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In this article we analyze in a new way the epistemological concept of mythical explanation. It is shown, within the framework of the theory of dynamic and complex systems, that this kind of explanation is grounded on the substitution of distributed causation by lineal and single causes. Considering four examples, we show which mechanism is operating in that substitution. The first one concerns a computational implementation of a racial segregation model. The second one will be the analysis of an imaginary panic. The third one starts with the theory, developed by René Girard, concerning sacrifice rituals and the emergence of scapegoats. Finally, the fourth one is based on the introduction of the imitation mechanism as an explanation for the financial markets behavior.