Implement block decomposition for stochastic models
This can be very useful for some models.
For example, the BoE has a model with bond prices with a horizon of 10 years ahead (i.e. 40 periods). The bond prices do not feedback into the core of the macro model, so the pricing equations are purely forward.
At order 3, Dynare is currently at pains to solve the model. The block decomposition would dramatically improve performance here.