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I have got my GDP sereis non-stationary and with a positive trend, I want to have this series on the right side of my Taylor Rule model where inflation rate and exchange rate are the other variables and the interest rate is on the left side of the model. should I apply Hodric Prescott to de-trend my...

I need to apply GMM on a Taylor type model where short-term interest rate is on the left side of the model and GDP, inflation rate and exchange rate are on the right side the model. I need to know whether my series should be stationary? and so my instruments in application of GMM should be lagged of...