diff --git a/matlab/dynare_sensitivity.m b/matlab/dynare_sensitivity.m
index acb0f12b543e436faebceebf95ac08b43990544b..f090db0b6dc89f255b6b0f270d0c05b5f9732937 100644
--- a/matlab/dynare_sensitivity.m
+++ b/matlab/dynare_sensitivity.m
@@ -93,6 +93,9 @@ if ~isempty(options_gsa.datafile) || isempty(bayestopt_) || options_gsa.rmse
         disp('must be specified for RMSE analysis!');
         error('Sensitivity anaysis error!')
     end
+    if ~isempty(options_.nobs) && length(options_.nobs)~=1
+        error('dynare_sensitivity does not support recursive estimation. Please specify nobs as a scalar, not a vector.')
+    end
     options_.datafile = options_gsa.datafile;
     if isfield(options_gsa,'first_obs')
         options_.first_obs=options_gsa.first_obs;