bug fix in optimizer 5 [newrat] for dsge_var_likelihood objective function. Fixes #1494

(cherry picked from commit da063b2e)

matlab/dynare_estimation_1.m

@@ -235,7 +235,7 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
                 [junk1, junk2,junk3, junk4, hh] = feval(objective_function,xparam1, ...
                                                         dataset_,dataset_info,options_,M_,estim_params_,bayestopt_,bounds,oo_);
                 options_.analytic_derivation = ana_deriv_old;
-            elseif ~isnumeric(options_.mode_compute) || ~(isequal(options_.mode_compute,5) && newratflag~=1)
+            elseif ~isnumeric(options_.mode_compute) || ~(isequal(options_.mode_compute,5) && newratflag~=1 && strcmp(func2str(objective_function),'dsge_likelihood')) 
                 % with flag==0, we force to use the hessian from outer product gradient of optimizer 5
                 if options_.hessian.use_penalized_objective
                     penalized_objective_function = str2func('penalty_objective_function');

matlab/optimization/newrat.m

@@ -154,7 +154,7 @@ while norm(gg)>gtol && check==0 && jit<nit
     if length(find(ig))<nx
         ggx=ggx*0;
         ggx(find(ig))=gg(find(ig));
-        if analytic_derivation
+        if analytic_derivation || ~outer_product_gradient,
             hhx=hh;
         else
             hhx = reshape(dum,nx,nx);