Eulerian Opinion Dynamics with Bounded Confidence and Exogenous Inputs

Separating trend and cyclical dynamics i

Separating trend and cyclical dynamics in state space models with exogenous inputs

✍ Ralf Östermark 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 582 KB

In the present study we compare three state rotation methods in modelling the impact of the US economy on the Finnish economy, i.e. Schur decomposition, eigenvalue analysis and singular value decomposition. Singular value decomposition is seen to provide a robust approximation of the state rotation