I am currently trying to estimate a VAR(1) model for some variables including inflation. Lets say the VAR model looks like this: $$ X_t = c + \Pi X_{t-1} + \epsilon_t. $$ In this case we can set long-term targets for our variables by transforming the constant term $c$. For instance, if we have inflation in our $X_t$, and we want it to move to the long-term ECB target of 2%, then we can set the constant term in $c$ corresponding to inflation equal to 2.

Now, in my data inflation is not stationary so I estimate my VAR on the differenced series. I was wondering if it is possible to set the long-term target of inflation in levels equal to 2% in such a model, since $c$ now corresponds to the long-term difference.