WELFARE ECONOMICS: FOR LIGHT OR FOR FRUIT

Justin Morton
Junior Sophister
_____________________________

Welfare economics is the branch of economics which applies theory laid down by the rest of the subject, mainly microeconomics. Basic theory is applied to the area of social choice in a bid to assist policy decisions in this area. Hence, the objective of welfare economics is a fruitful one. However, a certain ambiguity remains over the question of whether it has been successful in its aim. In this essay, I will show how welfare economics has succeeded in its original task, and has not failed into academic obscurity that is, it is not for light.

The literature in welfare economics can be divided into two areas: efficiency and distribution. The marriage of these two concepts is welfare economics and is what directs policy choice. Section I will deal with efficiency criteria, Section II with distribution criteria and Section III with the marriage of the two and what results.

Section I

To measure welfare, and hence welfare changes, we appeal to the microeconomic notion of utility. A societys utility is dependent on the utilities of all its INdividuals

W = f(U1,U2,.....Un).

As a proxy for utility, we employ the notion of willingness to pay.[1] The higher the willingness to pay, the greater utility he or she must obtain.

With a proxy of welfare in mind, we now turn our attention to maximising the economic cake. Vilfredo Pareto introduced the efficiency criteria which now form the basis of welfare economics. Pareto defines an improvement in social welfare to have taken place when at least one individuals utility has risen, and nobody elses utility has fallen. This is known as the Pareto criterion and is based on certain assumptions. According to Andrew John[2] these are:

(i) social welfare depends positively on the welfare of individuals

(ii) welfare of individuals depends on the goods and services they consume

(iii) individuals are the best judge of their own welfare, and act in their own self interest.

Although these are accepted, they are open to criticism. Granted they may not hold in certain instances but these cases are the exception rather than the rule. The key criticism of Paretos criterion for social improvement is that it does not allow for losers. (Responses to this will be discussed later.)

Writing after Pareto, the Irish economist Edgeworth furthered this work by constructing his boxes of consumption and production based on a two-person, two-good, two-firm economy. The first order conditions for Pareto optimality, a case where no-one can be made better off without someone losing, are:

(i) marginal rate of substitution (MRS), the rate at which a person would exchange one good for another while keeping utility constant, must be equal for both people in society. If this condition holds, efficiency in exchange is guaranteed and utility is maximised.

(ii) marginal rate of technical substitution (MRTS), the rate at which a firm can exchange the factors of production between two goods, while at the same time keeping quantity constant, must be equal for both firms. If this condition holds, efficiency in production is guaranteed and profits are maximised.

(iii)MRS is equal to marginal rate of transformation, the slope of the production possibility frontier. This ensures that the rate at which firms can reallocate to produce good 1 instead of good 2 is equal to the rate at which consumers want to exchange good 1 for good 2. The outcome is harmonious across all markets.

This analysis leads to the utility possibility frontier (UPF) which maps all combinations of utility which result from this general equilibrium (i.e. the locus of all Pareto optimal points). Consider the point A inside the UPF. This is not a Pareto optimum, since the movement to point D means that both individuals gain and there are no losers.

Diagram 1

As mentioned earlier Pareto gives a non-complete ordering of possible allocations. The point D has the property that there is no feasible Pareto superior point. It is therefore Pareto non-comparable to C. How then do we choose between two points that lie on the UPF?[3]

In an attempt to overcome this, Kaldor[4]developed his ingenious compensation tests. This test deems a project desirable if the gainers can hypothetically compensate the losers. That is, the policy should be implemented if there is a net monetary gain to society. In this case, the point K is more desirable than A. Notably the actual redistribution is not required, it is merely hypothetical.

However, Kaldor introduces another value judgement in order to validate his test. He asserts that there must be equi-marginal utility of money. Thus ten pounds to a millionaire yields the equivalent utility to a less well off person. While this may not necessarily hold, in the main, comparisons will be away from the extremities of the UPF, validating the Kaldor criterion.

Unfortunately for Kaldor, Scitovsky noted a paradox in the test. This arises when UPFs cross, with the present allocation on the first UPF, and the allocation after a potential policy implementation on the other. The paradox, that given the policy is not implemented it is preferred, and given the policy is implemented the former state is preferred! Hence Scitovsky introduced his reversal criterion to overcome this paradox.

The first order conditions for Pareto optimality will only be fulfilled in an entirely perfectly competitive market structure. Due to market failures such as public goods, externalities and monopolies, reality does not result in such a structure. Although this does not nullify the analysis it does have serious implications which are addressed in Section III.

Section II

Although both Pareto and Kaldor remained neutral about actual redistribution of welfare it is a key issue in modern life. According to Pigou:

The misery and squalor that surround us, the injurious luxury of some wealthy families..., these are evils too plain to be ignored.[5]

Hence, we attempt to compile a social welfare function (swf), a map of different levels of utility for each individual that gives rise to a given level of social welfare. The swf allows us to reveal the bliss point where it is tangental to the UPF. To find this point, we need to find the form of the swf. Appealing once again to the concrete foundations of microeconomics, we can think of an indifference curve as showing combinations of two goods which leaves the consumer at the same level of utility. A swf is an aggregate of n individual indifference curves and thus shows the combinations of n peoples utility which leaves society at the same level of social welfare.

However, a major difficulty arises when attempting to reveal social preference. Inconsistencies arise and paradoxes occur when using majority voting. In fact Arrow, in his Impossibility Theorem, claims that there is no way of deriving preferences consistent with social preferences.[6]

As an immediate result of this problem, there is debate over the shape of the swf. John Rawls posits that societys welfare only increases when the utility of the poorest person increases. A swf based on this viewpoint is L-shaped. Conversely, Jeremy Bentham believes that an increase in utility is equivalent and desirable regardless of the wealth of the individual. This leads to a straight-line downward sloping swf, a third swf was outlined by Bergson and Samuelson. In this case, extra negative weights are given to cases where the distributions of utility are highly skewed. The shape of this curve is convex to the origin. The very existence of at least three alternatives highlights the political nature of the swf.

Section III

Combining the efficiency and distribution criteria laid out in Sections I and II, in a perfect market where social preferences could easily be revealed, leads to a complete ranking of all social states, and hence we end up at the bliss point.

However, noted above are certain practical problems relating to both the efficiency and distribution areas. In the former we come across market failures and in the latter we encounter preference revelation difficulties.

The market failures imply a role for the government. However, due to complex market interrelationships, it appears implausible for the government to come up with a set of rules to apply uniformly across the economy to lead to optimum efficiency. Hence the government is limited to individual proposals to change welfare, such as a new public park or a new bypass. Thus their role cannot be to rank all social states but rather to rank certain proposals open to them at a given time to move the economy towards efficiency. This means that the governments role is discretionary. To rank these individual changes the government appeals to welfare economics, changing the actual role of the subject from ranking all social states to ranking a few. Kaldor-Scitiovsky criteria fulfil the task of choosing between proposed projects by estimating if there is a net monetary gain to society. This work is the foundation of Cost Benefit Analysis (CBA), welfare economics most powerful tool. CBA assesses all the costs and all the benefits of a given project in quantitative money terms.

So, with an (imperfect) proxy for the efficiency criteria, how then do we get over the problem of preference revelation? This is done, again imperfectly, by the voting system. The elected government give weights to different projects depending on their effects on distribution. Whereas a labour government may value a distribution friendly project highly, a conservative government may value an efficiency friendly project highly. These weights reflect public opinion (through the voting process) and are cleverly encompass in CBA. Depending on the regime, the Benefits/Costs ratio for a given project will vary as the relative benefits of the distribution or efficiency are calculated. Hence, CBA combines both the efficiency and distribution elements in one tool.

Is the notion of the swf redundant and the search for the bliss point vacuous? Yes would be the answer from certain naive economic killjoys. What these authors fail to realise is how absurd the alternative to the economic approach to social choice theory is. Whereas economics provides firm systematic analysis, the alternative is a rag-bag of ad hoc techniques and value judgements.[7] In fact while economics is able to quantify notions as abstract as social welfare in actual monetary terms, the alternative approach is engulfed in qualitative nonsense. Granted, welfare economics is an incomplete subject. For example massive problems arise in social preference revelation and the imperfect world in which we live does not result in Pareto optimality. As Culyer (1973) puts it

The economic approach to social policy is, in general, more comprehensive than any other, and though it has many half filled boxes, it has no empty ones.

Conclusion

Welfare economics is fruitful in two ways. Firstly it provides us with CBA, a vital policy instrument. Secondly, and more essentially, it has brought us a long way down the road to being able to rank all social states and globally say whether or not a policy is desirable. Considering the importance of this, I propose we accept welfare economics in its entirety, and strive to further ourselves along this road to being able to rank all social states successfully.

Bibliography

Culyer, A (1973) The Economics of Social Policy

Johannson, P (1991) Introduction to Welfare Economics

Ng, Yew-Kwang (1979) Welfare Economics

OHagan, J (ed. 1991) The Economy of Ireland 6th ed.

Price, C (1977) Welfare Economics in Theory and Practice

Rowley & Peacock (1975) Welfare Economics - a liberal restatement

Varian, H (1992) Microeconomics

WELFARE ECONOMICS : FOR LIGHT OR FOR FRUIT A REPLY

Ian Cafferky
Junior Sophister
_____________________________

The purpose of the reply to the essay Welfare Economics : For light or for fruit is to inject a sense of realism into the study of welfare economics as I understand it. This is not intended as a slight on the author, to whom I address this reply, but it is a personally held criticism of the tired standard approach to the subject. Implicit in my reply is the commonly held assumption that welfare economics should be a policy prescriptive subject and thus its aim is for fruit rather than for light.

The approach to welfare economics to which I refer can be found in any standard textbook on welfare economics and is cogently proposed in Mortons essay. It begins with a discussion regarding the measurement of welfare and then enters into abstract theoretical efficiency conditions for a Pareto Optimum. That aside, the question of distribution is discussed and overall the framework would appear to be plausible. Next market failures are introduced as a necessary step to make the theory acceptable for real world situations. Unfortunately, this step into the real world requires a great mental leap as the apparent consequence of theoretical welfare economics is the applied welfare economics of cost- benefit analysis.

My proposal is straightforward. Theoretically, many aspects of welfare economics are not entirely sound, and furthermore, when the theory is faced with real world dilemmas it collapses. I also believe that the applied branch, cost benefit analysis, is not necessarily a product of welfare economics. Thus, it can be concluded that the most notable achievement of welfare economics is its own redundancy.

Criticism of the standard textbook approach

Standard welfare economics begins with the proposal that the measurement of welfare can be closely proxied by the measurement of utility. Any observer would duly ask: When does utility deviate from welfare? Welfare is the well being of an individual whereas utility is the satisfaction an individual derives from the consumption of goods and services. The justification for the synonymity is the claim that if an individual chooses X over Y, then he or she can be assumed to be happier in X than in Y. This is not always true. Consider the irrationality of preferences which can be due to many factors. Ng (1979) notes that habits/customs, advertising and ignorance are clear examples of possible causes of irrationality of preferences. None the less it is generally assumed that the individual is the best judge of his or her own welfare. This, I would agree is an acceptable assumption. There is one final criticism of the claim to equality of welfare and utility. That is, that welfare is an ex-post measure and utility is an ex-ante measure. Thus, utility as a measure of welfare, is in fact an expectation of welfare. This logically makes the point that ex-ante and ex-post measures are not necessarily equal. It is pedantic to labour these points as there is no absolute measure of welfare and nor is there ever likely to be. It is, as Ng (1979), proposes, convenient to accept these divergences and to continue the study. This criticism of welfare economics is in fact minor, in that it will never be solved and must be accepted. The ultimate criticism lies in the inapplicability of the theory that follows.

Accepting utility as a proxy for welfare the theory of welfare advances taking a two plank approach. On the efficiency side there is the apparent positive economics of Pareto, and on the distribution side there enters the explicitly normative side of welfare in the quest for a social welfare function. I shall consider each of these in turn.

The efficiency side of the theory is especially open to criticism due to its positive approach. Using Paretian analysis, Morton introduces the first order conditions necessary for a social optimum. These conditions, however, are completely and absolutely inapplicable to the real world. The form of competition necessary to achieve this optimum is a theoretical abstraction, perfect competition. In practice, the world suffers from market failures such as monopolies, public goods and externalities that cause a deviation from this perfect competition theory.

Then, given this reality constraint, what does the theory tell us to do? Perhaps we should try to achieve the Paretian first order conditions wherever possible? To answer this Lipsey and Lancaster (1956) attempted to derive similar first order conditions for an optimum when market distortions exist. Their results, in the form of the theory of second best, were conclusive. The resulting conclusions were far too complex to utilise, involving second order cross partials for substitutes and complements. Furthermore, the analysis showed that fulfilling the Paretian first order conditions for some sectors and not for other sectors could in fact lead to a situation where we are worse off in efficiency terms than before. Thus we must analyse the entire economy and take every problem into account to guarantee an improvement. The dilemma is stated succinctly by Ng, We must leap right to the summit to be sure of an improvement. But it is clear that this task is epistemologically, administratively and politically impossible.[8] The summit being referred to is the fulfilment of each and every first and second order condition necessary for an optimum. It is apparent that the entirety of theoretical efficiency analysis is inapplicable. The purpose may have been to produce conditions for the entire economy to achieve an optimum, yet the result is the inadequacy of the theory to adapt to real world scenarios. Perhaps the discussion of market failures, under the theory of welfare, should be changed to the discussion of welfare theory failure when applied to the market.[9]

The other plank of the theoretical welfare economics approach is the distribution issue. Welfare economics aims to rank all possibilities and thus it must not only consider beyond efficiency but also whether a distribution is good or bad. The crucial problem in this side of the analysis arises in the aggregation of the necessary ordinal utility functions. Arrows Impossibility Theorem shows that from individual orderings of social states, a social ordering consistent with some reasonable condition can not be found in general. [10]Without digressing, it simply eliminates the possibility of a social welfare function based on ordinal utility functions. Furthermore the theorem has similar implications for the voting process which is often the mechanism by which our individual preferences may be revealed.[11]

Finally, even if there were an acceptable method of aggregation we must introduce the reality constraint once more by reminding ourselves that utility is not directly observable and that at best, we will end up using a proxy for utility which is a proxy for welfare. This is clearly an inexact theory, but we are attempting to measure such qualitative concepts as happiness and so it is an inevitable problem.

I believe it is clear that the standard textbook teachings are of little use to anyone. The efficiency conditions are redundant and to put it mildly, the distribution issue suffers from aggregation and measurability problems. It appears that the bulk of welfare economics analysis is fruitless. This brings us back to the title of the essay. There can be little doubt that the intention was to use the abstract efficiency theory as a base from which assumptions may be relaxed and reality introduced. This approach has failed. The theory has merely illustrated the complexity of the problem. Perhaps welfare economics has been for light rather than for fruit?

Applied Economic Theory

Accepting the redundancy of the theory, the question that must be asked is what is the applied branch of welfare economics? Cost-benefit analysis is usually posited as the applied branch of welfare economics, yet I would propose that it is not obviously rooted in welfare economics if indeed it is a product of welfare economics at all. The rhetoric in applied welfare economics is very similar to the theoretical branch, in that it discusses Pareto and Kaldor and so on. The question that must be asked is, would cost benefit analysis or an equivalent be in use if we had no theoretical welfare economics? I propose that it would.

The answer lies in the approach taken by cost benefit analysis. This approach involves considering a proposed change by adding up the discounted costs and benefits, private and social, of the project and ranking it against feasible alternatives. Hence the name cost benefit analysis. It is an extension of common sense to account for such complexities as externalities and discount factors. The essence of the difference between cost benefit analysis and theoretical welfare economics lies in the fact that cost benefit analysis aims to rank a finite number of individual projects, whereas theoretical welfare economics pursues the illusion of ranking each and every project open to society. Clearly if welfare economics was intended to be a policy prescriptive subject, the pragmatism of the cost benefit analysis approach would be a prerequisite of any administratively feasible intervention tool. However, it would appear that the approach is different due to the failure of the theory. This clearly signs the death warrant of theoretical welfare economics, at least in the standard textbook form. The textbook analysis itself is of no practical use and the applied branch of welfare could have been in place without the theory. If the theory fails to be applicable and furthermore if it fails to be an input or a necessary input for practical study, then it is surely redundant.

Conclusion

In effect I have dismissed the theory of many distinguished economists as useless. I accept the validity of the theory in bearing light on the issues, yet given that welfare economics is the policy prescriptive branch of economics its input has merely been to show what we cannot do. It appears that a new approach is necessary. Ng strongly favours an interdisciplinary approach, believing that welfare economics is not just a branch of economics but of other disciplines such as sociology, politics and psychology. Personally, I would conclude that the absolute complexity of our societies and the individuals therein means that a theory to achieve an optimum for the entire community is akin to a search for the Holy Grail. Sectoral analysis and the maximisation of market surplus could be a step in the right direction.[12] The way forward is to consider improvements rather than optimums, the distinction being that the theory is rooted in optimisation and the reality is that an improvement is all you can expect. As we live in a dynamic and imperfect world we will never reach a Pareto optimum. It is about time that this was explicitly noted.

Bibliography

Johannson, P (1991) Introduction to Welfare Economics

Ng, Yew-Kwang (1979) Welfare Economics

OHagan, J (ed. 1991) The Economy of Ireland 6th ed.

Price, C (1977) Welfare Economics in Theory and Practice

Rowley & Peacock (1975) Welfare Economics - a liberal restatement.

Varian, Hal R (1987) Intermediate Microeconomics.

THE IMPORTANCE OF EXTERNALITIES IN RESOURCE ALLOCATION.

Mark Kehoe
Senior Freshman
_____________________________

This essay is divided into three parts. The first part deals with how externalities arise and how they theoretically affect resource allocation. The second deals with the importance of externalities in actual resource allocation and the third deals briefly with ways of correcting for externalities and for better resource allocation.

Externalities and Resource Allocation

Externalities arise when the consumption and/or the production of one or more individuals unintentionally alters the utility and/or the production functions of one or more individuals without those persons being compensated or forced to compensate others for that economic activity (Arrow, 1971). Externalities can either be positive or negative.

Externalities affect resource allocation because the market fails to fully price the external effects generated by some economic activities. This is because market prices tend to reflect the cost sellers charge buyers of a commodity, a price based on the personal utility derived, while ignoring the costs/benefits imposed on third parties. Thus the pricing mechanism fails to reflect the true or social costs of economic activity so private costs may diverge from social costs. Resources will be allocated on the basis of private consumption and/or production decisions and not on social welfare maximising ones and for this reason resources will be allocated inefficiently.

The failure of all relevant effects to make their impact on the pricing system will result in a sub-Pareto optimum allocation of resources as the social marginal cost (MSC) of an activity will not equal its marginal private cost (MPC) which equals its price, The real price of the commodity does not fully determine its allocation so the function of the market to efficiently allocate resources based on their true prices breaks down resulting in a misallocation. The existence of externalities will thus lead to a sub-optimal allocation as either too many resources are used in processes conferring uncompensated social costs or too few are used in processes conferring uncompensated social benefits as the profit maximising output is less than the socially optimal output. This misallocation of resources is best seen by an example.

Let a firm be in perfect competition with a given market price, p, and a profit maximising output of xl and a marginal cost curve as in figure 1. Suppose now that the production of x creates air pollution which imposes a cost on local residents of [[sterling]]1 per unit of x produced. To obtain the MSC of x [[sterling]]1 must be added to the MPC of x. As a consequence of the negative externality the profit maximising output xl, exceeds the socially optimal level x* where the MSC=MPC=P.

If the firm is permitted to pollute, the firm produces too much of x, the reason being that part of the real cost of production, [[sterling]]1 per unit, is not recognised as a cost by the firm (Johansson, 1991). Therefore the existence of uncorrected externalities implies that resource allocation is inefficient as a Pareto improvement is possible. Thus externalities, which tend to be mostly negative, result in an inefficient resource allocation as commodities are not allocated on the basis of their true economic price.

Externalities and Cost Benefit Analysis

The importance of externalities in actual resource allocation is best seen by studying cost- benefit analyses. Such a cost-benefit analysis is Barretts and Mooneys (1982) cost benefit study of the Naas Motorway Bypass. This study showed how the construction of the bypass resulted in significant positive externalities and a few negative ones.

There were three main positive externalities. The first was a time savings of 10.28 minutes from reduced traffic congestion in Naas centre at peak hours accounting for 90.5 per cent of the total benefits from the bypass, making the social feasibility of the project was very dependent on this positive externality. The second was a reduction in road accidents in Naas centre due to the transfer of traffic to the safer motor way, while the third was a fuel saving accounting for 2.6 per cent of the benefits.

There were other positive externalities such as reduced lead and smoke pollution in Naas centre and especially reduced noise pollution which constituted a serious negative externality. There were also negative externalities on the environment associated with the construction of the motorway. The Letich committee (1977) detailed some of these costs on non-road users such as the demolition of property, visual intrusion and the impact of farm severance. There exist substantial problems in pricing these externalities and for this reason they were excluded from the study as no accurate price could be put on them. This pricing problem will have affected the resource allocation, but it is likely that the positive externalities exceeded the negative ones so yielding a net positive externality suggesting that the real cost of the project was lower than its private cost. This would imply that similar projects should be undertaken for congested towns on the national primary routes (Barrett, 1984), thus leading to a more optimal resource allocation.

Resource allocation will not be optimal unless all costs and benefits associated with the project are calculated. This is the major difficulty with cost-benefit analysis as we do not know how to accurately measure externalities. Some economists such as Roth have suggested that it is impossible to price them, so much so that he ignores them in his road pricing study. This is also echoed in the Smeed Report (1964).

By ignoring to price externalities resource allocation will suffer as projects which would be socially profitable when including all externalities may not be so if only private costs are calculated. This point is addressed by Mishans horse and rabbit stew analogy (1990). He says that economists can easily ignore externalities as they are quantitatively difficult to measure, but doing so could result in a sub optimal resource allocation as such analysis would favour mostly commercially viable projects. There is another school of thought which says that social expenditure cannot be justified largely on the grounds of correcting for externalities. Lees makes the point that only 5 per cent of health expenditure can be justified in terms of correcting for externalities as most medical expenditure centres on non-contagious diseases where the benefits are quite private. Peacock and Wiseman make a similar point saying that the positive externalities of education of the individual may be exaggerated. They suspect that the recipient may appropriate most of the benefits in the form of higher wages and salaries (Allan, 1971).

Therefore externalities, although important in causing resource allocation to be sub-optimal, have varying effects. One thing that is sure, however, is that they must be included in cost-benefit analysis even if they are estimated very roughly.

The existence of externalities implies that unless special arrangements are made resource allocation may not be Pareto optimal. One way to Pareto optimality is by modifying the pricing system to reflect the true price of the resource. Through this process of internalisation/shadow pricing resources are allocated on the basis of their true prices. It may not be possible to internalise all externalities (Mishan, 1990) so government intervention in the market may be needed.

An area where externalities may be tolerated even though they affect resource allocation is where the correction of them may have regressive social welfare distribution effects and clash with other government objectives (OHagan, 1991). This arises because the Pareto criterion takes no account of welfare distribution. The other case is where the benefit of internalisation exceeds its cost. But society is always worse off with existence of externalities even when they are corrected than without them. By internalising them we are doing no more that making the best of a bad job. We are certainly not as well off as we should be if they had not appeared on the economic scene.(Mishan, 1990). Thus we are forced to the theory of the second-best.

Externalities effect resource allocation by distorting the pricing mechanism, resulting in an allocation of resources that is not optimal. Therefore the importance of externalities in resource allocation is crucial if it is to be optimal and it is observation that gives cost- benefit analysis some of its justification as it is necessary to measure those created by activities and to intervene to correct them.

Bibliography

Allan, C (1971) The Theory of Taxation

Arrow, K (1971) Public Expenditure and Policy Analysis

Barrett, S (1982) Transport Policy in Ireland

Barrett, S & Mooney, D (1984) The Naas Motorway Bypass - A Cost Benefit Analysis in Quarterly Economic Commentary 1/1984

Johansson, P (1991) An Introduction To Modern Welfare Economics

OHagan, J (ed. 1991) The Economy of Ireland

Mishan, E (1990) Cost Benefit Analysis

Mishan, E (1988) Elements of Cost Benefit Analysis. Road Pricing: the Technical and Economic Possibilities [ The Smeed Report], (1964).

THE COASE THEOREM

Brendan Fitzpatrick
Senior Sophister
_____________________________

The Coase Theorem is false on purely economic analytic grounds. Furthermore, the conventional interpretation of Coases message, and the policy prescriptions which follow from this do not observe the strict qualification which Coase placed on his result. There is, therefore, a divergence of meaning between the orthodox statement of the Coase Theorem and what Coase intends (as revealed in his 1989 retrospectives: Notes on the problem of Social Cost.). This may also be dissonant with what he meant in his original 1960 article.

What is the Coase Theorem: A clarification

For a working definition of the theorem consider that professed by Cooter in the New Palgrave:
The initial allocation of legal entitlements does not matter from an efficiency perspective so long as they can be exchanged in a perfectly competitive market.
To illustrate, consider Coases famous example whereby locomotives emit sparks which set fire to farmers fields. Suppose the legal intervention is by an initial governmental legislative allocation of spark emission permits, which allows the railway to emit only a restricted amount of sparks. Assume these can be traded with the farmers. While the law apparently controls the extent of the damage, the theorem dissents, stating that it is the market which determines the final efficient allocation of permits between farmers and the railway, and hence the extent of the damage.

This is because the farmers and the railway will face the above aggregate marginal willingness to pay and marginal cost curves for the trade in permits. Starting at, say, an initial allocation Q1, the individuals most preferred level of emission reduction, firms will buy permits until the efficient outcome Q* results. Indeed Q* will result regardless of the initial allocation of legal entitlements.

The rationale for Stiglers (1966) definition of the Coase Theorem is now evident: Under perfect competition, private and social costs will be equal. Coase (1988) argues that zero transaction costs are a suitable proxy for perfect competition and notes that zero transaction costs were assumed in his original (1960) paper. An alternate definition by Cooter, then, is the best indicator of what Coase means: The initial allocation of legal entitlement does not matter from an efficiency perspective so long as the transaction costs of exchange are nil.

Criticism

We may first note three initial reasons why the Coase Theorem, as specifically formulated above, is wrong. These are based on the inadequacy of zero transaction costs as a proxy for perfect competition. Firstly, monopolies, such as a typical railway company, are unlikely to act like competition despite Coases claim to the contrary. Secondly, Arrow (1969) demonstrated a priori that the characteristics of many externalities make unfeasible a competitive market in them. Consider a market in rights to produce a negative externality which affects the whole public. Each person has a permit, which he may sell to a firm, allowing the production of a certain amount of the externality. But his selling of that permit creates a negative externality for other members of the public. Many externalities are impossible to internalise. Thirdly, imperfect information will thwart the bargaining process for legal entitlements, leading to Prisoners Dilemma type situations.

Regardless of the inadequacies of the zero transaction costs approximation, the initial allocation of entitlement always has distribution consequences for wealth. As a result, demand for other goods and services will be dependent on the initial allocation of property rights. The shapes of our aggregate marginal willingness to pay and marginal cost curves will then change, being dependent on the demand for other goods and services. Consequently, the efficient outcome Q* is dependent on the initial legal decision. This amounts to outright theoretical falsification of the theorem.

Varian (1987) has noted, however, that in the very special circumstances, where preferences are quasilinear, the strict version of the theorem may hold. Quasilinear preferences suggest the absence of income effects, implying demands for the emission permits are independent of the income distribution. This is seen in the form of a horizontal contract curve yielded in an Edgeworth Box analysis of the situation.

Varian doesnt acknowledge Arrows aforementioned objection, however, which would deny the theorems veracity even in this special case.

A final objection to the theorem is that the notable externalities of our age, such as ozone depletion and nuclear pollution, affect a large number of people, implying large transaction costs. This further consolidates the political irrelevance of the theorem.

The Meaning and Relevance of the Theorem

One should note Coases recent rebuke to the allegation that the world of zero transactions costs is a Coasian World. He states (1988) that he merely wished to bring to light some of the properties: I argued that in such a world the allocation of resources would be independent of the legal position, a result which Stigler dubbed the Coase Theorem. Coases argument to this effect was, as we have shown, wrong. But this belated emphasis on the qualifications of the result suggest that Coase now means his theorem to be a mere theoretical nicety.

It also indicates the removal of Coases present position from the, at times, rash and barely qualified espousal of its result, by his disciples. Consider Stiglers (1966) description of the original statement as a profound article and its result as a remarkable proposition to us older economists who have believed the opposite.

It also suggests a divergence of Coases present position from what he once meant. Circumscribing criteria seem comparatively de-emphasised in the original article, in which he states that the usual courses of action (on externalities) are inappropriate, in that they lead to results which are not necessarily, or even usually desirable.



Conclusion

The Coase Theorem, in its traditional exposition as a policy prescription is false and of no political or legal relevance whatever. Moreover, the restrictive set of postulates whereupon it is questionably derived tend to be de-emphasised in contemporary espousals of the result. This inappropriately bestows unwarranted practical relevance unto it which Coase (belatedly) seems to recognise in recent statements.

Bibliography

Arrow, K (1969) Readings in Welfare Economics

Coase, R (1988) The Firm, the Market and the Law

Cooter (1987) The Coase Theorem in The New Palgrave

Stigler, G (1966) The Theory of Price

Varian, H 1987 Intermediate Microeconomics

ROAD PRICING: THE CASE FOR AND AGAINST

Carsten Rolle
One Year ERASMUS
_____________________________

It has always been a major task of economists to set incentives so that resources are allocated in the most efficient way. Nevertheless, the Transportation Sector in general was characterised for a long time by government intervention. Radical changes in transport policies - especially in the UK and later also in other European countries came along at the beginning of the 1980s and were largely supported on a theoretical basis by the new concept of contestable markets[13]. Accordingly the policy of deregulation and privatisation of, for example, express coaches, buses and aviation, has resulted in significant product innovation and rising efficiency.

As road space is a valuable and scarce resource[14] we would argue that it ought to be rationed by a price mechanism. Road users should pay for using the road network to make correct allocative decisions between transport and other activities.

In the past, the technical possibilities of road pricing were very limited[15] but with the advent of electronic road pricing, cars no longer have to stop to be charged.

Both aspects, the more liberal political climate of deregulation and privatisation in the last years and the new technology, are essential prerequisites for the actual discussion of road pricing. On a more practical political basis we could also identify the interest of the state to create a new source of revenues although road pricing does not necessarily imply a higher burden for car users.

After a brief description of electronic road pricing this paper will outline the costs of using a road and give a definition of the price to be charged. Then the effects of road pricing shall be identified and critically evaluated before the basic results will be summarised.

Economic description

Road Pricing - the technique

The new technology of electronic tolls no longer requires motorists to halt at tollbooths. Therefore, it prevents additional congestion. Drivers would be given an electronic number plate which signals to the recording computer the presence of a vehicle. This would be the most direct way to charge the amount specific to the road and the time of the day. The devise could charge users via bank account or monthly bill. Because there have been many objections against the individuals location by electronic detectors[16] the use of smart cards appears to be more preferable. The electronic licence plate would be loaded with the smart card and would debit payments. Only if the card were exhausted would the central computer monitor and bill for road use[17].

The complete installation of such an electronic system would take some time. In the meantime area licences could be sold for very congested zones, such as city centres. (This solution is used in Singapore for the rush hour traffic with considerable success. The impact of its introduction was an immediate reduction of 24,700 cars during the peak time and a rise of traffic speed by 22%.)[18]

Definition of the good

Before actually defining the price of a good it is essential to characterise the good in terms of the Public Goods Theory to deduce the optimal rule of providing it. Road use is rival in consumption[19] and also excludable with adequate costs of the pricing technique. For that reason road infrastructure is no longer a pure public good but a private good with some degree of externalities. This implies that private provision of roads may be favourable.

Definition of the costs

The ideal road price would only allow cost justified trips to be undertaken. Economic theory therefore postulates marginal social costs (MSC) to be equal to marginal social benefits (MSB)[20]. But what are the marginal social costs that allow a vehicle to make a particular trip? Besides the private costs of road use (like fuel, drivers time etc.) that are directly paid by the driver, four main costs can be identified[21]:

a) road damage costs

b) accident externalities

c) congestion costs

d) environmental costs.

a) road damage costs

Road damaging is basically caused by heavy vehicles as the damage to the road pavement increases to the fourth power of the axle load. Therefore road damage costs should be proportional to the damaging power (measured in terms of Equivalent Standard Axles). Thus almost all costs should be paid by heavy trucks.[22]

b) accident externalities

Accident externalities arise when extra vehicles on the road increase the probability that the other road users will be involved in an accident. Accident probability depends to a large extend on distance, driving time and particularly the other traffic. This is why accident costs will be treated like congestion costs.[23]

c) Congestion costs

Congestion costs arise due to the fact that additional vehicles reduce the speed of the other vehicles and hence increase their journey time. Economic analysis shows that the traffic flow will be optimal at Q* if the costs of additional traffic (MSC) and the demand are equated. However, the individual user entering the road will typically consider only the costs he personally bears (MPC), i.e. marginal private cost and will thus operate at Q Therefore he takes the marginal private cost curve into consideration rather then the optimal marginal social cost curve (MSC) for the new trip-maker and the existing road users. The difference between the MPC and MSC curves reflects the dead-weight loss of excessive traffic congestion.

In a market system without transaction costs the other road users would be willing to pay the additional car the amount of their opportunity costs of time and additional fuel for not entering the road. As transaction costs have been obviously immense (if a perfect bargaining process would have been possible at all) so far, only an electronic pricing system can overcome the huge existing transaction costs between the road users.

d) environmental costs

The road use of vehicles has various spillover effects on the environment[24] like:

local: emission of CO, NC, NO2

global: emission of CO2, CFC

water pollution

noise and vibrations

land use effects (destruction of wildlife habitats and the landscape)

Definition of the price

As shown in the previous analysis the marginal social costs of road use exceed the marginal private costs. The optimal road price, p* must therefore reflect the differences between MSC and MPC and will generate a welfare gain. Because of the traffic reduction (Q - Q*) consumer surplus will fall but as long as the social gain is greater than this loss the total welfare effect will be positive.

A basic problem still remains, however, : road users have to get the information about the changing road prices immediately to optimise their individual transport decisions. (This could only be guaranteed if the motorist would have access to the prices via a board computer.)

Evaluation and Effects

Advantages of Road Prices:

* In the second section, it was shown that road pricing is a good instrum -ent to use to internalise most of the external effects numerated above.Especial-ly in the case of congestion costs, it appears to be the optimal method of internalisation because a price mechanism would replace the present queuing mechanism which is allocatively inefficient.

* Furthermore, it reveals the true economic costs of the road use (including replacement costs) so that intermodal competition[25] would become fairer. Because road prices would be primarily connected with congestion costs, some distributional and locational effects could arise. Costs of driving in non-urban areas would probably fall whereas urban driving costs would increase so that in the medium run, the quality of the public urban transport system would improve.[26]

* In the case of pricing highways on the continent, road pricing is a good instrument to overcome the free rider problem of foreign carriers using "home country" highways. This is especially interesting against the background that current ways of financing highways are very different. For that reason actual competition between international carriers is not neutral.

* As shown in the previous section, road damage costs of cars are almost zero whereas heavy trucks cause most of the damage. Therefore, a vehicle specific tax depending on the damaging power would be a simple and effective wayof charging efficiently. Road pricing systems could improve this instrument a little by taking the quality of roads that were actually used into account.

Disadvantages of Road Pricing:

* The costs of implementing an electric toll system are very high. The German government estimates that the implementation of the system will cost 2bn pounds for its Autobahn network plus individual costs for every vehicle of 40 pounds each, not including additional costs of controlling the system. On the other hand, controlling the toll system would enable a privatisation of the roadnetwork which could lead to additional revenue for the state.

* In terms of negative environmental externalities, road pricing is (with the exception of noise) probably not the optimal instument for internalisation. Taxes on fuel or emission fees, for instance, charge vehicle emissions in a moredirect way and they are very simple to design.

Furthermore it must be mentioned that the effect of road pricing depends to a large extent on the authority[27] that receives the revenues and its way of using the money. Economists would argue that the profits made should be reinvested into the transportation system to generate an efficient outcome rather than cross-subsidising other traffic modes or other state activities.

Conclusion

To put it in a nutshell, this paper advocates that road pricing is the best instrument to internalise the costs of congestion and road damage. Although the initial costs of installation are high, these costs would probably quickly be exceeded by the efficiency gains of corrected prices. Nevertheless, road pricing cannot perfectly internalise external environmental costs. That is why instuments like "fuel taxation" or "emission fees" will still be necessary to design an optimal price mechanism in the transportation sector that sets the correct incentives.

Bibliography

Baumol/Panzer/Willig, (1982) Contestable Markets and The Theory of Industry Structure

Boris,S., (1988) "Electronic Road Pricing: An Idea Whose Time May Never Come", Transportation Research, 22A(1), pp. 37-44

Braeutigam, R (???) Optimal Policies for Natural Monoplies

Buchanen, J. (1965) " An economic theory of clubs" in Economica 32

Button, K (1990) "Environmental externalities and Transport Policy" in the Oxford Review of Economic Policy, Vol. 6, No. 2

Glaister, Starkie and Thompson (1990) "The Assessment: Economic Policy for Transport", in the Oxford Review of Economic Policy, Vol. 6, No. 2

Keating, G (1993) "For whose the road use", in Economic Affairs, June

Newbery, D (1988b) "Road Damage Externalities and Road User Changes" in Econometrica ol. 56(2)

Newbery, D (1990) "Pricing and Congestion: Economic Principles relevant to Pricing Roads", in the Oxford Review of Economic Policy Vol. 6, No.2

Sandler, T and Tschirnart, J. (1980) "The Economic Theory of Clubs: An Evaluative Survey", in the Journal of Economic Literature, Vol. 18

Schmalensee/Willig,(1989) Handbook of Industrial Organisation, Vol. 2