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2008年诺贝尔经济学奖得主。 美國經濟學家及紐約時報的專欄作家,普林斯頓大學經濟系教授,是新凱恩斯主義经济学派代表。1953年出生美國紐約,约翰·F·肯尼迪高中毕业。1974年就讀耶鲁大學,1977年在麻省理工學院取得博士學位,受到经济学家诺德豪斯的注意。畢業後先後於耶鲁大学、麻省理工及史丹福大學任教。2000年起,成為普林斯頓大學經濟系教授。

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禅宗与现代经济学  

2009-08-23 12:26:52|  分类: 默认分类 |  标签: |举报 |字号 订阅

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Zen and the art of modern macroeconomics

原译:龙政宏

再译:钱老大

校译:Eugene Chen

 

Aha. Alan Taylor emails me to say that Jeff Frankel 1,2did, in fact, write up his ignorance is strength version of modern macro. His piece on the search for perfect nothing contains this passage:

哈。阿兰·泰勒给我发来邮件,说Jeff Frankel确实早在1988年时就已写了一篇关于“无知者无畏”的文章(我前几天也说了同样的话3)。Jeff的这篇“寻找至空”的文章中,有这样一段话:

 

It used to be that the goal in econometric work was to get results that were statistically significant, to reject the null hypothesis. In order for an author to stand up in front of a conference proudly, or to expect to publish his paper in a journal, he or she sought to get significant results.

以前,计量经济学的目标,是找到一个具有统计显著性的结论,排除掉“零假设”。研究人员为了能神气活现地站在演讲台上,或者为了能在杂志上发表文章,就要努力地找到一个统计显著的结果。

This is difficult to do in macroeconomics. The world is a complicated place; it is unlikely that the few key variables that emerge from the particular theory that one has developed will actually go far toward explaining a real-world time series.

在宏观经济学中,这种做法是很难的。世界如此纷繁复杂,从某个经济学家所发明的某个特殊理论找到几个关键变量,让它们承担起解释真实世界时间序列的如此重任,几乎是太勉为其难了。

So what we have done — quite cleverly — is to redefine the rules. Now the goal is to fail to reject the null hypothesis, to get results that are statistically insignificant — in essence, to find nothing. It is far easier to find nothing than to find something. Typically one fails to reject many hypotheses every day, even in the shower or on the way to work.

因此,我们的任务就是重新定义规则(这个做法相当聪明)。现在,研究的目标就是“不排除零假设”,就是“找到统计不显著的结论”——究其本质,即为寻找到“空与无”。找到“无”,要比找到“有”,不知要容易多少倍。一般说来,我们每天都不能排除到许许多多的零假设。即使在冲澡时或在工作的途中,也是如此。

 

注释:

1.     关于弗兰克尔的观点。克鲁格曼在写“无知者无畏”时,知道这个观点,似不知这篇文章。(http://ksghome.harvard.edu/~jfrankel/Stockman.PDF

2.     关于弗兰克尔的有趣的话

译文

 

……但是,这段话却有一点误导。Stockman没有大拍其桌,高叫道“我知道正确的答案。”恰恰相反,他对于“理论如何指导决策者”这个问题的本质性的答案,就是“NOTHING”(什么都别做)。它误导性的部分就是:把“对于决策者,我无话可讲(say NOTHING)”这样一个答案,变成了“我建议决策者无须费心(do NOTHING)”。NOTHING这个词,在我的文章中,是一个关键词。[“一无所知,是以一无所施。”]在均衡论的论文中,这个词的出现并不明显。在计量论文中的常用语是“随机行走”。[常见的结论写法是“笔者发现,某某变量为随机行走”。或者,最多是:“笔者不能拒绝‘该变量为随机行走’之假设。”很少听到有研究人员会说:“研究了此变量的6个月的变化,对于它的运动形式,我彻底无语(say NOTHING)了。"不过,以上的这些表达,是同一个意思。]Stockman的论文中,这个表述变成了“就目前所知”:“就目前所知……汇率和经常账户,(在货币政策的活动中)应该没有什么作用。”(p.1

 

原文

…… But it is also a bit misleading. Stockman does not bang on the table and say "I know the right answer." He does the opposite. His answer to the question "What does the theory have to say about what policy-makers should do?" is, in essence, "nothing." The misleading part is when the answer, "I have nothing to recommend to policy-makers" becomes "I recommend that policy-makers do nothing." The word "nothing" will play a key role in my comments. ["We know nothing, therefore we should do nothing."] The word does not often appear explicitly in the writings of equilibrium theorists. The popular phrase in the econometric writings is "random walk." [The usual conclusion is stated as "I have found that such-and-such a variable follows a random walk." Or, at best, "I cannot reject the hypothesis that this variable follows a random walk." You seldom hear someone say, "After studying this variable for 6 months, I have absolutely nothing to say that would help to predict its movements." But the statements mean the same thing.] In Stockman's paper, the phrase is "in the current state of knowledge:" "In the current state of knowledge...exchange rates and the current account should play little role...[in the conduct of monetary policy]" (p.1).

3.关于克鲁格曼的“无知者无畏”的博文。

Ignorance is strength

Via Felix Salmon, Emanuel Derman offers an explanation of the efficient market hypothesis’s meteoric rise:

But the EMH, if you don’t take it too literally and get carried away about axiomatically defining strong, weak and other kinds of efficiency as though you were dealing with axiomatic quantum field theory, does recognize one true thing: that it’s #$&^ing difficult or well-nigh impossible to systematically predict what’s going to happen. You may think you know you’re in a bubble, but you still can’t tell whether things are going up or down the next day. The EMH was a kind of jiu-jitsu response on the part of economists to turn weakness into strength. “I can’t figure out how things work, so I’ll make that a principle.”

What he actually should have said, though, is that it turns ignorance into strength.

I don’t know if he ever published it, but way back when Jeff Frankel had a theory about modern econometrics: the trick was to structure your hypothesis so that failure to find any significant results was a win for your theory — which, needless to say, ensured that efficient markets/equilibrium macro people had a much higher success rate in finding empirical confirmation than people who were actually trying to find positive evidence for something.

 

编辑手记:

* 看到龙兄和Eugene的工作,禁不住想重译一下。补充了几个注释。(钱老大,825日)

 

                            


Zen and the art of modern macroeconomics

禅宗和现代宏观经济学的艺术

龙政宏【译】

 

Aha. Alan Taylor emails me to say that Jeff Frankel did, in fact, write up his ignorance is strength version of modern macro. His piece on the search for perfect nothing contains this passage:

 

 哈哈。 阿兰.泰勒在给我的电邮中说, 杰夫.弗兰克尔真的把他的现代宏观经济学的无知即力量的观点写成了文章。 这篇文章有关追求完美之虚无的论述包括了以下一段文字:

 

It used to be that the goal in econometric work was to get results that were statistically significant, to reject the null hypothesis. In order for an author to stand up in front of a conference proudly, or to expect to publish his paper in a journal, he or she sought to get significant results.

 

过去, 搞经济计量学时, 目标往往是争取让获得的结果, 在统计上有显著意义, 这样就能拒绝零假设。 为了能让一个文章的作者, 可以自豪地站着面对来参加会议的听众,或者要让自己的文章可在一个专业期刊上发表, 作者都要一门心思地力求得到显著的结果。

 

 This is difficult to do in macroeconomics. The world is a complicated place; it is unlikely that the few key variables that emerge from the particular theory that one has developed will actually go far toward explaining a real-world time series.

 

这样做, 在宏观经济学上, 现在是很困难的了。 这个世界, 是个复杂的地方; 如果人发展出一个特别的理论,从中发现了为数不多的几个关键的变量,但要让这几个变量真的就能对现实世界里的时间序列作相当深入的解释, 是很不可能的。 

 

So what we have done — quite cleverly — is to redefine the rules. Now the goal is to fail to reject the null hypothesis, to get results that are statistically insignificant — in essence, to find nothing. It is far easier to find nothing than to find something. Typically one fails to reject many hypotheses every day, even in the shower or on the way to work.

 

所以, 我们做的——做的挺聪明的——就是重新制定了规则。 现在的目标变了, 变成是无法拒绝零假设, 变成是争取获得统计学上无显著意义的结果——从本质上说, 就是变成争取不发现东西。不发现东西要比发现一点东西要远远来得容易。 在一般正常的情况下, 我们每天每时——甚至在淋浴洗澡或是在去上班的路上——无法拒绝的假设多得很

 

  

  Eugene点评 :

        

Aha. Alan Taylor emails me to say that Jeff Frankel did, in fact, write up his ignorance is strength version of modern macro. His piece on the search for perfect nothing contains this passage: 原译:Aha. Alan Taylor在给我的邮件中提到,Jeff Frankel实际上已经详细叙述了他在现代宏观经济学的效力看法上无知。他的信中在追求完美的任何事情上体现在如下这段:

1) Aha, 这不是人名的一部分。 Aha 就是“啊哈”, 表惊奇、嘲弄等意思。 如果是人名一部, 则不可能有句号紧跟在后。

2) Jeff Frankel, 全名是Jeffrey A. Frankel, Visiting Professor (1988-1989), Harvard University. 他写了这篇题为 Zen and the Art of Modern Macroeconomics: The Search for Perfect Nothingness (禅宗和现代宏观经济学的艺术: 对完美虚无的追求) 的论文。 这篇论文追求“无知就是力量”(Ignorance is strength.)

重译: 哈哈。 阿兰.泰勒在给我的电邮中说, 杰夫.弗兰克尔真的把他的现代宏观经济学的无知即力量的观点写成了文章。 这篇文章有关追求完美之虚无的论述包括了以下一段文字:

It used to be that the goal in econometric work was to get results that were statistically significant, to reject the null hypothesis. In order for an author to stand up in front of a conference proudly, or to expect to publish his paper in a journal, he or she sought to get significant results. 原译:获得结果过去被认为是计量经济学工作的目标,这也是统计上的重要性,向来就排斥没有价值的假设。为了让作者自豪地站在会议前面(的讲台),或者期待在一份期刊上出版他的论文,他或她寻求得到意义重大的结果。

评论: 统计试验的基本过程是:建立零假设(null hypothesis)、备择假设(alternative hypothesis)、而后作随机试验, 对试验结果求算统计量, 然后, 比较此统计量与零假设的区别是否大到有显著统计意义(statistically significant). 如果是的话, (一般分成三个水平, 1%, 5% 和10%, 越小越显著), 就拒绝零假设, (隐含着接受备择假设), 犯错可能只有1%、5% 或10%。 如果不是的话, 不能拒绝零假设(隐含着拒绝备择假设)。 一般的情况下, 零假设是传统的已知的, 保守的, 比如某种新药, 零假设就是新药无效, 备择假设就是新药有效。 拒绝零假设, 往往意味着新发现, 不能拒绝, 则往往意味着无新知。

重译: 过去, 搞经济计量学时, 目标往往是争取让获得的结果, 在统计上有显著意义, 这样就能拒绝零假设。 为了能让一个文章的作者, 可以自豪地站着面对来参加会议的听众,或者要让自己的文章可在一个专业期刊上发表, 作者都要一门心思地力求得到显著的结果。

 

 

问题:

       1.  此文较为艰深,标题为“禅宗与现代宏观经济学的艺术”,但内容看似未谈及“禅”字,请问:克鲁格曼教授认为禅宗与现代宏观经济学艺术究竟有什么关系?

           

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