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An unconditional quantile analysis of employee depression

Fontainebleau, France 13 July 2026 – 15 July 2026

Andrew Wait (University of Sydney); Kieron Meagher (Australian National University)

C9 The Economics of Working Environment
Chair: Morten Bennedsen
Flatroom Henri-Claude de Bettignies
Economics / Governance within organizations

Abstract

This paper investigates the relationship between the distribution of workplace depression and the effects of job demands, control, manager support and job security. Using unconditional quantile analysis, we show that a demanding job is associated with a greater increase in depression for those suffering from worse depression than for workers with low/average depression. In contrast, autonomy or manager support is associated with a larger reduction in workplace-related depression for employees with higher levels of depression than for those with low/average work-related depression. These effects (both negative and positive) are approximately 60-90% larger for those with high depression than estimates at the mean. The effects at the 90th percentile of depression are three-to-eight times larger than at the 10th percentile. This heterogeneity in impacts of job characteristics on worker depression suggests significant benefits from targeted workplace mental-health policies.

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