Unfolding G3 matrix

[SamuelHurtado]

I just posted code that does this, in the thread you linked:

Manipulating the decision rules

Hi, I’m trying to use the decision rules to calculate some asset prices. That is, I want to integrate over the shocks conditional on today’s values of the state variables (I don’t want to approximate the asset prices around the nonstochastic steady state as that doesn’t seem to work very well). Is there a function somewhere inside dynare that will help me do this automatically? I’m a bit worried about my ability to figure out how to unfold the big matrices for the third-order decision rules …