The reason is that they used a different Dynare version. To use Dynare >4.5.7 you need to modify the steady state file. See Code not working after updating Dynare to 4.6.0
But here, you should stick with the version they used. The warning about dates should go away when you run dynare_config before loading the data. Otherwise, the data format is not known (Alternatively, a previous run of Dynare does the same job).