Dynare-preprocessor.exe has stopped working

I am trying to run a code but continue to get this response. “dynare-preprocessor.exe has stopped working” Could anyone let me know if they see an error in my code? I am not sure how to correct this if it is a bug.

var         

            c,              % 1. Household consumption
            l,              % 2. Household labor effort; implicitly equal to firm labor demand
            w,              % 3. Real wage rate
            r,              % 4. Real rate of return on capital
            k,              % 5. Stock of physical capital; implicitly equal to firm capital demand
            i,              % 6. Investment in physical capital
            y,              % 7. GDP
            z,              % 8. Total factor productivity
            g,              % 9. Government spending
            tau_c,          % 10. Sales tax
            tau_w,          % 11. Labor income tax
            tau_r,          % 12. Capital gains tax
            tau_y,          % 13. Revenue tax
            cy_ratio,       % 14. BC properties, C/GDP ratio
            iy_ratio,       % 15. BC properties, I/GDP ratio
            gy_ratio,       % 16. BC properties, G/GDP ratio
            ky_ratio,       % 17. BC properties, K/GDP ratio
            u,              % 18. Period-t consumer utility
            welf;           % 19. Lifetime consumer utility
 
 
varexo      eps_g,          % Shock to government purchases
            eps_z;          % TFP shock
 
 
parameters  sigma, chi, betta, delta, alpha, rho_g, rho_z, mu, tau, kappa, theta;
            load Param.mat
            sigma = param_sigma;    % CRRA in consumer utility
            chi = param_chi;        % Elasticity of labor in utility
            betta = param_betta;    % Intertemporal discount factor
            delta = param_delta;    % Rate of capital depreciation
            alpha = param_alpha;    % Cobb-Douglas parameter
            rho_g = param_rho_g;    % Inertia in government spending
            rho_z = param_rho_z;    % Inertia in TFP
            mu = param_mu;          % Share of government purchases in GDP
            tau = param_tau;        % Varying level of tax rates
            kappa = param_kappa;    % Effect of government purchases on TFP
            theta = param_theta;    % Effect of government purchases on consumer utility
 
        
model;
    % Household block
    c^(-sigma)*(1-tau_w)*w/(1+tau_c) = l^chi;
    betta*(c(+1)^(-sigma))*(1-tau_r(+1))*(1+r(+1)-delta)/(1+tau_c(+1)) = c^(-sigma)/(1+tau_c);
    (1+tau_c)*c + k = (1-tau_w)*w*l + (1-tau_r)*(1+r-delta)*k(-1);
 
    % Firm block
    y = z*(k(-1)^alpha)*(l^(1-alpha));
    log(z) = rho_z*log(z(-1)) + eps_z;      % Original specification
    % log(z) = rho_z*log(z(-1)) + (1-rho_z)*0.5*(g^kappa) + eps_z;  % Alternative specification: benefit of government spending
    (1-tau_y)*alpha*z*(k(-1)^(alpha-1))*(l^(1-alpha)) = r;
    (1-tau_y)*(1-alpha)*z*(k(-1)^alpha)*(l^(-alpha)) = w;
 
    % Government budget block
    g = rho_g*g(-1) + (1-rho_g)*mu*y + eps_g;
    tau_w*w*l + tau_r*(1+r-delta)*k(-1) + tau_c*c + tau_y*z*(k(-1)^alpha)*(l^(1-alpha)) = g;
    tau_w = tau;    % Set outside of the .mod file
    tau_c = 0;
    tau_y = 0;
    % Notice that since tau_w is given and tau_c and tau_y are zero, the budget constraint in line 56 implicitly solves for tau_c
    
    % Market cleearing block
    y = c + i + g;
 
    % Welfare block
    % u  = (c^(1-sigma))/(1-sigma) - (l^(1+chi))/(1+chi);     % Original specification
    u  = (c^(1-sigma))/(1-sigma) - (l^(1+chi))/(1+chi) + (2*g)^theta;   % Alternative specification: benefit of government spending
    welf = u + betta * welf(+1);
 
    % Auxiliary variables
        cy_ratio = c/y;
        iy_ratio = i/y;
        gy_ratio = g/y;
        ky_ratio = k/y;
end;
 
 
shocks;
    var eps_g = 0.01;
    var eps_z = 0.01;
    var eps_g,eps_z = 0;
end;
 
 
initval;
    z = 1;      % True solution in the original specification; a reasonable guess in the extended model
    tau_w = tau;
    tau_c = 0;
    tau_y = 0;
    r = (1/(betta*(1-tau_r))) - 1 + delta;
    c = 2;
    l = 2;  
    k = 3;
    w = 1.5;
    y = z*(k^alpha)*(l^(1-alpha));
    g = mu*y;
    i = y - c - g;
    tau_r =  (g-tau_w*w*l)/((1+r-delta)*k);
    % u = (c^(1-sigma))/(1-sigma) - (l^(1+chi))/(1+chi);
    u  = (c^(1-sigma))/(1-sigma) - (l^(1+chi))/(1+chi) + (2*g)^theta;   % Alternative specification: benefit of government spending
    welf = u/(1-betta);
    % Auxiliary variables
        cy_ratio = c/y;
        iy_ratio = i/y;
        gy_ratio = g/y;
        ky_ratio = k/y;
end;
 
steady;
stoch_simul(order=1,irf=100,nograph) y,c,i,l;

You need to provide the Param.mat.