Hatanaka (1998a) showedthat the number of relations between deterministic trends of different variables played an important role in empirical studies of macroeconomic theories. In the present paper two methods are presented to determine the number from the time-series data. The one investigates...

In macro-econometrics more attention needs to be paid to the relationships among deterministic trends of different variables, or co-trending, especially when economic growth is of concern. The number of relationships, i.e., the co-trending rank, plays an important role in evaluating the veracity...