經濟模型

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IS-LM 模型嘅圖解;呢個模型成日俾經濟學家攞嚟研究利率貨幣供應方面嘅現象。

經濟模型粵拼ging1 zai3 mou4 jing4英文economic model)係經濟學上用嘅數學模型,會用(一)一柞變數同埋(二)變數之間嘅計量關係,好多時仲會有一啲結構性嘅參數,模擬所研究嘅現象。一個經濟模型通常係簡化咗嘅,淨係抽取最緊要嗰啲變數嚟集中睇,將啲冇噉緊要嘅變數忽略(因為將所有變數都考慮嗮好多時都好嘥時間),並且將考慮緊嘅變數之間嘅關係用數學式表達出嚟。一個經濟模型亦都可能會考慮一啲局外變數(exogenous variable),而局外變數嘅變化可以點樣影響局內嘅變數好多時對研究者嚟講有興趣嘅嘢[1][2]

概論[編輯]

學術功能[編輯]

經濟模型大致上有兩個功能:用嚟將由數據所睇到嘅關係簡單化同抽象化,仲有係喺計量經濟學(econometric)上用嚟揀選要用乜嘢數據。

  • 簡單化係一個重要嘅功能,因為經濟學研究嘅係一啲複雜嘅現象,要研究嗮所有嘅變數好多時根本唔可行。例如喺研究消費行為嗰陣,一個消費者買幾多嘢可以受好多因素影響,一件貨品嘅價格同質素、消費者嘅收入、資訊流通、甚至乎天氣都有可能影響到消費者會買幾多嘢,而經濟學家為咗簡單起見,好多時會淨係揀啲對消費者行為最有影響力嗰幾個變數(例:價格、收入、同資訊),用數學式表達呢幾個變數之間嘅關係。因為呢個模型係簡化咗嘅,佢唔會做到完美嘅預測,但因為呢幾個變數零舍重要,所以個模型會做到-相對於一個淨係考慮天氣嘅模型-相當準嘅預測得嚟,又唔會太嘥時間-一個考慮嗮所有變數嘅模型可能複雜得滯,喺實際應用上根本冇用[3]
  • 揀選要用乜嘢數據都係一個重要嘅功能。喺做研究嗰時,一個經濟學家要諗應該搜集乜嘢數據,而前人整落嘅理論模型會話俾佢聽有啲乜嘢變數比較重要,對佢揀選搜集數據嘅策略起到引導性嘅作用。

第啲用途[編輯]

除咗呢啲學術上嘅用途之外,經濟模型仲可以用嚟:

  • 預測現實世界嘅經濟現象(「如果呢個變數係呢個數值,噉其他嗰幾個變數通常會喺呢個呢個數值...」);
  • 幫手作出有關經濟政策嘅建議(「我哋想呢個變數變成呢個數值,所以要操作另一個變數...」);
  • 幫手為提出嘅經濟政策作出辯護(「根據呢個廣受認同嘅經濟模型,如果想呢個變數變成呢個值,就要作出好似我哋個政策所提出嘅操作,所以我哋個政策係掂嘅...」)。

建立過程[編輯]

建立一個經濟模型嘅過程大致上如下[4][5]

  1. 思考要用嘅變數;
  2. 用數學式表達變數之間嘅關係;
  3. 睇吓個模型有幾準:去搜集啲數據返嚟,睇吓數據顯示啲變數之間嘅關係(有關要點樣檢驗呢啲關係,詳情可以睇例如統計學)係咪真係好似個模型所預測嘅噉。準確度對於一個經濟模型嚟講好重要,因為經濟模型嘅主要作用係模擬同預測現實世界嘅現實。
  4. 如果個模型喺準確度方面唔達標,就返去步驟 1 做過,直至達標為止。

分類[編輯]

經濟模型可以按照某啲特性分類:

  • 計量模型(quantitative model):指會對研究嘅變數作出數值性嘅預測嘅模型,仲有得細分做
    • 隨機性(stochastic)或者非隨機性(non-stochastic):前者會考慮一啲帶有隨機性喺入面嘅模型,呢啲模型嘅數學式會包含機會率(例:「如果呢個變數數值係 ,噉另外嗰個變數數值有 50% 機會係 ,25% 機會係 ...」);而後者指一啲冇任何隨機性喺入面嘅模型;現代嘅計量經濟學模型多數都屬於前者,因為經濟學所研究嘅係複雜現象,喺現實應用上經濟模型實會做一定程度嘅簡化,即係話用親經濟模型,梗會需忽略啲冇噉重要嘅變數,所以個結果實係個目標變數嘅實際數值同個模型所預期嘅有些少出入(但出入唔大,所以個模型依然有用)[6]
  • 計質模型(qualitative model):呢種模型唔會做數值上嘅預測,衹係會對唔同變數之間嘅關係(例如係成正比反比)作出預測。呢種模型喺經濟學上好少可會用。

例子[編輯]

以下係一個模擬一間企業利潤嘅經濟模型[7]

當中 係指利潤, 係間企業供應貨品服務嘅率, 係指喺 之下啲貨品服務嘅價格, 係指以 呢個率供應貨品服務嘅成本,而 就係每賣一件貨品服務要交嘅。如果間企業想令自己利潤最大化,噉 嘅理想數值可以用以下嘅方式計出:

;喺 最大化嘅情況下,呢條式會成立(詳情可以睇微積分)。

因為 等嘅已知數值,所以用呢啲式可以計出 嘅理想數值。

睇埋[編輯]

參考[編輯]

  • Baumol, William & Blinder, Alan (1982), Economics: Principles and Policy (2nd ed.), New York: Harcourt Brace Jovanovich, ISBN 0-15-518839-9.
  • Caldwell, Bruce (1994), Beyond Positivism: Economic Methodology in the Twentieth Century (Revised ed.), New York: Routledge, ISBN 0-415-10911-6.
  • Holcombe, R. (1989), Economic Models and Methodology, New York: Greenwood Press, ISBN 0-313-26679-4. Defines model by analogy with maps, an idea borrowed from Baumol and Blinder. Discusses deduction within models, and logical derivation of one model from another. Chapter 9 compares the neoclassical school and the Austrian School, in particular in relation to falsifiability.
  • Lange, Oskar (1945), "The Scope and Method of Economics", Review of Economic Studies, The Review of Economic Studies Ltd., 13 (1): 19–32, doi:10.2307/2296113, JSTOR 2296113. One of the earliest studies on methodology of economics, analysing the postulate of rationality.
  • de Marchi, N. B. & Blaug, M. (1991), Appraising Economic Theories: Studies in the Methodology of Research Programs, Brookfield, VT: Edward Elgar, ISBN 1-85278-515-2.
  • Morishima, Michio (1976), The Economic Theory of Modern Society, New York: Cambridge University Press, ISBN 0-521-21088-7.
  • Orrell, David (2007), Apollo's Arrow: The Science of Prediction and the Future of Everything, Toronto: Harper Collins Canada, ISBN 0-00-200740-1.
  • Phillips, Almarin (1955), "The Tableau Économique as a Simple Leontief Model", Quarterly Journal of Economics, The MIT Press, 69 (1): 137–44, doi:10.2307/1884854, JSTOR 1884854.
  • Samuelson, Paul A. (1948), "The Simple Mathematics of Income Determination", in Metzler, Lloyd A. (ed.), Income, Employment and Public Policy; essays in honor of Alvin Hansen, New York: W. W. Norton.
  • Samuelson, Paul A. (1983), Foundations of Economic Analysis (Enlarged ed.), Cambridge: Harvard University Press, ISBN 0-674-31301-1.
  • Tinbergen, Jan (1939), Statistical Testing of Business Cycle Theories, Geneva: League of Nations.
  • Walsh, Vivian (1987), "Models and theory", The New Palgrave: A Dictionary of Economics, 3, New York: Stockton Press, pp. 482–83, ISBN 0-935859-10-1.
  • Wold, H. (1938), A Study in the Analysis of Stationary Time Series, Stockholm: Almqvist and Wicksell.
  • Wold, H. & Jureen, L. (1953), Demand Analysis: A Study in Econometrics, New York: Wiley.

[編輯]

  1. Moffatt, Mike. (2008) About.com. Structural Parameters. Economics Glossary.
  2. Mary S. Morgan, 2008 "models," The New Palgrave Dictionary of Economics, 2nd Edition, Abstract.
  3. Friedman, M. (1953). "The Methodology of Positive Economics". Essays in Positive Economics. Chicago: University of Chicago Press.
  4. Almon, C. (2017). The craft of economic modeling. www.CreateSpace.com.
  5. Costanza, R., & Voinov, A. (2001). Modeling ecological and economic systems with STELLA: Part III.
  6. Kuchta, Steve (2004), Nonlinearity and Chaos in Macroeconomics and Financial Markets, University of Connecticut.
  7. Profit Maximization Model of a Firm (With Diagram).