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基于主体建模方法及其在宏观经济学中的应用

     

摘要

本文介绍了一种新型宏观经济学研究范式———基于主体建模方法。与主流的动态随机一般均衡模型相比,基于主体建模方法能更好地描述实际生活中经济主体的有限理性和适应性预期的行为,同时它还可以模拟复杂性系统中的异质性主体之间的交互作用,从而研究经济系统的演化过程及其宏观特征的“涌现”过程。此外,本文还介绍了基于主题建模方法在货币政策和经济波动理论中的应用:在政策分析中,基于主题建模方法能大量模拟市场参与者决策的“动物精神”和“羊群效应”,即使没有外部冲击,也可能形成金融危机等非均衡经济现象。随着计算机水平的发展,基于主题建模方法必将成为经济学分析的一个有力的新工具。%This paper introduces a new macroeconomic framework--Agent Based Modelling (ABM). Compared with the mainstream DSGE models, the ABM approach has many advantages in facilitating the research on the evolution of the econo-my and the process of 'Emergence', as it can be used to characterize the agent's bounded rationality and adaptive expecta-tions, simulate the interactions between the heterogeneous agents behavior in a complex system and so on. This paper also examines the implication of ABM models in macroeconomic atmosphere, especially the monetary policy and business cycle theory. ABM models can be used in policy analysis for it is capable of simulating the 'Animal Spirit' and 'Herd Behavior', for example, even if there does not exist an external shock, the economy can still turn to stay in a disequilibrium condition through financial crisis. As the development of computer technology, ABM will be a very powerful instrument in economic analysis.

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