In a cointegrated vector autoregressive model the intercept parameters can be decomposed into growth rate parameters and cointegration mean parameters. The growth rate parameters have important economic interpretations and may be equally important to identify and conduct hypothesis testing on as the cointegration vectors and the matrix of adjustment parameters. Here we develop a linear switching algorithm for estimating (possibly) restricted growth rates as a part of the cointegration analysis. We also show that the standard deviations for the growth rate parameters can be computed from their information matrix alone. An example with Danish money demand illustrates the method.