Error running Dynare with Octave


I’m running DSGE Models using dynare. My codes run perfectly in Matlab, however they doesn’t work when using Octave. I’m using Dynare 4.5.4 and Octave 4.2.1. Is there any incompatibility between them? Or maybe something was done wrong in the installation process. Thanks a lot. Cheers,

The error is the following:

warning: function c:\dynare\4.5.4\matlab/missing/corrcoef\tcdf.m shadows a core library function
warning: called from
dynare_config at line 140 column 1
dynare at line 63 column 12

Configuring Dynare …
[mex] Generalized QZ.
[mex] Sylvester equation solution.
[mex] Kronecker products.
[mex] Sparse kronecker products.
[mex] Local state space iteration (second order).
[mex] Bytecode evaluation.
[mex] k-order perturbation solver.
[mex] k-order solution simulation.
[mex] Quasi Monte-Carlo sequence (Sobol).
[mex] Markov Switching SBVAR.

Using 64-bit preprocessor
Starting Dynare (version 4.5.4).
Starting preprocessing of the model file …
Substitution of endo leads >= 2: added 42 auxiliary variables and equations.
Found 63 equation(s).
Evaluating expressions…done
Computing static model derivatives:

  • order 1
    Computing dynamic model derivatives:
  • order 1
  • order 2
    Processing outputs …
    Preprocessing completed.

warning: stoch_simul: using order = 1 because Hessian is equal to zero
warning: called from
stoch_simul at line 41 column 5
DSGESpread at line 552 column 6
dynare at line 223 column 1
error: dyn_first_order_solver: library open failed: c:\dynare\4.5.4\matlab…/mex/octave\mjdgges.mex

Dynare 4.5.4 should support Octave 4.2.0, but not higher.