[Q] Stationarity in regression. How should I interpret results after taking differences ?

For OLS, I know you’re supposed to deal with a stationary series, so I’ve differenced my dependent and independent variables once to remove its trend.

My question is in regard to the way the results would be interpreted? I know normally without the differences you would interpret the results as a one unit change in a variable would result in a change depending on the coefficient of that variable. Does this change? Or is it that since I took the difference on both the dependent and independent variable they will cancel out ?

Any guidance or references would be greatly appreciated!

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Nevin Manimala

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