During the clashes nobody was injured but window panes on the building were smashed.
Protesters insist on amending the announced bill which the government drafted with the purpose to trim veterans' pensions and salaries in the public sector.
They say that it is unjust to linearly cut all salaries in the public sectors in light of the fact that some earn salaries between 2,000-3,000 Bosnian convertible marks (KM) and others just KM 250.
They called on government officials to address the rally and threatened to hold sit-ins outside the building until their demands were met.
The bill can go into force after the entity's parliament adopts it.
Two days ago, major trade union federations in Bosnia-Herzegovina announced protests and a general strike for next Tuesday asking for the ousting of the government in the Croat-Muslim entity after it on Monday adopted a law regulating a 10-percent reduction of salaries in the public sector and their stagnation in the next three years.
A recent stand-by arrangement which Sarajevo and the International Monetary Fund reached binds the Bosnian authorities to make savings in public consumption and in social welfare
Trade union leaders accused the federation's government of introducing a state of emergency in the entity.