Hello to everyone!

I have a big model with financial intermediaries and financial frictions.

I am trying to solve for the Transitional Dynamics from one steady state to a new one, in a deterministic setup, and I would like to account for the non-linearities.

Financial intermediaries cannot go short on their assets, so I have to program some complementary slackness conditions for variables like capital, bonds, and money and the relative multipliers.

What is the best way to program complementary slackness in Dynare?

Thank you very much in advance.

Maksim