En 2008, dans le New Palgrave, Francesco Guala déplorait que « l’histoire de l’économie expérimentale rest[ât] encore à écrire » (Guala, 2008 : 152). Les recherches récentes permettent de retracer avec une précision croissante le processus par lequel l’économie expérimentale est progressivement devenue une sous-discipline à part entière du domaine, scientifique et académique, de la théorie économique et de ses applications (Roth, 1995; Serra, 2012a). Il ne s’agira pas ici de retracer le détail de cette histoire, mais de rappeler quelques-uns des grands jalons qui, depuis le milieu du XXe siècle, ont marqué l’institutionnalisation croissante de l’économie expérimentale – et, par là, la constitution des faits expérimentaux en objets légitimes de la théorie économique. A la suite d’Alvin Roth, l’historiographie considère souvent le paradoxe de Saint-Pétersbourg, formulé par Daniel Bernoulli, comme l’une des premières expériences en économie. Paradoxalement, tout semble pourtant commencer avec l’interdit jeté sur la possibilité même de procéder à des expérimentations en économie par celui qui faisait figure de meilleur spécialiste de la méthodologie économique de son temps, John Stuart Mill. Dans le texte rédigé sous le titre On the Definition of Political Economy; and on the Method of Investigation Proper To It (Mill, 1836, 1967), dont il fera le Livre V du System of Logic, Ratiocinative and Inductive, John Stuart Mill, pourtant farouche défenseur de la méthode inductive, seul moyen selon lui d’avancer dans un processus de découverte scientifique, refuse aux « sciences morales » la possibilité de se livrer à des expérimentations contrôlées et reproductibles. L’interdit posé par John Stuart Mill fait office de règle épistémologique jusqu’au début du XXe siècle, lorsqu’à la suite du Methodenstreit, les auteurs nord-américains rattachés au courant institutionnaliste étayent les critiques qu’ils adressent aux théories marginalistes sur une revendication inductive et expérimentale. Pour reprendre la distinction proposée par Leo Corry entre image of knowledge et body of knowledge (Corry, 1989), il y a là un curieux cas d’ « image de savoir » qui précèderait un « corps de savoir ». Aux États-Unis, les années de haute théorie sont des années de quête d’une nouvelle scientificité expérimentale – une scientificité qui confèrerait à la discipline économique la possibilité de mettre en oeuvre des protocoles de même nature que ceux qui fleurissaient déjà depuis de longues années en physique, en chimie, en biologie, en médecine et dans la discipline qui fournira leurs protocoles aux premières expériences économiques : la psychologie sociale. Associé à l’institutionnalisation de l’économétrie et à la pratique croissante de la modélisation, le thème est omniprésent. En 1924, à Chicago, dans l’allocution présidentielle qu’il prononce devant le 37e congrès de l’American Economic Association, Wesley Clair Mitchell invoque la nécessité pour l’économie de se transformer en science expérimentale (Mitchell, 1925). La même année, Rexford G. Tugwell coordonne un bilan sur l’état de la discipline, sous le titre The Trend of Economics (Tugwell, 1924). Il y consacre sa propre contribution, intitulée « Experimental Economics », à une économie expérimentale purement programmatique, sans que ni ses objets, ni ses protocoles ne soient précisés. À Chicago, Henry Schultz, alors engagé dans ses recherches sur l’estimation statistique des fonctions de demande, incite l’un de ses collègues, le psychologue Louis Leon Thurstone, connu pour ses travaux de « psychophysique » et de « psychométrie », à construire expérimentalement une courbe d’indifférence en soumettant à une collaboratrice une série de choix binaires entre des chapeaux et des chaussures, puis des chapeaux, des manteaux et des chaussures. L’enjeu explicite de l’article, selon son auteur, concerne l’avenir des relations entre les deux disciplines : « The writer dares not venture far into the …
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