大数据时代与经济史计量研究

The Era of Big Data and the Quantitative Research on the Economic History

经济史计量分析大致有统计学、计量经济学、计量史学三大类方法。大数据时代来临,让我们更清楚地看到了样本无法揭示的细节信息,以统计为基础的经济史计量研究比小数据样本加数量模型更有效,统计学派更加贴近大数据时代的主要特点,更符合时代要求。我们现在进行数据库建设,既要注意数量,使得规模尽可能大;又要抓好质量,要建设经得起检验的数据库。经济史计量研究也可以帮助创立经济学的新的论点。

Cliometrics Analysis often uses three categories of methods, including： statistics, econometrics and quantitative method of history. The warming ＂quantitative history＂ and the ＂quantitative method of history＂ is one thing. Therefore, the four aspects, which have been leading to the poor development of the quantitative method of history, are worth to be vigilant in the current research on the quantitative history. Nowadays the era of big data is coming. Big data allows us to discover the details more clearly than individual samples provide. ＂Simple algorithm using big data is more effective than complex algorithm using small amounts of data＂, thus we could infer that the statistics based quantitative research on the economic history is more effective than the quantitative model with small amount of data. The statistics school is closer to the main features of the big data era, thus it better fitted with the trend of the times. By building a database at present, it is necessary to keep the quantity of data as large as possible, and the quality and the robustness should be ensured as well. Cliometries Analysis can also help creating new arguments. Nobel Prize Award Winner M. Friedman et al. is a classic case. The statistical research on the monetary history of the United States through 1867--1960 derived the famous Friedman rule and the money supply. The research work of germen statistician Engel in the middle 19th is another classic case.