The effect of COVID-19 vaccinations on self-reported depression and anxiety during February 2021

TL;DR

This study shows that COVID-19 vaccinations in February 2021 were associated with reduced feelings of depression, anxiety, and social isolation, especially among young adults, with social isolation being a key mediator.

Contribution

It provides empirical evidence on the mental health benefits of COVID-19 vaccinations and identifies social isolation as a significant mediator of these effects.

Findings

Vaccinations reduced depression and anxiety feelings by 3.7 and 3.3 percentage points.

Social isolation accounted for 39.1% of the vaccination effect on depression.

Large mental health improvements were observed among respondents aged 18-24.

Abstract

Using the COVID-19 Trends and Impact survey, we find that COVID-19 vaccinations reduced the prevalence of self-reported feelings of depression and anxiety, isolation, and worries about health among vaccine-accepting respondents in February 2021 by 3.7, 3.3, and 4.3 percentage points, respectively, with particularly large reductions among respondents aged 18 and 24 years old. We show that interventions targeting social isolation account for 39.1\% of the total effect of COVID-19 vaccinations on depression, while interventions targeting worries about health can account for 8.3\%. This suggests that social isolation is a stronger mediator of the effect of COVID-19 vaccinations on depression than worries about health. We caution that these causal interpretations rely on strong assumptions.