Error in shock decomposition

[fabiac]

Hi there,

The shock_decomposition command does not work for me with dynare 4.1.2. Matlab reports the error message below. I believe it should be a problem with the code because the same command, with the same .mod file, works perfectly well with dynare 4.1.0. Could you please check? Thanks

MH: Posterior IRFs, done!
??? Out of memory. Type HELP MEMORY for your options.

Error in ==> DiffuseKalmanSmoother1 at 71
Pstar = zeros(spstar(1),spstar(2),smpl+1); Pstar(:,:,1) = Pstar1;

Error in ==> DsgeSmoother at 260
[alphahat,etahat,ahat,aK] = DiffuseKalmanSmoother1(T,R,Q, ...

Error in ==> dynare_estimation_1 at 1094
[atT,innov,measurement_error,updated_variables,ys,trend_coeff,aK,T,R,P,PK,decomp]
= DsgeSmoother(xparam1,gend,data,data_index,missing_value);

Error in ==> dynare_estimation at 62
dynare_estimation_1(var_list,varargin{:});

Error in ==> brasil_estimacao at 2392
dynare_estimation(var_list_);

Error in ==> dynare at 132
evalin('base',fname) ;

[SébastienVillemot]

??? Out of memory. Type HELP MEMORY for your options.

As you can see, MATLAB ran out of memory. So this is not necessary a bug in Dynare, it could just be that your MATLAB exhausted memory during that particular run.

Are you able to replicate several times a successful estimation with 4.1.0 and an out-of-memory error with 4.1.2 ?

If yes, then this may be a bug in Dynare. Please post your MOD file in that case.