When I estimate DSGE model, GSA runs completely. Then I try to run DSGE -VAR ( with both case estimated and cablirated dsge_var_weigh), after “estimation” command, I add “dynare_sensitivity” with the same option of DSGE. But I have errors :
??? Index exceeds matrix dimensions.
Error in ==> filt_mc_ at 183
Error in ==> dynare_sensitivity at 365
Error in ==> lubik at 281
Error in ==> dynare at 174
Can you show me the way to solve it ?
And in dynare, how to calculate p-value of parameters ?