%0 Report
        %A Roy, John
%A Schurer, Stefanie
        %T Getting Stuck in the Blues: Persistence of Mental Health Problems in Australia
        %D 2013
        %8 2013 Jun
        %I Institute of Labor Economics (IZA)
        %C Bonn
        %7 IZA Discussion Paper
        %N 7451
        %U https://www.iza.org/publications/dp7451
        %X 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.
        %K mental health
%K depression and anxiety
%K dynamic panel data models
%K GMM-IV
%K HILDA