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v4: adding preprocessor interface to Sims-Wagonner-Zha code for SBVAR (regular and Markov-Switching). 

This is not yet completely operational.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2855 ac1d8469-bf42-47a9-8791-bf33cf982152
issue#70
michel 2009-07-26 17:07:07 +00:00
parent b30a00d190
commit d6ea19b487
7 changed files with 308 additions and 2 deletions
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38
ComputingTasks.cc
View File

@ -958,6 +958,44 @@ BVARForecastStatement::writeOutput(ostream &output, const string &basename) cons
output << "bvar_forecast(" << nlags << ");" << endl;
}
SBVARStatement::SBVARStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
SBVARStatement::checkPass(ModFileStructure &mod_file_struct)
{
mod_file_struct.sbvar_present = true;
}
void
SBVARStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
output << "swz_sbvar(0,options_);" << endl;
}
MS_SBVARStatement::MS_SBVARStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
MS_SBVARStatement::checkPass(ModFileStructure &mod_file_struct)
{
mod_file_struct.ms_sbvar_present = true;
}
void
MS_SBVARStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
output << "swz_sbvar(1,options_);" << endl;
}
IdentificationStatement::IdentificationStatement()
{
}

20
ComputingTasks.hh
View File

@ -431,6 +431,26 @@ public:
virtual void writeOutput(ostream &output, const string &basename) const;
};
class SBVARStatement : public Statement
{
private:
const OptionsList options_list;
public:
SBVARStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output, const string &basename) const;
};
class MS_SBVARStatement : public Statement
{
private:
const OptionsList options_list;
public:
MS_SBVARStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output, const string &basename) const;
};
class IdentificationStatement : public Statement
{
public:

178
DynareBison.yy
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@ -140,6 +140,12 @@ class ParsingDriver;
%token KSSTAT_REDFORM ALPHA2_REDFORM NAMENDO NAMLAGENDO NAMEXO RMSE LIK_ONLY VAR_RMSE PFILT_RMSE ISTART_RMSE
%token ALPHA_RMSE ALPHA2_RMSE TRANS_IDENT
/* end of GSA analysis*/
%token FREQ INITIAL_YEAR INITIAL_SUBPERIOD FINAL_YEAR FINAL_SUBPERIOD DATA VLIST VARLIST VLISTLOG VLISTPER
%token RESTRICTION_FNAME NLAGS CROSS_RESTRICTIONS CONTEMP_REDUCED_FORM REAL_PSEUDO_FORECAST BAYESIAN_PRIOR
%token DUMMY_OBS NSTATES INDXSCALESSTATES ALPHA BETA GSIG2_LMD GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD NINV
%token INDXPARR INDXOVR ABAND INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
%token INDXESTIMA INDXGDLS EQ_MS CMS NCMS EQ_CMS TLINDX TLNUMBER CNUM BANACT
%token SBVAR MS_SBVAR
%type <node_val> expression expression_or_empty
%type <node_val> equation hand_side model_var
@ -149,7 +155,7 @@ class ParsingDriver;
%type <string_val> vec_value_1 vec_value
%type <string_val> calib_arg2 range number
%type <symbol_type_val> change_type_arg
%type <vector_string_val> change_type_var_list
%type <vector_string_val> change_type_var_list
%%
@ -204,6 +210,8 @@ statement : parameters
| ramsey_policy
| bvar_density
| bvar_forecast
| sbvar
| ms_sbvar
| dynare_sensitivity
| homotopy_setup
| forecast
@ -1245,6 +1253,127 @@ bvar_forecast : BVAR_FORECAST 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_varlist
| o_restriction_fname
| o_nlags
| o_cross_restrictions
| o_contemp_reduced_form
| o_real_pseudo_forecast
| o_bayesian_prior
| o_dummy_obs
| o_nstates
| o_indxscalesstates
| o_alpha
| o_beta
| o_gsig2_lmd
| 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
;
sbvar_options_list : sbvar_option COMMA sbvar_options_list
| sbvar_option
;
sbvar : SBVAR ';'
{ driver.sbvar(); }
| SBVAR '(' sbvar_options_list ')' ';'
{ driver.sbvar(); }
;
ms_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_varlist
| o_restriction_fname
| o_nlags
| o_cross_restrictions
| o_contemp_reduced_form
| o_real_pseudo_forecast
| o_bayesian_prior
| o_dummy_obs
| o_nstates
| o_indxscalesstates
| o_alpha
| o_beta
| o_gsig2_lmd
| 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
;
ms_sbvar_options_list : ms_sbvar_option COMMA ms_sbvar_options_list
| ms_sbvar_option
;
ms_sbvar : MS_SBVAR ';'
{ driver.ms_sbvar(); }
| MS_SBVAR '(' ms_sbvar_options_list ')' ';'
{ driver.ms_sbvar(); }
;
dynare_sensitivity : DYNARE_SENSITIVITY ';'
{ driver.dynare_sensitivity(); }
| DYNARE_SENSITIVITY '(' dynare_sensitivity_options_list ')' ';'
@ -1477,6 +1606,53 @@ o_parameters : PARAMETERS EQUAL NAME {driver.option_str("parameters",$3);};
o_shocks : SHOCKS EQUAL '(' list_of_symbol_lists ')' { driver.option_symbol_list("shocks"); };
o_labels : LABELS EQUAL '(' symbol_list ')' { driver.option_symbol_list("labels"); };
o_freq : FREQ EQUAL INT_NUMBER {driver.option_num("ms.freq",$3); };
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 INT_NUMBER {driver.option_num("ms.vlistlog",$3); };
o_vlistper : VLISTPER EQUAL INT_NUMBER {driver.option_num("ms.vlistper",$3); };
o_varlist : VARLIST EQUAL '(' symbol_list ')' {driver.option_symbol_list("ms.varlist"); };
o_restriction_fname : RESTRICTION_FNAME EQUAL '(' symbol_list ')' {driver.option_symbol_list("ms.restriction_fname"); };
o_nlags : NLAGS EQUAL INT_NUMBER {driver.option_num("ms.nlags",$3); };
o_cross_restrictions : CROSS_RESTRICTIONS EQUAL INT_NUMBER {driver.option_num("ms.cross_restrictions",$3); };
o_contemp_reduced_form : CONTEMP_REDUCED_FORM EQUAL INT_NUMBER {driver.option_num("ms.contemp_reduced_form",$3); };
o_real_pseudo_forecast : REAL_PSEUDO_FORECAST EQUAL INT_NUMBER {driver.option_num("ms.real_pseudo_forecast",$3); };
o_bayesian_prior : BAYESIAN_PRIOR EQUAL INT_NUMBER {driver.option_num("ms.bayesian_prior",$3); };
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 number {driver.option_num("ms.alpha",$3); };
o_beta : BETA EQUAL number {driver.option_num("ms.beta",$3); };
o_gsig2_lmd : GSIG2_LMD EQUAL INT_NUMBER {driver.option_num("ms.gsig2_lmd",$3); };
o_gsig2_lmdm : GSIG2_LMDM EQUAL INT_NUMBER {driver.option_num("ms.gsig2_lmdm",$3); };
o_q_diag : Q_DIAG EQUAL 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); };
range : NAME ':' NAME
{

51
DynareFlex.ll
View File

@ -136,6 +136,8 @@ int sigma_e = 0;
<INITIAL>initval_file {BEGIN DYNARE_STATEMENT; return token::INITVAL_FILE;}
<INITIAL>forecast {BEGIN DYNARE_STATEMENT; return token::FORECAST;}
<INITIAL>shock_decomposition {BEGIN DYNARE_STATEMENT; return token::SHOCK_DECOMPOSITION;}
<INITIAL>sbvar {BEGIN DYNARE_STATEMENT; return token::SBVAR;}
<INITIAL>ms_sbvar {BEGIN DYNARE_STATEMENT; return token::MS_SBVAR;}
/* End of a Dynare statement */
<DYNARE_STATEMENT>; {
@ -218,6 +220,55 @@ int sigma_e = 0;
<DYNARE_STATEMENT>diffuse_filter {return token::DIFFUSE_FILTER;}
<DYNARE_STATEMENT>plot_priors {return token::PLOT_PRIORS;}
<DYNARE_STATEMENT>block_mfs {return token::BLOCK_MFS;}
<DYNARE_STATEMENT>freq {return token::FREQ;}
<DYNARE_STATEMENT>initial_year {return token::INITIAL_YEAR;}
<DYNARE_STATEMENT>initial_subperiod {return token::INITIAL_SUBPERIOD;}
<DYNARE_STATEMENT>final_year {return token::FINAL_YEAR;}
<DYNARE_STATEMENT>final_subperiod {return token::FINAL_SUBPERIOD;}
<DYNARE_STATEMENT>vlist {return token::VLIST;}
<DYNARE_STATEMENT>varlist {return token::VARLIST;}
<DYNARE_STATEMENT>vlistlog {return token::VLISTLOG;}
<DYNARE_STATEMENT>vlistper {return token::VLISTPER;}
<DYNARE_STATEMENT>restriction_fname {return token::RESTRICTION_FNAME;}
<DYNARE_STATEMENT>nlags {return token::NLAGS;}
<DYNARE_STATEMENT>cross_restrictions {return token::CROSS_RESTRICTIONS;}
<DYNARE_STATEMENT>contemp_reduced_form {return token::CONTEMP_REDUCED_FORM;}
<DYNARE_STATEMENT>real_pseudo_forecast {return token::REAL_PSEUDO_FORECAST;}
<DYNARE_STATEMENT>bayesian_prior {return token::BAYESIAN_PRIOR;}
<DYNARE_STATEMENT>dummy_obs {return token::DUMMY_OBS;}
<DYNARE_STATEMENT>nstates {return token::NSTATES;}
<DYNARE_STATEMENT>indxscalesstates {return token::INDXSCALESSTATES;}
<DYNARE_STATEMENT>alpha {return token::ALPHA;}
<DYNARE_STATEMENT>beta {return token::BETA;}
<DYNARE_STATEMENT>gsig2_lmd {return token::GSIG2_LMD;}
<DYNARE_STATEMENT>gsig2_lmdm {return token::GSIG2_LMDM;}
<DYNARE_STATEMENT>q_diag {return token::Q_DIAG;}
<DYNARE_STATEMENT>flat_prior {return token::FLAT_PRIOR;}
<DYNARE_STATEMENT>ncsk {return token::NCSK;}
<DYNARE_STATEMENT>nstd {return token::NSTD;}
<DYNARE_STATEMENT>ninv {return token::NINV;}
<DYNARE_STATEMENT>indxparr {return token::INDXPARR;}
<DYNARE_STATEMENT>indxovr {return token::INDXOVR;}
<DYNARE_STATEMENT>aband {return token::ABAND;}
<DYNARE_STATEMENT>indxap {return token::INDXAP;}
<DYNARE_STATEMENT>apband {return token::APBAND;}
<DYNARE_STATEMENT>indximf {return token::INDXIMF;}
<DYNARE_STATEMENT>imfband {return token::IMFBAND;}
<DYNARE_STATEMENT>indxfore {return token::INDXFORE;}
<DYNARE_STATEMENT>foreband {return token::FOREBAND;}
<DYNARE_STATEMENT>indxgforehat {return token::INDXGFOREHAT;}
<DYNARE_STATEMENT>indxgimfhat {return token::INDXGIMFHAT;}
<DYNARE_STATEMENT>indxestima {return token::INDXESTIMA;}
<DYNARE_STATEMENT>indxgdls {return token::INDXGDLS;}
<DYNARE_STATEMENT>eq_ms {return token::EQ_MS;}
<DYNARE_STATEMENT>cms {return token::CMS;}
<DYNARE_STATEMENT>ncms {return token::NCMS;}
<DYNARE_STATEMENT>eq_cms {return token::EQ_CMS;}
<DYNARE_STATEMENT>tlindx {return token::TLINDX;}
<DYNARE_STATEMENT>tlnumber {return token::TLNUMBER;}
<DYNARE_STATEMENT>cnum {return token::CNUM;}
<DYNARE_STATEMENT>banact {return token::BANACT;}
/* These four (var, varexo, varexo_det, parameters) are for change_type */
<DYNARE_STATEMENT>var { return token::VAR; }

15
ParsingDriver.cc
View File

@ -1071,6 +1071,20 @@ ParsingDriver::bvar_forecast(string *nlags)
delete nlags;
}
void
ParsingDriver::sbvar()
{
mod_file->addStatement(new SBVARStatement(options_list));
options_list.clear();
}
void
ParsingDriver::ms_sbvar()
{
mod_file->addStatement(new MS_SBVARStatement(options_list));
options_list.clear();
}
void
ParsingDriver::shock_decomposition()
{
@ -1079,7 +1093,6 @@ ParsingDriver::shock_decomposition()
options_list.clear();
}
NodeID
ParsingDriver::add_model_equal(NodeID arg1, NodeID arg2)
{

4
ParsingDriver.hh
View File

@ -350,6 +350,10 @@ public:
void bvar_density(string *maxnlags);
//! BVAR forecast
void bvar_forecast(string *nlags);
//! SBVAR statement
void sbvar();
//! MS_SBVAR statement
void ms_sbvar();
//! Shock decomposition
void shock_decomposition();
//! Writes token "arg1=arg2" to model tree

4
Statement.hh
View File

@ -54,6 +54,10 @@ public:
bool bvar_density_present;
//! Whether a bvar_forecast statement is present
bool bvar_forecast_present;
//! Whether a sbvar statement is present
bool sbvar_present;
//! Whether a sbvar statement is present
bool ms_sbvar_present;
//! Whether an identification statement is present
bool identification_present;
//! Whether the option "block_mfs" is used on steady statement