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求教：哪位朋友能解释一下代表性主体“representative agent”的含义吗？它又是怎么用于衔接微观与宏观经济学的？

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关键词：represent Present agent Age RES agent

我提供一个答案：
代表性主体，可以理解为代表性经济人。经济学和金融学通常假定所有人都是同质的，就是所有人都具有相同的偏好、效用。这样就是可以建立经济学的理论体系了。
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代表性代理人。

典型的代理人 或者 代表性经济人

代表性行为人。

这个概念其实很有哲学思想，是来自于Neoclassical synthesis时代（上个世纪50到60年代）萌发的一种建立Microfoundation（微观基础）的思潮。因为宏观经济学一出现就偏离了微观经济学的思想，经济学觉得这是一个巨大的错误，所以要给宏观经济学建造微观基础，representative agent就是第一个思想实验。

但是宏观经济学里面要建立微观基础是非常困难的，涉及到很多理论问题，远远比想像中难度高。上个世界50，60年代所发表的关于建立微观基础的宏观论文极其深涩难懂，有很多关于泛函和实函的数学推导。原因是因为每个人行为都不同，如果每个人的行为都是非线性的函数形式，那么这个完全没法加总和平均（有明确的证明），那么真正的宏观数据是没法得到的。因为一旦加总，最终得到的模型一部分是线形加总，一部分是用covariance来表示的，但实际我们所采用的数据都是来自那个线形加总的部分，covariance的部分已经被忽略了。

所以经济学就继续提炼，从现行加总的行为里面提炼出了一种行为叫：representative agent。这个部分高度提炼了所有人类行为的共同特征，并且发现虽然某个具体的人不这样行为，但是如果把整个社会看成一个人，这个represtantive agent就能囊括所有这些行为。

rastila 发表于 2011-12-19 22:11
这个概念其实很有哲学思想，是来自于Neoclassical synthesis时代（上个世纪50到60年代）萌发的一种建立Micr ...

From Wikipedia, the free encyclopedia
When economists study a representative agent, this is because it is usually simpler to consider to one 'typical' decision maker instead of simultaneously analyzing many different decisions. Of course, economists must abandon the representative agent assumption when differences between individuals are central to the question at hand. For example, a macroeconomist might analyze the impact of a rise of oil prices on a typical 'representative' consumer; but an analysis of health insurance would probably require a heterogeneous agent model (since health insurance, by definition, is a transfer of money from relatively healthy people to others with illnesses requiring expensive care).

Hartley (1997) discusses the reasons for the prominence of representative agent modelling in contemporary macroeconomics. The Lucas critique (1976) pointed out that policy recommendations based on observed past macroeconomic relationships may neglect subsequent behavioral changes by economic agents, which, when added up, would change the macroeconomic relationships themselves. He argued that this problem would be avoided in models that explicitly described the decision-making situation of the individual agent. In such a model, an economist could analyze a policy change by recalculating the decision problem of each agent under the new policy, then aggregating these decisions to calculate the macroeconomic effects of the change.

Lucas' influential argument convinced many macroeconomists to build microfounded models of this kind. However, this was technically more difficult than earlier modelling strategies. Therefore, almost all the earliest general equilibrium macroeconomic models were simplified by assuming that consumers and/or firms could be described as a representative agent. General equilibrium models with many heterogeneous agents are much more complex, and are therefore still a relatively new field of economic research.

Hartley, however, finds these reasons for representative agent modelling unconvincing. Kirman (1992), too, is critical of the representative agent approach in economics. Because representative agent models simply ignore valid aggregation concerns, they sometimes commit the so-called fallacy of composition. He provides an example in which the representative agent disagrees with all individuals in the economy. Policy recommendations to improve the welfare of the representative agent would be illegitimate in this case. Kirman concludes that the reduction of a group of heterogeneous agents to a representative agent is not just an analytical convenience, but it is "both unjustified and leads to conclusions which are usually misleading and often wrong." In his view, the representative agent "deserves a decent burial, as an approach to economic analysis that is not only primitive, but fundamentally erroneous."

reprentative agent忽视了个体之间的差异
现在开始流行用agent-based modeling