打破应用计量经济学的迷思

Breaking the Myth of Applied Econometrics

现代主流经济学想当然地以为实证分析可以提高解释、预测和实践的能力,但实际上,流行的计量分析并没有实现这三者中的任一目标。(1)事件预测不可信:实证分析仅仅描述了过去的常规现象,简单地以现状或过去发展来预测未来走势就遭遇到预测的逻辑一致性问题。(2)政策应用不可行:实证分析发现的是统计规律而非经济规律,简单地把适合特定时间、特定范围以及特定物体的方法或手段运用到其他场合就潜含了政策的工具主义悖论问题。(3)现象解释不可取:实证分析揭示的是功能性联系而非因果性联系,简单地基于变量间的相关性分析而不是深入本体论的探索就存在解释的合理性问题。因此,我们应该打破对应用计量经济学的迷思,并由此拓展更广阔的经济学思维。

Modern mainstream economics takes it for granted that empirical analysis will improve the ability of interpretation,prediction and practice. But in fact,the popular quantitative analysis has not hit any one of these three goals.（1） The event prediction is not credible. The empirical analysis only describes the past conventional phenomenon,so as to the problem of logical consistency will be encountered if we simply forecast the future trend according to the current situation or past development.（2） The policy application is infeasible. The empirical analysis reveals the statistical law but not the economic law,so as to the problem of instrumentalism paradox will be latent if we simply apply the means fit for the specific time,scope and objects to the other occasions.（3） The phenomenon interpretation is inadvisable. The empirical analysis shows the functional relation rather than cause-effect relation, so as to the problem of rationality of explanation will exist if we simply make the correlation analysis between variables rather than probe into deeply the ontology. Therefore,we should break the myth of Applied Econometrics,so as to expand a broader economic thinking.