Does Stress Shorten Your Life? Evidence from Parental Bereavement

Abstract

This paper studies how stress affects the mortality risk. Allowing for time-varying treatment effects, I find no impact of stress on the short-run mortality risk but a substantially increase in the long-run and in particular for men. This is likely caused by changes toward adverse health behaviors as a reaction to stress. Investigating the potentially protective effects of mental health support, I find that it lowers the mortality risk for women. The results for men point toward lower effectiveness, likely due to stigma effects. Finally, I show that my results are robust to specific departures from my identifying assumptions.

Keywords: Stress, Mortality, Bereavement, Propensity Score Weighting, Adjusted Kaplan-Meier Estimator, Direct Effects, Indirect Effects

JEL Classification: I12, J14, C31, C41