Parametric identification of the dynamics of inter-sectoral balance: modelling and forecasting

Olena Kostylenko, Helena Sofia Rodrigues and Delfim F. M. Torres

Papers from arXiv.org

Abstract: This work is devoted to modelling and identification of the dynamics of the inter-sectoral balance of a macroeconomic system. An approach to the problem of specification and identification of a weakly formalized dynamical system is developed. A matching procedure for parameters of a linear stationary Cauchy problem with a decomposition of its upshot trend and a periodic component, is proposed. Moreover, an approach for detection of significant harmonic waves, which are inherent to real macroeconomic dynamical systems, is developed.

Date: 2019-03
New Economics Papers: this item is included in nep-ets
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Published in Studies in Systems, Decision and Control 243 (2020), 133--143

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1904.00029

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