经济学理性假设的发展及对经济研究的影响——从完全理性到有限理性

理性经济人的假设是经济学研究的基本假设.而理性假设也经历了由完全理性到有限理性的发展,与人们的现实生活更为贴近.完全理性是主流经济学的理论前提,而有限理性假设的发展是随着新制度经济学、演化经济学和行为经济学的发展而发展的.本文首先论证人的本性并非绝对利己,利他主义是合理并存在的,接着对理性这一概念进行界定,最后对理性假设的发展以及其对经济研究方法的转变进行综合分析.     

从两个博弈论的例子浅谈理性问题

经济学是一门建立在完全理性假设基础之上的学科,有关完全理性假设一直备受争议,文章引用两个博弈论的例子(拍卖、海滩占位),说明人们在做出决策时并不是建立在“完全理性”的基础上,更符合实际的是从有限理性出发做出满意而非最优的决策。     

项目投资决策中的有限理性实现程度

有限理性问题在项目投资决策过程中普遍存在,"有限理性实现程度模型"使经济学的理性再一次地逼近现实中的行为决策过程。首先回顾了传统项目投资决策中"经济人"假设的不足,提出了有限理性,并对其实现程度模型进行了简介,在此基础上探讨了有限理性实现程度在项目投资决策中的应用,为项目投资决策提供了新的理论基础和方法。     

经济学中的不确定性和有限理性

经典期望效用理论不能为现实中的不确定性决策和有限理性行为提供具有描述意义的指导,解决这一问题需要在期望效用理论之外寻找新的思路。不确定性的本质在于决策者自身不知道相关概率分布,他的决策依据是自己确定的主观概率。尝试模型化不确定性的非期望效用理论需要正视这类决策中的"主观性"。而现实中不确定性环境下的具体决策过程呈现出有限理性甚至"非理性"特征,由此导致的宏微观经济效应也难以在期望效用理论框架下进行考察。关注"真实世界"的经济学应该对此给予更多的注意力。     

从“理性人”到理性人及对经济自由主义思想的批判

"理性人"假设是西方主流经济学一个最基本的假设,是西方主流经济学的理论研究基础。通过对"理性人"假设的探究,对"理性人"假设提出了异议。同时,重构了"理性人"假设,将新的假设命名为理性人假设,通过一个实验分析将假设二字去除,实现了"理性人"到理性人的转变。通过对理性人的分析得出,政府应该采取必要的干预措施来引导经济发展,而非像理性预期学派所提倡的彻底的经济自由主义。     

从完全理性到有限理性:西蒙决策理论的实践价值

以"有限理性"为基础的西蒙决策理论是管理决策理论发展的重大转折,其通过对古典决策理论中的"完全理性"假定的质疑,揭示了以完全理性为基础的最优决策理论的缺陷--缺乏现实可行性,进而提出了替代最优决策模式的更有效的决策理论--有限理性的决策理论.这一理论以决策者的有限理性为基础,以"满意"为决策准则,为决策者提供了更切合实际的决策模式,弥补了最优决策的缺陷,更具指导意义和实践价值.     

论制度和理性的相互关系

在经济学中对人性的假设存在“有限理性”与“无限理性”的假设,在制度经济学中,“有限理性”已经成为新制度经济学三大理论基石之一。而知识和制度都与“有限理性”假说存在密切的联系。作为制度设计的理性假设包含两层含义。一层含义包括人的理性能力究竟有多大;另一层含义是,人的行为是否一定可以根据行为规律做出推断,根据过去的行为对未来做出推断。通过分析我们可以得出这样的结论：有限理性是制度产生的前提,制度可以扩展人的有限理性。     

对经济学基本假设的反思

以往经济学依靠的是“理性经济人”假设，认为人生来就是追求个人利益最大化，而且总是理性思考。但现实中既没有单纯追求经济利益的“经济人”，也不存在纯理性思维的“理性人”。由于基本假设的偏颇，导致当代经济学的发展与现实距离越来越远。因而，我们不得不回过头来对经济学的发展历程重新反思，并对其基本假设和研究思路重新定位。     

为经济人和理性人正名--对有限理性与非理性的批判

亚当·斯密开创的经典经济学里经济人的逻辑的起点 马歇尔1890年在<经济学原理>中提出"经济动机不全是利己的"的命题(1964,P42)对斯密的"经济人"思想进行了修正,新古典经济学于是提出了按效用最大化原则行事的理性人作为经济学的逻辑起点,随后西蒙又提出"完全理性和有限理性"的概念,对理性人假定的合理性提出了疑问,尤其是随着进化博弈论的发展,一时间经济学大厦似乎在风雨中飘摇.难道理性人假定真的错了吗?经济人、理性人以及理性究竟应该是什么含义?经济学的逻辑起点又该是什么呢?     

情绪介入经济决策研究的演变路径——从古典经济学到神经经济学

情绪曾是古典经济学研究经济决策的出发点.新古典经济学的理性决策模型却把情绪视为干扰因素而加以排除.行为经济学从有限理性、偏好逆转和认知偏差中"发现"了情绪对经济决策的重要影响.神经经济学则运用fRMI等脑成像技术揭示了情绪影响经济决策的脑神经机制.文章从经济学的发展过程探讨情绪影响经济决策的演变路径,试图运用不同分析视角形成情绪与决策关系的一般分析框架及其适用条件.最后探讨了情绪与决策关系研究的未来发展方向.     

Psychological versus economic models of bounded rationality

That the rationality of individual people is ‘bounded’ – that is, finite in scope and representational reach, and constrained by the opportunity cost of time – cannot reasonably be controversial as an empirical matter. In this context, the paper addresses the question as to why, if economics is an empirical science, economists introduce bounds on the rationality of agents in their models only grudgingly and partially. The answer defended in the paper is that most economists are interested primarily in markets and only secondarily in the dynamics of individual decisions – specifically, they are interested in these dynamics mainly insofar as they might systematically influence the most useful approaches to modeling interesting markets. In market contexts, bounds on rationality are typically generated by institutional and informational properties specific to the market in question, which arise and are sustained by structural dynamics that do not originate in or reduce to individuals' decisions or psychological dispositions. To be sure, these influences interact with psychological dispositions, so economists have reason to attend to the psychology of valuation. But no general model of bounded rationality should ever be expected to feature in the economist's toolkit, regardless of the extent to which psychologists successfully identify specific human cognitive limitations. Use of moderate rational expectations assumptions should be understood in this light. Such assumptions are readily relaxed in specific applications, and in ways customized to modeling circumstances, that modelers, experimentalists, and econometricians are making steadily more sophisticated.     

有限理性经济人假说下的财务报告列报和使用

本文在分析西蒙的有限理性经济人假说理论的基础上,论述了其经济意义:知识具有时间和主体的相对性;一般人们发现和选择的只能是满意的方案而不是最优方案;有限理性经济人在进行经济活动时,一般遵循的是程序理性穴Procedualrationality雪而非结果理性穴Rationalityofoutcome雪;无论是完全理性经济人假说,还是有限理性经济人假说,其本质都是经济人假说,经济人的行为动机一定是追求利益最大化。根据这一意义,提出了在有限理性经济人假说理论下,财务报告所列报的是根据财务报告目标要求,依据会计规则所产生的财务信息,这种财务信息必定存在“规则性失真”和信息的不完全性;此外,会计规则内容在不同时期会发生变动,以适应不同时期不同利益集团之间利益协调的改变,为此,财务报告的列报内容也会发生相应的改变。这一结论的现实意义是:人们使用财务报告时,首先,必须具备必要的经济学、会计学、管理学等相关知识;其次,对财务报告所提供的信息应允许有一定范围的“失真”;第三,对信息的不全面性和不完整性以及财务报告内容的变化要有充分的估计和思想准备。只有这样,才能正确地理解和使用财务报告。     

实践理性语境下的经济理性分析

作为价值观念、行为标准的经济理性,是在突破了作为方法论的经济理性的心理学假设层面的基础上,将应用范围不断扩大,而成为一种实践理性.本文分析了实践理性语境下的经济理性的确立历程,即经济理性是随资本主义的诞生而确立的,是在自然经济、商品经济走向现代市场经济的发展过程中而确立的,是资本主义科学理性在经济领域的展开与呈现.实践语境下的经济理性具有计算主义和统计化倾向、个人物质利益至上主义、工具化倾向三大主要特征.经济理性的内在特征将不可避免地使社会陷入现代性的困境,为突破经济理性的思维界限,摆脱经济理性的困境,经济和谐为当下社会的发展提供了一种很好的发展理路.     

Conservative belief and rationality

Playersʼ beliefs may be incompatible, in the sense that player i can assign probability 1 to an event E to which player j assigns probability 0. One way to block incompatibility is to assume a common prior. We consider here a different approach: we require playersʼ beliefs to be conservative, in the sense that all players must ascribe the actual world positive probability. We show that common conservative belief of rationality (CCBR) characterizes strategies in the support of a subjective correlated equilibrium where all playersʼ beliefs have common support. We also define a notion of strong rationalizability, and show that it is characterized by CCBR.     

有限理性与自我主体意识

经济学界至今还没有对有限理性的成因找到一个公认的正确答案.通过实验,本文证明了经济主体的有限理性不是由于人脑计算能力的约束,也不是由于道德或社会规范的约束,而是因为受到其不愿尊重客体的自我主体意识的影响.本文还证实,自我主体意识是禀赋效应、现状偏爱现象、沉没成本谬误、占便宜悖论、Ellsberg悖论和分离效应等异常现象产生的真正原因.     

Bounded rationality: static versus dynamic approaches

Summary. Two kinds of theories of boundedly rational behavior are possible. Static theories focus on stationary behavior and do not include any explicit mechanism for temporal change. Dynamic theories, on the other hand, explicitly model the fine-grain adjustments made by the subjects in response to their recent experiences. The main contribution of this paper is to argue that the restrictions usually imposed on the distribution of choices in the static approach are generically not supported by a dynamic adjustment mechanism. The genericity here is understood both in the measure theoretic and in the topological sense.Received: 29 April 2002, Revised: 11 February 2004, JEL Classification Numbers: C0, D7.I thank Peter Bardsley and Rabee Tourky for useful suggestions. Special thanks are due to an anonymous referee.     

Bounded rationality: the two cultures

Research on bounded rationality has two cultures, which I call ‘idealistic’ and ‘pragmatic’. Technically, the cultures differ on whether they (1) build models based on normative axioms or empirical facts, (2) assume that people's goal is to optimize or to satisfice, (3) do not or do model psychological processes, (4) let parameters vary freely or fix them, (5) aim at explanation or prediction and (6) test models from one or both cultures. Each culture tells a story about people's rationality. The story of the idealistic culture is frustrating, with people in principle being able to know what they should do, but in practice systematically failing to do it. This story makes one hide in books for intellectual solace or surrender to the designs of someone smarter. The story of the pragmatic culture is empowering: If people are educated to use the right tool in the right situation, they do well.     

A limited dependent variable model under median rationality

A bounded-price-variation model where an expectation Of a censored endogenous variable appears is examined under the assumption that the expectation is the conditional median, not the conditional mean. The conditional median leads to a simple and intuitive closed form solution for the expectation and relaxes parametric assumptions used in the literature considerably.     

Why rationality is not a consequence of Hume's theory of choice

This paper argues that the theory of action proposed by Hume in the Treatise does not imply that individuals are rational in the sense of modern choice theory. An individual's behaviour is non-rational if his/her choices systematically contravene the consistency axioms of the theory, and if the causal explanation of those choices cannot credibly be offered as a reason for making them. Hume proposes a theory of causal relationships between mental states, based on associations of ideas. The relationships he postulates are liable to induce various forms of non-rational behaviour, some of which have since been observed in controlled experiments.