Hi, I wonder is there a way how to change the warning message color? When all warning messages in MATLAB and other sw are red, it’s little bit hard seeing those in Dynare - black hidden inside of the black text.
No that is not possible and also not intended. Warnings in Dynare rarely ever point to critical problems. They are provided within the regular output as users are expected to check their output in any case. Many of the warnings can be safely ignored, in contrast to the error messages we provide. That is particularly true in the context of estimation, where pathological parameter draws can easily occur. That is also why Dynare internally sometimes even suppresses the red Matlab warnings.