Covariance matrix not positive definitive in DSGE-VAR model

[jpfeifer]

There is a second post with the same issues and codes:

Estimation problems of "Matrix must be positive definite"

Dear professor, I have the same problem with “error using chol”, but my data is detrended by HP filter. Do you have any suggestions? data_prep.m (3.5 KB) projekt_mamo.xlsx (21.4 KB) projekt_rekurze.mod (8.9 KB) y.mat (37.7 KB)