Data and Code for: Air Pollution and Mental Health: Evidence from China

AbstractThis paper estimates the short-run effect of air pollution on mental illness. Using the China Family Panel Studies (CFPS) covering 12,615 urban residents during 2014–2015, we find a significantly positive effect of air pollution—instrumented by thermal inversions—on mental illness measured by the Kessler Psychological Distress Scale (K6). Specifically, a 1 standard deviation (18.04 μg/m3) increase in average PM2.5 concentrations in the past month increases the probability of having a score that is associated with severe mental illness by 7.58 percentage points, or 0.37 standard deviations. We explore whether indirect channels—such as reduced exercise hours and physical health—play a role in the total effect. We find suggestive evidence that these indirect mechanisms account for about 35% of the total treatment effect. <br>JEL Codes: Q53, I15, O15.Keywords: Air pollution, mental health, China.