Compensating and equivalent variation from the expenditure function

For a change in prices with income unchanged, the compensating variation is the income that could be taken away after the change while leaving the person at the original utility level u0; the equivalent variation is the income that would have to be given before the change to reach the new utility level u1. Each is a difference in the minimum expenditure needed to reach a utility level at old and new prices: CV = e(p0,u0) minus e(p1,u0) and EV = e(p0,u1) minus e(p1,u1). The formula takes the four expenditure values as inputs.

Signature

CV = e0_u0 - e1_u0; EV = e0_u1 - e1_u1
Inputs
InputsDefinitionUnit
e0_u0Minimum expenditure at the original prices to reach the original utility level, equal to incomecurrency per person
e1_u0Minimum expenditure at the new prices to reach the original utility levelcurrency per person
e0_u1Minimum expenditure at the original prices to reach the utility level achieved after the changecurrency per person
e1_u1Minimum expenditure at the new prices to reach the new utility level, equal to incomecurrency per person
Output
CVIncome that could be removed after the change leaving utility at its original level, positive for a gaincurrency per person
EVIncome that would give the same utility as the change at the original prices, positive for a gaincurrency per person

Function

Welfare change measurement and aggregation function

Converts each person's gain or loss from a change into money, with the compensating or equivalent variation or the consumer surplus approximation, and then ranks the change for society: by adding the money measures, as the Kaldor-Hicks potential compensation test does, or by combining individual outcomes with an explicit social welfare function that states how gains to one person are set against losses to another.

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Implementations

  • Excel

    CV and EV from four expenditure values

    With the four expenditure values in ExpOldPriceOldUtil, ExpNewPriceOldUtil, ExpOldPriceNewUtil and ExpNewPriceNewUtil, Excel returns CV and EV.

    =ExpOldPriceOldUtil-ExpNewPriceOldUtil; =ExpOldPriceNewUtil-ExpNewPriceNewUtil

Assumptions

  • Income unchanged by the policy

    Only prices change, so e0_u0 and e1_u1 both equal income. For a change in the quantity of a non-market good, such as a person's own health, the same logic applies with the expenditure function defined over that quantity.

  • Known preferences

    The expenditure function comes from a specified utility function or an estimated demand system. Stated-preference surveys estimate CV or EV directly as willingness to pay or to accept, as set out on the willingness-to-pay page.

Worked examples

  • Halving the price of a health service with Cobb-Douglas preferences

    A person with income 1,000 spends 20% of it on a health service whose price falls from 20 to 10. With Cobb-Douglas preferences the expenditure needed for the original utility falls to 870.55, and reaching the new utility at the old prices would cost 1,148.70. CV is 129.45 and EV 148.70; the consumer surplus from the demand curve, about 138.63, lies between them. The figures are illustrative.

    e0_u0 = 1000; e1_u0 = 870.55; e0_u1 = 1148.70; e1_u1 = 1000; CV = 129.45; EV = 148.70
  • Doubling the price of the same service

    Reversing the change, a price rise from 10 to 20, gives CV of minus 148.70 and EV of minus 129.45: the compensating variation of a loss equals minus the equivalent variation of the matching gain.

    e0_u0 = 1000; e1_u0 = 1148.70; e0_u1 = 870.55; e1_u1 = 1000; CV = -148.70; EV = -129.45

Common errors

  • Using a stated willingness to accept as a compensating variation for a gain

    For a gain, CV is the maximum willingness to pay and EV the minimum willingness to accept to forgo it. Mixing the two measures across gainers and losers in one comparison changes the result when income effects are large.

  • Assuming CV and EV are equal for health

    The two coincide only without income effects. They differ most for goods with few substitutes, and a person's own health is one.

Sources

  • Expenditure function measures of welfare change

    Mas-Colell A, Whinston MD, Green JR. Microeconomic Theory. New York: Oxford University Press; 1995. Section 3.I, Welfare evaluation of economic changes: equivalent and compensating variation defined with the expenditure function, and the area variation measure of consumer surplus.

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Canonical Identity

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