# Trend in Cointegration relationship

I was estimating a long-run relationship of exchange rate and purchasing power parity. The residual of the long-run relation which should be $I(0)$, but it is only $I(0)$ when I introduce trend in the long-run relationship. Can someone provide the logic or study material that shows introducing trend is not a problem and how to justify it?

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this should answer your question: repub.eur.nl/res/pub/1559/feweco19990414090913.pdf –  Matt Wolf Aug 2 at 2:43
@MattWolf That is useful, but I think his problem is more basic, related to the choices he is making in variables. For instance, if you are using the relative inflation rates versus the price levels, then you may or may not have needed to use include the trend term. –  John Aug 2 at 21:09