Key points are not available for this paper at this time.
Preface - The Contributors - Introduction - A Primer on Cointegration with an Application to Money and Income D.A.Dickey, D.W.JJansen & D.L.Thornton - Unit Roots and Cointegration: An Introduction D.Holden & R.Perman - Trend, Unit Root and Structural Change in Macroeconomic Time Series P.Perron - Wage Growth and the Inflation Process: An Empirical Approach Y.P.Mehra - Diagnostic Testing: An Application to the Demand for M1 G.Otto - Bibliography - Index
Hassan et al. (Mon,) studied this question.