From 8c1cd0e8baa16f2e1c2f5b1077e38234fa3d60dc Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Mon, 10 Aug 2015 21:36:48 +0200 Subject: [PATCH] Add option for storing contemporaneous correlation --- DynareBison.yy | 5 ++++- DynareFlex.ll | 1 + 2 files changed, 5 insertions(+), 1 deletion(-) diff --git a/DynareBison.yy b/DynareBison.yy index 78928608..392d3d3e 100644 --- a/DynareBison.yy +++ b/DynareBison.yy @@ -106,7 +106,7 @@ class ParsingDriver; %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 MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO CONTEMPORANEOUS_CORRELATION 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 NAME @@ -1068,6 +1068,7 @@ stoch_simul_primary_options : o_dr_algo | o_drop | o_ar | o_nocorr + | o_contemporaneous_correlation | o_nofunctions | o_nomoments | o_nograph @@ -1672,6 +1673,7 @@ estimation_options : o_datafile | o_forecast | o_smoother | o_moments_varendo + | o_contemporaneous_correlation | o_filtered_vars | o_kalman_algo | o_kalman_tol @@ -2706,6 +2708,7 @@ 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_contemporaneous_correlation : CONTEMPORANEOUS_CORRELATION { driver.option_num("contemporaneous_correlation", "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); }; diff --git a/DynareFlex.ll b/DynareFlex.ll index 81bcf012..ce022df7 100644 --- a/DynareFlex.ll +++ b/DynareFlex.ll @@ -298,6 +298,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2 dsge_var {return token::DSGE_VAR;} dsge_varlag {return token::DSGE_VARLAG;} moments_varendo {return token::MOMENTS_VARENDO;} +contemporaneous_correlation {return token::CONTEMPORANEOUS_CORRELATION;} posterior_max_subsample_draws {return token::POSTERIOR_MAX_SUBSAMPLE_DRAWS;} filtered_vars {return token::FILTERED_VARS;} filter_step_ahead {return token::FILTER_STEP_AHEAD;}