I am using dynare 4.2.1 and trying to run a conditional variance decomposition after estimating a DSGE model and I get the following error message:
?? Reference to non-existent field ‘sigma_e_is_diagonal’.
Error in ==> dsge_simulated_theoretical_conditional_variance_decomposition at 116
StateSpaceModel.sigma_e_is_diagonal = M_.sigma_e_is_diagonal;
I have checked the path and there is no problem with it, dynare is calling the 4.2.1 version. When calling the M_ I actually realize that there isn´t a sigma_e_is_diagonal field. Is this a bug?
This is the line for the estimation command that I am using:
Hope you can help me.