Dear all,

I am trying to repeat the procedure used by Del Negro and Schorfheide, using a different DSGE model (the DSGE model present in the chapter 3 of Galì’s 2008 book).

I have loglinearized the model before, so the .mod file contains the model loglinearized.

I use the same model to simulate the varibles. I attach the two files, please someone could check what could be wrong?

The errors Matlab gives to me are:

??? Error using ==> mtimes

Inner matrix dimensions must agree.

Error in ==> DsgeVarLikelihood at 138

tmp0 =

lyapunov_symm(T,R*Q*R’,options_.qz_criterium,options_.lyapunov_complex_threshold);%

I compute the variance-covariance matrix

Error in ==> csminit at 126

f = feval(fcn,dxtest,varargin{:});

Error in ==> csminwel1 at 101

[f1 x1 fc retcode1] = csminit(fcn,x,f,g,badg,H,varargin{:});

Error in ==> dynare_estimation_1 at 209

[fval,xparam1,grad,hessian_csminwel,itct,fcount,retcodehat] = …

Error in ==> dynare_estimation at 62

dynare_estimation_1(var_list,varargin{:});

Error in ==> galiest at 168

dynare_estimation(var_list_);

Error in ==> dynare at 132

evalin(‘base’,fname) ;

Many thanks.

Bests

Carmine.

galiultimo.mod (1.05 KB)

galiest.mod (2.02 KB)