I am studying the impact of Geopolitical risk (independent variable) on WTI crude oil prices (dependent variable) over the monthly period 1985-2019. Since, i am studying how much GPR causes oil prices changes, i was wondering what kind of statistical test or method can I deploy to study whether the relationship between the two is deteriorating or not.
So, I'd like to find out whether the impact of GPR on oil prices is stronger in the period 2000-2019 compared to 1985-2000. or even small time periods.