How to fix 'Error using load' ?

I try to run dataset and dynare code from this paper https://www.sciencedirect.com/science/article/abs/pii/S0264999317314566

but it result error like this :

You did not declare endogenous variables after the estimation/calib_smoother command.
Error using load
Unable to read file 'intbank_June_2017_mode'. No
such file or directory.

Error in dynare_estimation_init (line 167)
    mode_file = load(options_.mode_file);

Error in dynare_estimation_1 (line 116)
    dynare_estimation_init(var_list_, dname, [], M_,
    options_, oo_, estim_params_, bayestopt_);

Error in dynare_estimation (line 105)
    dynare_estimation_1(var_list,dname);

Error in intbank_June_2017 (line 1197)
oo_recursive_=dynare_estimation(var_list_);

Error in dynare (line 230)
evalin('base',fname) ;

how to fix this problem?