Multiplying of expected variables

[mjamour]

This is Professor Pfeifer answer for the exact similar question.
“If you use order=1, this is exactly what you should get. In a linearized version, certainty equivalence holds and the covariances drop out. The trick with the auxiliary variable is usually the correct way for higher order approximations. If it does not work, please post the mod-file.”
Many thanks
I got it.
let me rerun my code

Coding expectation of a product

hi I want to code in Dynare an equation that can be simplified to something as: aE[X(t+1)]=bE[X(t+1)*Y(t+1)] where E[X(t+1)*Y(t+1)] is the expectation of a product of two random variables Any hint on how can I code this in Dynare? if I define the variable Z=X*Y and I write: aX(+1)=bZ(+1) then Dynare seems to understand: aE(X(t+1))=bE[X(t+1)]*E[Y(t+1)] , that is, a=bE[Y(t+1)] but this is not what I want to write. Many thanks for the help