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How can I expand macros in the input?

The best way to approach this problem is at a higher level, e.g., in the parser.

However, you can do this using multiple input buffers.

%%
macro/[a-z]+	{
/* Saw the macro "macro" followed by extra stuff. */
main_buffer = YY_CURRENT_BUFFER;
expansion_buffer = yy_scan_string(expand(yytext));
yy_switch_to_buffer(expansion_buffer);
}

<<EOF>>	{
if ( expansion_buffer )
{
// We were doing an expansion, return to where
// we were.
yy_switch_to_buffer(main_buffer);
yy_delete_buffer(expansion_buffer);
expansion_buffer = 0;
}
else
yyterminate();
}

You probably will want a stack of expansion buffers to allow nested macros. From the above though hopefully the idea is clear.