TY  - RPRT
        AU  - Roy, John
AU  - Schurer, Stefanie
        TI  - Getting Stuck in the Blues: Persistence of Mental Health Problems in Australia
        PY  - 2013/Jun/
        PB  - Institute of Labor Economics (IZA)
        CY  - Bonn
        T2  - IZA Discussion Paper
        IS  - 7451
        UR  - https://www.iza.org/index.php/publications/dp7451
        AB  - 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.
        KW  - mental health
KW  - depression and anxiety
KW  - dynamic panel data models
KW  - GMM-IV
KW  - HILDA
        ER  -