Help : Johansen Cointegration test

[paolodio]

Hello,
I am a MSc student and I am planning to defend a final thesis in International Finance and my aim is to test the monetary model of exchange rate determination by implementing Unit Root tests and tests for Cointegration (Engle & Granger 2-step vs. Johansen technique based on VARs).

My background is mainly related to accountancy, basic statistics and financial mathematics, corporate finance and business valuation, anyway I covered partially more quantitative topics such as International Finance and Asset Management.
I want to deepen my knowledge of Time Series Analysis and Econometrics, so I am self-studying from an entry-level textbook (C.Brooks - Introductory Econometrics for Finance) in order to understand how Time Series models work and how to perform Cointegration tests. This textbooks includes step-by-step EViews applications.
If I follow step-by-step the outlined procedures, I'm able to perform the analysis I need, but I hope to find anyone willing to give me step-by-step explanations about the underlying logic of testing VAR models and especially about the Johansen's technique (that is quite complex).

I understand that the above statement is quite "general", so please if you have time reply to this post with more specific questions, I'll reply and we'll try to discuss more in-depth the topic.

Thanks in advance for your help.