Thank you very much for your reply.
Let me clarify the first point.
If I understand you right, the reason for shifting r, n and k by one period into the past are simply the time conventions in the BGG-paper.
Because r, n and k are known to the lender and borrower when signing the optimal contract under costly state verification at time t the only uncertainty that remains is the uncertainty about the projects return E_t{rk_t+1}.
This is the reason why I have to take the state variables r, n and k as predetermined.
Thus I implement the equation E_t{rk_t+1} – r_t+1 = -v[n_t+1 - (q_t + k_t+1)]
by rk(+1) - r = -nu*(n -(q + k));
This is what you mean, right?
Of course, a second minor reason is that I can not implement the equation because of Dynare’s implicit expectation operator.