经济学中的网络分析与网络的经济学研究——经济学框架与网络分析方法的视界融合及其评述
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摘要
网络研究正成为经济学中最活跃、最引人注目的研究领域之一。在梳理经济学领域网络研究经典文献和前沿进展的过程中,可以发现,网络分析方法给经济学研究带来新的视角和新的工具;同时,经济学框架在研究网络形成问题时,相对于社会学范式和一般网络分析范式也具有优越性。在此基础上,须特别强调经济学研究框架与网络分析方法的视界融合,关注这种融合对微观冲击与宏观波动、市场势力与定价、市场竞争与效率、以及劳动市场不平等诸问题研究所产生的新观点和新发现。主流经济学研究框架与网络分析方法的融合,是"经济人"视界与"社会人"视界的融合,它扩展了我们观察和分析社会经济活动的维度,使我们的研究更现实、更具体、更深刻。
Network research is becoming one of the most active and most attractive research fields in economics. This paper not only discusses how network analysis method brings a new perspective and a new tool to economic study, also analyzes the superiority of the economic framework to research of network formation problems compared to the traditional network analysis paradigm and sociology paradigm On this basis, we especially emphasize the integration of economics research framework and network analysis methods. Under this integration perspective, we are concerned about the new viewpoints and discoveries arising from micro shocks and macro fluctuations, market power and pricing, market competition and efficiency, and labor market inequality. The integration of mainstream economics research framework and network analysis method is the convergence of the horizon between "economic man" and the "social man".
Network research is becoming one of the most active and most attractive research fields in economics. This paper not only discusses how network analysis method brings a new perspective and a new tool to economic study, also analyzes the superiority of the economic framework to research of network formation problems compared to the traditional network analysis paradigm and sociology paradigm On this basis, we especially emphasize the integration of economics research framework and network analysis methods. Under this integration perspective, we are concerned about the new viewpoints and discoveries arising from micro shocks and macro fluctuations, market power and pricing, market competition and efficiency, and labor market inequality. The integration of mainstream economics research framework and network analysis method is the convergence of the horizon between "economic man" and the "social man".
引文
(1)Granovetter,M.,“Economic Action and Social Structure:The Problem of Embeddedness,”American Journal of Sociology,1985,3,pp.481-510.
(2)Becker,S.,The Economic Approach to Human Behavior,University of Chicago Press,1978.
(3)网络研究的领域是极其广阔的,除了传统的社会关系网络,更多的是经济网络,既有微观层面的企业间的生产网络,也有宏观层面的国家间的贸易网络。参见Bramoulle,Y.,Galeotti,A.,Rogers,B.,The Oxford Handbook of the Economics of Networks,Oxford University Press,2016.
(1)Goyal,S.,“Networks and markets,”Advances in Economics and Econometrics:Eleventh World Congress,Vol.58.Cambridge University Press,2017.
(2)王春超、劳华辉:《社会网络经济学模型的特点和演进趋势探析》,《经济学动态》2014年第3期。
(3)徐振宇:《社会网络分析在经济学领域的应用进展》,《经济学动态》2013年第10期。
(4)Griliches,Z.,“Hybrid Corn:An Exploration in the Economics of Technological Change,”Econometrica,1957,2(4),pp.501-522.
(5)Rothschild,M.,“A two-armed bandit theory of market pricing,”Journal of Economic Theory,1974,9(2),pp.185-202.
(6)Bala,V.,Goyal,S.,“Learning from Neighbours,”Review of Economic Studies,1998,65,pp.595-621;Bala,V.,Goyal,S.,“Conformism and diversity under social learning,”Economic Theory,2001,17,pp.101-120.
(1)图论术语表述为,在一个大规模连通网络中,如果对节点的度设定一个上界,每个个体的行为选择将最终收敛到最优行为。
(2)De Marzo,M.,Dimitri,V.,Jeffrey,Z.,“Persuasion Bias,Social Influence,and Unidimensional Opinions,”Quarterly Journal of Economics,2003,118(3),pp.909-968.
(3)Golub,B.,Jackson,M.,“How Homophily affects the speed of learning and best response dynamics,”Quarterly Journal of Economics,2012,127(3),pp.1287-1338.
(4)Acemoglu,D.,Dahleh,M.,Lobel,I.,Ozdaglar,A.,“Bayesian Learning in Social Networks,”Review of Economic Studies 2011,78,pp.1201-1246.
(5)Jhadbabaie,A.,Molavi,P.,Tahbaz-Salehi,A.,“Information Heterogeneity and the Speed of Learning in Social Networks,”2013,Columbia Business School Research Paper.
(6)Mossel,E.,Sly,A.,Tamuz,O.,“Strategic Learning and the Topology of Social Networks,”Econometrica,2015,83(5),pp.1755-1794.
(7)Mueller-Frank,M.,“A General Framework for Rational Learning in Social Networks,”Theoretical Economics 2013,8(1),pp.1-40.
(8)Banerjee,A.,“A simple model of herd behavior,”Quarterly Journal of Economics,1992,107(3),pp.797-817.
(9)Bikhchandani,S.,Hirshliefer,D.,Welch,I.,“A theory of fads,fashion,custom,and cultural change as informational cascades,”Journal Political Economy,1992,100,pp.992-1023.
(1)Conley,T.,Udry,C.,“Learning about a New Technology:Pineapple in Ghana,”American Economic Review,2010,100(1),pp.35-69.
(2)Banerjee,A.,Chandrasekhar,A.,Duflo,E.,Jackson,M.,“The Diffusion of Microfinance,”Science,2013,341,pp.61-74.
(3)Boorman,S.,“A combinatorial optimization model for transmission of job information through contact networks,”Bell Journal of Economics,1975,6(1),pp.216-249.
(4)Aumann,R.,Myerson,R.,“Endogenous formation of links between players and coalitions:an application to the Shapley Value,”in The Shapley Value,A.Roth(ed.),Cambridge University Press,1988.
(5)Bala,V.,Goyal,S.,“A Non-Cooperative Model of Network Formation,”Econometrica,2000,68(5),pp.1181-1231.
(6)Jackson,M.,Wolinsky,A.,“A Strategic Model of Economic and Social Networks,”Journal of Economic Theory,1996,71(1),pp.44-74.
(7)在单边联接网络,联接的成本由联接建立者承担,而依据联接收益分配的不同,区分为单向流动网络与双向流动网络,在单向流动网络中,联接收益只归联接建立者,而在双向流动网络中,联接双方分享收益,如电话通信,费用由主叫方承担(也有被叫方承担的号码),但通话会增进双方的效用(骚扰电话除外)。
(8)Myerson,R.,Game Theory:Analysis of conflict,Harvard University Press,1991.ui(g)≥ui(g-i j)uj(g)≥uj(g-i j)i j g ui(g+i j)>ui(g)uj(g+i j) (1)对于网络g而言,同时满足下面两个条件,则为两两稳定均衡的网络:(1)对于所有的ij∈g有,且;(2)对于所有的,如果,则。
(2)分支平衡意味着不存在跨分支的转移支付,匿名性意味着分配规则并不取决于参与者的节点位置。
(3)Goyal,S.,Joshi,S.,“Networks of collaboration in oligopoly,”Games and Economic Behavior,2003,43(1),pp.57-85.
(4)Goyal,S.,Vega-Redondo,F.,“Structural holes in social networks,”Journal of Economic Theory,2007,137,pp.460-492.
(5)Ambrus,A.,Chandrasekhar,A.,Elliott,M.,“Social Investments,Informal Risk Sharing,and Inequality,”2014,NBER Working Papers,No.w20669;Ambrus,A.,Mobius,M.,Szeidl,A.,“Consumption Risk-sharing in Social Networks,”American Economic Review,2014,104(1),pp.149-182.
(6)Cabrales,A.,Gottardi,P.,Vega-Redondo,F.,“Risk sharing and contagion in networks,”The Review of Financial Studies,2017,30(9),pp.3086-3127;Farboodi,M.,“Intermediation and voluntary exposure to counterparty risk,”2014,SSRN Working Paper,Available at https://ssrn.com/abstract=2535900.
(7)Kojima,H.,&Daito,M.,“An agent based simulation for network formation with heterogeneous agents,”World Academy of Science,Engineering and Technology,2011,60,pp.1227-1231.
(8)Billand,P.,Bravard,C.,Sarangi,S.,“Strict Nash networks and partner heterogeneity,”International Journal of Game Theory,2011,40(3),pp.515-525;Billand,P.,Bravard,C.,Sarangi,S.,“On the Interaction between Heterogeneity and Decay in Two-way Flow Models,”Theory and Decision,2012,73(4),pp.525-538.
(9)Feri,F.,“Stochastic stability in networks with decay,”Journal of Economic Theory,2007,135,pp.442-457;Feri,F.,Melendez-Jimenez,Miguel,A.,“Coordination in evolving networks with endogenous decay,”Journal of Evolutionary Economy,2013,23(5),pp.955-1000.
(10)Jackson,M.,Rogers,B.,“Meeting Strangers and Friends of Friends:How Random Are Social Networks?,”American Economic Review,2007,97(3),pp.890-915.
(1)Lucas,R.,“Understanding business cycles,”Carnegie-Rochester conference series on public policy.Vol.5,North-Holland,1977.
(2)Acemoglu,D.,Carvalho,V.,Ozdaglar,A.,Tahbaz-Salehi,A.,“The Network Origins of Aggregate Fluctuations,”Econometrica,2012,80(5),pp.1977-2016.
(3)Bloch,F.,Querou,N.,“Pricing in social networks,”Games and Economic Behavior,2013,80,pp.263-281.
(4)Candogan,O.,Bimpikis,K.,Ozdaglar,A.,“Optimal pricing in networks with externalities,”Operations Research,2012,60(4),pp.883-905.
(5)在他们的研究中,具有消费外部性的效用函数设定为:Ui(q1,······qn)=aiqi-12biq2i+qi n∑j gi jqj-piqi,其中gij代表了个体j的消费对个体i的影响。最优的定价策略是: p=a-[?-G+GT2]-1a-c12,G是由元素gij组成的代表消费外部性的邻接矩阵,?是由主对角线元素2bi构成的对角矩阵,a是由元素ai构成的纵向量,1是由元素1构成的纵向量。
(1)Goyal,S.,Joshi S.,“Networks of collaboration in oligopoly,”Games and Economic Behavior,2003,43(1),pp.57-85.
(2)Rogerson,R.,Shimer,R.,Wright,R.,“Search-theoretic models of the labour market:A survey,”Journal of Economic Literature,2005,43(4),pp.959-988.
(3)Granovetter,M.,“The Strength of Weak Ties,”American Journal of Sociology,1973,78,pp.1360-1380.
(4)Montgomery,J.,“Social Networks and Labor-Market Outcomes:Toward an Economic Analysis,”The American Economic Review,1991,81(5),pp.408-1418.
(5)Calvo-Armengol,A.,Jackson,M.,“The Effects of Social Networks on Employment and Inequality,”American Economic Review,2004,94(3),pp.426-454.
(6)Galeotti,A.,Merlino,L.,“Endogenous Job Contact Networks,”International Economic Review,2014,55,pp.1201-1226.
(1)Blume,L.,Brock,W.,Durlauf,S.,Ioannides,Y.,“Identification of social interactions,”Handbook of Social Economics,2011,Chapter 18,pp.853-964.Blume,L.E.,Brock,W.A.,Durlauf,S.N.,&Jayaraman,R.(2015).“Linear social interactions models.”Journal of Political Economy,123(2),pp.444-496.
(2)Goldsmith-Pinkham,P.,Imbens G.,“Social networks and the identification of peer effects,”Journal of Business&Economic Statistics,2013,31(3),pp.253-264.
(3)社会网络实证研究的最新进展参见Graham,B.,“Methods of identification in social networks,”Annul Review of Economics,2015,7(1),pp.465-485;De Paula,A.,“Econometrics of network models,”Advances in Economics and Econometrics:Theory and Applications,Eleventh World Congress,Cambridge University Press,2017.
(4)Hidalgo,C.,Klinger,B.,Barabási,A.,Hausmann,R.,“The product space conditions the development of nations,”Science,2007,317(5837),pp.482-487;Hidalgo,C.,Hausmann,R.,Dasgupta,P.,“The building blocks of economic complexity,”Proceedings of the National Academy of Sciences of the United States of America,2009,106(26),p.10570.
(5)Hartmann,D.,Guevara,M.,Jara-Figueroa,R.,Aristarán,C.,Hidalgo,C.,“Linking economic complexity,institutions,and income inequality,”World Development,2017,93,pp.75-93.
(6)社会网络与要素错配的研究文献具体参见Munshi,K.,Rosenzweig,M.,“Networks and misallocation:insurance,migration,and the rural-urban wage Gap,”The American Economic Review,2016,106(1),pp.46-98;Bartelme,D.,Gorodnichenko,Y.,“Linkages and economic development,”2015,NBERworking paper,No.w21251.
(2)Becker,S.,The Economic Approach to Human Behavior,University of Chicago Press,1978.
(3)网络研究的领域是极其广阔的,除了传统的社会关系网络,更多的是经济网络,既有微观层面的企业间的生产网络,也有宏观层面的国家间的贸易网络。参见Bramoulle,Y.,Galeotti,A.,Rogers,B.,The Oxford Handbook of the Economics of Networks,Oxford University Press,2016.
(1)Goyal,S.,“Networks and markets,”Advances in Economics and Econometrics:Eleventh World Congress,Vol.58.Cambridge University Press,2017.
(2)王春超、劳华辉:《社会网络经济学模型的特点和演进趋势探析》,《经济学动态》2014年第3期。
(3)徐振宇:《社会网络分析在经济学领域的应用进展》,《经济学动态》2013年第10期。
(4)Griliches,Z.,“Hybrid Corn:An Exploration in the Economics of Technological Change,”Econometrica,1957,2(4),pp.501-522.
(5)Rothschild,M.,“A two-armed bandit theory of market pricing,”Journal of Economic Theory,1974,9(2),pp.185-202.
(6)Bala,V.,Goyal,S.,“Learning from Neighbours,”Review of Economic Studies,1998,65,pp.595-621;Bala,V.,Goyal,S.,“Conformism and diversity under social learning,”Economic Theory,2001,17,pp.101-120.
(1)图论术语表述为,在一个大规模连通网络中,如果对节点的度设定一个上界,每个个体的行为选择将最终收敛到最优行为。
(2)De Marzo,M.,Dimitri,V.,Jeffrey,Z.,“Persuasion Bias,Social Influence,and Unidimensional Opinions,”Quarterly Journal of Economics,2003,118(3),pp.909-968.
(3)Golub,B.,Jackson,M.,“How Homophily affects the speed of learning and best response dynamics,”Quarterly Journal of Economics,2012,127(3),pp.1287-1338.
(4)Acemoglu,D.,Dahleh,M.,Lobel,I.,Ozdaglar,A.,“Bayesian Learning in Social Networks,”Review of Economic Studies 2011,78,pp.1201-1246.
(5)Jhadbabaie,A.,Molavi,P.,Tahbaz-Salehi,A.,“Information Heterogeneity and the Speed of Learning in Social Networks,”2013,Columbia Business School Research Paper.
(6)Mossel,E.,Sly,A.,Tamuz,O.,“Strategic Learning and the Topology of Social Networks,”Econometrica,2015,83(5),pp.1755-1794.
(7)Mueller-Frank,M.,“A General Framework for Rational Learning in Social Networks,”Theoretical Economics 2013,8(1),pp.1-40.
(8)Banerjee,A.,“A simple model of herd behavior,”Quarterly Journal of Economics,1992,107(3),pp.797-817.
(9)Bikhchandani,S.,Hirshliefer,D.,Welch,I.,“A theory of fads,fashion,custom,and cultural change as informational cascades,”Journal Political Economy,1992,100,pp.992-1023.
(1)Conley,T.,Udry,C.,“Learning about a New Technology:Pineapple in Ghana,”American Economic Review,2010,100(1),pp.35-69.
(2)Banerjee,A.,Chandrasekhar,A.,Duflo,E.,Jackson,M.,“The Diffusion of Microfinance,”Science,2013,341,pp.61-74.
(3)Boorman,S.,“A combinatorial optimization model for transmission of job information through contact networks,”Bell Journal of Economics,1975,6(1),pp.216-249.
(4)Aumann,R.,Myerson,R.,“Endogenous formation of links between players and coalitions:an application to the Shapley Value,”in The Shapley Value,A.Roth(ed.),Cambridge University Press,1988.
(5)Bala,V.,Goyal,S.,“A Non-Cooperative Model of Network Formation,”Econometrica,2000,68(5),pp.1181-1231.
(6)Jackson,M.,Wolinsky,A.,“A Strategic Model of Economic and Social Networks,”Journal of Economic Theory,1996,71(1),pp.44-74.
(7)在单边联接网络,联接的成本由联接建立者承担,而依据联接收益分配的不同,区分为单向流动网络与双向流动网络,在单向流动网络中,联接收益只归联接建立者,而在双向流动网络中,联接双方分享收益,如电话通信,费用由主叫方承担(也有被叫方承担的号码),但通话会增进双方的效用(骚扰电话除外)。
(8)Myerson,R.,Game Theory:Analysis of conflict,Harvard University Press,1991.ui(g)≥ui(g-i j)uj(g)≥uj(g-i j)i j g ui(g+i j)>ui(g)uj(g+i j)
(2)分支平衡意味着不存在跨分支的转移支付,匿名性意味着分配规则并不取决于参与者的节点位置。
(3)Goyal,S.,Joshi,S.,“Networks of collaboration in oligopoly,”Games and Economic Behavior,2003,43(1),pp.57-85.
(4)Goyal,S.,Vega-Redondo,F.,“Structural holes in social networks,”Journal of Economic Theory,2007,137,pp.460-492.
(5)Ambrus,A.,Chandrasekhar,A.,Elliott,M.,“Social Investments,Informal Risk Sharing,and Inequality,”2014,NBER Working Papers,No.w20669;Ambrus,A.,Mobius,M.,Szeidl,A.,“Consumption Risk-sharing in Social Networks,”American Economic Review,2014,104(1),pp.149-182.
(6)Cabrales,A.,Gottardi,P.,Vega-Redondo,F.,“Risk sharing and contagion in networks,”The Review of Financial Studies,2017,30(9),pp.3086-3127;Farboodi,M.,“Intermediation and voluntary exposure to counterparty risk,”2014,SSRN Working Paper,Available at https://ssrn.com/abstract=2535900.
(7)Kojima,H.,&Daito,M.,“An agent based simulation for network formation with heterogeneous agents,”World Academy of Science,Engineering and Technology,2011,60,pp.1227-1231.
(8)Billand,P.,Bravard,C.,Sarangi,S.,“Strict Nash networks and partner heterogeneity,”International Journal of Game Theory,2011,40(3),pp.515-525;Billand,P.,Bravard,C.,Sarangi,S.,“On the Interaction between Heterogeneity and Decay in Two-way Flow Models,”Theory and Decision,2012,73(4),pp.525-538.
(9)Feri,F.,“Stochastic stability in networks with decay,”Journal of Economic Theory,2007,135,pp.442-457;Feri,F.,Melendez-Jimenez,Miguel,A.,“Coordination in evolving networks with endogenous decay,”Journal of Evolutionary Economy,2013,23(5),pp.955-1000.
(10)Jackson,M.,Rogers,B.,“Meeting Strangers and Friends of Friends:How Random Are Social Networks?,”American Economic Review,2007,97(3),pp.890-915.
(1)Lucas,R.,“Understanding business cycles,”Carnegie-Rochester conference series on public policy.Vol.5,North-Holland,1977.
(2)Acemoglu,D.,Carvalho,V.,Ozdaglar,A.,Tahbaz-Salehi,A.,“The Network Origins of Aggregate Fluctuations,”Econometrica,2012,80(5),pp.1977-2016.
(3)Bloch,F.,Querou,N.,“Pricing in social networks,”Games and Economic Behavior,2013,80,pp.263-281.
(4)Candogan,O.,Bimpikis,K.,Ozdaglar,A.,“Optimal pricing in networks with externalities,”Operations Research,2012,60(4),pp.883-905.
(5)在他们的研究中,具有消费外部性的效用函数设定为:Ui(q1,······qn)=aiqi-12biq2i+qi n∑j gi jqj-piqi,其中gij代表了个体j的消费对个体i的影响。最优的定价策略是: p=a-[?-G+GT2]-1a-c12,G是由元素gij组成的代表消费外部性的邻接矩阵,?是由主对角线元素2bi构成的对角矩阵,a是由元素ai构成的纵向量,1是由元素1构成的纵向量。
(1)Goyal,S.,Joshi S.,“Networks of collaboration in oligopoly,”Games and Economic Behavior,2003,43(1),pp.57-85.
(2)Rogerson,R.,Shimer,R.,Wright,R.,“Search-theoretic models of the labour market:A survey,”Journal of Economic Literature,2005,43(4),pp.959-988.
(3)Granovetter,M.,“The Strength of Weak Ties,”American Journal of Sociology,1973,78,pp.1360-1380.
(4)Montgomery,J.,“Social Networks and Labor-Market Outcomes:Toward an Economic Analysis,”The American Economic Review,1991,81(5),pp.408-1418.
(5)Calvo-Armengol,A.,Jackson,M.,“The Effects of Social Networks on Employment and Inequality,”American Economic Review,2004,94(3),pp.426-454.
(6)Galeotti,A.,Merlino,L.,“Endogenous Job Contact Networks,”International Economic Review,2014,55,pp.1201-1226.
(1)Blume,L.,Brock,W.,Durlauf,S.,Ioannides,Y.,“Identification of social interactions,”Handbook of Social Economics,2011,Chapter 18,pp.853-964.Blume,L.E.,Brock,W.A.,Durlauf,S.N.,&Jayaraman,R.(2015).“Linear social interactions models.”Journal of Political Economy,123(2),pp.444-496.
(2)Goldsmith-Pinkham,P.,Imbens G.,“Social networks and the identification of peer effects,”Journal of Business&Economic Statistics,2013,31(3),pp.253-264.
(3)社会网络实证研究的最新进展参见Graham,B.,“Methods of identification in social networks,”Annul Review of Economics,2015,7(1),pp.465-485;De Paula,A.,“Econometrics of network models,”Advances in Economics and Econometrics:Theory and Applications,Eleventh World Congress,Cambridge University Press,2017.
(4)Hidalgo,C.,Klinger,B.,Barabási,A.,Hausmann,R.,“The product space conditions the development of nations,”Science,2007,317(5837),pp.482-487;Hidalgo,C.,Hausmann,R.,Dasgupta,P.,“The building blocks of economic complexity,”Proceedings of the National Academy of Sciences of the United States of America,2009,106(26),p.10570.
(5)Hartmann,D.,Guevara,M.,Jara-Figueroa,R.,Aristarán,C.,Hidalgo,C.,“Linking economic complexity,institutions,and income inequality,”World Development,2017,93,pp.75-93.
(6)社会网络与要素错配的研究文献具体参见Munshi,K.,Rosenzweig,M.,“Networks and misallocation:insurance,migration,and the rural-urban wage Gap,”The American Economic Review,2016,106(1),pp.46-98;Bartelme,D.,Gorodnichenko,Y.,“Linkages and economic development,”2015,NBERworking paper,No.w21251.