Deriving the RE solution without auxiliary variables

Stochastic simulations
1

I have models with lagged expectations such as Expectation(-1)(x(t+1)). Using the stoch_simul command, Dynare generates a policy and transition matrix that includes lagged expectations as auxiliary variables. Is there a way to use that matrix to find the standard Rational Expectations solution without the auxiliary variables? I’m thinking of the standard form

 x(t)=Bx(t-1)+C(shocks)
2

Yes. In the solution with auxiliary variables, you substitute these with their definition.

3

You can find their definition in M_.aux_vars.