Problems with dsgesmoother (from dynare 4)


I’ve not had any response yet to my post in the now closed dynare 4 section. Here is what I wrote: (see dynare4 forum for attached files)

I seem to be having a similar problem with the Kalman filter/smoothing algorithm (I think). Here is the error message the most recent version of Dynare 4 gives me:

??? Error using ==> mtimes
Inner matrix dimensions must agree.

Error in ==> DsgeSmoother at 322
decomp(jnk,:,:,i) = QT*squeeze(decomp(jnk,:,:,i));

Error in ==> dynare_estimation_1 at 995
[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,d,decomp] = DsgeSmoother(xparam1,gend,data,data_index,missing_value);

Error in ==> dynare_estimation at 57

Error in ==> RBC_schat at 175

Error in ==> dynare at 102
evalin(‘base’,fname) ;

This error occurs after the MH algorithm has run and the posterior graphs have been displayed by Dynare, but before the smoothed data are plotted. THIS IS AN VERY SIMPLE DSGE MODEL BASED ON THE RBC model from the user manual!! I have only changed the path for the technological progress to be non-stationary.

Hi, This is a bug of Dynare (thanks for reporting it). In this mod file there is only one structural shock and in this case Dynare crashes when he computes the effects of the structural shocks on the filtered variables (level decomposition). The bug is fixed in the trunk directory of our subversion repository. The next version of dynare, 4.0.4 should be released next week, will contain the fix.

Best, Stéphane.