BackgroundDengue fever is a serious public health issue in Bangladesh, where its incidence rises with the monsoon. Meteorological variables are believed to be responsible factors among others. Therefore, this study examines the effects of meteorological variables (temperature, rainfall, and humidity) on dengue incidence in Bangladesh. While previous studies have examined the relationship between dengue and meteorological variables using single model approaches, this study employs advanced econometric techniques to capture dynamic interactions. Furthermore, in the case of Bangladesh, this type of analysis is necessary due to the fact that dengue outbreak become one of the major issues. However, the analysis related to this issue is not available.MethodsFor estimation purposes, the Augmented Dickey-Fuller (ADF) test, Vector Autoregressive (VAR) model, Granger causality tests, Impulse Response Function (IRF), Variance Decomposition (VDC), and Vector Error Correction Model (VECM) are employed.ResultsRainfall has a significant impact on dengue incidence compared to temperature and humidity. The Granger causality test demonstrates that rainfall and dengue incidence are causally related unidirectionally. Rainfall can potentially have a short-term and long-term effect on the incidence of dengue, as per the estimates of the VECM model.ConclusionsThese findings will assist policymakers in Bangladesh in developing a dengue fever early warning system depending on climate change. In order to efficiently avoid the spread of dengue in Bangladesh's dengue-endemic urban areas, this study suggests societal monitoring.