数理经济学讲义课件.ppt
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1、第一章 导言数理经济学的性质1.0.1 数理经济学的定义 mathematical economics(1)杨小凯数理经济学基础:“数理经济学是主要进行定性分析的理论经济学,它研究最优经济效果、利益协调和最优价格的确定这些经济学基本理论问题,为经济计量学、管理科学、经济控制论提供模型框架、结构和基础理论,它实在是经济学的基础之基础。”“现代数理经济学不但是一门应用数学的经济科学,而且很有点数学物理方法的味道,在其学术著作中,人们几乎分不清它究竟是数学还是经济学。”1.0.1 数理经济学的定义 杨小凯:“在瓦尔拉斯那个时代,应用高等数学的经济学叫数理经济学,以示与自然语言进行分析的经济学之区别。
2、但在我们这个时代,经济学几乎已全部数学化,国际经济学术界中,完全用自然语言讨论经济问题的文献已经很少了。当代没有不应用数学的物理学,从这个意义上我们可以说,今天不应用数学的经济学也算不上经济学了。今天的经济学就是上个世纪人们称为数理经济学的东西。广义的数理经济学就是高级经济分析。它与初级经济分析和中级经济分析的区别在于更系统地运用高等数学来阐述经济理论。而初级、中级经济分析主要是用几何图形浅显(但不严格)地解释这些用高等数学推出的理论。”1.0.1 数理经济学的定义蒋中一(Alpha C.Chiang)Fundamental Methods of Mathematical Economics:
3、数理经济学“仅是一种经济分析的方法,是经济学家利用数学符号描述经济问题,运用已知的数学定理进行推理的一种方法”.Mathematical economics is not a distinct branch of economics in the sense that public finance or international trade is.Rather,it is an approach to economic analysis,in which the economist makes use of mathematical symbols in the statement of t
4、he problem and also draws upon known mathematical theorems to aid in reasoning.Using the term mathematical economics in the broadest possible sense,one may very well say that every elementary textbook of economics today exemplifies mathematical economics insofar as geometrical methods are frequently
5、 utilized to derive theoretical results.Conventionally,however,mathematical economics is reserved to describe cases employing mathematical techniques beyond simple geometry,such as matrix algebra,differential and integral calculus,differential equations,difference equations,etc.1.0.2 数理经济学的历史发展 数理经济
6、学的先驱是法国学者A.A.Cournot,他于1838年发表了以数学原理研究财富的理论,提出了需求函数理论,把人们熟视无睹的商品需求量与价格之间的关系写成了函数形式。W.S.Jevons(1835-1882)在其著作The Theory of Political Economy(1871)中将边际效用引入了经济学,引起了经济学的边际革命,从而将高等数学引入了经济学。1.0.2 数理经济学的历史发展 L.Walras(1834-1910)于1874-1877提出了一般均衡理论,使用了效用最大化原则。熊彼特(Schumpeter)在其History of Economic Analysis(195
7、4)中写道:”Walras is in my opinion the greatest of all economists”。瓦尔拉斯在1870年成为瑞士洛桑大学政治经济学讲座的第一任讲座教授。V.Pareto于1892年接替瓦尔拉斯在洛桑大学的经济学讲座,扩展了一般均衡理论的数学条件,创立了效用函数的序数论,并提出了“Pareto最优分配律”。1.0.2 数理经济学的历史发展 Von Neumann(1903-1957)将集合论、群论、拓扑学应用于经济理论。T.C.Koopmans用线性规划发展出了竞争经济中资源分配模型,并对最优增长理论做出了重要贡献。P.Samuelson提出了新古典综合
8、体系。20世纪70年代以来,经济动态分析逐渐兴起和快速发展。1.0.3 经济分析中使用数理方法的好处数理经济学与非数理经济学Since mathematical economics is merely an approach to economic analysis,it should not and does not differ from the nonmathematical approach to economic analysis in any fundamental way.The purpose of any theoretical analysis,regardless of
9、the approach,is always to derive a set of conclusions or theorems from a given set of assumptions or postulates via a process of reasoning.The major difference between“mathematical economics”and“literary economics”lies principally in the fact that,in the former,the assumptions and conclusions are st
10、ated in mathematical symbols rather than words and in equations rather than sentences;moreover,in place of literary logic,use is made of mathematical theoremsof which there exists an abundance to draw uponin the reasoning process.Inasmuch as symbols and words are really equivalents(witness the fact
11、that symbols are usually defined in words),it matters little which is chosen over the other.But it is perhaps beyond dispute that symbols are more convenient to use in deductive reasoning,and certainly are more conducive to conciseness and preciseness of statement.1.0.3 经济分析中使用数理方法的好处经济分析中使用数理方法的好处T
12、he choice between literary logic and mathematical logic,again,is a matter of little import,but mathematics has the advantage of forcing analysts to make their assumptions explicit at every stage of reasoning.This is because mathematical theorems are usually stated in the“if-then”form,so that in orde
13、r to tap the“then”(result)part of the theorem for their use,they must first make sure that the“if”(condition)part does conform to the explicit assumptions adopted.In short,we see that the mathematical approach has claim to the following advantages:(1)The“language”used is more concise and precise;(2)
14、there exists a wealth of mathematical theorems at our service;(3)in forcing us to state explicitly all our assumptions as a prerequisite to the use of the mathematical theorems,it keeps us from the pitfall of an unintentional adoption of unwanted implicit assumptions;and(4)it allows us to treat the
15、general n-variable case.1.0.4 数理经济学的一些批评不真实的批评Against these advantages,one sometimes hears the criticism that a mathematically derived theory is inevitably unrealistic.However,this criticizing is not valid.In fact,the epithet“unrealistic”cannot even be used in criticizing economic theory in general,
16、whether or not the approach is mathematical.Theory is by its very nature an abstraction from the real world.It is a device for singling out only the most essential factors and relationships so that we can study the crux of the problem at hand,free from the many complications that do exist in the act
17、ual world.Thus the statement“theory lacks realism”is merely a truism that cannot be accepted as a valid criticism of theory.It then follows logically that it is quite meaningless to pick out any one approach to theory as“unrealistic”.For example,the theory of firm under pure competition is unrealist
18、ic,as is the theory of firm under imperfect competition,but whether these theories are derived mathematically or not is irrelevant and immaterial.1.0.4 数理经济学的一些批评 滥用和无用的批评 英国经济学家艾克纳曾发表“经济学家怎样滥用了数学”一文。张五常对经济学中大量使用数学经常提出批评,认为数学在经济研究中毫无用处。JohnG(2009.9.11):To bring the old saying up to date,“There are f
19、our kinds of lies:lies,damnable lies,statistics,and economic models.”国内不少经济学者也对经济研究的数学化提出了不少批评。1.0.5 经济学中应用数学的方法 数学方法的作用 在经济学中,数学只是一个分析的工具(Mathematics is just a means to an end)。In sum,we might liken the mathematical approach to a“mode of transportation”that can take us from a set of postulates(poin
20、t of departure)to a set of conclusions(destination)at a good speed.Common sense would tell us that,if you intend to go to a place 2 miles away,you will very likely prefer driving to walking,unless you have time to kill or want to exercise your legs.Similarly,as a theorist who wishes to get to your c
21、onclusions more rapidly,you will find it convenient to“drive”the vechicle of mathematical techniques appropriate for your particular purpose.1.0.5 经济学中应用数学的方法 经济分析中数学方法使用的步骤 Alfred Marshall曾给出在经济分析中数学的使用步骤如下:First,set out the problem in words;Second,convert the problem to mathematical form;Third,sol
22、ve the problem in mathematical form;Fourth,convert the solution back into words.If the final step could not be implemented,the problem had not actually been solved,regardless of the elegance of the mathematical expressions which had been generated.1.0.6 数理经济学与计量经济学的关系The term“mathematical economics”
23、is sometimes confused with a related term,“econometrics”.As the“metric”part of the latter term implies,econometrics is concerned mainly with the measurement of economic data.Hence it deals with the study of empirical observations using statistical methods of estimation and hypothesis testing.Mathema
24、tical economics,on the other hand,refers to the applications of mathematics to the purely theoretical aspects of economic analysis,with little or no concern about such statistical problems as the errors of measurement of the variables under study.Indeed,empirical studies and theoretical analysis are
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