Account for loglinear option with lagged/leaded exogenous variables
The problem is that e.g. news shocks are incompatible with the
loglinear option. The reason is that they require auxiliary variables with mean 0 so that taking the log of them is not possible. The easiest way to deal with this is probably state this explicitly in the manual and let the preprocessor throw out an error when
loglinear is used and there there is a substitution of exogenous lags.