@ninja hedgehog: Yeah I know that but the problem was to get an event for model-level errors too.
But now I've found a solution for the problem.
If you want to have Validation.Error events for the whole Model then you have to make a binding of for example DataContext on the parent control. The following example will explain what I mean:
<Grid DataContext="{Binding ., ValidatesOnNotifyDataErrors=True, NotifyOnValidationError=True}">
<TextBox Text="{Binding PropertyName, ValidatesOnNotifyDataErrors=True, NotifyOnValidationError=True}" />
<TextBox Text="{Binding PropertyName1, ValidatesOnNotifyDataErrors=True, NotifyOnValidationError=True}" />
<TextBox Text="{Binding PropertyName2, ValidatesOnNotifyDataErrors=True, NotifyOnValidationError=True}" />
</Grid>
So the Binding for the DataContext on the Grid now listens to the INotifyDataErrorInfo.ErrorsChanged Event of the Model and if there is an error the Validation.Error RoutedEvent get's raised for the whole model.