【作者】 龙游宇；

【导师】 程民选；

【作者基本信息】 西南财经大学 ， 政治经济学， 2007， 博士

【摘要】 1.选题的目的和意义信用是经济和社会生活中十分常见的现象,迄今对信用的研究成果自然也十分丰富。不过,从最早的思想家如孔子、亚里士多德等到当代的理论工作者,对信用问题所进行的研究大多是从伦理道德的角度切入,而经济学和金融学所分析的信用理论长期以来又局限于狭义的信用领域。由于古典经济学与新古典经济学的假设前提及其静态的或比较静态的研究方法的局限,难以将广义信用范畴纳入其研究体系,因而不可避免地存在经济学对信用的研究难以深入的状况。随着经济学在当代的发展和博弈论等新分析工具的运用,从经济学角度对信用问题进行基础理论研究正在成为一个新的研究领域,中国经济学者也应当积极参与信用问题的基础理论研究。同时,我国在经济社会转型期出现了许多信用缺失问题,在一定程度上造成了经济秩序的混乱,阻碍了社会主义市场经济健康、稳定发展。从经济学的角度对信用问题进行基础理论研究,对于治理我国转型期的信用失序问题可以提供经济学基础理论的支撑,其所具有的现实意义也是毋庸置疑的。这也与《中共中央关于完善社会主义市场经济体制若干问题的决定》中提出的建设“以道德为支撑、产权为基础、法律为保障的社会信用制度”的要求相契合。2.论文的主要内容本文所研究的信用是广义的信用,它指的是某一经济主体(个人或组织)在与其他经济主体的互动中,彼此对自己所做承诺的兑现即契约的履行。经济主体之间的互动是与交易、收益、债务等相关的经济活动,经济互动中的承诺形成一定的契约关系,这种契约关系可以是隐性的契约,也可以是显性的契约。这里的契约不仅是指法律意义上的契约,更是指经济学意义上的契约。契约本质上是一种合意,即缔约各方就某一事务的责任和权利关系达成意见一致的状态,也可说是一人或数人对于其他人或数人负担给付、作为或不作为的事务而达成的意见一致状态。经济学认为契约是人们在经济互动中相互以策略行为的结果。从经济学的这一视角看,信用便是局中人遵守契约使之顺利实施的表现。由于许多因素影响到契约的稳定性,使得契约只能是相对稳定的。影响契约稳定性的因素从博弈角度来看,包括博弈内和博弈外两类因素。博弈内的因素包括产权关系、局中人、博弈信息、博弈的次数以及博弈的方式等;博弈外因素指的是单个博弈无法改变的因素,如第三方约束,技术进步以及外部不确定性等。正是这些因素在使契约关系不断演化的同时也使信用关系不断演进。人们在经济活动中相互交往构成了一系列的博弈行为,在博弈中人们不断选择和学习,并最终内生出了信用。信用本质上表现为一种博弈的均衡,即人们在既定的约束条件下,在相应的策略空间内都选择了守信这一策略。也可以说,信用就是经济活动中的局中人相互都预测到对方会采取守约合作的策略的同时,还相互预测到对方相信自己也会采取守信策略(至少会以较大概率预知到这一情况的出现)。信用的演化就是在内部、外部条件的冲击下均衡的打破和重建过程,也是信用预期一致性的打破和重构过程。如果把信用看作是一种博弈的均衡状态,那么,信用演化就是信用随着经济的演化从一种均衡状态向另一种均衡状态演进。信用在博弈中产生需要满足一定的条件。产权是信用产生必不可少的前提条件。产权本质上是人们在长期的相互博弈中内生出来的界定人们收益边界的契约关系,其他经济契约几乎都是以产权契约为基础的。产权是决定利益分配的关键因素,信用建立在产权基础上,而良好的信用关系又具有维持并强化产权的作用:如果人们相互之间都愿意遵守当前的分配利益的规则,那么决定这些规则的产权便得到了强化。因此,我们可以将信用理解成对自身权利尊重的同时也尊重别人同样的权利,所以良好的信用关系可以维持并强化产权。产权关系确立以后,信用的产生还要满足其他一些条件。这些条件包括两个方面,一是局中人之间的相互有效约束,二是第三方的有效约束。局中人之间的有效约束既包括互惠互利的约束,也包括在违约后的可置信惩罚的制约。事实上,艾克斯罗德等人的研究无意间揭示了互惠互利关系可以诱致信用产生,说明互惠互利是信用产生的条件之一。同时,如果局中人之间可以构建出在对方违约时实施惩罚的机制,如重复博弈中的“触发策略”,也能够通过实现相互制约而使信用得以实现。第三方的有效约束包括自愿的第三方有效约束和强制第三方的有效约束。自愿第三方约束主要是通过信息传播机制使得局中人为了长远利益而选择守信策略,强制第三方约束则是通过暴力手段对违约者实施应有的处罚并对守约者相应的补偿,从而使得潜在的违约者预期到违约后果而选择守信策略。要实现有效约束还要求时间贴现、博弈的阶次和信息的完整性等方面也必须满足一定的条件,那就是时间贴现系数要足够大,信息不完整时局中人可以用贝叶斯法则进行调整得到一致性判断,有限理性的群体内守信可以形成演化稳定策略。当然,信用产生的条件应当是所有这些因素共同作用的结果,虽然在某些时候某个因素可能起着主导作用。信用产生以后并不是一成不变的,而是伴随着社会经济不断的演化和发展而不断地发展演进。这个发展演进过程,不仅是经济和信用的发展过程,同时也是人类知识和文化的演进过程。技术的进步推动了人类社会的发展,也推动了信用的发展,它是信用演化动力的一个来源。正是由于技术进步增加了人们的活动空间和交往范围,丰富了人们的物质生活内容,从而使人们需求的多样性不断发展,价值观念也不断变化,从而导致了信用的不断演化。从博弈的角度来看,如果博弈的某些外部约束条件在长期重复的过程中保持不变,则逐渐演变成稳定的外部约束,当这种约束独立出来并具有一定的强制性时,便成了惯例、习俗或正式制度。从人们的经济活动中内生出来的惯例、习俗等一般都能较好地体现公平原则,进一步又可能会演化成道德准则,例如,诚实守信几乎在所有的文明传统中都是重要的道德标准。正式制度客观上也要求具有公平性,它是由充当社会管理角色的人或机构所制订的规则,这些人或机构相应地固定充当了第三方角色,规则得到公正实施也就成为固定第三方的职责。经济活动具有层次性,于是各种层次的信用共存于社会经济生活中,相应地,信用治理机制也呈现出层次性特征。信用社会正是在多种治理机制的共同作用下运作的,各种治理机制之间存在着相互支持和相互补充的作用,它们有机地结合在一起共同维持着整个信用体系的运作。建设现代信用社会是我国转型期完善社会主义市场经济体制的现实要求。从演化博弈视角分析信用的产生与演化所得出的结论,对于我国建设现代信用社会无疑具有启发意义。建设现代信用社会首先需要考虑作为信用基础的产权制度安排,即如何让产权制度更有利于信用生成;其次是要考虑如何加强对市场行为的规范以及对违约行为的处罚,通过对违约行为进行有效处罚才能警示和遏制潜在的失信行为;更为重要的则是要通过信息的公开、快速、有效传递,既减少信息的不对称,又使公众能够更好地监督政府行为,促使政府更好地充当公平公正的强制第三方角色,使良好的信用秩序得以维护,使现代信用社会早日建成。3.研究的基本思路和方法本文整体上可分为两部分,第一部分为基础性理论研究,第二部分为实证和应用研究。第一部分的任务是构建一个规范的理论分析框架,用博弈与演化的方法来分析信用是如何产生和演化的。第二部分则试图在这一理论分析框架内来讨论现实中存在的信用问题,分析我国现阶段存在信用缺失问题的原因,并根据前面的理论提出解决办法,为构建社会主义信用制度提出自己的建议。本文重视基础性理论研究,在理论研究基础上也进行了相应的对策思考,但整体来看,着眼于基础理论的深入分析构成本文的主要内容。研究中本着科学的态度和方法,努力做到规范分析与实证分析相结合,内在理论逻辑协调一致。基于本文的研究视角,博弈、演化分析是本文研究中所使用的主要方法,此外,本文还根据研究的需要综合运用了现代经济学的案例实证分析、制度分析等方法。4.创新之处从经济学对信用研究的已有成果出发,本文致力于以下几点创新:一是较为系统地从博弈与演化的视角探讨了信用的基础理论问题,特别是信用产生与演化的条件。长期以来经济学所研究的信用是狭义信用,虽然自20世纪70年代以来的研究已经拓展到对于广义信用的探讨,但是从博弈与演化的视角对于信用基础理论进行较为系统的研究仍然是一个值得探索的任务。二是对技术进步与信用的关系进行了探讨。既有的研究对于技术进步对信用的影响认识不足,甚至可以说在一定程度上忽略了技术进步因素对信用产生和演化的影响。本文尝试就技术进步对信用的影响进行分析论述,一定程度上弥补了现有研究的不足。三是基于博弈与演化的分析视角,探讨了我国转型期政府信用的规制问题。以往的研究往往强调政府应当如何来规范信用,而对于政府作为规范者(规则制订和执行者)自身的信用问题从基础理论的层面研究薄弱。本文尝试从博弈的角度阐明政府作为规则的制订和执行者,自身必须要有良好的信用才能成为公平公正的第三方。更多还原

【Abstract】 1.The significance and purpose of the subjectTrust is a very common phenomenon both in the economy and in the social life, naturally, there are extremely a lot of study results on this subject up to now. However, most studies on trust from earliest thinker like Confucius, Aristotle to the study in present ages are all from the point of ethics and morality. And the studies from economy and finance analyze the trust theory limits in the narrow sense of trust domain. Because of limitation of supposition premise of classical economics ad new-classical economics and their static or relatively static study methods, it is very difficult to take generalized trust into their research system and study it deeply.Along with the development of economics and new analysis tools, such as game theory, are used in the study, the basic theory study from the economics point becomes a new research area and Chinese economical scholars also must positively participate in this area. At the same time, our country has faced many trust flaws problem in the transforming periods, which has created the economic order confusion in the certain degree, and has hindered the socialist market economy healthy and stable development. It is very important to make the basic theory research on trust from the economic point, which can provide the economic basic theory support to resolve the problems of trust in the transforming periods of China. The practical significance of this subject does not need doubt. This also agrees with the request proposed from "the Central Committee of the CCP the construction which about Consummation Socialist market economy System Certain Questions Decisions" as "developing the society trust system bases on the morals as the support, the property rights for the foundation, and the law for the safeguard.”2.The main contents of the paper This article studies he generalized trust, which means some economic subject (individual or organization) makes the pledge to oneself and contract fulfilled in interactions with other economic subjects. The interactions between economic subjects involve economic activities of transaction, earnings, debt and so on. The pledge in the economical interaction forms the certain contractual relationship, which may be in the form of implicit contract and explicit one. Here contract not only refers to ones in the legal sense, but also refers to ones in the economic sense. The contract essentially is one kind of agreement, namely each of the contracting parties achieve the agreement condition on some business responsibility and the right relations. From the economic points, contract is the result of people’s strategy behavior in the economical interaction. From the economic points, trust shows that people in the games of interactions observes the contract ad make it smoothly fulfilled.As many factors affect the contract stability, so contract can only be relatively stable. The factors,which affect the contract stable, from the points of game theory, are including factors of inside game and outside game. The inside game factors are including property rights relationship, persons in the game, information, the frequencies and the ways of game and so on; The outside game factors refer to those which cannot be changed individually, like third party arbitration, technology advancement as well as exterior uncertainty and so on. It is these factors that make the contractual relationship evolving at the same time make the trust relations evolving.Trust coming and evolving from gaming needs some certain conditions. Property rights are one of essential prerequisite. Property rights essentially are contractual relations that give birth in long-term mutual games and limit the people’s earning boundary. And other economical contracts nearly all base on property rights contract. Property rights are key factors to decide the benefit assignment. Trust is built on the basis of property rights, and good trust relations also have the function of maintenance and strengthened property rights. If people mutually are willing to observe the current rules of benefit assignment, then property rights decided these rules can be strengthened. Therefore, we may understand trust as respecting one’s own rights, at the same time, respecting the others’similar rights. Therefore good trust relationship may maintain and strengthen property rights. After property rights relations established, the production of trust also needs other conditions. These conditions are including two aspects, one is the people in the game must have mutually effective restrains, the other is the third party effective restraints. The effective restrains of the people in the game includes the restrains of mutual reciprocal, also includes the restriction of penalty if one breaks a contract. In fact, Axelrod researches show that the reciprocal benefit relations can allow the trust creation, explained the reciprocal benefit relations are one of conditions for trust to create. At the same time, if the penalty mechanism can be constructed between players to penalty those who break the contract, such as the tip-for-tap strategy in game theory, trust also can be created by mutually restricts. The third party effective restraints include the voluntary restraint and forced retraint. The players choose to keep their words for their long-term benefits through the information spreading mechanisms. This is the way how the voluntary restraint works. The way how the third party forced restraint works is to punish those who break contracts by the violence methods and compensate those abide by contracts .In this way, those who want to break contracts can anticipate the consequence of their actions and choose to keep their words. Of course, we must realize there are other factors such as time dicount, game order and information and so on that make the effective restraint works. The creation of trust is a result of all these factors play roles and it is possible that there is a certain factor plays leading role at certain time. Trust will evolve after its creation and it evolves by the course of socialeconomy. This course of evolution is not only that of economical but also that of human knowledge and cultural. The technology advancement, which is an origin of trust, impelled human society’s evolution, at the same time impelled the trust evolution. It is the technology advancement that increased people’s active space and the contact scope and enriched people’s material life, thus caused the demand multiplicity of people unceasingly to develop, which has caused trust unceasing evolution. Looked from the game point, if certain exterior restraint conditions maintain invariable in the long-term repetition process, then those conditions gradually becomes the stable exterior restraint. When this kind of restraint independently comes out and has certainly compulsory, it has become convention, custom or the form institution. The convention and custom, which are from people’s economic activity, can generally manifest the fair principle well and it is possible to turn into the moral criterion. The form institution requests fairness objectively and it itself is the rule drew up by persons or the organizations which aced as social management. These persons or the organization correspondingly played the third party role. The rule can be implemented fairly also becomes the third party’s responsibility.The economic activity has levels. Thereupon, each level of trust coexistence in the social economy life. Correspondingly, the trust governance mechanisms also present characteristics of level. The trust society is precisely operated under many kinds of governance mechanisms together, each kind of government mechanism has the function which mutually supports and supplements. They organically unify together to maintain entire trust system operation.The construction of modern trust society is reality request of our country at the transforming period to consummate our socialist market economy system. Conclusions of the creation and evolution of trust from the view of game and evolution theories have inspiration significance without doubt. The construction of modern trust society first needs to consider the property rights system arrangement as the foundation of trust. Namely how to make the property rights system be more advantageous for the creation of trust. Next is to consider how to strengthen the market behavior standard as well as the behavior punishment. Only to carry on the effective punishment, can trust system be built. It is much more important is how to spread the information publicly, fast and effectively, which can reduce the degree of information asymmetrical, and enable the public to supervise the government behavior well, urge the government to acts fairly as the third party role. All these things can enable the good trust order to maintain, cause the modern trust society soon to complete.In a whole, this paper may be divided into two parts. First part is fundamental research and the second part is empirical and applied research. The role of first part is constructing a standard theoretical analysis frame to analyze how trust created and evolved with the methods of game and evolution. The second part attempts to discuss trust issue, which exists in reality and analyzes the reason of trust flaw in our country in present stage. Based on the analysis, the paper proposes solution to construct the socialism trust system. This article emphasizes the fundamental research and also studies the corresponding countermeasure in the fundamental research frame. In a whole, the main content of this paper is the basic theory. I hold the science manner and methods and try my best to achieve the normal analysis and the empirical analysis unifies, and makes the intrinsic theory logic coordination. Based on this article research points, game and evolution analysis methods are used in the paper. In addition, this article also synthesizes modern methods such as case analysis and institution analysis according to study needs.4.This article devotes to following several innovations based on the achievement of the economic researches:Firstly, the paper discusses the fundamental theory of trust from game theory and evolution theory systematically, specially the problems of the creation and evolution of trust. Trust has been studied from the view of economics in the narrow sense for a long time, although the recent research already has developed regarding the generalized trust, the subject of fundamental theory of trust from the view of game and evolution theory is worth exploring systematically.Secondly, the paper discusses the relationship between the technology advancement and the trust. Some researches don’t emphasize the technology advancement affect trust sufficiency, even neglects the affection of technology advancement factor to the creation and evolution of trust in the certain degree. This article attempts to study the influence of technology advancement on trust to make up the existing research insufficiency in a certain degree.Thirdly, the paper discusses the government trust regulations in transforming time based on the view of gaming and evolution. The former researches often emphasize how the government does can standard trust, but don’t study the government trust as a standard taker (rule making and performer) from the view of basic theory. This article attempts to expound from the gaming point that, the government, as the rule making and the performer, must have good trust to become the fair third party.更多还原