本人初学DSGE，老师让我看看Frank Schorfheide的A Bayesian Look at New Open Economy Macroeconomics，并再跑一下这篇文章的程序。但用dynare运行时，出现了问题。还请高手指点一下。
mod文件如下：
// Two Country
// BENCHMARK MODEL: OUTPUT GROWTH RULE, DEMEANED DATA
var PI PI_star PI_H PI_Hstar PI_F PI_Fstar
LAM LAM_star C C_star calC calC_star
R R_star Y Y_star Q Q_star
S E_del PSI_F PSI_Hstar
A A_star G G_star Z
INF_US INF_F R_US R_F Ygr_US Ygr_F ;

varexo EPS_R EPS_Rstar EPS_A EPS_Astar EPS_G EPS_Gstar EPS_Z EPS_Edel;

parameters theta_H theta_F theta_Hstar theta_Fstar
tau h alp eta bet
rhoR psi1 psi2 psi3
rhoRstar psi1star psi2star psi3star
rhoA rhoAstar rhoG rhoGstar rhoZ
gam_steady rr_steady pi_steady pi_steadystar;
// pi_steady = pi_steadystar
// corr_RRstar = 0
// To be substituted
// bet = 1/(1+rr_steady/400);
// kap_H = (1-theta_H)/theta_H*(1-theta_H*bet);
// kap_F = (1-theta_F)/theta_F*(1-theta_F*bet);
// kap_Hstar = (1-theta_Hstar)/theta_Hstar*(1-theta_Hstar*bet);
// kap_Fstar = (1-theta_Fstar)/theta_Fstar*(1-theta_Fstar*bet);
model(linear);
// 1. Domestic firms price setting
PI_H = 1/(1+rr_steady/400)*PI_H(+1) + (1-theta_H)/theta_H*(1-theta_H/(1+rr_steady/400))*( -LAM - alp*Q - A );

// 2. Domestic habits
(1-h)*calC = C - h*C(-1) + h*Z;

// 3. Domestic Marginal utility of consumption
-LAM = tau/(1-h/(1+rr_steady/400))*calC - h/(1+rr_steady/400)/(1-h/(1+rr_steady/400))*(tau*calC(+1)+Z(+1));

// 4. Domestic importers' price setting
PI_F = 1/(1+rr_steady/400)*PI_F(+1) + (1-theta_F)/theta_F*(1-theta_F/(1+rr_steady/400))*PSI_F;

// 5. Definition of CPI
PI = alp*PI_F + (1-alp)*PI_H;

// 6. Terms of Trade Dynamics
Q = Q(-1) + PI_H - PI_F;

// 7. Real Exchange Rate Dynamics
S = PSI_F - (1-alp)*Q - alp*Q_star;

// 8. Nominal Depreciation Rate
E_del = PI - PI_star + S - S(-1) + EPS_Edel;

// 9. Home goods market clearing
Y = C + G -(alp/tau)*S - alp*(1-alp)*eta*(Q-Q_star);

// 10. Risk Sharing Condition
LAM = LAM_star - S;

// 11. Monetary Policy Rule
R = rhoR*R(-1) + (1-rhoR)*(psi1*PI +psi2*(Y-Y(-1)+Z) + psi3*E_del) + EPS_R;

// 12. UIP equation
R - R_star = PI(+1) - PI_star(+1) + S(+1) -S;

// 13. Foreign firms price setting
PI_Fstar = 1/(1+rr_steady/400)*PI_Fstar(+1) + (1-theta_Fstar)/theta_Fstar*(1-theta_Fstar/(1+rr_steady/400))*( -LAM_star - alp*Q_star - A_star);

// 14. Foreign habits
(1-h)*calC_star = C_star - h*C_star(-1) + h*Z;
// 15. Foreign Marginal utility of consumption
-LAM_star = tau/(1-h/(1+rr_steady/400))*calC_star - h/(1+rr_steady/400)/(1-h/(1+rr_steady/400))*(tau*calC_star(+1)+Z(+1));
// 16. Foreign importers' price setting
PI_Hstar = 1/(1+rr_steady/400)*PI_Hstar(+1) + (1-theta_Hstar)/theta_Hstar*(1-theta_Hstar/(1+rr_steady/400))*PSI_Hstar;

// 17. Definition of CPI
PI_star = alp*PI_Hstar + (1-alp)*PI_Fstar;

// 18. Terms of Trade Dynamics
Q_star = Q_star(-1) + PI_Fstar - PI_Hstar;

// 19. Real Exchange Dynamics
S = -PSI_Hstar + (1-alp)*Q_star + alp*Q;

// 20. Foreign goods market clearing
Y_star = C_star + G_star -((1-alp)/tau)*S + alp*(1-alp)*eta*(Q-Q_star);

// 21. Foreign Monetary policy rule
R_star = rhoRstar*R_star(-1) + (1-rhoRstar)*(psi1star*PI_star + psi2star*(Y_star-Y_star(-1)+Z) - psi3star*E_del) + EPS_Rstar;
// 22. Euler Equation
-LAM = -LAM(+1) -(R - PI(+1)) + Z(+1);

// Exogenous shocks
A = rhoA*A(-1) + EPS_A;
A_star = rhoAstar*A_star(-1) + EPS_Astar;
G = rhoG*G(-1) + EPS_G;
G_star = rhoGstar*G_star(-1) + EPS_Gstar;
Z = rhoZ*Z(-1) + EPS_Z;

// Measurement equations
INF_US = 4*PI;
R_US = 4*R;
Ygr_US = Y - Y(-1) + Z;
INF_F= 4*PI_star;
R_F = 4*R_star;
Ygr_F= Y_star - Y_star(-1) + Z;
end;

estimated_params;
// STARTING VALUES & PRIORS
theta_H, 0.5,1E-5,0.999, BETA_PDF,0.5,0.15;
theta_F, 0.5,1E-5,0.999, BETA_PDF,0.5,0.15;
theta_Hstar, 0.5,1E-5,0.999, BETA_PDF,0.75,0.15;
theta_Fstar, 0.5,1E-5,0.999, BETA_PDF,0.75,0.15;
tau, 2.7,1E-5,10, GAMMA_PDF,2,0.5;
h, 0.3,1E-5,0.999, BETA_PDF,0.3,0.1;
alp, 0.1,1E-5,0.999, BETA_PDF,0.12,0.05;
eta, 1,1E-5,10, GAMMA_PDF,1,0.5;
psi1, 1.5,0.95,10, GAMMA_PDF,1.5,0.25;
psi2, 0.5,1E-5,10, GAMMA_PDF,0.5,0.25;
psi3, 0.1,1E-5,10, GAMMA_PDF,0.1,0.05;

psi1star, 1.1,0.95,10, GAMMA_PDF,1.5,0.25;
psi2star, 0.5,1E-5,10, GAMMA_PDF,0.5,0.25;
psi3star, 0.1,1E-5,10, GAMMA_PDF,0.1,0.05;
rhoA, 0.86,1E-5,1, BETA_PDF,0.8,0.1;
rhoR, 0.81,1E-5,1, BETA_PDF,0.5,0.2;
rhoG, 0.96,1E-5,1, BETA_PDF,0.8,0.1;

rhoAstar, 0.97,1E-5,1, BETA_PDF,0.6,0.2;
rhoRstar, 0.82,1E-5,1, BETA_PDF,0.5,0.2;
rhoGstar, 0.81,1E-5,1, BETA_PDF,0.8,0.1;
rhoZ, 0.54,1E-5,1, BETA_PDF,0.66,0.15;
rr_steady, 0.5,0,10, GAMMA_PDF,0.5,0.5;
gam_steady, 0.5,-5,5, NORMAL_PDF,0.4,0.2;
pi_steady, 3.33,0,10, GAMMA_PDF,7,2;
//pi_steadystar, 4.2,0,10, GAMMA_PDF,8.8,2;
stderr EPS_A, 2,1E-8,5, INV_GAMMA_PDF,1.253314,0.655136;//fs_dyn(1,4)
stderr EPS_G, 0.6,1E-8,5, INV_GAMMA_PDF,1.253314,0.655136;//fs_dyn(1,4)
stderr EPS_R, 0.15,1E-8,5, INV_GAMMA_PDF,0.501326,0.262055;//fs_dyn(0.4,4)
stderr EPS_Astar,0.5,1E-8,5, INV_GAMMA_PDF,0.501326,0.262055;//fs_dyn(0.4,4)
stderr EPS_Gstar,0.7,1E-8,5, INV_GAMMA_PDF,1.253314,0.655136;//fs_dyn(1,4)
stderr EPS_Rstar,0.1,1E-8,5, INV_GAMMA_PDF,0.250663,0.131027;//fs_dyn(0.2,4)
stderr EPS_Z, 0.34,1E-8,5, INV_GAMMA_PDF,0.626657,0.327568;//fs_dyn(0.5,4)
stderr EPS_Edel, 4,1E-8,10, INV_GAMMA_PDF,4.386599,2.292977;//fs_dyn(3.5,4)
end;

varobs Ygr_US INF_US R_US Ygr_F INF_F R_F E_del;
estimation(datafile=us_euro_data_demeaned,mode_compute=4,mh_replic=20000,mh_jscale=0.15,presample=4);
// mode_compute=3
// load_mh_file
// nodiagnostic
// mode_file=MODEL1_mode
运行过程中出现如下错误提示：
Error using chol
Matrix must be positive definite.
Error in metropolis_hastings_initialization (line 52)
d = chol(vv);
Error in random_walk_metropolis_hastings (line 58)
[ ix2, ilogpo2, ModelName, MhDirectoryName, fblck, fline, npar, nblck, nruns, NewFile, MAX_nruns, d ] =
...
Error in dynare_estimation_1 (line 871)
feval(options_.posterior_sampling_method,'DsgeLikelihood',options_.proposal_distribution,xparam1,invhess,bounds,gend,data,...

Error in dynare_estimation (line 62)
dynare_estimation_1(var_list,varargin{:});
Error in us_euro_m1_demeaned (line 272)
dynare_estimation(var_list_);
Error in dynare (line 120)
evalin('base',fname) ;
这是什么原因啊，还请前辈们指点。
其中的数据文件程序如下：
% import observations from
% EVIEWS ASCII export
% Range: 1983:I to 2002:IV = 80 observations
% Greenspan starts 1987:III, observation 19
dataset = importdata('C:\dynare\us_euro.txt',',');
% demean the series
dataset = dataset - repmat(mean(dataset,1),size(dataset,1),1);
Ygr_US = dataset(:,1);
INF_US = dataset(:,2);
R_US = dataset(:,3);
Ygr_F= dataset(:,4);
INF_F= dataset(:,5);
R_F = dataset(:,6);
E_del= dataset(:,7);
us_euro.txt文件在附件中。