| 引用本文: | 万百五.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[J].控制理论与应用,2015,32(9):1132~1142.[点击复制] |
| WAN Bai-wu.Rethinking macroeconomic modeling in the viewpoint of Cybernetics: Review and trend of modeling for predicting the next economic crisis[J].Control Theory and Technology,2015,32(9):1132~1142.[点击复制] |
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| 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 |
| 摘要点击 2930 全文点击 1331 投稿时间：2015-03-27 修订日期：2015-07-24 |
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| DOI编号 10.7641/CTA.2015.50242 |
| 2015,32(9):1132-1142 |
| 中文关键词 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 |
| 英文关键词 Cybernetics macroeconomic model empirical forecasting model dynamic stochastic general equilibrium model agent-based computational economic model system identification identifiability variable-structure system agentbased model of the European economy EURACE simulation study |
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| 中文摘要 |
| 论文依据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、因果性等进行分析和评论；对宏观经济学术界有关经济模型的几个有争议的问题提出了看法。论文简介了欧盟经济的巨型并联基于主体的经济模型EURACE及其创新之处。最后论文总结了发展方向，包括DSGE和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。 |
| 英文摘要 |
| By the identification theory in Cybernetics the paper analyses and comments the macroeconomic system modeling in several important aspects: priori knowledge, hypothesis used, data used, constancy ofmechanism，identifiability，causality etc. The paper presents views on several controversial issues of macroeconomic modeling in academic circle. And the agent-based model of the European economy EURACE is introduced briefly in this paper. Finally the paper summaries the further research including the necessity to combine DSGE model with the ACE model, to rethinking the macroeconomics, to strengthen the study of the variable-structure system identification and so on. |