The Coeurdacier et al concept seems problematic. See replication.uni-goettingen.de/wiki/index.php/Talk:The_Risky_Steady_State_(AER_2011). Dynare has Michel Juillard’s risky steady state implemented in a “beta” version, but there is still some work to do. You can play around with it: github.com/DynareTeam/dynare/tree/master/tests/risky_ss
More generally, I would refer you to the work of Alexander Meyer-Gohde.