As you may know, Katarina is one of the primary forces behind the development of cointegration analysis, and one of the co-creators of the CATS software.
Version 2 of CATS was developed in conjunction with the writing of this book. We strongly recommend this book to anyone using CATS, and anyone else interested in the topic of cointegration analysis. Katarina also offers some very valuable insights and suggestions on best practices for econometrics research.
More details can be found here:
The book is available from Estima as well as the usual textbook sources.