Dear Stéphane,
could you please take a look at http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=5220
It seems as if stochastic extended path only works with the parallel-computing toolbox as solve_stochastic_perfect_foresight_model uses a parfor-loop.
If this is desired, we should at least try to condition the use of EP on the presence of the toolbox and add this requirement to the manual.
Best,
Johannes