Dear Forum and Pfeifer,

I’m replicating the results in AER2016 “Sticky Leverage.” The codes are attached.

I want to replicate Table 2, When I run the “SLMRdynareGEE_AER.m”, as indicated by the author. I encountered below errors.

```
> Index exceeds matrix dimensions.
>
> Error in SLMRdynareGEE_AER (line 323)
> disp([M_.endo_names(4,:) num2str(sdout(4),3) ' ' num2str(oo_.gamma_y{1,2}(4,2),2) ])
```

I need to fix it in order to replicate further results. Pls help!

Many Thanks in advance!

Amydataset_StickyLeverage.zip (402.0 KB)

I can run the code. Did you put Dynare 4.4.3 in `c:\dynare\4.4.3\matlab`

?

Dear Jpfeifer,

My dynare is installed at another dictory(F), but I actually had change the code:

addpath F:\dynare\4.5.1\matlab.

Still, the error occurred. Would it be sth wrong about my matlab or ?

I will appreciate any of your futher help.

Amy

Dear Jpfeifer,

I just read the code and see the result file carefully.

I figure out that there must be sth different between the results that I run out using Dynare 4.5.1 and your result. In my case, the result in `oo_.gamma_y`

is a 2*1 array, so the code `num2str(oo_.gamma_y**{1,2}**(4,2),2) ]`

wont run nomally. If i change it into `num2str(oo_.gamma_y**{1,1}**(4,2),2) ]`

, it runs normally.

Why would this happen? How can I fully replicate their results by using my current dynare?

I attached the result file I generated here.SLMR_results.mat (44.5 KB)

In Dynare 4.5, `oo_.gamma_y`

became a column vector instead of a row vector. Simply use linear indexing, i.e. delete the first redundant dimension. So when it says

```
oo_.gamma_y{1,2}
```

use

```
oo_.gamma_y{2}
```