Discussion Papers No. 299

Compensated variation in random utility models

In this paper we introduce the notion of random expenditure function and derive the distribution of the expenditure function and corresponding compensated choice probabilities in the general case when the (random) utilities are nonlinear in income. We also derive formulae for expenditure and choice under price (policy) changes conditional on the initial utility level. This is of particular interest for welfare measurement because it enables the researcher to analyze the distribution of Compensating variation.

Om publikasjonen

Tittel

Compensated variation in random utility models

Ansvarlig

John K. Dagsvik

Serie og -nummer

Discussion Papers No. 299

Utgiver

Statistisk sentralbyrå

Emne

Discussion Papers

Antall sider

23

Målform

Engelsk

Om Discussion Papers

Discussion papers comprise research papers intended for international journals and books. A preprint of a Discussion Paper may be longer and more elaborate than a standard journal article as it may include intermediate calculations, background material etc.

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