Unit Root - Bayesian Estimation

Hello ,
I’m new in Bayesian estimation and I’ve made an code based on Gali and Monacelli 2008, but I have some doubts related to Unit Roots.
In my model, i have data for inflation, GDP, nominal interest rate, term of trade and debt to GDP ratio. And all of it has an unit root or strutural break, how can I define it in my model? To mitigate unit roor I’ve put it in this way:

DLGDP = GDP - GDP(-1);
DLINFLATION = Inflation_H- Inflation_H(-1);
DLNOMINALINTEREST = nominal_interest_rate- nominal_interest_rate(-1);
DLTOT = Term_of_trade - Term_of_trade(-1);
DDEBT = debt(+1)- debt;

But, I am not pretty sure whether it is correct. Could someone help me?

Thanks in advanced,

Elder Souza

Please have a look at Pfeifer(2013): “A Guide to Specifying Observation Equations for the Estimation of DSGE Models” sites.google.com/site/pfeiferecon/Pfeifer_2013_Observation_Equations.pdf.
You cannot deal with structural breaks this way. You have to purge the data of the break before estimation. Going for first differences to deal with non-stationarity is correct, although it is very unusual to use first differences of stationary variables like the nominal interest rate or inflation.

Sr. Pfeifer,
I would like to thank you for your answer and give you congratulations about the document, it is very elucidative.