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

## TL;DR

This paper develops a method for modeling and identifying the dynamics of inter-sectoral balance in macroeconomic systems, including parameter estimation, trend decomposition, and detection of harmonic oscillations.

## Contribution

It introduces a novel approach for specifying and identifying weakly formalized macroeconomic dynamical systems with harmonic wave detection.

## Key findings

- Effective parameter matching procedure for linear systems
- Decomposition of trends and periodic components
- Detection of significant harmonic waves in macroeconomic data

## 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.