Permanent shocks in log libearized model

I want to simulate permanent shock in loglin model.i have model that government set energy price by 0.5.then i log linned the model around energy price 0.5.i have calvo price wuestions are:
1)is it possible permanent shocks in log lin model?
2)if i want to energy price increase to 1,because of linearity of model i should put 0 in initval.what values i should put in endval???
3)if i want to use non log lin form,what am i doing with linear new keynesian philips curve?

  1. Yes, that is possible…
  2. If the price is an exogenous variable, then 1 is the endval.
  3. The NKPC has a recursive representation in nonlinear form. See DSGE_mod/Derivation_Recursive_Pricing_Equation.pdf at master · JohannesPfeifer/DSGE_mod · GitHub

Thank you for your help.
How to know the steady states are true?i have some problems with them.
1)I solve steady state analitically and when i put in dynare,dynare is run but calculated steady state by dynare is very different of my analyticall solution.
2)in my model government has production of oil (O_t),and the (e_f) is the demand of firm for energy and (e_h) demand of houshould for energy.then government sell the additional of oil in name( p_world*(O-e_f-e_h)).the governmet import final goods in the amount of ( p_world*(O-e_f-e_h)).
And my consumption is consumption of final goods plus consumption of energy.
And C the symbol of aggregate consumption.
So my national income identity is:
Y=C+I+G-( p_world*(O-e_f-e_h))-P_e*e_h
Is my national income identity is true?
3)is any way that i can find steady states without analytical solution?
4)when i use non log linearized form of model,perfect foresight of model is not found.and when i use model_diagnostics,it say that we have redundant equation.Isearch for and redundant equation,but my equations are true.what am i doing in thus context?