL_VALUES_REQUIRED
%token CALIB_SMOOTHER CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF CYCLE_REDUCTION LOGARITHMIC_REDUCTION
%token CONSIDER_ALL_ENDOGENOUS CONSIDER_ONLY_OBSERVED
%token DATAFILE FILE SERIES DOUBLING DR_CYCLE_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION DIFFERENTIATE_FORWARD_VARS
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT EXTENDED_PATH ENDOGENOUS_PRIOR
%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME
%token <string_val> FLOAT_NUMBER DATES
%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 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
%token KALMAN_ALGO KALMAN_TOL SUBSAMPLES OPTIONS TOLF
%token LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LOGDATA LYAPUNOV
%token LYAPUNOV_FIXED_POINT_TOL LYAPUNOV_DOUBLING_TOL LYAPUNOV_SQUARE_ROOT_SOLVER_TOL LOG_DEFLATOR LOG_TREND_VAR LOG_GROWTH_FACTOR MARKOWITZ MARGINAL_DENSITY MAX MAXIT
%token MFS MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER POSTERIOR_MAX_SUBSAMPLE_DRAWS MIN MINIMAL_SOLVING_PERIODS
%token MODE_CHECK MODE_CHECK_NEIGHBOURHOOD_SIZE MODE_CHECK_SYMMETRIC_PLOTS MODE_CHECK_NUMBER_OF_POINTS MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS ABS SIGN
%token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL MCMC_JUMPING_COVARIANCE MOMENT_CALIBRATION
%token NUMBER_OF_PARTICLES RESAMPLING SYSTEMATIC GENERIC RESAMPLING_THRESHOLD RESAMPLING_METHOD KITAGAWA STRATIFIED SMOOTH
%token FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION
%token <string_val> NAME
%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS NO_HOMOTOPY
%token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE
%token PARALLEL_LOCAL_FILES PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERFECT_FORESIGHT PERIODS PERIOD PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
%token PERFECT_FORESIGHT_SETUP PERFECT_FORESIGHT_SOLVER
%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN PRUNING
%token <string_val> QUOTED_STRING
%token QZ_CRITERIUM QZ_ZERO_THRESHOLD FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE
%token RELATIVE_IRF REPLIC SIMUL_REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY
%token SHOCKS SHOCK_DECOMPOSITION SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED ENDOGENOUS_TERMINAL_PERIOD
%token SMOOTHER SMOOTHER2HISTVAL SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS
%token STDERR STEADY STOCH_SIMUL SURPRISE SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME
%token TEX RAMSEY_MODEL RAMSEY_POLICY 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 WRITE_LATEX_DYNAMIC_MODEL WRITE_LATEX_STATIC_MODEL WRITE_LATEX_ORIGINAL_MODEL
%token XLS_SHEET XLS_RANGE LONG_NAME
%left COMMA
%left EQUAL_EQUAL EXCLAMATION_EQUAL
%left LESS GREATER LESS_EQUAL GREATER_EQUAL
%left PLUS MINUS
%left TIMES DIVIDE
%left UMINUS UPLUS
%nonassoc POWER
%token EXP LOG LN LOG10 SIN COS TAN ASIN ACOS ATAN SINH COSH TANH ERF
%token ASINH ACOSH ATANH SQRT NORMCDF NORMPDF STEADY_STATE EXPECTATION
/* GSA analysis */
%token DYNARE_SENSITIVITY MORRIS STAB REDFORM PPRIOR PRIOR_RANGE PPOST ILPTAU MORRIS_NLIV
%token MORRIS_NTRA NSAM LOAD_REDFORM LOAD_RMSE LOAD_STAB ALPHA2_STAB KSSTAT LOGTRANS_REDFORM THRESHOLD_REDFORM
%token KSSTAT_REDFORM ALPHA2_REDFORM NAMENDO NAMLAGENDO NAMEXO RMSE LIK_ONLY VAR_RMSE PFILT_RMSE ISTART_RMSE
%token ALPHA_RMSE ALPHA2_RMSE
/* end of GSA analysis*/
%token FREQ INITIAL_YEAR INITIAL_SUBPERIOD FINAL_YEAR FINAL_SUBPERIOD DATA VLIST LOG_VAR PERCENT_VAR
%token VLISTLOG VLISTPER
%token RESTRICTION RESTRICTION_FNAME CROSS_RESTRICTIONS NLAGS CONTEMP_REDUCED_FORM REAL_PSEUDO_FORECAST
%token DUMMY_OBS NSTATES INDXSCALESSTATES NO_BAYESIAN_PRIOR SPECIFICATION SIMS_ZHA
%token <string_val> ALPHA BETA ABAND NINV CMS NCMS CNUM GAMMA INV_GAMMA INV_GAMMA1 INV_GAMMA2 NORMAL UNIFORM EPS PDF FIG DR NONE PRIOR PRIOR_VARIANCE HESSIAN IDENTITY_MATRIX DIRICHLET
%token GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD WEIBULL WEIBULL_PDF
%token INDXPARR INDXOVR INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE FILTER_DECOMPOSITION
%token EQ_CMS TLINDX TLNUMBER BANACT RESTRICTIONS
%token OUTPUT_FILE_TAG DRAWS_NBR_BURN_IN_1 DRAWS_NBR_BURN_IN_2 HORIZON
%token SBVAR TREND_VAR DEFLATOR GROWTH_FACTOR MS_IRF MS_VARIANCE_DECOMPOSITION
%token MS_ESTIMATION MS_SIMULATION MS_COMPUTE_MDD MS_COMPUTE_PROBABILITIES MS_FORECAST
%token SVAR_IDENTIFICATION EQUATION EXCLUSION LAG UPPER_CHOLESKY LOWER_CHOLESKY MONTHLY QUARTERLY
%token MARKOV_SWITCHING CHAIN DURATION NUMBER_OF_REGIMES NUMBER_OF_LAGS
%token SVAR COEFF COEFFICIENTS VARIANCES CONSTANTS EQUATIONS
%token EXTERNAL_FUNCTION EXT_FUNC_NAME EXT_FUNC_NARGS FIRST_DERIV_PROVIDED SECOND_DERIV_PROVIDED
%token SELECTED_VARIABLES_ONLY COVA_COMPUTE SIMULATION_FILE_TAG FILE_TAG
%token NO_ERROR_BANDS ERROR_BAND_PERCENTILES SHOCKS_PER_PARAMETER NO_CREATE_INIT
%token SHOCK_DRAWS FREE_PARAMETERS MEDIAN DATA_OBS_NBR NEIGHBORHOOD_WIDTH PVALUE_KS PVALUE_CORR
%token FILTERED_PROBABILITIES REAL_TIME_SMOOTHED
%token PROPOSAL_TYPE PROPOSAL_UPPER_BOUND PROPOSAL_LOWER_BOUND PROPOSAL_DRAWS USE_MEAN_CENTER
%token ADAPTIVE_MH_DRAWS THINNING_FACTOR COEFFICIENTS_PRIOR_HYPERPARAMETERS
%token CONVERGENCE_STARTING_VALUE CONVERGENCE_ENDING_VALUE CONVERGENCE_INCREMENT_VALUE
%token MAX_ITERATIONS_STARTING_VALUE MAX_ITERATIONS_INCREMENT_VALUE MAX_BLOCK_ITERATIONS
%token MAX_REPEATED_OPTIMIZATION_RUNS FUNCTION_CONVERGENCE_CRITERION
%token PARAMETER_CONVERGENCE_CRITERION NUMBER_OF_LARGE_PERTURBATIONS NUMBER_OF_SMALL_PERTURBATIONS
%token NUMBER_OF_POSTERIOR_DRAWS_AFTER_PERTURBATION MAX_NUMBER_OF_STAGES
%token RANDOM_FUNCTION_CONVERGENCE_CRITERION RANDOM_PARAMETER_CONVERGENCE_CRITERION
%token <vector_string_val> SYMBOL_VEC
%type <node_val> expression expression_or_empty
%type <node_val> equation hand_side
%type <string_val> non_negative_number signed_number signed_integer date_str
%type <string_val> filename symbol vec_of_vec_value vec_value_list date_expr
%type <string_val> vec_value_1 vec_value signed_inf signed_number_w_inf
%type <string_val> range vec_value_w_inf vec_value_1_w_inf named_var
%type <string_val> integer_range signed_integer_range
%type <symbol_type_val> change_type_arg
%type <vector_string_val> change_type_var_list subsamples_eq_opt prior_eq_opt options_eq_opt calibration_range
%type <vector_int_val> vec_int_elem vec_int_1 vec_int vec_int_number
%type <prior_distributions_val> prior_pdf prior_distribution
%%
%start statement_list;
statement_list : statement
| statement_list statement
;
statement : parameters
| var
| varexo
| varexo_det
| predetermined_variables
| change_type
| periods
| model
| initval
| initval_file
| endval
| histval
| init_param
| shocks
| mshocks
| sigma_e
| steady
| check
| simul
| stoch_simul
| estimation
| estimated_params
| estimated_params_bounds
| estimated_params_init
| set_time
| data
| prior
| prior_eq
| subsamples
| subsamples_eq
| options
| options_eq
| varobs
| observation_trends
| unit_root_vars
| dsample
| rplot
| optim_weights
| osr_params
| osr
| dynatype
| dynasave
| model_comparison
| model_info
| planner_objective
| ramsey_model
| ramsey_policy
| discretionary_policy
| bvar_density
| bvar_forecast
| sbvar
| dynare_sensitivity
| homotopy_setup
| forecast
| load_params_and_steady_state
| save_params_and_steady_state
| identification
| write_latex_dynamic_model
| write_latex_static_model
| write_latex_original_model
| shock_decomposition
| conditional_forecast
| conditional_forecast_paths
| plot_conditional_forecast
| svar_identification
| markov_switching
| svar
| external_function
| steady_state_model
| trend_var
| log_trend_var
| ms_estimation
| ms_simulation
| ms_compute_mdd
| ms_compute_probabilities
| ms_forecast
| ms_irf
| ms_variance_decomposition
| calib_smoother
| extended_path
| model_diagnostics
| moment_calibration
| irf_calibration
| smoother2histval
| histval_file
| perfect_foresight_setup
| perfect_foresight_solver
;
dsample : DSAMPLE INT_NUMBER ';'
{ driver.dsample($2); }
| DSAMPLE INT_NUMBER INT_NUMBER ';'
{ driver.dsample($2, $3); }
;
rplot : RPLOT symbol_list ';' { driver.rplot(); };
trend_var : TREND_VAR '(' GROWTH_FACTOR EQUAL { driver.begin_trend(); } hand_side ')' trend_var_list ';'
{ driver.end_trend_var($6); }
;
trend_var_list : trend_var_list symbol
{ driver.declare_trend_var(false, $2); }
| trend_var_list COMMA symbol
{ driver.declare_trend_var(false, $3); }
| symbol
{ driver.declare_trend_var(false, $1); }
| trend_var_list symbol TEX_NAME
{ driver.declare_trend_var(false, $2, $3); }
| trend_var_list COMMA symbol TEX_NAME
{ driver.declare_trend_var(false, $3, $4); }
| symbol TEX_NAME
{ driver.declare_trend_var(false, $1, $2); }
;
log_trend_var : LOG_TREND_VAR '(' LOG_GROWTH_FACTOR EQUAL { driver.begin_trend(); } hand_side ')' log_trend_var_list ';'
{ driver.end_trend_var($6); }
;
log_trend_var_list : log_trend_var_list symbol
{ driver.declare_trend_var(true, $2); }
| log_trend_var_list COMMA symbol
{ driver.declare_trend_var(true, $3); }
| symbol
{ driver.declare_trend_var(true, $1); }
| log_trend_var_list symbol TEX_NAME
{ driver.declare_trend_var(true, $2, $3); }
| log_trend_var_list COMMA symbol TEX_NAME
{ driver.declare_trend_var(true, $3, $4); }
| symbol TEX_NAME
{ driver.declare_trend_var(true, $1, $2); }
;
var : VAR var_list ';'
| VAR '(' DEFLATOR EQUAL { driver.begin_trend(); } hand_side ')' nonstationary_var_list ';'
{ driver.end_nonstationary_var(false, $6); }
| VAR '(' LOG_DEFLATOR EQUAL { driver.begin_trend(); } hand_side ')' nonstationary_var_list ';'
{ driver.end_nonstationary_var(true, $6); }
;
nonstationary_var_list : nonstationary_var_list symbol
{ driver.declare_nonstationary_var($2); }
| nonstationary_var_list COMMA symbol
{ driver.declare_nonstationary_var($3); }
| symbol
{ driver.declare_nonstationary_var($1); }
| nonstationary_var_list symbol named_var
{ driver.declare_nonstationary_var($2, NULL, $3); }
| nonstationary_var_list COMMA symbol named_var
{ driver.declare_nonstationary_var($3, NULL, $4); }
| symbol named_var
{ driver.declare_nonstationary_var($1, NULL, $2); }
| nonstationary_var_list symbol TEX_NAME
{ driver.declare_nonstationary_var($2, $3); }
| nonstationary_var_list COMMA symbol TEX_NAME
{ driver.declare_nonstationary_var($3, $4); }
| symbol TEX_NAME
{ driver.declare_nonstationary_var($1, $2); }
| nonstationary_var_list symbol TEX_NAME named_var
{ driver.declare_nonstationary_var($2, $3, $4); }
| nonstationary_var_list COMMA symbol TEX_NAME named_var
{ driver.declare_nonstationary_var($3, $4, $5); }
| symbol TEX_NAME named_var
{ driver.declare_nonstationary_var($1, $2, $3); }
;
varexo : VAREXO varexo_list ';';
varexo_det : VAREXO_DET varexo_det_list ';';
predetermined_variables : PREDETERMINED_VARIABLES predetermined_variables_list ';';
parameters : PARAMETERS parameter_list ';';
named_var : '(' LONG_NAME EQUAL QUOTED_STRING ')'
{ $$ = $4; }
;
var_list : var_list symbol
{ driver.declare_endogenous($2); }
| var_list COMMA symbol
{ driver.declare_endogenous($3); }
| symbol
{ driver.declare_endogenous($1); }
| var_list symbol named_var
{ driver.declare_endogenous($2, NULL, $3); }
| var_list COMMA symbol named_var
{ driver.declare_endogenous($3, NULL, $4); }
| symbol named_var
{ driver.declare_endogenous($1, NULL, $2); }
| var_list symbol TEX_NAME
{ driver.declare_endogenous($2, $3); }
| var_list COMMA symbol TEX_NAME
{ driver.declare_endogenous($3, $4); }
| symbol TEX_NAME
{ driver.declare_endogenous($1, $2); }
| var_list symbol TEX_NAME named_var
{ driver.declare_endogenous($2, $3, $4); }
| var_list COMMA symbol TEX_NAME named_var
{ driver.declare_endogenous($3, $4, $5); }
| symbol TEX_NAME named_var
{ driver.declare_endogenous($1, $2, $3); }
;
varexo_list : varexo_list symbol
{ driver.declare_exogenous($2); }
| varexo_list COMMA symbol
{ driver.declare_exogenous($3); }
| symbol
{ driver.declare_exogenous($1); }
| varexo_list symbol named_var
{ driver.declare_exogenous($2, NULL, $3); }
| varexo_list COMMA symbol named_var
{ driver.declare_exogenous($3, NULL, $4); }
| symbol named_var
{ driver.declare_exogenous($1, NULL, $2); }
| varexo_list symbol TEX_NAME
{ driver.declare_exogenous($2, $3); }
| varexo_list COMMA symbol TEX_NAME
{ driver.declare_exogenous($3, $4); }
| symbol TEX_NAME
{ driver.declare_exogenous($1, $2); }
| varexo_list symbol TEX_NAME named_var
{ driver.declare_exogenous($2, $3, $4); }
| varexo_list COMMA symbol TEX_NAME named_var
{ driver.declare_exogenous($3, $4, $5); }
| symbol TEX_NAME named_var
{ driver.declare_exogenous($1, $2, $3); }
;
varexo_det_list : varexo_det_list symbol
{ driver.declare_exogenous_det($2); }
| varexo_det_list COMMA symbol
{ driver.declare_exogenous_det($3); }
| symbol
{ driver.declare_exogenous_det($1); }
| varexo_det_list symbol named_var
{ driver.declare_exogenous_det($2, NULL, $3); }
| varexo_det_list COMMA symbol named_var
{ driver.declare_exogenous_det($3, NULL, $4); }
| symbol named_var
{ driver.declare_exogenous_det($1, NULL, $2); }
| varexo_det_list symbol TEX_NAME
{ driver.declare_exogenous_det($2, $3); }
| varexo_det_list COMMA symbol TEX_NAME
{ driver.declare_exogenous_det($3, $4); }
| symbol TEX_NAME
{ driver.declare_exogenous_det($1, $2); }
| varexo_det_list symbol TEX_NAME named_var
{ driver.declare_exogenous_det($2, $3, $4); }
| varexo_det_list COMMA symbol TEX_NAME named_var
{ driver.declare_exogenous_det($3, $4, $5); }
| symbol TEX_NAME named_var
{ driver.declare_exogenous_det($1, $2, $3); }
;
parameter_list : parameter_list symbol
{ driver.declare_parameter($2); }
| parameter_list COMMA symbol
{ driver.declare_parameter($3); }
| symbol
{ driver.declare_parameter($1); }
| parameter_list symbol named_var
{ driver.declare_parameter($2, NULL, $3); }
| parameter_list COMMA symbol named_var
{ driver.declare_parameter($3, NULL, $4); }
| symbol named_var
{ driver.declare_parameter($1, NULL, $2); }
| parameter_list symbol TEX_NAME
{ driver.declare_parameter($2, $3); }
| parameter_list COMMA symbol TEX_NAME
{ driver.declare_parameter($3, $4); }
| symbol TEX_NAME
{ driver.declare_parameter($1, $2); }
| parameter_list symbol TEX_NAME named_var
{ driver.declare_parameter($2, $3, $4); }
| parameter_list COMMA symbol TEX_NAME named_var
{ driver.declare_parameter($3, $4, $5); }
| symbol TEX_NAME named_var
{ driver.declare_parameter($1, $2, $3); }
;
predetermined_variables_list : predetermined_variables_list symbol
{ driver.add_predetermined_variable($2); }
| predetermined_variables_list COMMA symbol
{ driver.add_predetermined_variable($3); }
| symbol
{ driver.add_predetermined_variable($1); }
;
change_type : CHANGE_TYPE '(' change_type_arg ')' change_type_var_list ';'
{ driver.change_type($3, $5); }
;
change_type_arg : PARAMETERS
{ $$ = eParameter; }
| VAR
{ $$ = eEndogenous; }
| VAREXO
{ $$ = eExogenous; }
| VAREXO_DET
{ $$ = eExogenousDet; }
;
change_type_var_list : symbol
{ $$ = new vector<string *>(); $$->push_back($1); }
| change_type_var_list symbol
{ $$ = $1; $1->push_back($2); }
| change_type_var_list COMMA symbol
{ $$ = $1; $1->push_back($3); }
;
periods : PERIODS INT_NUMBER ';'
{ driver.periods($2); }
| PERIODS EQUAL INT_NUMBER ';'
{ driver.periods($3); }
;
init_param : symbol EQUAL expression ';' { driver.init_param($1, $3); };
expression : '(' expression ')'
{ $$ = $2;}
| symbol
{ $$ = driver.add_expression_variable($1); }
| non_negative_number
{ $$ = driver.add_non_negative_constant($1); }
| expression PLUS expression
{ $$ = driver.add_plus($1, $3); }
| expression MINUS expression
{ $$ = driver.add_minus($1, $3); }
| expression DIVIDE expression
{ $$ = driver.add_divide($1, $3); }
| expression TIMES expression
{ $$ = driver.add_times($1, $3); }
| expression POWER expression
{ $$ = driver.add_power($1, $3); }
| expression LESS expression
{ $$ = driver.add_less($1, $3); }
| expression GREATER expression
{ $$ = driver.add_greater($1, $3); }
| expression LESS_EQUAL expression
{ $$ = driver.add_less_equal($1, $3); }
| expression GREATER_EQUAL expression
{ $$ = driver.add_greater_equal($1, $3); }
| expression EQUAL_EQUAL expression
{ $$ = driver.add_equal_equal($1, $3); }
| expression EXCLAMATION_EQUAL expression
{ $$ = driver.add_different($1, $3); }
| MINUS expression %prec UMINUS
{ $$ = driver.add_uminus($2); }
| PLUS expression %prec UPLUS
{ $$ = $2; }
| EXP '(' expression ')'
{ $$ = driver.add_exp($3); }
| LOG '(' expression ')'
{ $$ = driver.add_log($3); }
| LN '(' expression ')'
{ $$ = driver.add_log($3); }
| LOG10 '(' expression ')'
{ $$ = driver.add_log10($3); }
| SIN '(' expression ')'
{ $$ = driver.add_sin($3); }
| COS '(' expression ')'
{ $$ = driver.add_cos($3); }
| TAN '(' expression ')'
{ $$ = driver.add_tan($3); }
| ASIN '(' expression ')'
{ $$ = driver.add_asin($3); }
| ACOS '(' expression ')'
{ $$ = driver.add_acos($3); }
| ATAN '(' expression ')'
{ $$ = driver.add_atan($3); }
| SQRT '(' expression ')'
{ $$ = driver.add_sqrt($3); }
| ABS '(' expression ')'
{ $$ = driver.add_abs($3); }
| SIGN '(' expression ')'
{ $$ = driver.add_sign($3); }
| MAX '(' expression COMMA expression ')'
{ $$ = driver.add_max($3, $5); }
| MIN '(' expression COMMA expression ')'
{ $$ = driver.add_min($3, $5); }
| symbol { driver.push_external_function_arg_vector_onto_stack(); } '(' comma_expression ')'
{ $$ = driver.add_model_var_or_external_function($1, false); }
| NORMCDF '(' expression COMMA expression COMMA expression ')'
{ $$ = driver.add_normcdf($3, $5, $7); }
| NORMCDF '(' expression ')'
{ $$ = driver.add_normcdf($3); }
| NORMPDF '(' expression COMMA expression COMMA expression ')'
{ $$ = driver.add_normpdf($3, $5, $7); }
| NORMPDF '(' expression ')'
{ $$ = driver.add_normpdf($3); }
| ERF '(' expression ')'
{ $$ = driver.add_erf($3); }
| NAN_CONSTANT
{ $$ = driver.add_nan_constant(); }
| INF_CONSTANT
{ $$ = driver.add_inf_constant(); }
;
comma_expression : expression
{ driver.add_external_function_arg($1); }
| comma_expression COMMA expression
{ driver.add_external_function_arg($3); }
;
expression_or_empty : {$$ = driver.add_nan_constant();}
| expression
;
initval : INITVAL ';' initval_list END ';'
{ driver.end_initval(false); }
| INITVAL '(' ALL_VALUES_REQUIRED ')' ';' initval_list END ';'
{ driver.end_initval(true); }
;
initval_file : INITVAL_FILE '(' FILENAME EQUAL filename ')' ';'
{ driver.initval_file($5); }
;
endval : ENDVAL ';' initval_list END ';'
{ driver.end_endval(false); }
| ENDVAL '(' ALL_VALUES_REQUIRED ')' ';' initval_list END ';'
{ driver.end_endval(true); }
;
initval_list : initval_list initval_elem
| initval_elem
;
initval_elem : symbol EQUAL expression ';' { driver.init_val($1, $3); };
histval : HISTVAL ';' histval_list END ';' { driver.end_histval(); };
histval_list : histval_list histval_elem
| histval_elem
;
histval_elem : symbol '(' signed_integer ')' EQUAL expression ';' { driver.hist_val($1, $3, $6); };
histval_file : HISTVAL_FILE '(' FILENAME EQUAL filename ')' ';'
{ driver.histval_file($5); }
;
model_options : BLOCK { driver.block(); }
| o_cutoff
| o_mfs
| BYTECODE { driver.byte_code(); }
| USE_DLL { driver.use_dll(); }
| NO_STATIC { driver.no_static();}
| DIFFERENTIATE_FORWARD_VARS { driver.differentiate_forward_vars_all(); }
| DIFFERENTIATE_FORWARD_VARS EQUAL '(' symbol_list ')' { driver.differentiate_forward_vars_some(); }
| o_linear
| PARALLEL_LOCAL_FILES EQUAL '(' parallel_local_filename_list ')'
;
model_options_list : model_options_list COMMA model_options
| model_options
;
model : MODEL ';' { driver.begin_model(); }
equation_list END ';' { driver.reset_data_tree(); }
| MODEL '(' model_options_list ')' ';' { driver.begin_model(); }
equation_list END ';' { driver.reset_data_tree(); }
;
equation_list : equation_list equation
| equation_list pound_expression
| equation
| pound_expression
;
equation : hand_side EQUAL hand_side ';'
{ $$ = driver.add_model_equal($1, $3); }
| hand_side ';'
{ $$ = driver.add_model_equal_with_zero_rhs($1); }
| '[' tags_list ']' hand_side EQUAL hand_side ';'
{ $$ = driver.add_model_equal($4, $6); }
| '[' tags_list ']' hand_side ';'
{ $$ = driver.add_model_equal_with_zero_rhs($4); }
;
tags_list : tags_list COMMA tag_pair
| tag_pair
;
tag_pair : NAME EQUAL QUOTED_STRING
{ driver.add_equation_tags($1, $3); }
| NAME
{ driver.add_equation_tags($1, new string()); }
;
hand_side : '(' hand_side ')'
{ $$ = $2;}
| symbol
{ $$ = driver.add_model_variable($1); }
| non_negative_number
{ $$ = driver.add_non_negative_constant($1); }
| hand_side PLUS hand_side
{ $$ = driver.add_plus($1, $3); }
| hand_side MINUS hand_side
{ $$ = driver.add_minus($1, $3); }
| hand_side DIVIDE hand_side
{ $$ = driver.add_divide($1, $3); }
| hand_side TIMES hand_side
{ $$ = driver.add_times($1, $3); }
| hand_side LESS hand_side
{ $$ = driver.add_less($1, $3); }
| hand_side GREATER hand_side
{ $$ = driver.add_greater($1, $3); }
| hand_side LESS_EQUAL hand_side
{ $$ = driver.add_less_equal($1, $3); }
| hand_side GREATER_EQUAL hand_side
{ $$ = driver.add_greater_equal($1, $3); }
| hand_side EQUAL_EQUAL hand_side
{ $$ = driver.add_equal_equal($1, $3); }
| hand_side EXCLAMATION_EQUAL hand_side
{ $$ = driver.add_different($1, $3); }
| hand_side POWER hand_side
{ $$ = driver.add_power($1, $3); }
| EXPECTATION '(' signed_integer ')''(' hand_side ')'
{ $$ = driver.add_expectation($3, $6); }
| MINUS hand_side %prec UMINUS
{ $$ = driver.add_uminus($2); }
| PLUS hand_side
{ $$ = $2; }
| EXP '(' hand_side ')'
{ $$ = driver.add_exp($3); }
| LOG '(' hand_side ')'
{ $$ = driver.add_log($3); }
| LN '(' hand_side ')'
{ $$ = driver.add_log($3); }
| LOG10 '(' hand_side ')'
{ $$ = driver.add_log10($3); }
| SIN '(' hand_side ')'
{ $$ = driver.add_sin($3); }
| COS '(' hand_side ')'
{ $$ = driver.add_cos($3); }
| TAN '(' hand_side ')'
{ $$ = driver.add_tan($3); }
| ASIN '(' hand_side ')'
{ $$ = driver.add_asin($3); }
| ACOS '(' hand_side ')'
{ $$ = driver.add_acos($3); }
| ATAN '(' hand_side ')'
{ $$ = driver.add_atan($3); }
| SQRT '(' hand_side ')'
{ $$ = driver.add_sqrt($3); }
| ABS '(' hand_side ')'
{ $$ = driver.add_abs($3); }
| SIGN '(' hand_side ')'
{ $$ = driver.add_sign($3); }
| MAX '(' hand_side COMMA hand_side ')'
{ $$ = driver.add_max($3, $5); }
| MIN '(' hand_side COMMA hand_side ')'
{ $$ = driver.add_min($3, $5); }
| symbol { driver.push_external_function_arg_vector_onto_stack(); } '(' comma_hand_side ')'
{ $$ = driver.add_model_var_or_external_function($1, true); }
| NORMCDF '(' hand_side COMMA hand_side COMMA hand_side ')'
{ $$ = driver.add_normcdf($3, $5, $7); }
| NORMCDF '(' hand_side ')'
{ $$ = driver.add_normcdf($3); }
| NORMPDF '(' hand_side COMMA hand_side COMMA hand_side ')'
{ $$ = driver.add_normpdf($3, $5, $7); }
| NORMPDF '(' hand_side ')'
{ $$ = driver.add_normpdf($3); }
| ERF '(' hand_side ')'
{ $$ = driver.add_erf($3); }
| STEADY_STATE '(' hand_side ')'
{ $$ = driver.add_steady_state($3); }
;
comma_hand_side : hand_side
{ driver.add_external_function_arg($1); }
| comma_hand_side COMMA hand_side
{ driver.add_external_function_arg($3); }
;
pound_expression: '#' symbol EQUAL hand_side ';'
{ driver.declare_and_init_model_local_variable($2, $4); };
shocks : SHOCKS ';' shock_list END ';' { driver.end_shocks(false); }
| SHOCKS '(' OVERWRITE ')' ';' shock_list END ';' { driver.end_shocks(true); }
;
shock_list : shock_list shock_elem
| shock_elem
;
shock_elem : det_shock_elem
| VAR symbol ';' STDERR expression ';'
{ driver.add_stderr_shock($2, $5); }
| VAR symbol EQUAL expression ';'
{ driver.add_var_shock($2, $4); }
| VAR symbol COMMA symbol EQUAL expression ';'
{ driver.add_covar_shock($2, $4, $6); }
| CORR symbol COMMA symbol EQUAL expression ';'
{ driver.add_correl_shock($2, $4, $6); }
;
det_shock_elem : VAR symbol ';' PERIODS period_list ';' VALUES value_list ';'
{ driver.add_det_shock($2, false); }
;
svar_identification : SVAR_IDENTIFICATION {driver.begin_svar_identification();} ';' svar_identification_list END ';'
{ driver.end_svar_identification(); }
;
svar_identification_list : svar_identification_list svar_identification_elem
| svar_identification_elem
;
svar_identification_elem : EXCLUSION LAG INT_NUMBER ';' svar_equation_list
{ driver.combine_lag_and_restriction($3); }
| EXCLUSION CONSTANTS ';'
{ driver.add_constants_exclusion(); }
| RESTRICTION EQUATION INT_NUMBER COMMA
{ driver.add_restriction_equation_nbr($3);}
restriction_expression EQUAL
{driver.add_restriction_equal();}
restriction_expression ';'
| UPPER_CHOLESKY ';'
{ driver.add_upper_cholesky(); }
| LOWER_CHOLESKY ';'
{ driver.add_lower_cholesky(); }
;
svar_equation_list : svar_equation_list EQUATION INT_NUMBER COMMA svar_var_list ';'
{ driver.add_restriction_in_equation($3); }
| EQUATION INT_NUMBER COMMA svar_var_list ';'
{ driver.add_restriction_in_equation($2); }
;
svar_var_list : svar_var_list COMMA symbol
{ driver.add_in_svar_restriction_symbols($3); }
| symbol
{ driver.add_in_svar_restriction_symbols($1); }
;
restriction_expression : expression {driver.check_restriction_expression_constant($1);}
| restriction_expression_1
;
restriction_expression_1 : restriction_elem_expression
| restriction_expression_1 restriction_elem_expression
;
restriction_elem_expression : COEFF '(' symbol COMMA INT_NUMBER ')'
{ driver.add_positive_restriction_element($3,$5);}
| PLUS COEFF '(' symbol COMMA INT_NUMBER ')'
{ driver.add_positive_restriction_element($4,$6);}
| MINUS COEFF '(' symbol COMMA INT_NUMBER ')'
{ driver.add_negative_restriction_element($4,$6);}
| expression TIMES COEFF '(' symbol COMMA INT_NUMBER ')'
{ driver.add_positive_restriction_element($1,$5,$7);}
;
markov_switching : MARKOV_SWITCHING '(' ms_options_list ')' ';'
{ driver.markov_switching(); }
;
ms_options_list : ms_options_list COMMA ms_options
| ms_options
;
ms_options : o_chain
| o_duration
| o_restrictions
| o_number_of_regimes
| o_number_of_lags
| o_parameters
;
svar : SVAR '(' svar_options_list ')' ';'
{ driver.svar(); }
;
svar_options_list : svar_options_list COMMA svar_options
| svar_options
;
svar_options : o_coefficients
| o_variances
| o_equations
| o_chain
;
mshocks : MSHOCKS ';' mshock_list END ';' { driver.end_mshocks(false); }
| MSHOCKS '(' OVERWRITE ')' ';' mshock_list END ';' { driver.end_mshocks(true); }
;
mshock_list : mshock_list det_shock_elem
| det_shock_elem
;
period_list : period_list COMMA INT_NUMBER
{ driver.add_period($3); }
| period_list INT_NUMBER
{ driver.add_period($2); }
| period_list COMMA INT_NUMBER ':' INT_NUMBER
{ driver.add_period($3, $5); }
| period_list INT_NUMBER ':' INT_NUMBER
{ driver.add_period($2, $4); }
| INT_NUMBER ':' INT_NUMBER
{ driver.add_period($1, $3); }
| INT_NUMBER
{ driver.add_period($1); }
;
sigma_e : SIGMA_E EQUAL '[' triangular_matrix ']' ';' { driver.do_sigma_e(); };
value_list : value_list COMMA '(' expression ')'
{ driver.add_value($4); }
| value_list '(' expression ')'
{ driver.add_value($3); }
| '(' expression ')'
{ driver.add_value($2); }
| value_list COMMA signed_number
{ driver.add_value($3); }
| value_list signed_number
{ driver.add_value($2); }
| signed_number
{ driver.add_value($1); }
;
triangular_matrix : triangular_matrix ';' triangular_row
{ driver.end_of_row(); }
| triangular_row
{ driver.end_of_row(); }
;
triangular_row : triangular_row COMMA '(' expression ')'
{ driver.add_to_row($4); }
| triangular_row COMMA signed_number
{ driver.add_to_row_const($3); }
| triangular_row '(' expression ')'
{ driver.add_to_row($3); }
| triangular_row signed_number
{ driver.add_to_row_const($2); }
| '(' expression ')'
{ driver.add_to_row($2); }
| signed_number
{ driver.add_to_row_const($1); }
;
steady : STEADY ';'
{ driver.steady(); }
| STEADY '(' steady_options_list ')' ';'
{ driver.steady(); }
;
steady_options_list : steady_options_list COMMA steady_options
| steady_options
;
steady_options : o_solve_algo
| o_homotopy_mode
| o_homotopy_steps
| o_homotopy_force_continue
| o_markowitz
| o_steady_maxit
| o_nocheck
;
check : CHECK ';'
{ driver.check(); }
| CHECK '(' check_options_list ')' ';'
{ driver.check(); }
;
check_options_list : check_options_list COMMA check_options
| check_options
;
check_options : steady_options
| o_qz_zero_threshold
;
model_info : MODEL_INFO ';'
{ driver.model_info(); }
| MODEL_INFO '(' model_info_options_list ')' ';'
{ driver.model_info(); }
;
model_info_options_list : model_info_options_list COMMA model_info_options
| model_info_options
;
model_info_options :
perfect_foresight_setup : PERFECT_FORESIGHT_SETUP ';'
{ driver.perfect_foresight_setup(); }
| PERFECT_FORESIGHT_SETUP '(' perfect_foresight_setup_options_list ')' ';'
{ driver.perfect_foresight_setup(); }
;
perfect_foresight_setup_options_list : perfect_foresight_setup_options_list COMMA perfect_foresight_setup_options
| perfect_foresight_setup_options
;
perfect_foresight_setup_options : o_periods
| o_datafile
;
perfect_foresight_solver : PERFECT_FORESIGHT_SOLVER ';'
{ driver.perfect_foresight_solver(); }
| PERFECT_FORESIGHT_SOLVER '(' perfect_foresight_solver_options_list ')' ';'
{ driver.perfect_foresight_solver(); }
;
perfect_foresight_solver_options_list : perfect_foresight_solver_options_list COMMA perfect_foresight_solver_options
| perfect_foresight_solver_options
;
perfect_foresight_solver_options : o_stack_solve_algo
| o_markowitz
| o_minimal_solving_periods
| o_simul_maxit
| o_endogenous_terminal_period
| o_no_homotopy
;
simul : SIMUL ';'
{ driver.simul(); }
| SIMUL '(' simul_options_list ')' ';'
{ driver.simul(); }
;
simul_options_list : simul_options_list COMMA simul_options
| simul_options
;
simul_options : perfect_foresight_setup_options
| perfect_foresight_solver_options
;
external_function : EXTERNAL_FUNCTION '(' external_function_options_list ')' ';'
{ driver.external_function(); }
;
external_function_options_list : external_function_options_list COMMA external_function_options
| external_function_options
;
external_function_options : o_ext_func_name
| o_ext_func_nargs
| o_first_deriv_provided
| o_second_deriv_provided
;
stoch_simul : STOCH_SIMUL ';'
{ driver.stoch_simul(); }
| STOCH_SIMUL '(' stoch_simul_options_list ')' ';'
{ driver.stoch_simul(); }
| STOCH_SIMUL symbol_list ';'
{ driver.stoch_simul(); }
| STOCH_SIMUL '(' stoch_simul_options_list ')' symbol_list ';'
{ driver.stoch_simul(); }
;
stoch_simul_options_list : stoch_simul_options_list COMMA stoch_simul_options
| stoch_simul_options
;
stoch_simul_primary_options : o_dr_algo
| o_solve_algo
| o_simul_algo
| o_linear
| o_order
| o_replic
| o_drop
| o_ar
| o_nocorr
| o_nofunctions
| o_nomoments
| o_nograph
| o_nodisplay
| o_graph_format
| o_irf
| o_irf_shocks
| o_relative_irf
| o_hp_filter
| o_hp_ngrid
| o_periods
| o_simul
| o_simul_seed
| o_simul_replic
| o_qz_criterium
| o_qz_zero_threshold
| o_print
| o_noprint
| o_aim_solver
| o_partial_information
| o_conditional_variance_decomposition
| o_k_order_solver
| o_pruning
| o_sylvester
| o_sylvester_fixed_point_tol
| o_dr
| o_dr_cycle_reduction_tol
| o_dr_logarithmic_reduction_tol
| o_dr_logarithmic_reduction_maxiter
| o_irf_plot_threshold
;
stoch_simul_options : stoch_simul_primary_options
| o_loglinear
| o_nodecomposition
;
symbol_list : symbol_list symbol
{ driver.add_in_symbol_list($2); }
| symbol_list COMMA symbol
{ driver.add_in_symbol_list($3); }
| symbol
{ driver.add_in_symbol_list($1); }
;
symbol_list_ext : symbol_list
| ':'
{
string *colon = new string(":");
driver.add_in_symbol_list(colon);
}
;
signed_integer : PLUS INT_NUMBER
{ $$ = $2; }
| MINUS INT_NUMBER
{ $2->insert(0, "-"); $$ = $2; }
| INT_NUMBER
;
non_negative_number : INT_NUMBER
| FLOAT_NUMBER
;
signed_number : PLUS non_negative_number
{ $$ = $2; }
| MINUS non_negative_number
{ $2->insert(0, "-"); $$ = $2; }
| non_negative_number
;
signed_inf : PLUS INF_CONSTANT
{ $$ = new string ("Inf"); }
| MINUS INF_CONSTANT
{ $$ = new string ("-Inf"); }
| INF_CONSTANT
{ $$ = new string ("Inf"); }
;
signed_number_w_inf : signed_inf
| signed_number
;
estimated_params : ESTIMATED_PARAMS ';' estimated_list END ';' { driver.estimated_params(); };
estimated_list : estimated_list estimated_elem
{ driver.add_estimated_params_element(); }
| estimated_elem
{ driver.add_estimated_params_element(); }
;
estimated_elem : estimated_elem1 COMMA estimated_elem2 ';';
estimated_elem1 : STDERR symbol
{
driver.estim_params.type = 1;
driver.estim_params.name = *$2;
delete $2;
}
| symbol
{
driver.estim_params.type = 2;
driver.estim_params.name = *$1;
delete $1;
}
| CORR symbol COMMA symbol
{
driver.estim_params.type = 3;
driver.estim_params.name = *$2;
driver.estim_params.name2 = *$4;
delete $2;
delete $4;
}
| DSGE_PRIOR_WEIGHT
{
driver.estim_params.type = 2;
driver.estim_params.name = "dsge_prior_weight";
}
;
estimated_elem2 : prior_pdf COMMA estimated_elem3
{
driver.estim_params.prior = $1;
}
| expression_or_empty COMMA prior_pdf COMMA estimated_elem3
{
driver.estim_params.init_val = $1;
driver.estim_params.prior = $3;
}
| expression_or_empty COMMA expression_or_empty COMMA expression_or_empty COMMA prior_pdf COMMA estimated_elem3
{
driver.estim_params.init_val = $1;
driver.estim_params.low_bound = $3;
driver.estim_params.up_bound = $5;
driver.estim_params.prior = $7;
}
| expression
{
driver.estim_params.init_val = $1;
}
| expression_or_empty COMMA expression_or_empty COMMA expression_or_empty
{
driver.estim_params.init_val = $1;
driver.estim_params.low_bound = $3;
driver.estim_params.up_bound = $5;
}
;
estimated_elem3 : expression_or_empty COMMA expression_or_empty
{
driver.estim_params.mean = $1;
driver.estim_params.std = $3;
}
| expression_or_empty COMMA expression_or_empty COMMA expression_or_empty
{
driver.estim_params.mean = $1;
driver.estim_params.std = $3;
driver.estim_params.p3 = $5;
}
| expression_or_empty COMMA expression_or_empty COMMA expression_or_empty COMMA expression_or_empty
{
driver.estim_params.mean = $1;
driver.estim_params.std = $3;
driver.estim_params.p3 = $5;
driver.estim_params.p4 = $7;
}
| expression_or_empty COMMA expression_or_empty COMMA expression_or_empty COMMA expression_or_empty COMMA expression
{
driver.estim_params.mean = $1;
driver.estim_params.std = $3;
driver.estim_params.p3 = $5;
driver.estim_params.p4 = $7;
driver.estim_params.jscale = $9;
}
;
estimated_params_init : ESTIMATED_PARAMS_INIT ';' estimated_init_list END ';'
{ driver.estimated_params_init(); }
| ESTIMATED_PARAMS_INIT '(' USE_CALIBRATION ')' ';' END ';'
{ driver.estimated_params_init(true); }
| ESTIMATED_PARAMS_INIT '(' USE_CALIBRATION ')' ';' estimated_init_list END ';'
{ driver.estimated_params_init(true); }
;
estimated_init_list : estimated_init_list estimated_init_elem
{ driver.add_estimated_params_element(); }
| estimated_init_elem
{ driver.add_estimated_params_element(); }
;
estimated_init_elem : STDERR symbol COMMA expression ';'
{
driver.estim_params.type = 1;
driver.estim_params.name = *$2;
driver.estim_params.init_val = $4;
delete $2;
}
| CORR symbol COMMA symbol COMMA expression ';'
{
driver.estim_params.type = 3;
driver.estim_params.name = *$2;
driver.estim_params.name2 = *$4;
driver.estim_params.init_val = $6;
delete $2;
delete $4;
}
| symbol COMMA expression ';'
{
driver.estim_params.type = 2;
driver.estim_params.name = *$1;
driver.estim_params.init_val = $3;
delete $1;
}
;
estimated_params_bounds : ESTIMATED_PARAMS_BOUNDS ';' estimated_bounds_list END ';'
{ driver.estimated_params_bounds(); };
estimated_bounds_list : estimated_bounds_list estimated_bounds_elem
{ driver.add_estimated_params_element(); }
| estimated_bounds_elem
{ driver.add_estimated_params_element(); }
;
estimated_bounds_elem : STDERR symbol COMMA expression COMMA expression ';'
{
driver.estim_params.type = 1;
driver.estim_params.name = *$2;
driver.estim_params.low_bound = $4;
driver.estim_params.up_bound = $6;
delete $2;
}
| CORR symbol COMMA symbol COMMA expression COMMA expression ';'
{
driver.estim_params.type = 3;
driver.estim_params.name = *$2;
driver.estim_params.name2 = *$4;
driver.estim_params.low_bound = $6;
driver.estim_params.up_bound = $8;
delete $2;
delete $4;
}
| symbol COMMA expression COMMA expression ';'
{
driver.estim_params.type = 2;
driver.estim_params.name = *$1;
driver.estim_params.low_bound = $3;
driver.estim_params.up_bound = $5;
delete $1;
}
;
prior_distribution : BETA
{ $$ = eBeta; }
| GAMMA
{ $$ = eGamma; }
| NORMAL
{ $$ = eNormal; }
| INV_GAMMA
{ $$ = eInvGamma; }
| INV_GAMMA1
{ $$ = eInvGamma1; }
| UNIFORM
{ $$ = eUniform; }
| INV_GAMMA2
{ $$ = eInvGamma2; }
| DIRICHLET
{ $$ = eDirichlet; }
| WEIBULL
{ $$ = eWeibull; }
;
prior_pdf : BETA_PDF
{ $$ = eBeta; }
| GAMMA_PDF
{ $$ = eGamma; }
| NORMAL_PDF
{ $$ = eNormal; }
| INV_GAMMA_PDF
{ $$ = eInvGamma; }
| INV_GAMMA1_PDF
{ $$ = eInvGamma1; }
| UNIFORM_PDF
{ $$ = eUniform; }
| INV_GAMMA2_PDF
{ $$ = eInvGamma2; }
| WEIBULL_PDF
{ $$ = eWeibull; }
;
date_str : DATES { $$ = $1; }
date_expr : date_str
{ $$ = $1; }
| date_expr PLUS INT_NUMBER
{ $$ = $1; $$->append("+").append(*$3); }
;
set_time : SET_TIME '(' date_expr ')' ';'
{ driver.set_time($3); }
;
data : DATA '(' data_options_list ')'';'
{ driver.estimation_data(); }
;
data_options_list : data_options_list COMMA data_options
| data_options
;
data_options : o_file
| o_series
| o_data_first_obs
| o_data_last_obs
| o_data_nobs
| o_xls_sheet
| o_xls_range
;
subsamples : subsamples_eq_opt '(' subsamples_name_list ')' ';'
{ driver.set_subsamples($1->at(0), $1->at(1)); }
;
subsamples_eq : subsamples_eq_opt EQUAL subsamples_eq_opt ';'
{
driver.copy_subsamples($1->at(0), $1->at(1), $3->at(0), $3->at(1));
delete $1;
delete $3;
}
;
subsamples_eq_opt : symbol '.' SUBSAMPLES
{
$$ = new vector<string *>();
$$->push_back($1);
$$->push_back(new string (""));
}
| STD '(' symbol ')' '.'SUBSAMPLES
{
$$ = new vector<string *>();
$$->push_back($3);
$$->push_back(new string (""));
}
| CORR '(' symbol COMMA symbol ')' '.' SUBSAMPLES
{
$$ = new vector<string *>();
$$->push_back($3);
$$->push_back($5);
}
;
subsamples_name_list : subsamples_name_list COMMA o_subsample_name
| o_subsample_name
;
prior : symbol '.' PRIOR { driver.set_prior_variance(); driver.prior_shape = eNoShape; } '(' prior_options_list ')' ';'
{ driver.set_prior($1, new string ("")); }
| symbol '.' symbol '.' PRIOR { driver.set_prior_variance(); driver.prior_shape = eNoShape; } '(' prior_options_list ')' ';'
{ driver.set_prior($1, $3); }
| SYMBOL_VEC '.' PRIOR { driver.set_prior_variance(); driver.prior_shape = eNoShape; } '(' joint_prior_options_list ')' ';'
{ driver.set_joint_prior($1); }
| STD '(' symbol ')' '.' PRIOR { driver.set_prior_variance(); driver.prior_shape = eNoShape; } '(' prior_options_list ')' ';'
{ driver.set_std_prior($3, new string ("")); }
| STD '(' symbol ')' '.' symbol '.' PRIOR { driver.set_prior_variance(); driver.prior_shape = eNoShape; } '(' prior_options_list ')' ';'
{ driver.set_std_prior($3, $6); }
| CORR '(' symbol COMMA symbol ')' '.' PRIOR { driver.set_prior_variance(); driver.prior_shape = eNoShape; } '(' prior_options_list ')' ';'
{ driver.set_corr_prior($3, $5, new string ("")); }
| CORR '(' symbol COMMA symbol ')' '.' symbol '.' PRIOR { driver.set_prior_variance(); driver.prior_shape = eNoShape; } '(' prior_options_list ')' ';'
{ driver.set_corr_prior($3, $5, $8); }
;
prior_options_list : prior_options_list COMMA prior_options
| prior_options
;
prior_options : o_shift
| o_mean
| o_median
| o_stdev
| o_truncate
| o_variance
| o_mode
| o_interval
| o_shape
| o_domain
;
joint_prior_options_list : joint_prior_options_list COMMA joint_prior_options
| joint_prior_options
;
joint_prior_options : o_shift
| o_mean_vec
| o_median
| o_stdev
| o_truncate
| o_variance_mat
| o_mode
| o_interval
| o_shape
| o_domain
;
prior_eq : prior_eq_opt EQUAL prior_eq_opt ';'
{
driver.copy_prior($1->at(0), $1->at(1), $1->at(2), $1->at(3),
$3->at(0), $3->at(1), $3->at(2), $3->at(3));
delete $1;
delete $3;
}
;
prior_eq_opt : symbol '.' PRIOR
{
$$ = new vector<string *>();
$$->push_back(new string ("par"));
$$->push_back($1);
$$->push_back(new string (""));
$$->push_back(new string (""));
}
| symbol '.' symbol '.' PRIOR
{
$$ = new vector<string *>();
$$->push_back(new string ("par"));
$$->push_back($1);
$$->push_back(new string (""));
$$->push_back($3);
}
| STD '(' symbol ')' '.' PRIOR
{
$$ = new vector<string *>();
$$->push_back(new string ("std"));
$$->push_back($3);
$$->push_back(new string (""));
$$->push_back(new string (""));
}
| STD '(' symbol ')' '.' symbol '.' PRIOR
{
$$ = new vector<string *>();
$$->push_back(new string ("std"));
$$->push_back($3);
$$->push_back(new string (""));
$$->push_back($6);
}
| CORR '(' symbol COMMA symbol ')' '.' PRIOR
{
$$ = new vector<string *>();
$$->push_back(new string ("corr"));
$$->push_back($3);
$$->push_back($5);
$$->push_back(new string (""));
}
| CORR '(' symbol COMMA symbol ')' '.' symbol '.' PRIOR
{
$$ = new vector<string *>();
$$->push_back(new string ("corr"));
$$->push_back($3);
$$->push_back($5);
$$->push_back($8);
}
;
options : symbol '.' OPTIONS '(' options_options_list ')' ';'
{ driver.set_options($1, new string ("")); }
| symbol '.' symbol '.' OPTIONS '(' options_options_list ')' ';'
{ driver.set_options($1, $3); }
| STD '(' symbol ')' '.' OPTIONS '(' options_options_list ')' ';'
{ driver.set_std_options($3, new string ("")); }
| STD '(' symbol ')' '.' symbol '.' OPTIONS '(' options_options_list ')' ';'
{ driver.set_std_options($3, $6); }
| CORR '(' symbol COMMA symbol ')' '.' OPTIONS '(' options_options_list ')' ';'
{ driver.set_corr_options($3, $5, new string ("")); }
| CORR '(' symbol COMMA symbol ')' '.' symbol '.' OPTIONS '(' options_options_list ')' ';'
{ driver.set_corr_options($3, $5, $8); }
;
options_options_list : options_options_list COMMA options_options
| options_options
;
options_options : o_jscale
| o_init
| o_bounds
;
options_eq : options_eq_opt EQUAL options_eq_opt ';'
{
driver.copy_options($1->at(0), $1->at(1), $1->at(2), $1->at(3),
$3->at(0), $3->at(1), $3->at(2), $3->at(3));
delete $1;
delete $3;
}
;
options_eq_opt : symbol '.' OPTIONS
{
$$ = new vector<string *>();
$$->push_back(new string ("par"));
$$->push_back($1);
$$->push_back(new string (""));
$$->push_back(new string (""));
}
| symbol '.' symbol '.' OPTIONS
{
$$ = new vector<string *>();
$$->push_back(new string ("par"));
$$->push_back($1);
$$->push_back(new string (""));
$$->push_back($3);
}
| STD '(' symbol ')' '.' OPTIONS
{
$$ = new vector<string *>();
$$->push_back(new string ("std"));
$$->push_back($3);
$$->push_back(new string (""));
$$->push_back(new string (""));
}
| STD '(' symbol ')' '.' symbol '.' OPTIONS
{
$$ = new vector<string *>();
$$->push_back(new string ("std"));
$$->push_back($3);
$$->push_back(new string (""));
$$->push_back($6);
}
| CORR '(' symbol COMMA symbol ')' '.' OPTIONS
{
$$ = new vector<string *>();
$$->push_back(new string ("corr"));
$$->push_back($3);
$$->push_back($5);
$$->push_back(new string (""));
}
| CORR '(' symbol COMMA symbol ')' '.' symbol '.' OPTIONS
{
$$ = new vector<string *>();
$$->push_back(new string ("corr"));
$$->push_back($3);
$$->push_back($5);
$$->push_back($8);
}
;
estimation : ESTIMATION ';'
{ driver.run_estimation(); }
| ESTIMATION '(' estimation_options_list ')' ';'
{ driver.run_estimation(); }
| ESTIMATION symbol_list ';'
{ driver.run_estimation(); }
| ESTIMATION '(' estimation_options_list ')' symbol_list ';'
{ driver.run_estimation(); }
;
estimation_options_list : estimation_options_list COMMA estimation_options
| estimation_options
;
estimation_options : o_datafile
| o_nobs
| o_first_obs
| o_prefilter
| o_presample
| o_lik_algo
| o_lik_init
| o_nograph
| o_nodisplay
| o_graph_format
| o_conf_sig
| o_mh_conf_sig
| o_mh_replic
| o_mh_drop
| o_mh_jscale
| o_optim
| o_mh_init_scale
| o_mode_file
| o_mode_compute
| o_mode_check
| o_mode_check_neighbourhood_size
| o_mode_check_symmetric_plots
| o_mode_check_number_of_points
| o_prior_trunc
| o_mh_mode
| o_mh_nblocks
| o_load_mh_file
| o_loglinear
| o_logdata
| o_nodecomposition
| o_nodiagnostic
| o_bayesian_irf
| o_dsge_var
| o_dsge_varlag
| o_irf
| o_tex
| o_forecast
| o_smoother
| o_moments_varendo
| o_filtered_vars
| o_kalman_algo
| o_kalman_tol
| o_xls_sheet
| o_xls_range
| o_filter_step_ahead
| o_solve_algo
| o_constant
| o_noconstant
| o_mh_recover
| o_diffuse_filter
| o_plot_priors
| o_order
| o_aim_solver
| o_partial_information
| o_filter_covariance
| o_filter_decomposition
| o_selected_variables_only
| o_conditional_variance_decomposition
| o_cova_compute
| o_irf_shocks
| o_sub_draws
| o_sylvester
| o_sylvester_fixed_point_tol
| o_lyapunov
| o_lyapunov_fixed_point_tol
| o_lyapunov_doubling_tol
| o_dr
| o_dr_cycle_reduction_tol
| o_dr_logarithmic_reduction_tol
| o_dr_logarithmic_reduction_maxiter
| o_analytic_derivation
| o_ar
| o_endogenous_prior
| o_use_univariate_filters_if_singularity_is_detected
| o_qz_zero_threshold
| o_taper_steps
| o_geweke_interval
| o_mcmc_jumping_covariance
| o_irf_plot_threshold
| o_posterior_max_subsample_draws
| o_consider_all_endogenous
| o_consider_only_observed
| o_number_of_particles
| o_resampling
| o_resampling_threshold
| o_resampling_method
| o_filter_algorithm
| o_proposal_approximation
| o_distribution_approximation
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
{ driver.optim_options_string($1, $3); }
| QUOTED_STRING COMMA signed_number
{ driver.optim_options_num($1, $3); }
;
optim_options : list_optim_option
| optim_options COMMA list_optim_option;
;
varobs : VAROBS { driver.check_varobs(); } varobs_list ';';
varobs_list : varobs_list symbol
{ driver.add_varobs($2); }
| varobs_list COMMA symbol
{ driver.add_varobs($3); }
| symbol
{ driver.add_varobs($1); }
;
observation_trends : OBSERVATION_TRENDS ';' trend_list END ';' { driver.set_trends(); };
trend_list : trend_list trend_element
| trend_element
;
trend_element : symbol '(' expression ')' ';' { driver.set_trend_element($1, $3); };
unit_root_vars : UNIT_ROOT_VARS symbol_list ';' { driver.set_unit_root_vars(); };
optim_weights : OPTIM_WEIGHTS ';' optim_weights_list END ';' { driver.optim_weights(); };
optim_weights_list : optim_weights_list symbol expression ';'
{ driver.set_optim_weights($2, $3); }
| optim_weights_list symbol COMMA symbol expression ';'
{ driver.set_optim_weights($2, $4, $5); }
| symbol expression ';'
{ driver.set_optim_weights($1, $2); }
| symbol COMMA symbol expression ';'
{ driver.set_optim_weights($1, $3, $4); }
;
osr_params : OSR_PARAMS symbol_list ';' { driver.set_osr_params(); };
osr_options_list : osr_options_list COMMA osr_options
| osr_options
;
osr_options : stoch_simul_primary_options
| o_osr_maxit
| o_osr_tolf
| o_opt_algo
| o_optim
;
osr : OSR ';'
{ driver.run_osr(); }
| OSR '(' osr_options_list ')' ';'
{ driver.run_osr(); }
| OSR symbol_list ';'
{ driver.run_osr(); }
| OSR '(' osr_options_list ')' symbol_list ';'
{driver.run_osr(); }
;
dynatype : DYNATYPE '(' filename ')' ';'
{ driver.run_dynatype($3); }
| DYNATYPE '(' filename ')' symbol_list ';'
{ driver.run_dynatype($3); }
;
dynasave : DYNASAVE '(' filename ')' ';'
{ driver.run_dynasave($3); }
| DYNASAVE '(' filename ')' symbol_list ';'
{ driver.run_dynasave($3); }
;
load_params_and_steady_state : LOAD_PARAMS_AND_STEADY_STATE '(' filename ')' ';'
{ driver.run_load_params_and_steady_state($3); }
;
save_params_and_steady_state : SAVE_PARAMS_AND_STEADY_STATE '(' filename ')' ';'
{ driver.run_save_params_and_steady_state($3); }
;
identification : IDENTIFICATION ';'
{ driver.run_identification(); }
| IDENTIFICATION '(' identification_options_list ')' ';'
{ driver.run_identification(); }
;
identification_options_list : identification_option COMMA identification_options_list
| identification_option
;
identification_option : o_ar
| o_useautocorr
| o_load_ident_files
| o_prior_mc
| o_advanced
| o_max_dim_cova_group
| o_gsa_prior_range
| o_periods
| o_replic
| o_gsa_sample_file
| o_parameter_set
| o_lik_init
| o_kalman_algo
| o_nograph
| o_nodisplay
| o_graph_format
| o_diffuse_filter
| o_prior_trunc
;
model_comparison : MODEL_COMPARISON mc_filename_list ';'
{ driver.run_model_comparison(); }
| MODEL_COMPARISON '(' o_marginal_density ')' mc_filename_list ';'
{ driver.run_model_comparison(); }
;
filename : symbol
| QUOTED_STRING
;
parallel_local_filename_list : filename
{ driver.add_parallel_local_file($1); }
| parallel_local_filename_list COMMA filename
{ driver.add_parallel_local_file($3); }
;
mc_filename_list : filename
{ driver.add_mc_filename($1); }
| filename '(' non_negative_number ')'
{ driver.add_mc_filename($1, $3); }
| mc_filename_list filename
{ driver.add_mc_filename($2); }
| mc_filename_list filename '(' non_negative_number ')'
{ driver.add_mc_filename($2, $4); }
| mc_filename_list COMMA filename
{ driver.add_mc_filename($3); }
| mc_filename_list COMMA filename '(' non_negative_number ')'
{ driver.add_mc_filename($3, $5); }
;
planner_objective : PLANNER_OBJECTIVE { driver.begin_planner_objective(); }
hand_side { driver.end_planner_objective($3); } ';';
ramsey_model : RAMSEY_MODEL ';'
{ driver.ramsey_model(); }
| RAMSEY_MODEL '(' ramsey_model_options_list ')' ';'
{ driver.ramsey_model(); }
| RAMSEY_MODEL symbol_list ';'
{ driver.ramsey_model(); }
| RAMSEY_MODEL '(' ramsey_model_options_list ')' symbol_list ';'
{ driver.ramsey_model(); }
;
ramsey_policy : RAMSEY_POLICY ';'
{ driver.ramsey_policy(); }
| RAMSEY_POLICY '(' ramsey_policy_options_list ')' ';'
{ driver.ramsey_policy(); }
| RAMSEY_POLICY symbol_list ';'
{ driver.ramsey_policy(); }
| RAMSEY_POLICY '(' ramsey_policy_options_list ')' symbol_list ';'
{ driver.ramsey_policy(); }
;
discretionary_policy : DISCRETIONARY_POLICY ';'
{ driver.discretionary_policy(); }
| DISCRETIONARY_POLICY '(' discretionary_policy_options_list ')' ';'
{ driver.discretionary_policy(); }
| DISCRETIONARY_POLICY symbol_list ';'
{ driver.discretionary_policy(); }
| DISCRETIONARY_POLICY '(' discretionary_policy_options_list ')' symbol_list ';'
{ driver.discretionary_policy(); }
;
discretionary_policy_options_list : discretionary_policy_options_list COMMA discretionary_policy_options
| discretionary_policy_options
;
discretionary_policy_options : ramsey_policy_options
| o_discretionary_tol;
| o_dp_maxit;
;
ramsey_model_options_list : ramsey_model_options_list COMMA ramsey_model_options
| ramsey_model_options
;
ramsey_model_options : o_planner_discount
| o_instruments
;
ramsey_policy_options_list : ramsey_policy_options_list COMMA ramsey_policy_options
| ramsey_policy_options
;
ramsey_policy_options : stoch_simul_primary_options
| o_planner_discount
| o_instruments
;
write_latex_dynamic_model : WRITE_LATEX_DYNAMIC_MODEL ';'
{ driver.write_latex_dynamic_model(); }
;
write_latex_static_model : WRITE_LATEX_STATIC_MODEL ';'
{ driver.write_latex_static_model(); }
;
write_latex_original_model : WRITE_LATEX_ORIGINAL_MODEL ';'
{ driver.write_latex_original_model(); }
;
shock_decomposition : SHOCK_DECOMPOSITION ';'
{driver.shock_decomposition(); }
| SHOCK_DECOMPOSITION '(' shock_decomposition_options_list ')' ';'
{ driver.shock_decomposition(); }
| SHOCK_DECOMPOSITION symbol_list ';'
{ driver.shock_decomposition(); }
| SHOCK_DECOMPOSITION '(' shock_decomposition_options_list ')' symbol_list ';'
{ driver.shock_decomposition(); }
;
bvar_prior_option : o_bvar_prior_tau
| o_bvar_prior_decay
| o_bvar_prior_lambda
| o_bvar_prior_mu
| o_bvar_prior_omega
| o_bvar_prior_flat
| o_bvar_prior_train
;
bvar_common_option : bvar_prior_option
| o_datafile
| o_xls_sheet
| o_xls_range
| o_first_obs
| o_presample
| o_nobs
| o_prefilter
| o_constant
| o_noconstant
;
bvar_density_options_list : bvar_common_option COMMA bvar_density_options_list
| bvar_common_option
;
bvar_density : BVAR_DENSITY INT_NUMBER ';'
{ driver.bvar_density($2); }
| BVAR_DENSITY '(' bvar_density_options_list ')' INT_NUMBER ';'
{ driver.bvar_density($5); }
;
bvar_forecast_option : bvar_common_option
| o_forecast
| o_conf_sig
| o_bvar_replic
;
bvar_forecast_options_list : bvar_forecast_option COMMA bvar_forecast_options_list
| bvar_forecast_option
;
bvar_forecast : BVAR_FORECAST INT_NUMBER ';'
{ driver.bvar_forecast($2); }
| BVAR_FORECAST '(' bvar_forecast_options_list ')' INT_NUMBER ';'
{ driver.bvar_forecast($5); }
;
sbvar_option : o_datafile
| o_freq
| o_initial_year
| o_initial_subperiod
| o_final_year
| o_final_subperiod
| o_data
| o_vlist
| o_vlistlog
| o_vlistper
| o_restriction_fname
| o_nlags
| o_cross_restrictions
| o_contemp_reduced_form
| o_real_pseudo_forecast
| o_no_bayesian_prior
| o_dummy_obs
| o_nstates
| o_indxscalesstates
| o_alpha
| o_beta
| o_gsig2_lmdm
| o_q_diag
| o_flat_prior
| o_ncsk
| o_nstd
| o_ninv
| o_indxparr
| o_indxovr
| o_aband
| o_indxap
| o_apband
| o_indximf
| o_indxfore
| o_foreband
| o_indxgforhat
| o_indxgimfhat
| o_indxestima
| o_indxgdls
| o_eq_ms
| o_cms
| o_ncms
| o_eq_cms
| o_tlindx
| o_tlnumber
| o_cnum
| o_forecast
| o_coefficients_prior_hyperparameters;
;
sbvar_options_list : sbvar_option COMMA sbvar_options_list
| sbvar_option
;
sbvar : SBVAR ';'
{ driver.sbvar(); }
| SBVAR '(' sbvar_options_list ')' ';'
{ driver.sbvar(); }
;
ms_variance_decomposition_option : o_output_file_tag
| o_file_tag
| o_simulation_file_tag
| o_filtered_probabilities
| o_no_error_bands
| o_error_band_percentiles
| o_shock_draws
| o_shocks_per_parameter
| o_thinning_factor
| o_free_parameters
| o_regime
| o_regimes
| o_parameter_uncertainty
| o_horizon
;
ms_variance_decomposition_options_list : ms_variance_decomposition_option COMMA ms_variance_decomposition_options_list
| ms_variance_decomposition_option
;
ms_variance_decomposition : MS_VARIANCE_DECOMPOSITION ';'
{ driver.ms_variance_decomposition(); }
| MS_VARIANCE_DECOMPOSITION '(' ms_variance_decomposition_options_list ')' ';'
{ driver.ms_variance_decomposition(); }
;
ms_forecast_option : o_output_file_tag
| o_file_tag
| o_simulation_file_tag
| o_data_obs_nbr
| o_error_band_percentiles
| o_shock_draws
| o_shocks_per_parameter
| o_thinning_factor
| o_free_parameters
| o_median
| o_regime
| o_regimes
| o_parameter_uncertainty
;
ms_forecast_options_list : ms_forecast_option COMMA ms_forecast_options_list
| ms_forecast_option
;
ms_forecast : MS_FORECAST ';'
{ driver.ms_forecast(); }
| MS_FORECAST '(' ms_forecast_options_list ')' ';'
{ driver.ms_forecast(); }
;
ms_irf_option : o_output_file_tag
| o_file_tag
| o_simulation_file_tag
| o_parameter_uncertainty
| o_horizon
| o_filtered_probabilities
| o_error_band_percentiles
| o_shock_draws
| o_shocks_per_parameter
| o_thinning_factor
| o_free_parameters
| o_median
| o_regime
| o_regimes
;
ms_irf_options_list : ms_irf_option COMMA ms_irf_options_list
| ms_irf_option
;
ms_irf : MS_IRF ';'
{ driver.ms_irf(); }
| MS_IRF '(' ms_irf_options_list ')' ';'
{ driver.ms_irf(); }
| MS_IRF symbol_list ';'
{ driver.ms_irf(); }
| MS_IRF '(' ms_irf_options_list ')' symbol_list ';'
{ driver.ms_irf(); }
;
ms_compute_probabilities_option : o_output_file_tag
| o_file_tag
| o_filtered_probabilities
| o_real_time_smoothed
;
ms_compute_probabilities_options_list : ms_compute_probabilities_option COMMA ms_compute_probabilities_options_list
| ms_compute_probabilities_option
;
ms_compute_probabilities : MS_COMPUTE_PROBABILITIES ';'
{ driver.ms_compute_probabilities(); }
| MS_COMPUTE_PROBABILITIES '(' ms_compute_probabilities_options_list ')' ';'
{ driver.ms_compute_probabilities(); }
;
ms_compute_mdd_option : o_output_file_tag
| o_file_tag
| o_simulation_file_tag
| o_proposal_type
| o_proposal_lower_bound
| o_proposal_upper_bound
| o_proposal_draws
| o_use_mean_center
;
ms_compute_mdd_options_list : ms_compute_mdd_option COMMA ms_compute_mdd_options_list
| ms_compute_mdd_option
;
ms_compute_mdd : MS_COMPUTE_MDD ';'
{ driver.ms_compute_mdd(); }
| MS_COMPUTE_MDD '(' ms_compute_mdd_options_list ')' ';'
{ driver.ms_compute_mdd(); }
;
ms_simulation_option : o_output_file_tag
| o_file_tag
| o_ms_mh_replic
| o_ms_drop
| o_thinning_factor
| o_adaptive_mh_draws
| o_save_draws
;
ms_simulation_options_list : ms_simulation_option COMMA ms_simulation_options_list
| ms_simulation_option
;
ms_simulation : MS_SIMULATION ';'
{ driver.ms_simulation(); }
| MS_SIMULATION '(' ms_simulation_options_list ')' ';'
{ driver.ms_simulation(); }
;
ms_estimation_option : o_coefficients_prior_hyperparameters
| o_freq
| o_initial_year
| o_initial_subperiod
| o_final_year
| o_final_subperiod
| o_datafile
| o_xls_sheet
| o_xls_range
| o_nlags
| o_cross_restrictions
| o_contemp_reduced_form
| o_no_bayesian_prior
| o_alpha
| o_beta
| o_gsig2_lmdm
| o_specification
| o_output_file_tag
| o_file_tag
| o_no_create_init
| o_convergence_starting_value
| o_convergence_ending_value
| o_convergence_increment_value
| o_max_iterations_starting_value
| o_max_iterations_increment_value
| o_max_block_iterations
| o_max_repeated_optimization_runs
| o_function_convergence_criterion
| o_parameter_convergence_criterion
| o_number_of_large_perturbations
| o_number_of_small_perturbations
| o_number_of_posterior_draws_after_perturbation
| o_max_number_of_stages
| o_random_function_convergence_criterion
| o_random_parameter_convergence_criterion
;
ms_estimation_options_list : ms_estimation_option COMMA ms_estimation_options_list
| ms_estimation_option
;
ms_estimation : MS_ESTIMATION ';'
{ driver.ms_estimation(); }
| MS_ESTIMATION '(' ms_estimation_options_list ')' ';'
{ driver.ms_estimation(); }
;
dynare_sensitivity : DYNARE_SENSITIVITY ';'
{ driver.dynare_sensitivity(); }
| DYNARE_SENSITIVITY '(' dynare_sensitivity_options_list ')' ';'
{ driver.dynare_sensitivity(); }
;
dynare_sensitivity_options_list : dynare_sensitivity_option COMMA dynare_sensitivity_options_list
| dynare_sensitivity_option
;
dynare_sensitivity_option : o_gsa_identification
| o_gsa_morris
| o_gsa_stab
| o_gsa_redform
| o_gsa_pprior
| o_gsa_prior_range
| o_gsa_ppost
| o_gsa_ilptau
| o_gsa_morris_nliv
| o_gsa_morris_ntra
| o_gsa_nsam
| o_gsa_load_redform
| o_gsa_load_rmse
| o_gsa_load_stab
| o_gsa_alpha2_stab
| o_gsa_ksstat
| o_gsa_logtrans_redform
| o_gsa_ksstat_redform
| o_gsa_alpha2_redform
| o_gsa_rmse
| o_gsa_lik_only
| o_gsa_pfilt_rmse
| o_gsa_istart_rmse
| o_gsa_alpha_rmse
| o_gsa_alpha2_rmse
| o_gsa_threshold_redform
| o_gsa_namendo
| o_gsa_namexo
| o_gsa_namlagendo
| o_gsa_var_rmse
| o_gsa_neighborhood_width
| o_gsa_pvalue_ks
| o_gsa_pvalue_corr
| o_datafile
| o_nobs
| o_first_obs
| o_prefilter
| o_presample
| o_nograph
| o_nodisplay
| o_graph_format
| o_conf_sig
| o_mh_conf_sig
| o_loglinear
| o_mode_file
| o_load_ident_files
| o_useautocorr
| o_ar
| o_kalman_algo
| o_lik_init
;
shock_decomposition_options_list : shock_decomposition_option COMMA shock_decomposition_options_list
| shock_decomposition_option
;
shock_decomposition_option : o_parameter_set
| o_datafile
;
homotopy_setup: HOMOTOPY_SETUP ';' homotopy_list END ';'
{ driver.end_homotopy();};
homotopy_list : homotopy_item
| homotopy_list homotopy_item
;
homotopy_item : symbol COMMA expression COMMA expression ';'
{ driver.homotopy_val($1, $3, $5);}
| symbol COMMA expression ';'
{ driver.homotopy_val($1, NULL, $3);}
;
forecast: FORECAST ';' {driver.forecast();}
| FORECAST '(' forecast_options ')' ';' {driver.forecast();}
| FORECAST symbol_list ';' {driver.forecast();}
| FORECAST '(' forecast_options ')' symbol_list ';' {driver.forecast();}
;
forecast_options: forecast_option
| forecast_options COMMA forecast_option
;
forecast_option: o_periods
| o_conf_sig
| o_nograph
| o_nodisplay
| o_graph_format
;
conditional_forecast : CONDITIONAL_FORECAST '(' conditional_forecast_options ')' ';'
{ driver.conditional_forecast(); }
;
conditional_forecast_options : conditional_forecast_option
| conditional_forecast_options COMMA conditional_forecast_option
;
conditional_forecast_option : o_periods
| o_replic
| o_conf_sig
| o_controlled_varexo
| o_parameter_set
;
plot_conditional_forecast : PLOT_CONDITIONAL_FORECAST symbol_list ';'
{ driver.plot_conditional_forecast(); }
| PLOT_CONDITIONAL_FORECAST '(' PERIODS EQUAL INT_NUMBER ')' symbol_list ';'
{ driver.plot_conditional_forecast($5); }
;
conditional_forecast_paths : CONDITIONAL_FORECAST_PATHS ';' conditional_forecast_paths_shock_list END ';'
{ driver.conditional_forecast_paths(); }
;
conditional_forecast_paths_shock_list : conditional_forecast_paths_shock_elem
| conditional_forecast_paths_shock_list conditional_forecast_paths_shock_elem
;
conditional_forecast_paths_shock_elem : VAR symbol ';' PERIODS period_list ';' VALUES value_list ';'
{ driver.add_det_shock($2, true); }
;
steady_state_model : STEADY_STATE_MODEL ';' { driver.begin_steady_state_model(); }
steady_state_equation_list END ';' { driver.reset_data_tree(); }
;
steady_state_equation_list : steady_state_equation_list steady_state_equation
| steady_state_equation
;
steady_state_equation : symbol EQUAL expression ';'
{ driver.add_steady_state_model_equal($1, $3); }
| '[' symbol_list ']' EQUAL expression ';'
{ driver.add_steady_state_model_equal_multiple($5); }
;
calib_smoother : CALIB_SMOOTHER ';'
{ driver.calib_smoother(); }
| CALIB_SMOOTHER '(' calib_smoother_options_list ')' ';'
{ driver.calib_smoother(); }
| CALIB_SMOOTHER symbol_list ';'
{ driver.calib_smoother(); }
| CALIB_SMOOTHER '(' calib_smoother_options_list ')' symbol_list ';'
{ driver.calib_smoother(); }
;
calib_smoother_options_list : calib_smoother_option COMMA calib_smoother_options_list
| calib_smoother_option
;
calib_smoother_option : o_filtered_vars
| o_filter_step_ahead
| o_datafile
| o_prefilter
| o_loglinear
| o_first_obs
;
extended_path : EXTENDED_PATH ';'
{ driver.extended_path(); }
| EXTENDED_PATH '(' extended_path_options_list ')' ';'
{ driver.extended_path(); }
;
extended_path_options_list : extended_path_option COMMA extended_path_options_list
| extended_path_option
;
extended_path_option : o_periods
| o_solver_periods
| o_extended_path_order
| o_hybrid
;
model_diagnostics : MODEL_DIAGNOSTICS ';'
{ driver.model_diagnostics(); }
;
calibration_range : '[' signed_number_w_inf signed_number_w_inf ']'
{
$$ = new vector<string *>();
$$->push_back($2);
$$->push_back($3);
}
| '[' signed_number_w_inf COMMA signed_number_w_inf ']'
{
$$ = new vector<string *>();
$$->push_back($2);
$$->push_back($4);
}
| PLUS
{
$$ = new vector<string *>();
$$->push_back(new string("0"));
$$->push_back(new string("inf"));
}
| MINUS
{
$$ = new vector<string *>();
$$->push_back(new string("-inf"));
$$->push_back(new string("0"));
}
;
moment_calibration : MOMENT_CALIBRATION ';' moment_calibration_list END ';'
{ driver.end_moment_calibration(); }
;
moment_calibration_list : moment_calibration_item
| moment_calibration_list moment_calibration_item
;
moment_calibration_item : symbol COMMA symbol COMMA calibration_range ';'
{ driver.add_moment_calibration_item($1, $3, new string("0"), $5); }
| symbol COMMA symbol '(' signed_integer ')' COMMA calibration_range ';'
{ driver.add_moment_calibration_item($1, $3, $5, $8); }
| symbol COMMA symbol '(' signed_integer_range ')' COMMA calibration_range ';'
{ driver.add_moment_calibration_item($1, $3, $5, $8); }
;
irf_calibration : IRF_CALIBRATION ';' irf_calibration_list END ';'
{ driver.end_irf_calibration(); }
;
irf_calibration_list : irf_calibration_item
| irf_calibration_list irf_calibration_item
;
irf_calibration_item : symbol COMMA symbol COMMA calibration_range ';'
{ driver.add_irf_calibration_item($1, new string("1"), $3, $5); }
| symbol '(' INT_NUMBER ')' COMMA symbol COMMA calibration_range ';'
{ driver.add_irf_calibration_item($1, $3, $6, $8); }
| symbol '(' integer_range ')' COMMA symbol COMMA calibration_range ';'
{ driver.add_irf_calibration_item($1, $3, $6, $8); }
;
smoother2histval : SMOOTHER2HISTVAL ';'
{ driver.smoother2histval(); }
| SMOOTHER2HISTVAL '(' smoother2histval_options_list ')' ';'
{ driver.smoother2histval(); }
;
smoother2histval_options_list : smoother2histval_option COMMA smoother2histval_options_list
| smoother2histval_option
;
smoother2histval_option : o_infile
| o_invars
| o_period
| o_outfile
| o_outvars
;
o_dr_algo : DR_ALGO EQUAL INT_NUMBER {
if (*$3 == string("0"))
driver.warning("dr_algo option is now deprecated, and may be removed in a future version of Dynare");
else
driver.error("dr_algo=1 option is no longer supported");
};
o_solve_algo : SOLVE_ALGO EQUAL INT_NUMBER { driver.option_num("solve_algo", $3); };
o_simul_algo : SIMUL_ALGO EQUAL INT_NUMBER {
if (*$3 == string("0"))
driver.warning("simul_algo option is now deprecated, and may be removed in a future version of Dynare");
else
driver.error("simul_algo=1 option is no longer supported");
};
o_stack_solve_algo : STACK_SOLVE_ALGO EQUAL INT_NUMBER { driver.option_num("stack_solve_algo", $3); };
o_endogenous_terminal_period : ENDOGENOUS_TERMINAL_PERIOD { driver.option_num("endogenous_terminal_period", "1"); };
o_linear : LINEAR { driver.linear(); };
o_order : ORDER EQUAL INT_NUMBER { driver.option_num("order", $3); };
o_replic : REPLIC EQUAL INT_NUMBER { driver.option_num("replic", $3); };
o_drop : DROP EQUAL INT_NUMBER { driver.option_num("drop", $3); };
o_ar : AR EQUAL INT_NUMBER { driver.option_num("ar", $3); };
o_nocorr : NOCORR { driver.option_num("nocorr", "1"); };
o_nofunctions : NOFUNCTIONS { driver.option_num("nofunctions", "1"); };
o_nomoments : NOMOMENTS { driver.option_num("nomoments", "1"); };
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_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); };
o_hybrid : HYBRID { driver.option_num("ep.stochastic.hybrid_order", "2"); };
o_steady_maxit : MAXIT EQUAL INT_NUMBER { driver.option_num("steady.maxit", $3); };
o_simul_maxit : MAXIT EQUAL INT_NUMBER { driver.option_num("simul.maxit", $3); };
o_dp_maxit : MAXIT EQUAL INT_NUMBER { driver.option_num("dp.maxit", $3); };
o_osr_maxit : MAXIT EQUAL INT_NUMBER { driver.option_num("osr.maxit", $3); };
o_osr_tolf : TOLF EQUAL non_negative_number { driver.option_num("osr.tolf", $3); };
o_opt_algo : OPT_ALGO EQUAL INT_NUMBER { driver.option_num("osr.opt_algo", $3); }
| OPT_ALGO EQUAL filename { driver.option_str("osr.opt_algo", $3); }
;
o_cutoff : CUTOFF EQUAL non_negative_number { driver.cutoff($3); };
o_markowitz : MARKOWITZ EQUAL non_negative_number { driver.option_num("markowitz", $3); };
o_minimal_solving_periods : MINIMAL_SOLVING_PERIODS EQUAL non_negative_number { driver.option_num("minimal_solving_periods", $3); };
o_mfs : MFS EQUAL INT_NUMBER { driver.mfs($3); };
o_simul : SIMUL; // Do nothing, only here for backward compatibility
o_simul_replic : SIMUL_REPLIC EQUAL INT_NUMBER { driver.option_num("simul_replic", $3); };
o_simul_seed : SIMUL_SEED EQUAL INT_NUMBER { driver.error("'simul_seed' option is no longer supported; use 'set_dynare_seed' command instead"); } ;
o_qz_criterium : QZ_CRITERIUM EQUAL non_negative_number { driver.option_num("qz_criterium", $3); };
o_qz_zero_threshold : QZ_ZERO_THRESHOLD EQUAL non_negative_number { driver.option_num("qz_zero_threshold", $3); };
o_file : FILE EQUAL filename { driver.option_str("file", $3); };
o_series : SERIES EQUAL symbol { driver.option_str("series", $3); };
o_datafile : DATAFILE EQUAL filename { driver.option_str("datafile", $3); };
o_nobs : NOBS EQUAL vec_int
{ driver.option_vec_int("nobs", $3); }
| NOBS EQUAL vec_int_number
{ driver.option_vec_int("nobs", $3); }
;
o_conditional_variance_decomposition : CONDITIONAL_VARIANCE_DECOMPOSITION EQUAL vec_int
{ driver.option_vec_int("conditional_variance_decomposition", $3); }
| CONDITIONAL_VARIANCE_DECOMPOSITION EQUAL vec_int_number
{ driver.option_vec_int("conditional_variance_decomposition", $3); }
;
o_first_obs : FIRST_OBS EQUAL INT_NUMBER { driver.option_num("first_obs", $3); };
o_data_first_obs : FIRST_OBS EQUAL date_expr { driver.option_date("firstobs", $3); } ;
o_data_last_obs : LAST_OBS EQUAL date_expr { driver.option_date("lastobs", $3); } ;
o_data_nobs : NOBS EQUAL INT_NUMBER { driver.option_num("nobs", $3); };
o_shift : SHIFT EQUAL signed_number { driver.option_num("shift", $3); };
o_shape : SHAPE EQUAL prior_distribution { driver.prior_shape = $3; };
o_mode : MODE EQUAL signed_number { driver.option_num("mode", $3); };
o_mean : MEAN EQUAL signed_number { driver.option_num("mean", $3); };
o_mean_vec : MEAN EQUAL vec_value { driver.option_num("mean", $3); };
o_truncate : TRUNCATE EQUAL vec_value { driver.option_num("truncate", $3); };
o_stdev : STDEV EQUAL non_negative_number { driver.option_num("stdev", $3); };
o_jscale : JSCALE EQUAL non_negative_number { driver.option_num("jscale", $3); };
o_init : INIT EQUAL signed_number { driver.option_num("init", $3); };
o_bounds : BOUNDS EQUAL vec_value_w_inf { driver.option_num("bounds", $3); };
o_domain : DOMAINN EQUAL vec_value { driver.option_num("domain", $3); };
o_interval : INTERVAL EQUAL vec_value { driver.option_num("interval", $3); };
o_variance : VARIANCE EQUAL expression { driver.set_prior_variance($3); }
o_variance_mat : VARIANCE EQUAL vec_of_vec_value { driver.option_num("variance",$3); }
o_prefilter : PREFILTER EQUAL INT_NUMBER { driver.option_num("prefilter", $3); };
o_presample : PRESAMPLE EQUAL INT_NUMBER { driver.option_num("presample", $3); };
o_lik_algo : LIK_ALGO EQUAL INT_NUMBER { driver.option_num("lik_algo", $3); };
o_lik_init : LIK_INIT EQUAL INT_NUMBER { driver.option_num("lik_init", $3); };
o_nograph : NOGRAPH
{ driver.option_num("nograph","1"); }
| GRAPH
{ driver.option_num("nograph", "0"); }
;
o_nodisplay : NODISPLAY { driver.option_num("nodisplay","1"); };
o_graph_format : GRAPH_FORMAT EQUAL allowed_graph_formats
{ driver.process_graph_format_option(); }
| GRAPH_FORMAT EQUAL '(' list_allowed_graph_formats ')'
{ driver.process_graph_format_option(); }
;
allowed_graph_formats : EPS
{ driver.add_graph_format("eps"); }
| FIG
{ driver.add_graph_format("fig"); }
| PDF
{ driver.add_graph_format("pdf"); }
| NONE
{ driver.add_graph_format("none"); }
;
list_allowed_graph_formats : allowed_graph_formats
| list_allowed_graph_formats COMMA allowed_graph_formats
;
o_subsample_name : symbol EQUAL date_expr ':' date_expr
{ driver.set_subsample_name_equal_to_date_range($1, $3, $5); }
;
o_conf_sig : CONF_SIG EQUAL non_negative_number { driver.option_num("conf_sig", $3); };
o_mh_conf_sig : MH_CONF_SIG EQUAL non_negative_number { driver.option_num("mh_conf_sig", $3); };
o_mh_replic : MH_REPLIC EQUAL INT_NUMBER { driver.option_num("mh_replic", $3); };
o_posterior_max_subsample_draws : POSTERIOR_MAX_SUBSAMPLE_DRAWS EQUAL INT_NUMBER { driver.option_num("posterior_max_subsample_draws", $3); };
o_mh_drop : MH_DROP EQUAL non_negative_number { driver.option_num("mh_drop", $3); };
o_mh_jscale : MH_JSCALE EQUAL non_negative_number { driver.option_num("mh_jscale", $3); };
o_optim : OPTIM EQUAL '(' optim_options ')';
o_mh_init_scale : MH_INIT_SCALE EQUAL non_negative_number { driver.option_num("mh_init_scale", $3); };
o_mode_file : MODE_FILE EQUAL filename { driver.option_str("mode_file", $3); };
o_mode_compute : MODE_COMPUTE EQUAL INT_NUMBER { driver.option_num("mode_compute", $3); };
| MODE_COMPUTE EQUAL symbol { driver.option_str("mode_compute", $3); };
o_mode_check : MODE_CHECK { driver.option_num("mode_check.status", "1"); };
o_mode_check_neighbourhood_size : MODE_CHECK_NEIGHBOURHOOD_SIZE EQUAL signed_number_w_inf { driver.option_num("mode_check.neighbourhood_size", $3); };
o_mode_check_number_of_points : MODE_CHECK_NUMBER_OF_POINTS EQUAL INT_NUMBER { driver.option_num("mode_check.number_of_points", $3); };
o_mode_check_symmetric_plots : MODE_CHECK_SYMMETRIC_PLOTS EQUAL INT_NUMBER { driver.option_num("mode_check.symmetric_plots", $3); };
o_prior_trunc : PRIOR_TRUNC EQUAL non_negative_number { driver.option_num("prior_trunc", $3); };
o_mh_mode : MH_MODE EQUAL INT_NUMBER { driver.option_num("mh_mode", $3); };
o_mh_nblocks : MH_NBLOCKS EQUAL INT_NUMBER { driver.option_num("mh_nblck", $3); };
o_load_mh_file : LOAD_MH_FILE { driver.option_num("load_mh_file", "1"); };
o_loglinear : LOGLINEAR { driver.option_num("loglinear", "1"); };
o_logdata : LOGDATA { driver.option_num("logdata", "1"); };
o_nodiagnostic : NODIAGNOSTIC { driver.option_num("nodiagnostic", "1"); };
o_bayesian_irf : BAYESIAN_IRF { driver.option_num("bayesian_irf", "1"); };
o_dsge_var : DSGE_VAR EQUAL non_negative_number
{ driver.option_num("dsge_var", $3); }
| DSGE_VAR EQUAL INF_CONSTANT
{ driver.option_num("dsge_var", "Inf"); }
| DSGE_VAR
{ driver.option_str("dsge_var", "NaN"); }
;
o_dsge_varlag : DSGE_VARLAG EQUAL INT_NUMBER { driver.option_num("dsge_varlag", $3); };
o_tex : TEX { driver.option_num("TeX", "1"); };
o_forecast : FORECAST EQUAL INT_NUMBER { driver.option_num("forecast", $3); };
o_smoother : SMOOTHER { driver.option_num("smoother", "1"); };
o_moments_varendo : MOMENTS_VARENDO { driver.option_num("moments_varendo", "1"); };
o_filtered_vars : FILTERED_VARS { driver.option_num("filtered_vars", "1"); };
o_relative_irf : RELATIVE_IRF { driver.option_num("relative_irf", "1"); };
o_kalman_algo : KALMAN_ALGO EQUAL INT_NUMBER { driver.option_num("kalman_algo", $3); };
o_kalman_tol : KALMAN_TOL EQUAL non_negative_number { driver.option_num("kalman_tol", $3); };
o_marginal_density : MARGINAL_DENSITY EQUAL LAPLACE
{ driver.option_str("mc_marginal_density", "laplace"); }
| MARGINAL_DENSITY EQUAL MODIFIEDHARMONICMEAN
{ driver.option_str("mc_marginal_density", "modifiedharmonicmean"); }
;
o_print : PRINT { driver.option_num("noprint", "0"); };
o_noprint : NOPRINT { driver.option_num("noprint", "1"); };
o_xls_sheet : XLS_SHEET EQUAL symbol { driver.option_str("xls_sheet", $3); };
o_xls_range : XLS_RANGE EQUAL range { driver.option_str("xls_range", $3); };
o_filter_step_ahead : FILTER_STEP_AHEAD EQUAL vec_int { driver.option_vec_int("filter_step_ahead", $3); };
o_taper_steps : TAPER_STEPS EQUAL vec_int { driver.option_vec_int("taper_steps", $3); };
o_geweke_interval : GEWEKE_INTERVAL EQUAL vec_value { driver.option_num("geweke_interval",$3); };
o_constant : CONSTANT { driver.option_num("noconstant", "0"); };
o_noconstant : NOCONSTANT { driver.option_num("noconstant", "1"); };
o_mh_recover : MH_RECOVER { driver.option_num("mh_recover", "1"); };
o_diffuse_filter: DIFFUSE_FILTER {driver.option_num("diffuse_filter", "1"); };
o_plot_priors: PLOT_PRIORS EQUAL INT_NUMBER {driver.option_num("plot_priors", $3); };
o_aim_solver: AIM_SOLVER {driver.option_num("aim_solver", "1"); };
o_partial_information : PARTIAL_INFORMATION {driver.option_num("partial_information", "1"); };
o_sub_draws: SUB_DRAWS EQUAL INT_NUMBER {driver.option_num("sub_draws",$3);};
o_planner_discount : PLANNER_DISCOUNT EQUAL expression { driver.declare_optimal_policy_discount_factor_parameter($3); };
o_sylvester : SYLVESTER EQUAL FIXED_POINT {driver.option_num("sylvester_fp", "1"); }
| SYLVESTER EQUAL DEFAULT {driver.option_num("sylvester_fp", "0"); };
o_sylvester_fixed_point_tol : SYLVESTER_FIXED_POINT_TOL EQUAL non_negative_number {driver.option_num("sylvester_fixed_point_tol",$3);};
o_lyapunov : LYAPUNOV EQUAL FIXED_POINT {driver.option_num("lyapunov_fp", "1"); }
| LYAPUNOV EQUAL DOUBLING {driver.option_num("lyapunov_db", "1"); }
| LYAPUNOV EQUAL SQUARE_ROOT_SOLVER {driver.option_num("lyapunov_srs", "1"); }
| LYAPUNOV EQUAL DEFAULT {driver.option_num("lyapunov_fp", "0");driver.option_num("lyapunov_db", "0"); driver.option_num("lyapunov_srs", "0");};
o_lyapunov_fixed_point_tol : LYAPUNOV_FIXED_POINT_TOL EQUAL non_negative_number {driver.option_num("lyapunov_fixed_point_tol",$3);};
o_lyapunov_doubling_tol : LYAPUNOV_DOUBLING_TOL EQUAL non_negative_number {driver.option_num("lyapunov_doubling_tol",$3);};
o_dr : DR EQUAL CYCLE_REDUCTION {driver.option_num("dr_cycle_reduction", "1"); }
| DR EQUAL LOGARITHMIC_REDUCTION {driver.option_num("dr_logarithmic_reduction", "1"); }
| DR EQUAL DEFAULT {driver.option_num("dr_cycle_reduction", "0"); driver.option_num("dr_logarithmic_reduction", "0");};
o_dr_cycle_reduction_tol : DR_CYCLE_REDUCTION_TOL EQUAL non_negative_number {driver.option_num("dr_cycle_reduction_tol",$3);};
o_dr_logarithmic_reduction_tol : DR_LOGARITHMIC_REDUCTION_TOL EQUAL non_negative_number {driver.option_num("dr_logarithmic_reduction_tol",$3);};
o_dr_logarithmic_reduction_maxiter : DR_LOGARITHMIC_REDUCTION_MAXITER EQUAL INT_NUMBER {driver.option_num("dr_logarithmic_reduction_maxiter",$3);};
o_bvar_prior_tau : BVAR_PRIOR_TAU EQUAL signed_number { driver.option_num("bvar_prior_tau", $3); };
o_bvar_prior_decay : BVAR_PRIOR_DECAY EQUAL non_negative_number { driver.option_num("bvar_prior_decay", $3); };
o_bvar_prior_lambda : BVAR_PRIOR_LAMBDA EQUAL signed_number { driver.option_num("bvar_prior_lambda", $3); };
o_bvar_prior_mu : BVAR_PRIOR_MU EQUAL non_negative_number { driver.option_num("bvar_prior_mu", $3); };
o_bvar_prior_omega : BVAR_PRIOR_OMEGA EQUAL INT_NUMBER { driver.option_num("bvar_prior_omega", $3); };
o_bvar_prior_flat : BVAR_PRIOR_FLAT { driver.option_num("bvar_prior_flat", "1"); };
o_bvar_prior_train : BVAR_PRIOR_TRAIN EQUAL INT_NUMBER { driver.option_num("bvar_prior_train", $3); };
o_bvar_replic : BVAR_REPLIC EQUAL INT_NUMBER { driver.option_num("bvar_replic", $3); };
o_number_of_particles : NUMBER_OF_PARTICLES EQUAL INT_NUMBER { driver.option_num("particle.number_of_particles", $3); };
o_resampling : RESAMPLING EQUAL SYSTEMATIC
| RESAMPLING EQUAL NONE {driver.option_num("particle.resampling.status.systematic", "0"); driver.option_num("particle.resampling.status.none", "1"); }
| RESAMPLING EQUAL GENERIC {driver.option_num("particle.resampling.status.systematic", "0"); driver.option_num("particle.resampling.status.generic", "1"); };
o_resampling_threshold : RESAMPLING_THRESHOLD EQUAL non_negative_number { driver.option_num("particle.resampling.threshold", $3); };
o_resampling_method : RESAMPLING_METHOD EQUAL KITAGAWA {driver.option_num("particle.resampling.method.kitagawa", "1"); driver.option_num("particle.resampling.method.smooth", "0"); driver.option_num("particle.resampling.smethod.stratified", "0"); }
| RESAMPLING_METHOD EQUAL SMOOTH {driver.option_num("particle.resampling.method.kitagawa", "0"); driver.option_num("particle.resampling.method.smooth", "1"); driver.option_num("particle.resampling.smethod.stratified", "0"); }
| RESAMPLING_METHOD EQUAL STRATIFIED {driver.option_num("particle.resampling.method.kitagawa", "0"); driver.option_num("particle.resampling.method.smooth", "0"); driver.option_num("particle.resampling.method.stratified", "1"); };
o_filter_algorithm : FILTER_ALGORITHM EQUAL symbol { driver.option_str("particle.filter_algorithm", $3); };
o_proposal_approximation : PROPOSAL_APPROXIMATION EQUAL CUBATURE {driver.option_num("particle.proposal_approximation.cubature", "1"); driver.option_num("particle.proposal_approximation.unscented", "0"); driver.option_num("particle.proposal_approximation.montecarlo", "0");}
| PROPOSAL_APPROXIMATION EQUAL UNSCENTED {driver.option_num("particle.proposal_approximation.cubature", "0"); driver.option_num("particle.proposal_approximation.unscented", "1"); driver.option_num("particle.proposal_approximation.montecarlo", "0");}
| PROPOSAL_APPROXIMATION EQUAL MONTECARLO {driver.option_num("particle.proposal_approximation.cubature", "0"); driver.option_num("particle.proposal_approximation.unscented", "0"); driver.option_num("particle.proposal_approximation.montecarlo", "1");} ;
o_distribution_approximation : DISTRIBUTION_APPROXIMATION EQUAL CUBATURE {driver.option_num("particle.distribution_approximation.cubature", "1"); driver.option_num("particle.distribution_approximation.unscented", "0"); driver.option_num("particle.distribution_approximation.montecarlo", "0");}
| DISTRIBUTION_APPROXIMATION EQUAL UNSCENTED {driver.option_num("particle.distribution_approximation.cubature", "0"); driver.option_num("particle.distribution_approximation.unscented", "1"); driver.option_num("particle.distribution_approximation.montecarlo", "0");}
| DISTRIBUTION_APPROXIMATION EQUAL MONTECARLO {driver.option_num("particle.distribution_approximation.cubature", "0"); driver.option_num("particle.distribution_approximation.unscented", "0"); driver.option_num("particle.distribution_approximation.montecarlo", "1");} ;
o_gsa_identification : IDENTIFICATION EQUAL INT_NUMBER { driver.option_num("identification", $3); }; /*not in doc */
o_gsa_morris : MORRIS EQUAL INT_NUMBER { driver.option_num("morris", $3); };
o_gsa_stab : STAB EQUAL INT_NUMBER { driver.option_num("stab", $3); };
o_gsa_redform : REDFORM EQUAL INT_NUMBER { driver.option_num("redform", $3); };
o_gsa_pprior : PPRIOR EQUAL INT_NUMBER { driver.option_num("pprior", $3); };
o_gsa_prior_range : PRIOR_RANGE EQUAL INT_NUMBER { driver.option_num("prior_range", $3); };
o_gsa_ppost : PPOST EQUAL INT_NUMBER { driver.option_num("ppost", $3); };
o_gsa_ilptau : ILPTAU EQUAL INT_NUMBER { driver.option_num("ilptau", $3); };
o_gsa_morris_nliv : MORRIS_NLIV EQUAL INT_NUMBER { driver.option_num("morris_nliv", $3); };
o_gsa_morris_ntra : MORRIS_NTRA EQUAL INT_NUMBER { driver.option_num("morris_ntra", $3); };
o_gsa_nsam : NSAM EQUAL INT_NUMBER { driver.option_num("Nsam", $3); }; /* not in doc ??*/
o_gsa_load_redform : LOAD_REDFORM EQUAL INT_NUMBER { driver.option_num("load_redform", $3); };
o_gsa_load_rmse : LOAD_RMSE EQUAL INT_NUMBER { driver.option_num("load_rmse", $3); };
o_gsa_load_stab : LOAD_STAB EQUAL INT_NUMBER { driver.option_num("load_stab", $3); };
o_gsa_alpha2_stab : ALPHA2_STAB EQUAL non_negative_number { driver.option_num("alpha2_stab", $3); };
o_gsa_ksstat : KSSTAT EQUAL non_negative_number { driver.option_num("ksstat", $3); };
o_gsa_logtrans_redform : LOGTRANS_REDFORM EQUAL INT_NUMBER { driver.option_num("logtrans_redform", $3); };
o_gsa_threshold_redform : THRESHOLD_REDFORM EQUAL vec_value_w_inf { driver.option_num("threshold_redform",$3); };
o_gsa_ksstat_redform : KSSTAT_REDFORM EQUAL non_negative_number { driver.option_num("ksstat_redform", $3); };
o_gsa_alpha2_redform : ALPHA2_REDFORM EQUAL non_negative_number { driver.option_num("alpha2_redform", $3); };
o_gsa_namendo : NAMENDO EQUAL '(' symbol_list_ext ')' { driver.option_symbol_list("namendo"); };
o_gsa_namlagendo : NAMLAGENDO EQUAL '(' symbol_list_ext ')' { driver.option_symbol_list("namlagendo"); };
o_gsa_namexo : NAMEXO EQUAL '(' symbol_list_ext ')' { driver.option_symbol_list("namexo"); };
o_gsa_rmse : RMSE EQUAL INT_NUMBER { driver.option_num("rmse", $3); };
o_gsa_lik_only : LIK_ONLY EQUAL INT_NUMBER { driver.option_num("lik_only", $3); };
o_gsa_var_rmse : VAR_RMSE EQUAL '(' symbol_list_ext ')' { driver.option_symbol_list("var_rmse"); };
o_gsa_pfilt_rmse : PFILT_RMSE EQUAL non_negative_number { driver.option_num("pfilt_rmse", $3); };
o_gsa_istart_rmse : ISTART_RMSE EQUAL INT_NUMBER { driver.option_num("istart_rmse", $3); };
o_gsa_alpha_rmse : ALPHA_RMSE EQUAL non_negative_number { driver.option_num("alpha_rmse", $3); };
o_gsa_alpha2_rmse : ALPHA2_RMSE EQUAL non_negative_number { driver.option_num("alpha2_rmse", $3); };
o_gsa_sample_file : GSA_SAMPLE_FILE EQUAL INT_NUMBER
{ driver.option_num("gsa_sample_file", $3); }
| GSA_SAMPLE_FILE EQUAL filename
{ driver.option_str("gsa_sample_file", $3); }
;
o_gsa_neighborhood_width : NEIGHBORHOOD_WIDTH EQUAL non_negative_number { driver.option_num("neighborhood_width", $3); };
o_gsa_pvalue_ks : PVALUE_KS EQUAL non_negative_number { driver.option_num("pvalue_ks", $3); };
o_gsa_pvalue_corr : PVALUE_CORR EQUAL non_negative_number { driver.option_num("pvalue_corr", $3); };
o_load_ident_files : LOAD_IDENT_FILES EQUAL INT_NUMBER { driver.option_num("load_ident_files", $3); }
o_useautocorr : USEAUTOCORR EQUAL INT_NUMBER { driver.option_num("useautocorr", $3); }
o_prior_mc : PRIOR_MC EQUAL INT_NUMBER { driver.option_num("prior_mc", $3); }
o_advanced : ADVANCED EQUAL signed_integer { driver.option_num("advanced", $3); }
o_max_dim_cova_group : MAX_DIM_COVA_GROUP EQUAL INT_NUMBER { driver.option_num("max_dim_cova_group", $3); }
o_homotopy_mode : HOMOTOPY_MODE EQUAL INT_NUMBER {driver.option_num("homotopy_mode",$3); };
o_homotopy_steps : HOMOTOPY_STEPS EQUAL INT_NUMBER {driver.option_num("homotopy_steps",$3); };
o_homotopy_force_continue: HOMOTOPY_FORCE_CONTINUE EQUAL INT_NUMBER { driver.option_num("homotopy_force_continue",$3); };
o_nocheck : NOCHECK {driver.option_num("steadystate.nocheck","1"); };
o_controlled_varexo : CONTROLLED_VAREXO EQUAL '(' symbol_list ')' { driver.option_symbol_list("controlled_varexo"); };
o_parameter_set : PARAMETER_SET EQUAL PRIOR_MODE
{ driver.option_str("parameter_set", "prior_mode"); }
| PARAMETER_SET EQUAL PRIOR_MEAN
{ driver.option_str("parameter_set", "prior_mean"); }
| PARAMETER_SET EQUAL POSTERIOR_MEAN
{ driver.option_str("parameter_set", "posterior_mean"); }
| PARAMETER_SET EQUAL POSTERIOR_MODE
{ driver.option_str("parameter_set", "posterior_mode"); }
| PARAMETER_SET EQUAL POSTERIOR_MEDIAN
{ driver.option_str("parameter_set", "posterior_median"); }
| PARAMETER_SET EQUAL CALIBRATION
{ driver.option_str("parameter_set", "calibration"); }
;
o_nodecomposition : NODECOMPOSITION { driver.option_num("nodecomposition", "1"); };
o_ms_drop : DROP EQUAL INT_NUMBER { driver.option_num("ms.drop", $3); };
o_ms_mh_replic : MH_REPLIC EQUAL INT_NUMBER { driver.option_num("ms.mh_replic", $3); };
o_freq : FREQ EQUAL INT_NUMBER
{ driver.option_num("ms.freq",$3); }
| FREQ EQUAL MONTHLY
{ driver.option_num("ms.freq","12"); }
| FREQ EQUAL QUARTERLY
{ driver.option_num("ms.freq","4"); }
;
o_initial_year : INITIAL_YEAR EQUAL INT_NUMBER {driver.option_num("ms.initial_year",$3); };
o_initial_subperiod : INITIAL_SUBPERIOD EQUAL INT_NUMBER {driver.option_num("ms.initial_subperiod",$3); };
o_final_year : FINAL_YEAR EQUAL INT_NUMBER {driver.option_num("ms.final_year",$3); };
o_final_subperiod : FINAL_SUBPERIOD EQUAL INT_NUMBER {driver.option_num("ms.final_subperiod",$3); };
o_data : DATA EQUAL filename { driver.option_str("ms.data", $3); };
o_vlist : VLIST EQUAL INT_NUMBER {driver.option_num("ms.vlist",$3); };
o_vlistlog : VLISTLOG EQUAL '(' symbol_list ')' {driver.option_symbol_list("ms.vlistlog"); };
o_vlistper : VLISTPER EQUAL INT_NUMBER {driver.option_num("ms.vlistper",$3); };
o_restriction_fname : RESTRICTION_FNAME EQUAL NAME
{
driver.warning("restriction_fname is now deprecated, and may be removed in a future version of Dynare. Use svar_identification instead.");
driver.option_str("ms.restriction_fname",$3);
}
| RESTRICTION_FNAME EQUAL UPPER_CHOLESKY
{
driver.warning("restriction_fname is now deprecated, and may be removed in a future version of Dynare. Use svar_identification instead.");
driver.option_str("ms.restriction_fname","upper_cholesky");
}
| RESTRICTION_FNAME EQUAL LOWER_CHOLESKY
{
driver.warning("restriction_fname is now deprecated, and may be removed in a future version of Dynare. Use svar_identification instead.");
driver.option_str("ms.restriction_fname","lower_cholesky");
}
;
o_nlags : NLAGS EQUAL INT_NUMBER {driver.option_num("ms.nlags",$3); };
o_cross_restrictions : CROSS_RESTRICTIONS {driver.option_num("ms.cross_restrictions","1"); };
o_contemp_reduced_form : CONTEMP_REDUCED_FORM {driver.option_num("ms.contemp_reduced_form","1"); };
o_real_pseudo_forecast : REAL_PSEUDO_FORECAST EQUAL INT_NUMBER {driver.option_num("ms.real_pseudo_forecast",$3); };
o_no_bayesian_prior : NO_BAYESIAN_PRIOR {driver.option_num("ms.bayesian_prior","0"); };
o_dummy_obs : DUMMY_OBS EQUAL INT_NUMBER {driver.option_num("ms.dummy_obs",$3); };
o_nstates : NSTATES EQUAL INT_NUMBER {driver.option_num("ms.nstates",$3); };
o_indxscalesstates : INDXSCALESSTATES EQUAL INT_NUMBER {driver.option_num("ms.indxscalesstates",$3); };
o_alpha : ALPHA EQUAL non_negative_number {driver.option_num("ms.alpha",$3); };
o_beta : BETA EQUAL non_negative_number {driver.option_num("ms.beta",$3); };
o_gsig2_lmdm : GSIG2_LMDM EQUAL INT_NUMBER {driver.option_num("ms.gsig2_lmdm",$3); };
o_specification : SPECIFICATION EQUAL SIMS_ZHA
{driver.option_num("ms.specification","1"); }
| SPECIFICATION EQUAL NONE
{driver.option_num("ms.specification","0"); }
;
o_q_diag : Q_DIAG EQUAL non_negative_number {driver.option_num("ms.q_diag",$3); };
o_flat_prior : FLAT_PRIOR EQUAL INT_NUMBER {driver.option_num("ms.flat_prior",$3); };
o_ncsk : NCSK EQUAL INT_NUMBER {driver.option_num("ms.ncsk",$3); };
o_nstd : NSTD EQUAL INT_NUMBER {driver.option_num("ms.nstd",$3); };
o_ninv : NINV EQUAL INT_NUMBER {driver.option_num("ms.ninv",$3); };
o_indxparr : INDXPARR EQUAL INT_NUMBER {driver.option_num("ms.indxparr",$3); };
o_indxovr : INDXOVR EQUAL INT_NUMBER {driver.option_num("ms.indxovr",$3); };
o_aband : ABAND EQUAL INT_NUMBER {driver.option_num("ms.aband",$3); };
o_indxap : INDXAP EQUAL INT_NUMBER {driver.option_num("ms.indxap",$3); };
o_apband : APBAND EQUAL INT_NUMBER {driver.option_num("ms.apband",$3); };
o_indximf : INDXIMF EQUAL INT_NUMBER {driver.option_num("ms.indximf",$3); };
o_indxfore : INDXFORE EQUAL INT_NUMBER {driver.option_num("ms.indxfore",$3); };
o_foreband : FOREBAND EQUAL INT_NUMBER {driver.option_num("ms.foreband",$3); };
o_indxgforhat : INDXGFOREHAT EQUAL INT_NUMBER {driver.option_num("ms.indxgforehat",$3); };
o_indxgimfhat : INDXGIMFHAT EQUAL INT_NUMBER {driver.option_num("ms.indxgimfhat",$3); };
o_indxestima : INDXESTIMA EQUAL INT_NUMBER {driver.option_num("ms.indxestima",$3); };
o_indxgdls : INDXGDLS EQUAL INT_NUMBER {driver.option_num("ms.indxgdls",$3); };
o_eq_ms : EQ_MS EQUAL INT_NUMBER {driver.option_num("ms.eq_ms",$3); };
o_cms : CMS EQUAL INT_NUMBER {driver.option_num("ms.cms",$3); };
o_ncms : NCMS EQUAL INT_NUMBER {driver.option_num("ms.ncms",$3); };
o_eq_cms : EQ_CMS EQUAL INT_NUMBER {driver.option_num("ms.eq_cms",$3); };
o_tlindx : TLINDX EQUAL INT_NUMBER {driver.option_num("ms.tlindx",$3); };
o_tlnumber : TLNUMBER EQUAL INT_NUMBER {driver.option_num("ms.tlnumber",$3); };
o_cnum : CNUM EQUAL INT_NUMBER {driver.option_num("ms.cnum",$3); };
o_k_order_solver : K_ORDER_SOLVER {driver.option_num("k_order_solver","1"); };
o_pruning : PRUNING { driver.option_num("pruning", "1"); };
o_chain : CHAIN EQUAL INT_NUMBER { driver.option_num("ms.chain",$3); };
o_restrictions : RESTRICTIONS EQUAL vec_of_vec_value
{ driver.option_num("ms.restrictions",$3); }
;
o_duration : DURATION EQUAL non_negative_number
{ driver.option_num("ms.duration",$3); }
| DURATION EQUAL vec_value_w_inf
{ driver.option_num("ms.duration",$3); }
;
o_number_of_regimes : NUMBER_OF_REGIMES EQUAL INT_NUMBER { driver.option_num("ms.number_of_regimes",$3); };
o_number_of_lags : NUMBER_OF_LAGS EQUAL INT_NUMBER { driver.option_num("ms.number_of_lags",$3); };
o_parameters : PARAMETERS EQUAL '[' symbol_list ']' { driver.option_symbol_list("ms.parameters"); };
o_coefficients : COEFFICIENTS { driver.option_str("ms.coefficients","svar_coefficients"); };
o_variances : VARIANCES { driver.option_str("ms.variances","svar_variances"); };
o_equations : EQUATIONS EQUAL vec_int
{ driver.option_vec_int("ms.equations",$3); }
| EQUATIONS EQUAL vec_int_number
{ driver.option_vec_int("ms.equations",$3); }
;
o_instruments : INSTRUMENTS EQUAL '(' symbol_list ')' {driver.option_symbol_list("instruments"); };
o_ext_func_name : EXT_FUNC_NAME EQUAL filename { driver.external_function_option("name", $3); };
o_ext_func_nargs : EXT_FUNC_NARGS EQUAL INT_NUMBER { driver.external_function_option("nargs",$3); };
o_first_deriv_provided : FIRST_DERIV_PROVIDED EQUAL filename
{ driver.external_function_option("first_deriv_provided", $3); }
| FIRST_DERIV_PROVIDED
{ driver.external_function_option("first_deriv_provided", ""); }
;
o_second_deriv_provided : SECOND_DERIV_PROVIDED EQUAL filename
{ driver.external_function_option("second_deriv_provided", $3); }
| SECOND_DERIV_PROVIDED
{ driver.external_function_option("second_deriv_provided", ""); }
;
o_filter_covariance : FILTER_COVARIANCE
{ driver.option_num("filter_covariance","1");}
;
o_filter_decomposition : FILTER_DECOMPOSITION
{ driver.option_num("filter_decomposition","1");}
;
o_selected_variables_only : SELECTED_VARIABLES_ONLY
{ driver.option_num("selected_variables_only","1");}
;
o_cova_compute : COVA_COMPUTE EQUAL INT_NUMBER
{ driver.option_num("cova_compute",$3);}
;
o_output_file_tag : OUTPUT_FILE_TAG EQUAL filename {driver.option_str("ms.output_file_tag", $3); };
o_file_tag : FILE_TAG EQUAL filename { driver.option_str("ms.file_tag", $3); };
o_no_create_init : NO_CREATE_INIT { driver.option_num("ms.create_init", "0"); };
o_simulation_file_tag : SIMULATION_FILE_TAG EQUAL filename { driver.option_str("ms.simulation_file_tag", $3); };
o_coefficients_prior_hyperparameters : COEFFICIENTS_PRIOR_HYPERPARAMETERS EQUAL vec_value
{ driver.option_num("ms.coefficients_prior_hyperparameters",$3); };
o_convergence_starting_value : CONVERGENCE_STARTING_VALUE EQUAL non_negative_number
{ driver.option_num("ms.convergence_starting_value",$3); };
o_convergence_ending_value : CONVERGENCE_ENDING_VALUE EQUAL non_negative_number
{ driver.option_num("ms.convergence_ending_value",$3); };
o_convergence_increment_value : CONVERGENCE_INCREMENT_VALUE EQUAL non_negative_number
{ driver.option_num("ms.convergence_increment_value",$3); };
o_max_iterations_starting_value : MAX_ITERATIONS_STARTING_VALUE EQUAL INT_NUMBER
{ driver.option_num("ms.max_iterations_starting_value",$3); };
o_max_iterations_increment_value : MAX_ITERATIONS_INCREMENT_VALUE EQUAL non_negative_number
{ driver.option_num("ms.max_iterations_increment_value",$3); };
o_max_block_iterations : MAX_BLOCK_ITERATIONS EQUAL INT_NUMBER
{ driver.option_num("ms.max_block_iterations",$3); };
o_max_repeated_optimization_runs : MAX_REPEATED_OPTIMIZATION_RUNS EQUAL INT_NUMBER
{ driver.option_num("ms.max_repeated_optimization_runs",$3); };
o_function_convergence_criterion : FUNCTION_CONVERGENCE_CRITERION EQUAL non_negative_number
{ driver.option_num("ms.function_convergence_criterion",$3); };
o_parameter_convergence_criterion : PARAMETER_CONVERGENCE_CRITERION EQUAL non_negative_number
{ driver.option_num("ms.parameter_convergence_criterion",$3); };
o_number_of_large_perturbations : NUMBER_OF_LARGE_PERTURBATIONS EQUAL INT_NUMBER
{ driver.option_num("ms.number_of_large_perturbations",$3); };
o_number_of_small_perturbations : NUMBER_OF_SMALL_PERTURBATIONS EQUAL INT_NUMBER
{ driver.option_num("ms.number_of_small_perturbations",$3); };
o_number_of_posterior_draws_after_perturbation : NUMBER_OF_POSTERIOR_DRAWS_AFTER_PERTURBATION EQUAL INT_NUMBER
{ driver.option_num("ms.number_of_posterior_draws_after_perturbation",$3); };
o_max_number_of_stages : MAX_NUMBER_OF_STAGES EQUAL INT_NUMBER
{ driver.option_num("ms.max_number_of_stages",$3); };
o_random_function_convergence_criterion : RANDOM_FUNCTION_CONVERGENCE_CRITERION EQUAL non_negative_number
{ driver.option_num("ms.random_function_convergence_criterion",$3); };
o_random_parameter_convergence_criterion : RANDOM_PARAMETER_CONVERGENCE_CRITERION EQUAL non_negative_number
{ driver.option_num("ms.random_parameter_convergence_criterion",$3); };
o_thinning_factor : THINNING_FACTOR EQUAL INT_NUMBER { driver.option_num("ms.thinning_factor",$3); };
o_adaptive_mh_draws : ADAPTIVE_MH_DRAWS EQUAL INT_NUMBER { driver.option_num("ms.adaptive_mh_draws",$3); };
o_save_draws : SAVE_DRAWS { driver.option_num("ms.save_draws","1"); };
o_proposal_draws : PROPOSAL_DRAWS EQUAL INT_NUMBER { driver.option_num("ms.proposal_draws",$3); };
o_use_mean_center : USE_MEAN_CENTER { driver.option_num("ms.use_mean_center","1"); };
o_proposal_type : PROPOSAL_TYPE EQUAL INT_NUMBER { driver.option_num("ms.proposal_type",$3); }
o_proposal_lower_bound : PROPOSAL_LOWER_BOUND EQUAL signed_number { driver.option_num("ms.proposal_lower_bound",$3); }
o_proposal_upper_bound : PROPOSAL_UPPER_BOUND EQUAL signed_number { driver.option_num("ms.proposal_upper_bound",$3); }
o_parameter_uncertainty : PARAMETER_UNCERTAINTY { driver.option_num("ms.parameter_uncertainty","1"); };
o_horizon : HORIZON EQUAL INT_NUMBER { driver.option_num("ms.horizon",$3); };
o_filtered_probabilities : FILTERED_PROBABILITIES { driver.option_num("ms.filtered_probabilities","1"); };
o_real_time_smoothed : REAL_TIME_SMOOTHED { driver.option_num("ms.real_time_smoothed_probabilities","1"); };
o_no_error_bands : NO_ERROR_BANDS { driver.option_num("ms.error_bands","0"); };
o_error_band_percentiles : ERROR_BAND_PERCENTILES EQUAL vec_value { driver.option_num("ms.percentiles",$3); };
o_shock_draws : SHOCK_DRAWS EQUAL INT_NUMBER { driver.option_num("ms.shock_draws",$3); };
o_shocks_per_parameter : SHOCKS_PER_PARAMETER EQUAL INT_NUMBER { driver.option_num("ms.shocks_per_parameter",$3); };
o_free_parameters : FREE_PARAMETERS EQUAL vec_value { driver.option_num("ms.free_parameters",$3); };
o_median : MEDIAN { driver.option_num("ms.median","1"); }
| MEDIAN EQUAL signed_number { driver.option_num("median", $3); };
o_regimes : REGIMES { driver.option_num("ms.regimes","1"); };
o_regime : REGIME EQUAL INT_NUMBER { driver.option_num("ms.regime",$3); };
o_data_obs_nbr : DATA_OBS_NBR EQUAL INT_NUMBER { driver.option_num("ms.forecast_data_obs",$3); };
o_discretionary_tol: DISCRETIONARY_TOL EQUAL non_negative_number { driver.option_num("discretionary_tol",$3); };
o_analytic_derivation : ANALYTIC_DERIVATION { driver.option_num("analytic_derivation", "1"); }
o_endogenous_prior : ENDOGENOUS_PRIOR { driver.option_num("endogenous_prior", "1"); }
o_use_univariate_filters_if_singularity_is_detected : USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED EQUAL INT_NUMBER { driver.option_num("use_univariate_filters_if_singularity_is_detected", $3); }
o_mcmc_jumping_covariance : MCMC_JUMPING_COVARIANCE EQUAL HESSIAN
{ driver.option_str("MCMC_jumping_covariance", $3); } | MCMC_JUMPING_COVARIANCE EQUAL PRIOR_VARIANCE
{ driver.option_str("MCMC_jumping_covariance", $3); }
| MCMC_JUMPING_COVARIANCE EQUAL IDENTITY_MATRIX
{ driver.option_str("MCMC_jumping_covariance", $3); }
| MCMC_JUMPING_COVARIANCE EQUAL filename
{ driver.option_str("MCMC_jumping_covariance", $3); }
;
o_irf_plot_threshold : IRF_PLOT_THRESHOLD EQUAL non_negative_number { driver.option_num("impulse_responses.plot_threshold", $3); };
o_consider_all_endogenous : CONSIDER_ALL_ENDOGENOUS { driver.option_str("endo_vars_for_moment_computations_in_estimation", "all_endogenous_variables"); };
o_consider_only_observed : CONSIDER_ONLY_OBSERVED { driver.option_str("endo_vars_for_moment_computations_in_estimation", "only_observed_variables"); };
o_no_homotopy : NO_HOMOTOPY { driver.option_num("no_homotopy", "1"); };
o_infile : INFILE EQUAL filename { driver.option_str("infile", $3); };
o_invars : INVARS EQUAL '(' symbol_list ')' { driver.option_symbol_list("invars"); };
o_period : PERIOD EQUAL INT_NUMBER { driver.option_num("period", $3); };
o_outfile : OUTFILE EQUAL filename { driver.option_str("outfile", $3); };
o_outvars : OUTVARS EQUAL '(' symbol_list ')' { driver.option_symbol_list("outvars"); };
range : symbol ':' symbol
{
$1->append(":");
$1->append(*$3);
delete $3;
$$ = $1;
};
integer_range : INT_NUMBER ':' INT_NUMBER
{
$1->append(":");
$1->append(*$3);
delete $3;
$$ = $1;
};
signed_integer_range : signed_integer ':' signed_integer
{
$1->append(":");
$1->append(*$3);
delete $3;
$$ = $1;
}
| MINUS '(' signed_integer ':' signed_integer ')'
{
$3->insert(0, "-(");
$3->append(":");
$3->append(*$5);
delete $5;
$3->append(")");
$$ = $3;
};
vec_int_number : INT_NUMBER { $$ = new vector<int>(); $$->push_back(atoi((*$1).c_str())); delete $1; };
vec_int_elem : vec_int_number
| INT_NUMBER ':' INT_NUMBER
{
$$ = new vector<int>();
for(int i=atoi((*$1).c_str()); i<=atoi((*$3).c_str()); i++)
$$->push_back(i);
delete $1;
delete $3;
}
;
vec_int_1 : '[' vec_int_elem
{ $$ = $2;}
| '[' COMMA vec_int_elem
{ $$ = $3;}
| vec_int_1 vec_int_elem
{
$$ = $1;
for (vector<int>::const_iterator it=$2->begin();
it!=$2->end(); it++)
$1->push_back(*it);
delete $2;
}
| vec_int_1 COMMA vec_int_elem
{
$$ = $1;
for (vector<int>::const_iterator it=$3->begin();
it!=$3->end(); it++)
$1->push_back(*it);
delete $3;
}
;
vec_int : vec_int_1 ']'
{ $$ = $1; }
| vec_int_1 COMMA ']'
{ $$ = $1; }
;
vec_value_1 : '[' signed_number { $2->insert(0,"["); $$ = $2; }
| '[' COMMA signed_number { $3->insert(0,"["); $$ = $3; }
| vec_value_1 signed_number
{
$1->append(" ");
$1->append(*$2);
delete $2;
$$ = $1;
}
| vec_value_1 COMMA signed_number
{
$1->append(" ");
$1->append(*$3);
delete $3;
$$ = $1;
}
;
vec_value : vec_value_1 ']' { $1->append("]"); $$ = $1; }
| vec_value_1 COMMA ']' { $1->append("]"); $$ = $1; }
;
vec_value_list : vec_value_list COMMA vec_value
{
$1->append(",");
$1->append(*$3);
delete $3;
$$ = $1;
}
| vec_value
{ $$ = $1; }
;
vec_of_vec_value : '[' vec_value_list ']' { $$ = $2; }
| vec_value { $$ = $1; };
vec_value_1_w_inf : '[' signed_number_w_inf
{ $2->insert(0, "["); $$ = $2;}
| vec_value_1_w_inf signed_number_w_inf
{
$1->append(" ");
$1->append(*$2);
delete $2;
$$ = $1;
}
;
vec_value_w_inf : vec_value_1_w_inf ']' { $1->append("]"); $$ = $1; };
symbol : NAME
| ALPHA
| BETA
| NINV
| ABAND
| CMS
| NCMS
| CNUM
| GAMMA
| INV_GAMMA
| INV_GAMMA1
| INV_GAMMA2
| NORMAL
| UNIFORM
| EPS
| PDF
| FIG
| NONE
| DR
| PRIOR
;
%%
void
Dynare::parser::error(const Dynare::parser::location_type &l,
const string &m)
{
driver.error(l, m);
}
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