this is just a suggestion for future releases.
I spent a couple of hours trying to understand why dynare would freeze with a model that used to solve fine with pre-releases of Dynare 4.
It turned out that having assigned a wrong parameter values was generating NaN values in the jacobian of the model. This was nevertheless passed on to the mex file (mjdgges I guess)… with no return.
Maybe you could enter a “ifnan” and a warning before starting the solution.