Instead, macroeconomists like to use "natural experiments" (as they call it) that occur at discontinuities in current policies. For example, let's say that some policy has an income cut off at X USD/year. People making less than that can use the program, but people making more than that cannot. You can look at people making X-1 USD/year and compare them to people making X+1 USD/year. The slight difference in income is basically negligible, so in effect you are studying the effect of the policy, but only at a particular income level unfortunately.
Note that the difficulties using the scientific method continue to other fields like weather prediction. In these fields scientists can conduct observational studies but not experimental (controlled) studies, since we do not have the means (or even the desire) to effect the phenomena in such a way to verify or falsify some questions directly. Indirect (and far more clever) methods are still possible, though.