Paul Söderlind and Anders Vredin, "Applied Cointegration Analysis in the
Mirror of Macroeconomic Theory", Journal of Applied Econometrics, Vol.
11, No. 4, 1996, pp. 363-381.

This paper uses no data. It is a simulation exercise based on a calibrated
general equilibrium model. The results should be possible to replicate
from either the model equations/parameters (requires solving the general
equilibrium model and the simulating the linear decision rules), or more
easily, from the numerical linear "decision rules" given in the paper
(requires only simulating the linear decision rules). 

Paul Soderlind
IIES
Stockholm University
S-106 91 Stockholm
Sweden
Tel: +46-8-163564
Fax: +46-8-161443
Email: Paul.Soderlind@iies.su.se
Home page: http://www.iies.su.se/data/home/soderlip/homepage.htm