The penetration of power electronics in large-scale interconnected power systems has significantly increased in the recent years. As a consequence, the electromechanical inter-area modes are no longer the majority of modes which involve distant dynamic (modeled by differential equations) devices, i.e., of coupling modes. In this paper we develop a new methodology which allows one to determine all the coupling modes (modes related to classic synchronous generators with large inertia, modes related to power electronics (Power Park Modules) of a given power system. To this end, we excite the system with well-chosen temporal signals and analyse the correlation between the obtained outputs. This leads to the identification of classes of coupled dynamic devices of the grid. Next, a selective modal analysis method is applied to each class to determine good approximations of coupling modes which involve the devices of the class. Finally, iterative search of eigenvalues initialized at the approached values of the coupling modes found at the previous stage lead to exact values of the eigenvalues of the overall power system. The proposed methodology is applied on the 23 machines model of the Spain-France interconnection.