diff --git a/matlab/ReshapeMatFiles.m b/matlab/ReshapeMatFiles.m
new file mode 100644
index 000000000..45f407a77
--- /dev/null
+++ b/matlab/ReshapeMatFiles.m
@@ -0,0 +1,104 @@
+function ReshapeMatFiles(type)
+  % Rehape and sort (along the mcmc simulations) the mat files generated
+  % by DYNARE.
+  global M_ options_
+
+  MhDirectoryName = [ CheckPath('metropolis') '/' ];
+  
+  switch type
+   case 'irf'
+    IRFfiles = dir([MhDirectoryName M_.fname '_irf*']);
+    NumberOfIRFfiles = length(IRFfiles);
+    if NumberOfIRFfiles>1
+      NumberOfPeriodsPerIRFfiles = ceil(options_.irf/NumberOfIRFfiles);
+      reste = options_.irf-NumberOfPeriodsPerIRFfiles*(NumberOfIRFfiles-1);
+      idx = 0;
+      jdx = 0;
+      for f1=1:NumberOfIRFfiles-1
+        STOCK_IRF = zeros(NumberOfPeriodsPerIRFfiles,M_.endo_nbr,M_.exo_nbr,B);
+        for f2 = 1:NumberOfIRFfiles
+          load([MhDirectoryName M_.fname '_irf' int2str(f2)]);
+          STOCK_IRF(:,:,:,idx+1:idx+size(stock_irf,4)) = stock_irf(jdx+1:jdx+NumberOfPeriodsPerIRFfiles,:,:,:);
+          idx = idx+size(stock_irf,4);
+        end
+        STOCK_IRF = sort(STOCK_IRF,4);
+        save([MhDirectoryName M_.fname '_IRFs' int2str(f1)],'STOCK_IRF');
+        jdx = jdx + NumberOfPeriodsPerIRFfiles;
+        idx = 0;
+      end
+      STOCK_IRF = zeros(reste,M_.endo_nbr,M_.exo_nbr,B);
+      for f2 = 1:NumberOfIRFfiles
+        load([MhDirectoryName M_.fname '_irf' int2str(f2)]);
+        STOCK_IRF(:,:,:,idx+1:idx+size(stock_irf,4)) = stock_irf(jdx+1:jdx+reste,:,:,:);
+        idx = idx+size(stock_irf,4);
+      end
+      STOCK_IRF = sort(STOCK_IRF,4);
+      save([MhDirectoryName M_.fname '_IRFs' int2str(NumberOfIRFfiles)],'STOCK_IRF');
+    else
+      load([MhDirectoryName M_.fname '_irf1']);
+      STOCK_IRF = sort(stock_irf,4);
+      save([MhDirectoryName M_.fname '_IRFs' int2str(1)],'STOCK_IRF');
+    end    
+    for file = 1:NumberOfIRFfiles
+      delete([MhDirectoryName M_.fname '_irf' int2str(file) '.mat'])
+    end    
+   case { 'smooth' , 'filter' , 'error' , 'innov' , 'forcst' , 'forcst1' }
+    TYPEfiles = dir([MhDirectoryName M_.fname '_' type '*']);
+    NumberOfTYPEfiles = length(TYPEfiles);
+    switch type
+     case 'smooth'
+      CAPtype  = 'SMOOTH';
+      TYPEsize = [ M_.endo_nbr , options_.nobs ];
+     case 'filter'
+      CAPtype = 'FILTER';
+      TYPEsize = [ M_.endo_nbr , options_.nobs + 1 ];% TO BE CHECKED!
+     case 'error'
+      CAPtype = 'ERROR';
+      TYPEsize = [ size(options_.varobs,1) , options_.nobs ];
+     case 'innov'
+      CAPtype = 'INNOV';
+      TYPEsize = [ M_.exo_nbr , options_.nobs ];
+     case 'forcst'
+      CAPtype = 'forcst';
+      TYPEsize = [ M_.endo_nbr , options_.forecast ];
+     case 'forcst1'
+      CAPtype = 'forcst1';
+      TYPEsize = [ M_.endo_nbr , options_.forecast ];
+    end
+    if NumberOfTYPEfiles>1
+      NumberOfPeriodsPerTYPEfiles = ceil( TYPEsize(2)/NumberOfTYPEfiles );
+      reste = TYPEsize(2)-NumberOfPeriodsPerTYPEfiles*(NumberOfTYPEfiles-1);
+      idx = 0;
+      jdx = 0;
+      for f1=1:NumberOfIRFfiles-1
+        eval(['STOCK_' CAPtype ' = zeros(TYPEsize(1),NumberOfPeriodsPerTYPEfiles,B);'])
+        for f2 = 1:NumberOfIRFfiles
+          load([MhDirectoryName M_.fname '_' type int2str(f2)]);
+          eval(['STOCK_' CAPtype '(:,:,idx+1:idx+size(stock_ ' type ',3))=stock_' type '(:,jdx+1:jdx+NumberOfPeriodsPerTYPEfiles,:);'])
+          eval(['idx = idx + size(stock_' type ',3);'])
+        end
+        eval(['STOCK_' CAPtype ' = sort(STOCK_ ' CAPtype ',3);'])
+        save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(f1)],['STOCK_' CAPtype]);
+        jdx = jdx + NumberOfPeriodsPerIRFfiles;
+        idx = 0;
+      end
+      eval(['STOCK_' CAPtype ' = zeros(TYPEsize(1),reste,B);'])
+      for f2 = 1:NumberOfIRFfiles
+        load([MhDirectoryName M_.fname '_' type int2str(f2)]);
+        eval(['STOCK_' CAPtype '(:,:,idx+1:idx+size(stock_ ' type ',3))=stock_' type '(:,jdx+1:jdx+reste,:);'])
+        eval(['idx = idx + size(stock_' type ',3);'])
+      end
+      eval(['STOCK_' CAPtype ' = sort(STOCK_ ' CAPtype ',3);'])
+      save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(NumberOfIRFfiles)],['STOCK_' CAPtype]);
+    else
+      load([MhDirectoryName M_.fname '_' type '1']);
+      eval(['STOCK_' CAPtype ' = sort(stock_' type ',3);'])
+      save([MhDirectoryName M_.fname '_' CAPtype 's' int2str(1)],['STOCK_' CAPtype ]);      
+    end
+    for file = 1:NumberOfTYPEfiles
+      delete([MhDirectoryName M_.fname '_' type ' int2str(file) '.mat'])
+    end
+   otherwise
+    disp('ReshapeMatFiles :: Unknown format!')
+    return
+  end
\ No newline at end of file