HOW DID WE GET TO WHERE WE ARE NOW? REFLECTIONS ON 50 YEARS OF MACROECONOMIC AND FINANCIAL ECONOMETRICS

Wickens Michael

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HOW DID WE GET TO WHERE WE ARE NOW? REFLECTIONS ON 50 YEARS OF MACROECONOMIC AND FINANCIAL ECONOMETRICS

机译：我们如何到达现在的位置？对宏观经济和金融经济50年的反思

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This lecture is about how best to evaluate economic theories in macroeconomics and finance, and the lessons that can be learned from the past use and misuse of evidence. It is argued that all macro/finance models are 'false' so should not be judged solely on the realism of their assumptions The role of theory is to explain the data. Models should be judged by their ability to do this. Data-mining will often improve the statistical properties of a model but does not improve economic understanding. These propositions are illustrated from the last 50 years of macro and financial econometrics.

机译：本讲座的主题是如何最好地评估宏观经济学和金融学中的经济理论，以及可以从过去使用和滥用证据中学到的经验教训。有观点认为，所有宏观/金融模型都是“假”的，因此不应仅根据其假设的真实性来判断。理论的作用是解释数据。应该根据模型的执行能力来对其进行判断。数据挖掘通常会改善模型的统计特性，但不会提高经济认识。这些主张可以从宏观和金融计量经济学的最近50年中得到说明。

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《The Manchester school》 |2015年第suppla期|60-82|共23页
作者
Wickens Michael;
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Cardiff Business Sch, Cardiff, S Glam, Wales|Univ York, York YO10 5DD, N Yorkshire, England;

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HOW DID WE GET TO WHERE WE ARE NOW? REFLECTIONS ON 50 YEARS OF MACROECONOMIC AND FINANCIAL ECONOMETRICS

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