GPM with oil price and BLT - soe1bayes - error messages


I’m estimating the full GPM model, i.e. with three economic areas, bank lending tightness variable and oil price, downloaded from Douglas Laxtons website. I receive this error message

*??? Undefined function or method ‘forecast_data_export’ for input arguments of type

Error in ==> soe1bayes at 1773
forecast_data_export(forecast_list, firstdate, forecastdate, nhistorical);

Error in ==> dynare at 125
evalin(‘base’,fname) ;*

when running the following estimation command

estimation(datafile=data3ctry, mode_compute=0,mode_file=soe1bayes_mode, mh_replic=0,mh_jscale=0.35,mh_nblocks=1, filtered_vars,filter_step_ahead=[1:12],forecast=20, conf_sig=0.95)

**Any idea what it refers to?

I’m using Dynare 4.0.4.

I attach code, steady state file and data (it can also be found on


soe1bayes_steadystate.m (4.77 KB)
data3ctry.m (11.5 KB)
soe1bayes.mod (27.2 KB)


Your code fails when the MOD file calls the function “forecast_data_export”, which is non-existent.

This is not a Dynare function. My guess is that this function is a GPM extension developed by the GPM team. So you need to ask the GPM team.