diff --git a/matlab/initial_estimation_checks.m b/matlab/initial_estimation_checks.m
index 03f0eac05e1121048de9daaa7ce83cd161f24baf..98bb6672d81cd3b7220ac8fdf21b7bb519fb530a 100644
--- a/matlab/initial_estimation_checks.m
+++ b/matlab/initial_estimation_checks.m
@@ -165,8 +165,15 @@ elseif imag(fval)
 end
 
 if info(1) > 0
+    if DynareOptions.order>1
+        [eigenvalues_] = check(Model,DynareOptions, DynareResults);
+        if any(abs(1-abs(eigenvalues_))<1e-10)
+            error('Your model has a unit root, but estimation at order>1 currently only supports stationary models')
+        end
+    else
     disp('Error in computing likelihood for initial parameter values')
     print_info(info, DynareOptions.noprint, DynareOptions)
+    end
 end
 
 if DynareOptions.prefilter==1