QGIS rasterize error

I am trying to add mosaic/merge image bands with different layers on QGIS 2.18.0, however when I click the option to add mosaic I get the error:

ERROR 4: `' does not exist in the file system, 
and is not recognized as a supported dataset name.

The entire stack trace specifically is:

File "C:Qgisbingdal_merge.py", line 540, in 
sys.exit(main()) 
File "C:Qgisbingdal_merge.py", line 422, in main 
ulx = file_infos[0].ulx 
IndexError: list index out of range 

Some questions imply it maybe empty spaces in the path string but, I manually chose the directory that has no spaces and even then I still get the error. How can I fix it?