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Much research has examined the interplay of depression and self-esteem in an effort to determine whether depression causes self-esteem (scar model), or vice versa (vulnerability model). In the current longitudinal study (N = 2,318), we tested whether neuroticism served as a confounding variable that accounted for the association of depression and self-esteem, using both cross-lag models and latent growth models. We found neuroticism accounted for the majority of covariance between depression and self-esteem, to the degree that the scar and vulnerability models appear to be inadequate explanations for the relation between depression and self-esteem. Alternatively, neuroticism appears to be a viable cause of both depression and self-esteem and could explain prior work linking the two constructs over time.
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Mu et al. (2019) studied this question.
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