diff --git a/tests/Makefile.am b/tests/Makefile.am
index af4d71ab3..7a7a6f349 100644
--- a/tests/Makefile.am
+++ b/tests/Makefile.am
@@ -6,6 +6,7 @@ MODFILES = \
 	estimation/fs2000_MCMC_jumping_covariance.mod \
 	estimation/fs2000_initialize_from_calib.mod	\
 	estimation/fs2000_calibrated_covariance.mod \
+	estimation/MH_recover/fs2000_recover.mod \
 	gsa/ls2003.mod \
 	gsa/ls2003a.mod \
 	ramst.mod \
diff --git a/tests/estimation/MH_recover/fs2000_recover.mod b/tests/estimation/MH_recover/fs2000_recover.mod
new file mode 100644
index 000000000..bfb7b68d0
--- /dev/null
+++ b/tests/estimation/MH_recover/fs2000_recover.mod
@@ -0,0 +1,139 @@
+/*
+ * This file replicates the estimation of the cash in advance model described
+ * Frank Schorfheide (2000): "Loss function-based evaluation of DSGE models",
+ * Journal of Applied Econometrics, 15(6), 645-670.
+ *
+ * The data are in file "fsdat_simul.m", and have been artificially generated.
+ * They are therefore different from the original dataset used by Schorfheide.
+ *
+ * The equations are taken from J. Nason and T. Cogley (1994): "Testing the
+ * implications of long-run neutrality for monetary business cycle models",
+ * Journal of Applied Econometrics, 9, S37-S70.
+ * Note that there is an initial minus sign missing in equation (A1), p. S63.
+ *
+ * This implementation was written by Michel Juillard. Please note that the
+ * following copyright notice only applies to this Dynare implementation of the
+ * model.
+ */
+
+/*
+ * Copyright (C) 2004-2010 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+var m P c e W R k d n l gy_obs gp_obs y dA;
+varexo e_a e_m;
+
+parameters alp bet gam mst rho psi del;
+
+alp = 0.33;
+bet = 0.99;
+gam = 0.003;
+mst = 1.011;
+rho = 0.7;
+psi = 0.787;
+del = 0.02;
+
+model;
+dA = exp(gam+e_a);
+log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
+-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
+W = l/n;
+-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
+R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
+1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
+c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
+P*c = m;
+m-1+d = l;
+e = exp(e_a);
+y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
+gy_obs = dA*y/y(-1);
+gp_obs = (P/P(-1))*m(-1)/dA;
+end;
+
+shocks;
+var e_a; stderr 0.014;
+var e_m; stderr 0.005;
+end;
+
+steady_state_model;
+  dA = exp(gam);
+  gst = 1/dA;
+  m = mst;
+  khst = ( (1-gst*bet*(1-del)) / (alp*gst^alp*bet) )^(1/(alp-1));
+  xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-1);
+  nust = psi*mst^2/( (1-alp)*(1-psi)*bet*gst^alp*khst^alp );
+  n  = xist/(nust+xist);
+  P  = xist + nust;
+  k  = khst*n;
+
+  l  = psi*mst*n/( (1-psi)*(1-n) );
+  c  = mst/P;
+  d  = l - mst + 1;
+  y  = k^alp*n^(1-alp)*gst^alp;
+  R  = mst/bet;
+  W  = l/n;
+  ist  = y-c;
+  q  = 1 - d;
+
+  e = 1;
+  
+  gp_obs = m/dA;
+  gy_obs = dA;
+end;
+
+steady;
+
+check;
+
+estimated_params;
+alp, beta_pdf, 0.356, 0.02;
+bet, beta_pdf, 0.993, 0.002;
+gam, normal_pdf, 0.0085, 0.003;
+mst, normal_pdf, 1.0002, 0.007;
+rho, beta_pdf, 0.129, 0.223;
+psi, beta_pdf, 0.65, 0.05;
+del, beta_pdf, 0.01, 0.005;
+stderr e_a, inv_gamma_pdf, 0.035449, inf;
+stderr e_m, inv_gamma_pdf, 0.008862, inf;
+end;
+
+varobs gp_obs gy_obs;
+
+options_.MaxNumberOfBytes=2000*11*8/4;
+estimation(order=1, datafile='../fsdat_simul',nobs=192, loglinear, mh_replic=2000, mh_nblocks=2, mh_jscale=0.8);
+copyfile([M_.dname filesep 'metropolis' filesep 'fs2000_recover_mh1_blck1.mat'],'fs2000_mh1_blck1.mat')
+copyfile([M_.dname filesep 'metropolis' filesep 'fs2000_recover_mh3_blck2.mat'],'fs2000_mh3_blck2.mat')
+delete([M_.dname filesep 'metropolis' filesep 'fs2000_recover_mh4_blck2.mat'])
+
+estimation(order=1, datafile='../fsdat_simul',mode_compute=0,mode_file=fs2000_recover_mode, nobs=192, loglinear, mh_replic=2000, mh_nblocks=2, mh_jscale=0.8,mh_recover);
+
+%check first unaffected chain
+temp1=load('fs2000_mh1_blck1.mat');
+temp2=load([M_.dname filesep 'Metropolis' filesep 'fs2000_recover_mh1_blck1.mat']);
+
+if max(max(temp1.x2-temp2.x2))>1e-10
+    error('Draws of unaffected chain are not the same')
+end
+
+%check second, affected chain with last unaffected file
+temp1=load('fs2000_mh3_blck2.mat');
+temp2=load([M_.dname filesep 'Metropolis' filesep 'fs2000_recover_mh3_blck2.mat']);
+
+if max(max(temp1.x2-temp2.x2))>1e-10
+    error('Draws of affected chain''s unaffected files are not the same')
+end