VAR model (vector autoregressive model)
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).
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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/