Hello,

I am working with Dynare 4.5.6 and Octave 4.4.0 under Windows 7 Entreprise.

stoch_simul at order 2 makes Octave crash, while it works fine at order 1.

Could you please help me understand?

Below is a code example.

Thanks a lot for your help!

Best,

Thibaut

```
var K q;
varexo dWt;
parameters
a b delta r alpha dt sigma
K_inf q_inf;
a=1;
b=1;
delta = 0.023;
alpha = 0.33;
r = 0.01;
dt=1;
q_inf = 1+(1+a)*b*delta^a;
K_inf = (((r+delta)*q_inf-a*b*delta^(a+1))/alpha)^(1/(alpha-1));
sigma = 0.3;
model;
# I = K(-1)*((q-1)/((1+a)*b))^(1/a);
# w = alpha*K(-1)^(alpha-1)+a*b*(I/K(-1))^(a+1);
K = K(-1) + (I-delta*K(-1))*dt;
q(+1) = q + (r+delta)*q*dt - w*dt + sigma * q * dWt;
end;
steady_state_model;
K = K_inf;
q = q_inf;
end;
initval;
K = 20;
q = q_inf;
end;
endval;
K = K_inf;
q = q_inf;
end;
check;
shocks;
var dWt = dt;
end;
stoch_simul(nograph, noprint, order=2);
```