diff --git a/matlab/dsge_likelihood.m b/matlab/dsge_likelihood.m
index 94c37513d..62d5ff570 100644
--- a/matlab/dsge_likelihood.m
+++ b/matlab/dsge_likelihood.m
@@ -140,7 +140,11 @@ SteadyState = [];
 trend_coeff = [];
 exit_flag   = 1;
 info        = zeros(4,1);
-DLIK        = [];
+if DynareOptions.analytic_derivation
+    DLIK        = NaN(1,length(xparam1));
+else
+    DLIK        = [];
+end
 Hess        = [];
 
 % Ensure that xparam1 is a column vector.