控制论视角下对宏观经济建模的再思考:为能预测经济危机,对建模的审视及趋势评述  

Rethinking macroeconomic modeling in the viewpoint of Cybernetics:Review and trend of modeling for predicting the next economic crisis

作　　者：万百五[1] 

机构地区：[1]西安交通大学系统工程研究所,陕西西安710049

出　　处：《控制理论与应用》2015年第9期1132-1142,共11页Control Theory & Applications

摘　　要：论文依据工程控制论中的系统辨识理论,就宏观经济系统建模的几个重要方面:先验知识、建模假设、建模数据、机理的恒定性、可辨识性、因果性等进行审视和评论;对宏观经济学术界,有关经济模型的两个有争议的问题、两个责难和卢卡斯批判提出了看法.鉴于审视的结果,论文对现用模型经修补后能否预测危机持悲观态度.为此,简介了欧盟经济的巨型并联基于主体的经济模型EU/RACE(agent-based computational model of European economy)及其创新之处.最后为能预测经济危机,论文总结了建模的研究趋势,包括动态随机一般均衡(dynamic stochastic general equilibrium,DSGE)模型和基于主体的可计算(agent-based computational,ACE)模型的结合、需要对宏观经济学进行反思,以及加强对变结构系统辨识的研究等等.By the identification theory in Engineering Cybernetics the paper analyses and comments the macroeconomic system modeling in several important aspects：prior knowledge,hypothesis proposed,data used for modeling,constancy of mechanism,identifiability,causality,etc.The paper presents views on two controversial issues,two censures and Lucas critique of macroeconomic modeling in academic circle.By the results of review,the paper is pessimistic about whether revised current models can predict the next crisis.Therefore,the agent-based model of the European economy EURACE is briefly introduced in this paper.Finally the paper summaries the further research including the necessity to combine dynamic stochastic general equilibrium（DSGE） model with the agent-based computational（ACE） model,to rethink the macroeconomics,to strengthen the study of the variable-structure system identification and so on.

关 键 词：控制论 宏观经济模型 实证预测模型 动态随机一般均衡模型 基于主体可计算的经济模型 系统辨识 可辨识性 变结构系统 基于主体的欧盟经济模型EURACE 仿真研究 

分 类 号：F124[经济管理—世界经济] TB114.2[理学—运筹学与控制论]