problem.zip (61.0 KB)

A mixed quarterly, monthly SSM. Bayesian estimation. After sampling, marginal posteriors successfully obtained. Smoothed estimation of the unobserved state variables in model results in error message:

Subscripted assignment dimension mismatch.

Error in missing_DiffuseKalmanSmootherH1_Z (line 137)

Fstar(:,:,t) = ZZ*Pstar(:,:,t)*ZZ’ + H(di,di); % (5.7) in DK

(2012)

Error in DsgeSmoother (line 231)

[alphahat,epsilonhat,etahat,ahat,P,aK,PK,decomp,state_uncertainty] =

missing_DiffuseKalmanSmootherH1_Z(ST, …

Error in prior_posterior_statistics_core (line 208)

DsgeSmoother(deep,gend,Y,data_index,missing_value,M_,oo_,options_,bayestopt_,estim_params_);

Error in prior_posterior_statistics (line 241)

[fout] = prior_posterior_statistics_core(localVars,1,B,0);

Error in dynare_estimation_1 (line 520)

prior_posterior_statistics(‘posterior’,dataset_,dataset_info);

Error in dynare_estimation (line 105)

dynare_estimation_1(var_list,dname);

Error in example_problem (line 773)

oo_recursive_=dynare_estimation(var_list_);

Error in dynare (line 223)

evalin(‘base’,fname) ;

Any help would be greatly appreciated! I have included the code and data in the zip file. (Other versions of this SSM model work, versions which only slightly differ from this current version.)

Thank you!

Sincerely,

Rob Luginbuhl