Can't find steady state

Identify the problematic equations by putting

resid;

before steady. Then check these equations.

For example, your Taylor rule shows a problematic residual:

R=rhor*R(-1)+(1-rhor)*(phipi*pi+phiy*(y-y(-1)))+er;

Basically, the constant seems to be missing. I think it should be along the lines of

R=rhor*R(-1)+(1-rhor)*(R_bar + phipi*pi+phiy*(y-y(-1)))+er;