Error with bayesian mode_compute=6

Hi all,
I am estimate a model using bayesian method. So far, only mode_compute=6 can be estimated. After the bayesian IRF, i face the error as follow:

Index exceeds matrix dimensions.

Error in DsgeSmoother (line 80)
constant = SteadyState(bayestopt_.mfys);

Error in prior_posterior_statistics_core (line 173)
[alphahat,etahat,epsilonhat,alphatilde,SteadyState,trend_coeff,aK] = …

Error in prior_posterior_statistics (line 222)
[fout] = prior_posterior_statistics_core(localVars,1,B,0);

Error in dynare_estimation_1 (line 821)

Error in dynare_estimation (line 89)

Error in Ajello_AER16 (line 979)

Error in dynare (line 180)
evalin(‘base’,fname) ;

For the mod file, i have to skip one parameter estimation and for sg_ss, i use the mode that author provide as the init value and use the bound as 5%-95% in the paper. The only reason is that the estimation is freezing if i don’t do this. I use dynare 4.4.2 and matlab 2014a as author suggested. Can anyone have any idea? Thank you so much.

Ajello_AER16.mod (23.1 KB) Ajello_AER16_steadystate.m (2.2 KB) MYDATA_baseline.mat (19.4 KB) obj_dummy.m (57 Bytes) SS_Ajello_AER16.m (8.4 KB)

Sorry, but I have a really hard time working with that model due to some strange stuff going on in the steady state file. The steady state file seems to alter the parameter values in a non-deterministic way if the steady state cannot be computed. That will screw up estimation.

Thank you for your reply, the file is provided by the author so i don’t know if it is a good idea to modify it again. About the error, is it because the estimation is really sensitive to do the forecast ? it stop at the forecasting process.

The file as is will most probably return incorrect results and will produce cryptic crashes. Sorry, but there is not much one can do about it, except correct the file.