dynare_sensitivity without exogenous variables

When dynare_sensitivity is used for a model without exogenous variables, the following error occurs:

Reference to non-existent field 'ghu'.

Error in kalman_transition_matrix (line 42)
    B = dr.ghu(iv,:);

See the attached file test1.mod. An easy workaround is to create a dummy exogenous variable (see attached file test2.mod), but it would help if the error message explains that the code does not work for models without exogenous variables.

This issue is similar to issue #1633 (closed).