Add (preprocessor) option for Fernandez-Villaverde et al (2012) type of IRFs in stoch_simul

A frequent question is how to generate IRFs at order=3 that look like the ones in Fernandez-Villaverde et al (2012) "Risk matters". I will add a corresponding code over the next two weeks. But a preprocessor option would still be needed. There are two issues that need to be discussed.

1. What should be the naming of the option? I would suggest something like ergodic_mean_irf as the IRFs are computed relative to the ergodic mean.
2. Should we allow for flexibility in the number of periods over which to compute the ergodic mean? If yes, we would need another option ergodic_mean_periods