I was doing this exercise that you recommended, and apparently, the public debt is the problem, in particular the parameter associated with this relationship:
\frac{1 + i^*_{t}}{1 + i_{ss}} = (\frac{D_{t}}{D_{ss}})^{\kappa}\times \exp(\epsilon_{t})
Which, following the SGU 2003 model, takes very small values (0.0001). However, this doesn’t work with my data, so I moved the mean of the distribution closer to 0.01. With this at least one of them is no longer 0.99 but 0.983
I appreciate your comment. However, I have another doubt, the values of the AR (1) of the other two coefficients that were obtained in the calculation of the mode have a value of 0.00 in the posterior mode, however in the posterior mean they were approximately 0.985, is this still a problem?