Stochastic Extended Path - Bug

Dear Dynare team,

I want to report bug (or at least I think, that it is a bug) with stochastic version of extended_path() simulation method. I tried to run this simulation method first in plain order=0 mode, and it works without any problem. I used just very basic stochastic model from dynare tutorial. But when I set order>0, Dynare returned this error message:

Reference to non-existent field ‘IntegrationAlgorithm’.

Error in setup_integration_nodes (line 4)
switch EpOptions.IntegrationAlgorithm

Error in extended_path_initialization (line 119)
[nodes,weights,nnodes] = setup_integration_nodes(DynareOptions.ep,pfm);

Error in extended_path (line 40)
extended_path_initialization(initialconditions, samplesize, exogenousvariables, DynareOptions,
DynareModel, DynareResults);

Error in SimpleExtendedPath (line 177)
extended_path([], 100, [], options_, M_, oo_);

Error in dynare (line 235)
evalin(‘base’,fname) ;

Here I attach my .mod file.SimpleExtendedPath.mod (1.3 KB)

Option “hybrid” works also without any problem, so I think, that there is some problem with integration module. If it is not a bug, please sorry for inconvinience.

Jan Žemlička

@stepan-a Could you please have a look at this?

Dear All,

could anybody give me some advice what to do (i need to use stochastic extended path)? Should I download some previous version of Dynare?

Jan Žemlička

@stepan-a @MichelJuillard Could someone please have a look at this?


any news about this?

Jan Žemlička



The fix is here, but I need to change other things before merging. Meanwhile you can just add one line (as described in Michel’s commit) in default_option_values.m (in the matlab subfolder).


Thank you very much!
I will try it!

Jan Žemlička


Have you found default_option_values.m,why I can't find the file in the matlab subfolder?


Are you using Dynare 4.5.7 or the unstable version/Dynrae 4.6?