Optimal Policy with Interaction between Tools

[reabo22]

I want to replicate something similar to Angelini et al (2014), which is on the interaction between monetary and macroprudential policies. The problem is as follows:

Any suggestion on how to do it efficiently in Dynare?

Thanks

[jpfeifer]

Is this a case where the Bodenstein et al. toolbox is applicable? See e.g. martin bodenstein - Macro Policy Games