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Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients 

associated to the endogenous variables in the decision rule.
issue#70
Ferhat Mihoubi 2012-07-01 15:15:52 +02:00
parent 683fdae2ad
commit d80d7aa1e7
2 changed files with 12 additions and 2 deletions
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11
DynareBison.yy
View File

@ -95,8 +95,8 @@ class ParsingDriver;
%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
%token CALIB_SMOOTHER CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF
%token DATAFILE FILE DOUBLING DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION
%token CALIB_SMOOTHER CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF CYCLE_REDUCTION
%token DATAFILE FILE DOUBLING DR DR_CYCLE_REDUCTION_TOL DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT EXTENDED_PATH
%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME
%token <string_val> FLOAT_NUMBER
@ -937,6 +937,8 @@ stoch_simul_options : o_dr_algo
| o_pruning
| o_sylvester
| o_sylvester_fixed_point_tol
| o_dr
| o_dr_cycle_reduction_tol
;
symbol_list : symbol_list symbol
@ -1504,6 +1506,8 @@ estimation_options : o_datafile
| o_lyapunov
| o_lyapunov_fixed_point_tol
| o_lyapunov_doubling_tol
| o_dr
| o_dr_cycle_reduction_tol
| o_analytic_derivation
;
@ -2313,6 +2317,9 @@ o_lyapunov : LYAPUNOV EQUAL FIXED_POINT {driver.option_num("lyapunov_fp", "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 DEFAULT {driver.option_num("dr_cycle_reduction", "0"); };
o_dr_cycle_reduction_tol : DR_CYCLE_REDUCTION_TOL EQUAL non_negative_number {driver.option_num("dr_cycle_reduction_tol",$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); };

3
DynareFlex.ll
View File

@ -302,6 +302,7 @@ string eofbuff;
<DYNARE_STATEMENT>fixed_point {return token::FIXED_POINT;}
<DYNARE_STATEMENT>doubling {return token::DOUBLING;}
<DYNARE_STATEMENT>square_root_solver {return token::SQUARE_ROOT_SOLVER;}
<DYNARE_STATEMENT>cycle_reduction {return token::CYCLE_REDUCTION;}
<DYNARE_STATEMENT>default {return token::DEFAULT;}
<DYNARE_STATEMENT>alpha {
yylval->string_val = new string(yytext);
@ -505,9 +506,11 @@ string eofbuff;
<DYNARE_STATEMENT>order {return token::ORDER;}
<DYNARE_STATEMENT>sylvester {return token::SYLVESTER;}
<DYNARE_STATEMENT>lyapunov {return token::LYAPUNOV;}
<DYNARE_STATEMENT>dr {return token::DR;}
<DYNARE_STATEMENT>sylvester_fixed_point_tol {return token::SYLVESTER_FIXED_POINT_TOL;}
<DYNARE_STATEMENT>lyapunov_fixed_point_tol {return token::LYAPUNOV_FIXED_POINT_TOL;}
<DYNARE_STATEMENT>lyapunov_doubling_tol {return token::LYAPUNOV_DOUBLING_TOL;}
<DYNARE_STATEMENT>dr_cycle_reduction_tol {return token::DR_CYCLE_REDUCTION_TOL;}
<DYNARE_STATEMENT>replic {return token::REPLIC;}
<DYNARE_STATEMENT>ar {return token::AR;}
<DYNARE_STATEMENT>nofunctions {return token::NOFUNCTIONS;}