I have constructed the tax series {\tau_t^c} and {\tau_t^l} for US economy. My model is standard NK DSGE and it is entered in Dynare in nonlinear fashion with {\exp{}}, including these two taxes: {\exp{\tau_t^c}}, {\exp{\tau_t^l}}. Do I need to detrend and demean data of {\tau_t^c} and {\tau_t^l} and write observation equations as:

{\tau_t^{c obs}}={\tau_t^c}-steadystate({{\tau_t^c}})

{\tau_t^{l obs}}={\tau_t^c}-steadystate({{\tau_t^l}})

I appreciate the help