diff --git a/matlab/dynare_solve.m b/matlab/dynare_solve.m
index 1b68c688ba69d2bce8f8a1a88071a6f29f32b658..3cb9d6644b5190a76838a8416a1eb8fe78f2e0e0 100644
--- a/matlab/dynare_solve.m
+++ b/matlab/dynare_solve.m
@@ -64,7 +64,7 @@ if ~isempty(i)
     disp('   i) if all parameters occurring in these equations are defined')
     disp('  ii) that no division by an endogenous variable initialized to 0 occurs') 
     info = 1;
-    x = NaN;
+    x = NaN(size(fvec));
     return;
 end