Folashade Agusto

The COVID-19 pandemic has had a devastating impact on the world at large with over 750 million cases and almost 7 million deaths reported thus far. Of those, over 100 million cases and 1 million deaths have occurred in the United States of America (USA). The mental health of the general population has been impacted by several aspects of the pandemic including lockdowns, media sensationalism, social isolation, and spread of the disease. In this paper, we examine the associations that social isolation and COVID-19 infection and related death had with the prevalence of anxiety and depression in the general population of the USA in a state-by-state multiple time-series analysis. Vector Error Correction Models are estimated and we subsequently evaluated the coefficients of the estimated models and calculated their impulse response functions for further interpretation. We found that COVID-19 incidence was positively associated with anxiety across the studied period for a majority of states. Variables related to social isolation had a varied effect depending on the state being considered.