Dear all, I tried a third and fourth order approximation in Dynare. I get the following error
??? Undefined function or variable "aa".
Error in ==> th_autocovariances at 106
Gamma_y{1} = aa*vx*aa'+ bb*Sigma_e_*bb';
Error in ==> disp_th_moments at 33
[Gamma_y,ivar] = th_autocovariances(dr,ivar);
Has anybody solved this problem? Thanks,
Paul