@TechReport{iza:izadps:dp7451,
            	author={Roy, John and Schurer, Stefanie},
            	title={Getting Stuck in the Blues: Persistence of Mental Health Problems in Australia},
            	year={2013},
	month={Jun},
            	institution={Institute of Labor Economics (IZA)},
            	address={Bonn},
            	type={IZA Discussion Paper},
            	number={7451},
            	url={https://www.iza.org/index.php/publications/dp7451},
	abstract={Do episodes of mental health problems cause future mental health problems, and if yes, how strong are these dynamics? We quantify the degree of persistence in mental health problems using nationally-representative, longitudinal data from Australia and system GMM-IV and correlated random effects approaches are applied to separate true from spurious state dependence. Our results suggest only a moderate degree of persistence in mental health problems when assuming that persistence is constant across the mental health distribution once individual-specific heterogeneity is accounted for. However, individuals who fell once below a threshold that indicates an episode of depression are up to five times more likely to experience such a low score again a year later, indicating a strong element of state dependence in depression. Low income is a strong risk factor in state dependence for both men and women, which has important policy implications.},
	keywords={mental health;depression and anxiety;dynamic panel data models;GMM-IV;HILDA},
            }