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Abstract We investigate the determinants of several measures of psychological distress and work and social adjustment, using data from a large survey covering six countries and three continents over the COVID-19 pandemic. Our analysis reveals substantial cross-country heterogeneity and identifies a strong effect of COVID-19 specific measures of distress onto generic ones, but not the other way around. The results confirm the importance of controlling for individual characteristics, which help explain some of the cross-country differences. Finally, they also highlight specific categories of individuals who have recorded extremely high levels of psychological distress.
Distaso et al. (Tue,) studied this question.