Application of a VAR-Model with Matlab

In the field of economic history, historians & economists are interested in the causes of the world’s greatest economic crisis - the Great Depression in 1929.

By using time series data from state archives, I was able to perform a macroeconomic analysis of France’s economy during the interwar period (1919-1938) using a „Vector Autoregressive Model (VAR-Model)“ in order to investigate empirically, whether potential causes, discussed in the literature, were truly relevant.