We rule out a number of potential mechanisms that could explain the negative impact of stay-at-home orders on women’s mental health. The estimated impact of stay-at-home orders on women’s self-reported mental health is −0.123 standard deviations ( p-value = 0.011), while the estimated impact on men’s mental health is close to zero and insignificant. Surprisingly, we find that the significant negative impact of state-wide stay-at-home orders on mental health scores is entirely driven by women. By mid-April, as a result of the stay-at-home orders, the gender gap in mental health increased from 0.21 to 0.34 standard deviations, constituting a 61% increase in the mental health gender gap. Second, the impact of state-wide stay-at-home orders on mental health varies significantly by gender. When we pool all three survey waves and exploit changes in lockdown status over time, we similarly find a significant negative impact of being in lockdown on self-reported mental health. By mid-April, however, we clearly see the gap in mental health scores emerging. Focusing on the subset of states which had not introduced lockdown measures in late March, we find no significant differences in mental health scores between states that were to introduce such measures by mid-April and those that did not introduce them. We perform placebo tests to rule out that individuals in states that issued such orders had systematically different mental health scores at baseline. By mid-April, the mental health scores of individuals living in states with stay-at-home orders in place were 0.083 standard deviations lower than the mental health scores of individuals in states that had not issued such orders ( p-value = 0.012). First, state-wide stay-at-home orders led to a significant reduction in self-reported mental health. To measure mental health, we administer the WHO five-question module, which is a validated mental health measure that has been used in a variety of different contexts (see, e.g., Bech et al., 2003 Krieger et al., 2014 Downs et al., 2017). We exploit this cross-sectional variation in the implementation of stay-at-home orders to study the effect of these measures on mental health. By end of May 2020, 24 states had eased the stay-at-home orders. While at the time of our first survey wave, only 13 states had stay-at-home orders in place, this number rose to 40 by the time we ran our April survey. We use three waves of geographically representative survey data collected in the United States in March, April and May 2020, with a total of 12,010 respondents. We study the impact of state-wide stay-at-home orders on mental health in a large sample of the economically active population in the United States. How these measures impact people’s mental health is a major public health concern. To slow the spread of the disease, lockdown measures have been put in place that limit people’s ability to leave their homes and interact with others. The outbreak of the Covid-19 pandemic has caused significant disruptions to people’s lives.
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