Dear Michel,

we are working with a simple RBC model, taking it to data, i.e. replicating the work in the fs2000ns.mod example. We get the following error:

[code]??? Error using ==> mtimes

Inner matrix dimensions must agree.

Error in ==> DsgeSmoother at 297

decomp(jnk,:,:,i) = QT*squeeze(decomp(jnk,:,:,i));

Error in ==> prior_posterior_statistics at 154

[alphahat,etahat,epsilonhat,alphatilde,SteadyState,trend_coeff,aK] = …

Error in ==> dynare_estimation at 949

prior_posterior_statistics(‘posterior’,data,gend);

Error in ==> hansen_stoch_exog_estim at 138

dynare_estimation(var_list_);

Error in ==> dynare at 102

evalin(‘base’,fname) ;[/code]

We investigate further the problem; we substitute the command `decomp(jnk,:,:,i) = QT*squeeze(decomp(jnk,:,:,i))`

with

`decomp(jnk,:,:,i) = QT*squeeze(decomp(jnk,:,:,i))'`

in the dsgesmoother file code (line 297); Then computation finishes without errors and we get reasonable output.

Otherwise, to run fs2000ns.mod we have to work with the unmodified file.

As we don’t know the effects of correction, we would like to know if there’s something wrong in our model. For this purpose we attach the files.

hansen_stoch_exog_estim_steadystate.m (695 Bytes)hansen_stoch_exog_estim.mod (1015 Bytes)fsdat.m (4.52 KB)

Bests

Michele