prototype investment constraints

test/invest_contraint.jl

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+using MacroModelling
+
+@model RBC begin
+    c[0]^(-γ) + λ[0] = β * (c[1]^(-γ) * ((1 - δ) + α * exp(z[1]) * k[0]^(α - 1)) - (1 - δ) * λ[0])
+    c[0] + i[0] = exp(z[0]) * k[-1]^α
+    k[0] = (1 - δ) * k[-1] + exp(zⁱ[0]) * i[0]
+    λ[0] * (i[0] - ϕ * i[ss]) = 0
+    z[0] = ρ * z[-1] + std_z * eps_z[x]
+    zⁱ[0] = ρⁱ * zⁱ[-1] + std_zⁱ * eps_zⁱ[x]
+
+    i[0] ≥ ϕ * i[ss] | λ[0], eps_zⁱ > 0
+    # 0 = max(i[0] - ϕ * i[ss], λ[0]) | eps_zⁱ > 0
+
+    # î[0] = min(i[0], ϕ * i[ss]) | eps_zⁱ > 0
+    # bind[0] = i[0] - ϕ * i[ss]
+end
+
+@parameters RBC begin
+    std_z = 0.01
+    std_zⁱ= 0.01
+    ρ = 0.2
+    ρⁱ= 0.2
+    δ = 0.02
+    α = 0.5
+    β = 0.95
+    ϕ = 1.01
+    γ = 1
+    i > 0
+end
+
+SS(RBC)
+
+plot_irf(RBC)
+
+# assume that lagrange multiplier is always < 0
+:(i[0] ≥ ϕ * i[ss] |  λ[0], eps_zⁱ > 0) |> dump