Modeliranje ekonomije v 21. stoletju

Aleš Praprotnik

Andrew Lainton, avtor zanimivega bloga Decisions Decisions Decisions, je pred kratkim objavil post na temo modeliranja v ekonomiji, v katerem ugotavlja, da obstaja način, kako se izogniti t.i. Lawsonovi kritiki. Tony Lawson, matematik in profesor ekonomije na Univerzi v Cambridgeu, katerega glavno zanimanje je filozofija socialne znanosti, je že leta zelo kritičen do mainstream ekonomske znanosti in tega kam se ekonomija v splošnem razvija. Njegova največja kritika leti na uporabo matematike v ekonomiji. Trdi, da je največja napaka sodobne ekonomije kot znanosti ta, da se v preveliki meri zanaša na formalistično matematično analizo in modeliranje.

Lainton se z njim ne strinja in meni, da Lawson sicer pravilno ugotavlja, da znanstveno disciplino definira njena ontologija, oz. predstava realnosti in da je ekonomija privzela napačno ontologijo, ki se sklada s fiziko (subjekti so modelirani kot atomi). Vendar pa, pravi Lainton, ontološko neskladje z realnostjo še ne pomeni nujno tudi metodološkega neskladja z matematičnim modeliranjem. Po njegovem je potrebno zamenjati ontološko predstavo o realnosti ekonomskih odnosov in relacij.

Kot primer uporabnega orodja za modeliranje navaja računovodski model Resource-Events-Agents (RAE), ki ga je leta 1982 razvil William E. McCarthy iz Univerze v Michiganu za potrebe poenostavljanja preglednosti poslovanja podjetij v informacijski dobi. Lainton meni, da bi ta model lahko predstavljal vezni člen med ‘agent based’ in ‘stock flow consistent (SFC)’ modeliranjem, ki sledi denarnemu toku na medsebojno povezanih računovodskih knjigah.

Če lahko dodam še kanček svojega razmišljanja na to temo: močno se strinjam s tem, da se realne ekonomije in medsebojnih odnosov med posameznimi agenti ne da modelirati brez upoštevanja dogajanja na računovodskih knjigah, kajti te so vir tako priložnosti kot tudi realnih omejitev za posamezni subjekt. Vendar pa bi moral RAE v povezavi z SFC vpeljati (če bi bilo možno) tudi banke, finančne institucije in centralne banke/finančna ministrstva kot vir denarja (kupne moči) kot tudi špekulativne elemente v ekonomskem sistemu.

Slika: Prikaz interakcij med deležniki v modelu REA (vir: Andrew Lainton)

LaintonVir: Andrew Lainton

Lainton:

»Lawson (correctly) argues that a discipline is defined by its ontology.  By ontology we mean the representation of reality.  Lawson argues that mainstream economics has adopted an ontology from physics where objects are modelled as atomic and that this is inappropriate to society – which is characteristised by open systems, emergent phenomenon, structured & internally related processes, that as processual in time

»My critique of Lawson is that his correct ontological critique is inconsistent with his dismissal of formalistic mathematical modelling.  The problem is not formalism or modelling, we could do with a lot more formalism and modelling providing it is based on ontological foundations that equate to real economic relations.

Lawson dismisses the thesis that the problem is of political economy ideology.  However the political economy and ontology are indivisible.  A good example comes from a domain where Lawson in his UCLU talk linked to above gives as a good example of where mathematical modelling can apply is traffic jams. How ironic as queuing theory, which is used to model traffic, is a good example of disequilibrium theory that can be applied to economics

»Here we have an open systems emergent phenomenon, with structured & internally related processes, that as procoessual in time – meeting all of Lawson’s characterisations of social ontology – that can be fully captured in a mathematical model.

The problem, as i have argued recently here, is that the neoclassical system is based on a building block of  intertemporal optimisation by isolated agents and that this is not at the correct level, correct ontological level if you will, for mathematical modelling.

I argue instead that the foundational building block of modelling should be fundamental accounting constraints of economic systems (Capitalism in our case), constraints which frame the economic decisions of agents.«

»There are those that have called for a merger between accounting theory and economic theory. Steve Keen for example, I would echo that.  Indeed there has been quite a lot of work  on ontology in accounting theory.

I would argue that accounting theory has undergone four paradigmic shifts.

  1.  The widespread use of double entry accounting from C12 onwards (though I like many historians argue that Venice was just the conduit for such methods from the classical world, wherever there was banking there is some evidence of double entry) – central to the foundations of capitalism.
  2.  The formalisation based on the fundamental equation of accounting and the mathemtisation of depreciation introduced in the US at the end of C19 to cope with the scale and challenges of accounting for huge corporations.
  3.  The introduction of cost accounting and return on equity by GM in 1923, later developed by DuPont.
  4.  The invention of Resource-Event-Agent accounting modelby William E. McCarthyin 1982 to modernise accounting to be able to use computer modelling of actual events.

There is some irony that although economics (at least PK economics, and some notable thinkers such as Buiter and Haldene) are using balance sheet based models its seems so far to be only up to stage 2 of these 4 (I can only think of Scott Fulwiller who uses cost accounting thinking).

The beauty of the Resource-Event-Agent model is that it is a tool that helps us model whilst meeting the Lawson Critique.  It can provide the necessary bridge between stock-flow consistent modelling and agent based modelling.«

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