I am running an estimation of a stochastic DSGE model and would like Dynare to plot the Bayesian IRFs.
When the MH algorithm has finished running I can see that the different figures are being plotted, including the Bayesian IRFs. The problem is that as soon as it has finished plotting all the figures the Bayesian IRFs have disappeared. From the numbering sequence of the figures that have been plotted it is clear that some are missing.
Please let me know if this is a possible bug in version 4.04, or if I am doing something wrong?