Colinear relationships problem

I have developed a New Keynesian DSGE model where the Blanchard-Kahn conditions are fullfilled.
However, model_diagnostics reports 6 colinear relationships between the variables and the equations. The model is a two sector model, where the two sectors are perfectly symmetric. Is this a problem? How can the model be corrected to get reasonable results?

With kind regards

Are the collinear relationships due to unit roots?

The unit roots might come from the price level equations such as p=p(-1)+pi;. My real variables such as the consumption demand for domestic goods also depend on price level differences.

There will be a unit root in the nominal variables so a collinear relationship is indeed expected.