Hi,

I am having trouble running the bvar_forward.mod example from dynare.org/DynareWiki/DsgeVar (eg see dynare.org/DynareWiki/DsgeVar?action=AttachFile&do=get&target=bvar_forward.mod).

estimation(datafile=datarabanal_hybrid,first_obs=50,mh_nblocks = 1,nobs=90,mode_compute=4,mh_replic=20000)

runs correctly.

But

estimation(datafile=datarabanal_hybrid,first_obs=50,mh_nblocks = 1,nobs=90,mode_compute=4,mh_replic=20000,bayesian_irf)

does not.

The file successfully computes the posterior distributions using the Metropolis-Hastings algorithm, but then fails to compute the impulse responses and results in the following error message:

MH: Posterior (dsge) IRFs…

MH: Posterior (bvar-dsge) IRFs…

??? Index exceeds matrix dimensions.

Error in ==> PosteriorIRF at 366

MeanIRFdsgevar(kk,j,i),MedianIRFdsgevar(kk,j,i),VarIRFdsgevar(kk,j,i),…

Error in ==> dynare_estimation at 943

PosteriorIRF(‘posterior’);

Error in ==> bvar_forward at 172

dynare_estimation(var_list_);

Error in ==> dynare at 102

evalin(‘base’,fname) ;

A different model crashes in the same place.

I am running dynare 4.0.2 from a network drive: h:\matlav\dynare\4.0.2.

Regards,

Christie