That very much depends on the setup you want to consider, i.e. whether you want to work with the nonlinear version and let Dynare do the linearization or whether you want to work with the linear version. The latter seems to be easier. In that case, you need equations (3) and (4) (Euler equation and budget constraint) that determine inflation \pi_t and b_t given the two exogenous processes \theta_t and \psi_t and the two AR-processes for these exogenous processes. Basically, you need to implement the stacked system you provided above, but using Dynare’s stock at the end of period notation. Compared to equation (4), you shifted bonds by one period. Also note that the exogenous AR-processes are entered contemporaneously, not in expectations, i.e. use
\theta_t=\rho_1 \theta_{t-1}+\epsilon_{1t}
If you want the full version before substituting out for R_t and m_t, take the linearized versions of (1) and (2) and the budget constraint, plus the two policy rules and the two exogenous processes.