为什么过去统计数据无法预测未来——兼论经济计量学的局限性

Why does the past statistical data not predict the future?--Analysis of risk and uncertainty distinction

主流经济学建立在完全知识或理性预期的假定之上,看不到任何市场异常现象和政府干预,很可能变成数学、统计学或经济计量学的一个应用分支。一旦走进根本不确定性和非遍历性的世界里,这些主流经济学就不合适了,经济计量学发展就会受到限制,从而难以应用数量模型来指导真实世界,所谓的经济科学就难以成立。经济行为和制度设计原则在于降低根本不确定性和不稳定性,经济学不能简单作为应用数学的分支。进一步弥合经济理论与市场经济之间的巨大脱节,对于全面认识经济学理论发展以及市场经济体制的政策或制度设计具有重要意义。

The main stream economics is established on the hypothesis of perfect knowledge and rational expectations. It neglects any abnormal market phenomenon, and it could become one of the branches of application of math, statistics and econo- metrics. However, once taking into account the uncertainties and non-universalities, the main stream economics becomes unsuit- able. The development of econometrics will be limited. So it becomes difficult to use quantitative model to guide the real world. The so-called science of economics is hard to set up. The principle of economic behavior and institutional design aims to lower uncertainty and instability. It can＇ t be just simply considered as one of the braches of applied math. It can close the gap between economic theory and market economy, and it is of great significance to understand the development of economic theories, policy and institutional design in an all-round way.