Hi All,

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:

estimation(order=1,datafile=DATAUSAEUROLONG,mh_replic=2000,mh_nblocks=1,mh_jscale=0.15,mh_drop=0.2,prior_trunc=1e-32,nograph,moments_varendo,conditional_variance_decomposition =1)

Hope you can help me.

Best,