【作者】 尹莉；

【导师】 曲安京；

【作者基本信息】 西北大学 ， 科学技术史， 2009， 硕士

【摘要】 经济计量学作为一门独立的学科是在二十世纪三十年代,至今不过七十多年的历史。它的前史可以追溯到十七世纪威廉·配第的时代,威廉·配第及他所代表的政治算术学派始创“经验数量方法”,开创了经济计量思想的起源。随着经济计量学的迅速发展,在诺贝尔经济学奖中有越来越多的获奖者是因为直接对经济计量学做出贡献而获奖,还有许多获奖者间接使用了经济计量学的方法。经济计量学的地位得到众多经济学家的认可,人们逐渐认识到研究经济计量学发展史的重要性。虽然已经有许多经济学家从经济史的角度来研究经济计量学史,但是由于经济计量学是经济学、数学和统计学的结合,所以单从经济史的角度来考察学科的历史是不全面的。因此,本论文主要从数学史角度,利用数学史的研究方法来考察数学和统计学方法是如何渗入到经济计量学中,并且给这门学科的发展带来了历史性的变革的。通过查阅大量资料,理清了现代经济计量学建立之前的历史,即哈维尔莫确立现代经济计量学指导原则之前的简史,而且同时也获得了一些新的结论。本文主要工作如下:一在对经济计量学发展史的分期上,主要是按照不同时期经济学中运用数学与统计学的不同特点来划分,将现代经济计量学建立之前的历史分为以下几个时期:1.十七世纪经济计量思想起源;2.十九世纪末二十世纪初穆尔等人对商业周期的研究;3.二十世纪三十年代弗里希和丁伯根等人对经济计量学的奠基性工作;4.二十世纪四十年代哈维尔莫确立了现代经济计量学的指导原则。二对经济计量思想的起源做了分析,追溯到了以威廉·配第为代表的政治算术学派那里。三对十九世纪末二十世纪初期的商业周期研究工作进行了详细地阐述,其中将杰文斯、穆尔与米歇尔的工作作了比较,指出了他们工作的不同之处。杰文斯、穆尔是作为经济计量学家的代表,而米歇尔是作为经济统计学家的代表,因为他不注重理论,只关注测量。所以在经济计量学史上就出现了所谓的“没有理论的测量”,这种做法不符合经济计量学的目标,没有理论作支撑,测量无法正确地进行。以此提出了数理经济学与经济计量学的关系,追溯到了古诺那里,他第一个倡导将数理经济学和经济计量方法相结合来研究经济问题。四详细叙述了弗里希和丁伯根对经济计量学的奠基性工作,介绍了他们所建立的动态经济模型。五介绍了哈维尔莫以概率论与数理统计为基础确立了经济计量学的指导原则这一工作。同时,根据这场革命所提出的问题,认为数理经济学与经济计量学结合发展才能使得经济学更好地走向科学。更多还原

【Abstract】 The history of Econometrics is only 80 years since it has been an independent branch of economics in 1930s. But its prehistory can be tracked back to the times of Willim Petty. Petty and the school of politics and arithmetic started the method of empirical quantity, which was the origin of the econometric ideas. With the rapid development of econometrics, more and more Nobel Laureates in Economics won the honor because of their direct contribution to econometrics, also there are many laureates who indirectly applied the method of econometrics. The role of econometrics has been received more supports and people has also recognized the importance of researching the history of econometrics. There has been many economists researching the history of econometrics from the perspective of history of economy, but as econometrics refers to economy, mathematics and statistics ,so it is incomplete to consider the history of econometrics just from single perspective. This paper will review the history of econometrics from the perspective of history of mathematics by using method of history of science. It will research how the method of mathematics and statistics go into econometics and bring historic reforms to the development of econometrics. Through consulting a lot of material , the clue of the history before the establishment of modern econometrics would be cleared up, that is the history before the establishment of modern econometrics’ guiding principle by Haavelmo, and at the same time , a few new conclusion would also be gained. The main work is as follows:1. According to different character as to mathematics and statistics used in economics in different periods, we can divide the history before establishment of modern econometrics into the following periods:(1)The origin of econometric ideas in 19 century(2)Research about business cycle done by Moore and other people in late 19 century and early 20 century (3)Basic work about econometrics in 1930s(4)The establishment of modern econometrics’ guiding principle made by Haavelmo.2.Analysing the origin of econometric ideas, tracking back to Willim Petty and the school of politics and arithmetic.3. Introducing the research of business cycle in late 19 century and early 20 century , comparing Javons and Moore’s work with Mitchell’s work and pointing out the difference between their work. Javons and Moore are the representative of econometrists , while Mitchell is the representative of statisticians. Mitchell didn’t pay attention to theory, what he cares was just measure. As a result , the saying "measure without theory" appeared in history of econometrics , which wasn’t identical with the aim of econometrics. Because without theory , measure wouldn’t go on . From this argument , we should say , mathematical economy and econometrics should combine and develop together. Cournot was the first economist that suggested mathematical economy and econometrics should combine together in order to research economy problems.4.Elaborating the work of Frish and Tinbergen in detail, introducing the dynamic economic model established by them.5. Introducing the work of Haavelmo about establishing the modern econometrics ’ guiding principle .更多还原