How to get decomposition of impulse response

Recently I been reading “Policy Regimes, Policy Shifts, and U.S. Business Cycles” by Bhattarai et. al.

  1. In that paper the author displayed a decomposition of impulse response, which show the determined and undetermined part of initial impact of shock. I’m little confused about this explanation, How can I plot the similar graph?
    I’ve tried “simul” by setting only one shock above 0, and other to be 0, the result however different.

  1. They plot the harmonic-mean marginal log-likelihood each step, I wonder if dynare store the intermediate results somewhere (because I learned the harmonic mean estimator marginal log-likelihood can be called by oo_.MarginalDensity)

Notes for the graph

They use the solution technique of Lubik/Schorfheide. My guess is that you could do something similar using the Bianchi/Nicolo approach

Thanks for sharing

Thanks a lot, the method works! I use B&N approach successfully solve the situation when B&K condition not satisfied for indeterminacy.
As for the code you quote, I believe its problem is put expectation wrong place, change ‘y’ to ‘pi’ will make it work.