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Can you capture the MDX query and run it in Management Studio? After you do that, you should be able to double click the error cell and see the error message, which should help debugging.
Is it possible that you have a long dash in one place but not the other. (If you type a double dash in Word, then it will replace it with a long dash.) Try out the following two characters to see if either works:
Long dash: –
Short dash: -
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