理论之局限与实证之谬误

发布时间：2018-03-28 23:07

本文选题：异质性　切入点：模糊性　出处：《经济学动态》2012年07期

【摘要】：本文通过对理论之局限和实证之谬误的讨论发现:(1)借助于代表性代理人假说、完全信息假说、同质性假说等,宏观经济学把建立理性基础上的个体需求方程、供给方程当作总需求方程和总供给方程,金融资产定价理论把个体的资本资产定价模型当作市场定价模型,回避了异质经济人行为的加总问题,失去了解释现实的功能。(2)引进异质经济人假说后,宏观总供给函数并不能从微观供给函数的加总推导出来,资本资产的市场定价模型也不能从异质个体的定价模型推导出来,因此,宏观经济学的微观基础还没有真正建立起来。(3)由于异质性、模糊性和非线性混沌现象的存在,建立在概率意义下的大量理论模型具有不可实证性。本文认为宏观经济和市场研究需要扩展区间均衡的概念,从异质经济人假设出发探索总体行为和价格形成机制,非线性期望理论可以提供有益的思路和工具。
[Abstract]:In this paper, by discussing the limitations of theory and the fallacy of demonstration, it is found that by means of representative agent hypothesis, complete information hypothesis, homogeneity hypothesis and so on, macroeconomics establishes the individual demand equation on the basis of rationality. The supply equation is regarded as the aggregate demand equation and the aggregate supply equation, and the individual capital asset pricing model is regarded as the market pricing model in the financial asset pricing theory. After the introduction of the heterogeneous economic man hypothesis, the macro-aggregate supply function cannot be derived from the sum of microscopic supply functions, nor can the market pricing model of capital assets be derived from the pricing model of heterogeneous individuals. Therefore, the microcosmic basis of macroeconomics has not really been established.) because of heterogeneity, fuzziness and nonlinear chaos, A large number of theoretical models established in the sense of probability are unpositivistic. This paper holds that macroeconomic and market studies need to expand the concept of interval equilibrium and explore the overall behavior and price formation mechanism from the perspective of heterogeneous economic man hypothesis. Nonlinear expectation theory can provide useful ideas and tools.
【作者单位】：中国社会科学院经济研究所;新疆财经大学金融学院;
【基金】：新疆财经大学特聘教授项目财政部专项的支持教育部专项的支持
【分类号】：F015;F224

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