Estimating a structural VAR model using panel data

Hello community, I am trying to replicate a paper by Morten O. Ravn Stephanie Schmitt-Grohe´ Martı´n Uribe (2012), I am getting the following error each time I am trying to execute the codes.
{ Attempt to execute SCRIPT matlab as a function:
C:\Program Files\Polyspace\R2020a\toolbox\matlab\general\matlab.m }
The matlab replication file is found on the following website >> http://www.columbia.edu/~mu2166/gshocks/gshocks.html

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