I’m using the same data file and mod file on two different machines (one with Windows and one with MAC, with different versions of matlab BUT the same version of dynare, 4.2.2) and I get very different results. Is this due to the OS, matlab ?
First, you should update to Dynare 4.2.4 as there have been many bug fixes since 4.2.2. See:
To answer your question, the difference is probably due to both the different versions of gcc readily available on these machines as well as the different Matlab versions. Gcc 4.2.1 (particularly buggy and old) is provided by Apple while a much more recent version is available on Windows (the most recent version being 4.6.2). The Matlab version may also change your results as the numerical libraries (e.g. blas/lapack) may have been updated and were almost certainly built with different compiler versions.