[Objective] Build National Economic Brain and use big data to support macroeconomic monitoring and forecasting. [Context]] There have been a lot of practices at home and abroad. The National Development and Reform Commission's Big Data Center has constructed a Strategy, policy, project, enterprise, natural person ontology construction rules system. [Methods] This paper insists on the unification of equilibrium path and evolution path, introduces the perspective of critical realism analysis, integrates complex network, natural language processing and spatio-temporal analysis algorithm models to form a macro-meso-micro integration analysis system. [Results] At the micro level, government and social data has been integrated to build a dynamic ontology library, achieving a unified association of 30 million enterprises and 50 million individual industrial business across the country, covering 78 categories and 1828 indicators, with corporate social credit codes as the main line. At the meso level, we should build a simulation analysis platform based on the three dependencies of complex systems emergence. At the macro level, this paper focuses on monitoring economic power (investment, consumption, trade), industrial operation and regional development, and puts forward 15 big data monitoring indexes that are relatively mature in practice and application, combines traditional prediction, complexity prediction, behavior prediction and space-time prediction, strengthen risk identification.[Conclusions] Constructing a unified framework of microscopic dynamic ontology, mesoscopic simulation analysis, and macroscopic monitoring and forecasting system can effectively solve the theoretical dilemma of macro-microeconomics disconnection, and promote the scientificity of macroeconomic decision-making.