经济学中的因果参数与政策分析:二十世纪回顾

Causal Parameters and Policy Analysis in Economics: A Twentieth Century Retrospective*

Quarterly Journal of Economics · 2000
被引 513
人大 A+FT50ABS 4*

中文导读

回顾二十世纪计量经济学在定义因果参数、识别问题及政策评估中的角色,梳理了Cowles委员会、结构计量、VAR、校准法、自然实验及非参数方法等学派的发展与争论。

Abstract

The major contributions of twentieth century econometrics to knowledge were the definition of causal parameters within well-defined economic models in which agents are constrained by resources and markets and causes are interrelated, the analysis of what is required to recover causal parameters from data (the identification problem), and clarification of the role of causal parameters in policy evaluation and in forecasting the effects of policies never previously experienced. This paper summarizes the development ofthese ideas by the Cowles Commission, the response to their work by structural econometricians and VAR econometricians, and the response to structural and VAR econometrics by calibrators, advocates of natural and social experiments, and by nonparametric econometricians and statisticians.

因果参数识别问题政策评估计量经济学史