I was trying to estimate DSGE model using Bayesian method. For this, I was trying to update data gathered by Gerali et al. (2010). My model features Taylor rule to set the European policy rate. However, EONIA rate (as well as EURIBOR) has gone negative recently, which was used in original paper. Moreover, seems like the series is not stationary anymore. Is there any way to resolve this issue? I am a little bit puzzled whether it is possible to use negative rates in estimation.