Economic uncertainty and suicide mortality in postpandemic England

Maša Soric, Petar Sorić and Oscar Claveria
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Maša Soric: University Hospital Dubrava

No 202310, AQR Working Papers from University of Barcelona, Regional Quantitative Analysis Group

Abstract: This paper examines the relationship between different dimensions of economic uncertainty and suicide rates in England from 1985 to 2020, both in the short and long term. The study employs a non-linear autoregressive distributed lag framework for cointegration estimation. This approach allows testing for the existence of possible asymmetries in the response of suicide mortality to increased economic uncertainty. Uncertainty is gauged by different proxies that allow computing financial uncertainty and labour market uncertainty indicators. The analysis is replicated by gender and across regions, controlling for unemployment and economic growth. Overall, the analysis suggests that uncertainty intensified during the first year of the COVID-19 pandemic. This is in line with the stylized facts of economic uncertainty and its pronounced role in recessions. When replicating the experiment by gender, we find that women seem to be more sensitive to changes in uncertainty. Regarding the existence of asymmetries, we found that decreases in economic uncertainty have a greater impact on suicide mortality than increases.

Keywords: Mental health; Suicide; Economic Uncertainty; Prevention; Time series analysis. JEL classification: C12; C32; I15; J17; Z18 (search for similar items in EconPapers)
Pages: 51 pages
Date: 2023-12, Revised 2023-12
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https://www.ub.edu/irea/working_papers/2023/202320.pdf (application/pdf)

Related works:
Working Paper: Economic uncertainty and suicide mortality in post-pandemic England (2023)
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Persistent link: https://EconPapers.repec.org/RePEc:aqr:wpaper:202310

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