First differences of endogenous variable in a SVAR

[nicote]

Hi,

A simple question that might be seen foolish but still of a great importance for me.

Does it make sense (or is it easily arguable) to take the first differences of endogenous variables " D( ) " in a structural VAR model?
(In my model, I would like to apply that to GDP, House price and exchange rate but not to inflation and interest rate for stationarity purpose?)

Thank you very much for your consideration and your help!