What should I do before an OLS regression and Johansen cointegration test with time series data?

External question — Economics Stack Exchange Author: ORESTIS TZIAMALIS Original post: https://economics.stackexchange.com/questions/57718 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I have to make a regression with real exports as the dependent and then an aggregated GDP income variable and the real effective exchange rate as independent variables. My variables are time series (quarterly data). What should I do before doing an OLS regression and then going for a Johansen cointegration method? Which should I do for structural breaks?