Я нашел решение этой проблемы. Вот код:
add_filter('post_link', 'mba_courses_permalink', 10, 3);
add_filter('post_type_link', 'mba_courses_permalink', 10, 3);
function mba_courses_permalink($permalink, $post_id, $leavename) {
if (strpos($permalink, '%mba_courses%') === FALSE) return $permalink;
// Get post
$post = get_post($post_id);
if (!$post) return $permalink;
// Get taxonomy terms
$terms = wp_get_object_terms($post->ID, 'mba_courses');
if (!is_wp_error($terms) && !empty($terms) && is_object($terms[0])) $taxonomy_slug = $terms[0]->slug;
else $taxonomy_slug = 'mba_courses';
return str_replace('%mba_courses%', $taxonomy_slug, $permalink);
}