My guess is that usually in New Keynesian models the inflation rate is not endogenously determined and by this token also the nominal interest rate. Thus, you cannot use the steady_state-operator. See the end of [Open Economy). Basically, fix the steady state inflation rate. If that does not help, get back to me as there is a bug in simul regarding imaginary numbers: github.com/DynareTeam/dynare/pull/775