Information sets and alternate timing


I am trying to replicate the now classic model by Christiano, Eichenbaum and Evans (JPE 2005). In this model, besides many usual rigidities, a key assumption is that the decisions are made taken into account not the information until t, but the information until t-1. That is, some expressions will have E_{t-1} instead of E_{t}. This generates that the reaction of the inflation to a monetery policy shock is “delayed”, generating a smooth pattern. That is, inflation and other variables do not jump in the moment of the shock because that shock was unexpected in t-1.
I don’t know how to do this in Dynare. Is there any way of introducing different timing in expectations, thus different information sets?