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IRF: add an option to limit the exogenous shocked in the computations (ticket 114)

issue#70
Houtan Bastani 2011-03-31 16:33:47 +02:00
parent c209c1cdbf
commit c2dc34c79e
3 changed files with 13 additions and 1 deletions
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4
DynareBison.yy
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@ -103,7 +103,7 @@ class ParsingDriver;
%token HISTVAL HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HP_FILTER HP_NGRID
%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE
%token <string_val> INT_NUMBER
%token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF
%token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS
%token KALMAN_ALGO KALMAN_TOL
%token LABELS LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR
%token MARKOWITZ MARGINAL_DENSITY MAX
@ -858,6 +858,7 @@ stoch_simul_options : o_dr_algo
| o_nomoments
| o_nograph
| o_irf
| o_irf_shocks
| o_relative_irf
| o_hp_filter
| o_hp_ngrid
@ -1689,6 +1690,7 @@ 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 INT_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); };

1
DynareFlex.ll
View File

@ -404,6 +404,7 @@ string eofbuff;
<DYNARE_STATEMENT>ar {return token::AR;}
<DYNARE_STATEMENT>nofunctions {return token::NOFUNCTIONS;}
<DYNARE_STATEMENT>irf {return token::IRF;}
<DYNARE_STATEMENT>irf_shocks {return token::IRF_SHOCKS;}
<DYNARE_STATEMENT>hp_filter {return token::HP_FILTER;}
<DYNARE_STATEMENT>hp_ngrid {return token::HP_NGRID;}
<DYNARE_STATEMENT>simul_seed {return token::SIMUL_SEED;}

9
ParsingDriver.cc
View File

@ -925,6 +925,15 @@ ParsingDriver::option_symbol_list(const string &name_option)
!= options_list.symbol_list_options.end())
error("option " + name_option + " declared twice");
if (name_option.compare("irf_shocks")==0)
{
vector<string> shocks = symbol_list.get_symbols();
for (vector<string>::const_iterator it = shocks.begin();
it != shocks.end(); it++)
if (mod_file->symbol_table.getType(*it) != eExogenous)
error("Variables passed to irf_for must be exogenous. Caused by: " + *it);
}
options_list.symbol_list_options[name_option] = symbol_list;
symbol_list.clear();
}