# VAR model (vector autoregressive model)

- Canonical URL: https://www.gerhardmerk.de/var-model-vector-autoregressive-model-2
- Post ID: 8072
- Modified: 2023-07-25T21:13:36+00:00
- Language: en

## Definition

Econometric simulation of all effects of interest rate changes, first on the money market and then on other economic variables. The aim is to obtain reliable impulse-response functions from which the likely impact of a central bank policy measure can be determined in advance. - See book credit, key data, macroeconomic, equilibrium models, dynamic-stochastic, models, monetary, thrift rule. Spectral analysis .- Cf. Monthly Report of the Deutsche Bundesbank of September 2008, pp. 49 ff. (explanations; references; overviews), Monthly Report of the Deutsche Bundesbank of September 2011, p. 79 (application to banks' book credits in the period 2002 to 2011). Attention: The financial encyclopedia is protected by copyright and may only be used for private purposes without express consent! University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec. Professor Dr. Eckehard Krah, Dipl.rer.pol. E-mail address: info@ekrah.com https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk https://www.jung-stilling-gesellschaft.de/merk/ https://www.gerhardmerk.de/

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