# How to interpret coefficients in a vector autoregressive model?

Can I interpret the coefficients in a VAR model in the same way as I do in a normal OLS regression?

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answer by a prof from my department (University of Leicester): "Yes you can interpret the coefficients in exactly the same way" –  Johannes Jul 30 '12 at 13:06
Probably more informative to look at the impulse response function of the VAR. –  Jase Jan 11 '13 at 12:01