There are several famous examples of this in economics. See for example: https://en.wikipedia.org/wiki/Hawthorne_effect https://en.wikipedia.org/wiki/Hawthorne

There are several famous examples of this in economics. See for example: https://en.wikipedia.org/wiki/Hawthorne_effect https://en.wikipedia.org/wiki/Hawthorne_effect <-- Observing behaviour changes said behaviour, leading to invalid observations. https://en.wikipedia.org/wiki/Lucas_critique https://en.wikipedia.org/wiki/Lucas_critique <-- Treating relationships between variables as structural and changing one to influence the other will affect the supposed underlying structural relationship.