【CEA 2026】主旨演讲嘉宾  诺奖得主Thomas J. Sargent

2026年6月12日-14日，全英/全欧中国经济学会（The Chinese Economic Association UK/Europe, CEA）2026年中国学术年会将在北京召开。会议以“迈向智能、绿色与融合的经济学”为主题，旨在探讨智能、绿色、融合背景下经济学的前沿问题与产业实践，促进跨学科创新与人才培养高质量发展。本次会议由中国科学院数学与系统科学研究院预测科学研究中心，中国科学院大学经济与管理学院，厦门大学邹至庄经济研究院、经济学院与王亚南经济研究院，中央财经大学创新发展学院承办。本次会议共邀请8位全球杰出学者发表主旨演讲。

欢迎感兴趣的师生学者报名参会！如您计划参会，请扫码注册参会。

更多信息，请关注会议官网：https://conf.xmu.edu.cn/CEA2026/

1演讲嘉宾：Thomas J. Sargent

美国纽约大学讲席教授、2011年诺贝尔经济学奖得主Thomas J. Sargent将作首场主旨演讲。

Thomas J. Sargent is the William R. Berkley Professor of Economics and Business at New York University. He was awarded the 2011 Nobel Prize in Economics, shared with Princeton University's Christopher Sims, for his empirical research on cause and effect in the macroeconomy.

Professor Sargent was a professor of economics at the University of Minnesota from 1975 to 1987, the David Rockefeller Professor at the University of Chicago from 1992 to 1998 and the Donald Lucas Professor of Economics at Stanford University from 1998 to 2002. He has been a senior fellow at the Hoover Institution since 1987.

Professor Sargent earned his Ph.D. from Harvard University in 1968. He was a university medalist as Most Distinguished Scholar in the Class of 1964 and won the Nemmers Prize in Economics in 1997. Professor Sargent was elected a Fellow of the National Academy of Sciences and a Fellow of the American Academy of Arts and Sciences, both in 1983. He is past president of the Econometric Society, the American Economic Association and the Society for Economic Dynamics.

Professor Sargent specializes in the fields of macroeconomics, monetary economics and time series econometrics. He has developed methods for examining the relationship between policy and economics and has shown how the effects of the permanent restructuring of economic policy can be analyzed and how households and businesses have adjusted their expectations to match economic development.

演讲题目：The Roles of Rational Expectations

演讲摘要：A (statistical) model is joint probability distribution indexed by a vector of parameters. Rational expectations is a restriction on a more general class of economic models consisting of a coherent set of individual agents who solve well posed stochastic dynamic optimization problems in light of their subjective probability distributions about objects determined by the model. The general class of models allows agents to have different subjective probability distributions of objects determined inside the model (e.g., prices and quantities) and outside the model (e.g., ‘exogenous’ shock processes). Such a general model has many parameters, including some that describe agents’ subjective probability distributions. A rational expectations assumption posits that all subjective distributions are identical. This vastly economizes on parameters for subjective probability distributions about variables determined outside the model. By equating subjective distributions for objects determined inside the model, the rational expectations assumption eliminates all free parameters by making them equilibrium objects. The “Communism” of models affiliated with rational expectations is attractive to econometricians on parameter-dimension reduction grounds. That is why Christopher Sims warned of the hazards of venturing into the wilderness of non-rational expectations models. Much of modern dynamic economics has taken Sims’s advice. A rational expectations assumption plays an essential role in the formulation of Ramsey, Mirrlees, and other mechanism design problems. Less restrictive equilibrium concepts such as “self-confirmation” leave open many more possibilities than a rational expectations equilibrium.