We studied the pulsatile component of cerebral circulation with transcephalic electrical impedance (delta Z) in six preterm newborns, three of whom had severe cerebral bleeding, peri-intraventricular haemorrhage (PIVH). The transcephalic electrical impedance delta Z signal, ECG, arterial blood pressure, (aBP) and respirogram were recorded on analogue magnetic tape for 30 min. Artefact-free stationary segments (lasting for 2 min) of the four signals were digitised. A digital multivariate autoregressive (MAR) model was used to study frequency-specific variability in the signals and to quantify interrelations between the variabilities of delta Z, HR, aBP and respiratory signals. MAR modelling describes a system where all the signals simultaneously explain each other. The inherent variability of delta Z was lower and the influences of respiration and aBP on delta Z significantly greater in infants with severe PIVH than in controls. These changes were observed at high frequencies corresponding to respiration and heart rate. This may be interpreted as a marker of pressure passivism in the cerebral circulation following PIVH. We conclude that in preterm babies the application of MAR modelling, together with transcephalic impedance, may be a new, helpful and quantitative method for the study of simultaneous interrelations between variables of cerebral and systemic circulations and respiration.