Journal of Health Economics 72 (2020) 102323 Contents lists available at ScienceDirect Journal of Health Economics j our na l ho me pa g e: www.elsev ier.com/locate/econbase Smoking to cope: Addictive behavior as a response to mental distress Abigail S. Friedman Department of Health Policy and Management, Yale School of Public Health, 60 College Street, Rm. 303, New Haven, CT, 06520-8034, United States a r t i c l e i n f o Article history: Received 6 August 2019 Received in revised form 2 April 2020 Accepted 3 April 2020 Available online 4 May 2020 JEL classification: I12 I14 Keywords: Smoking Mental health Addiction Risky behaviors a b s t r a c t Individuals with mental health problems smoke at far higher rates than their peers, and have done for decades. This paper explores a potential explanation: smoking as a means to cope with distress. The proposed “coping response” framework is assessed by analyzing how adolescents respond to two events known to trigger acute mental distress: violent crime victimization and death of a non-family member the respondent felt close to. Consistent with a coping response, these shocks yield statistically significant increases in first cigarette use, recent smoking, and daily smoking, with greater initiation responses among those who are depressed at baseline, and dampened responsiveness among those facing higher cigarette taxes. Back-of-the-envelope estimates suggest that differential responsiveness to adverse events by baseline depression explains 5% of first cigarette use in this sample, and almost a third of the gap in adolescent smoking initiation between those in the highest and lowest terciles of depression scores. © 2020 Elsevier B.V. All rights reserved. 1. Introduction Conventional cigarette use (“smoking”) is responsible for approximately one in five US deaths each year, with a disproportionate burden of disease among those with mental illness (Prochaska et al., 2017). Excluding individu- als with substance use disorders, smoking rates for adults with any past-year mental illness were 33% in 2012–2014, as compared to 21% among others (Lipari and Van Horn, 2017). Disparities are evident among adolescents as well (Chang et al., 2005). Moreover, while overall smoking rates have fallen over the past few decades, they have remained virtually unchanged among those with mental illness (Szatkowski and McNeill, 2015). These lasting dis- parities have motivated calls to designate smokers with concurrent mental health diagnoses as a priority group for E-mail address: abigail.friedman@yale.edu intervention (Williams et al., 2013). While various mod- els of rational addiction (e.g., Becker and Murphy, 1988; Orphanides and Zervos, 1995) and time inconsistent pref- erences (e.g., Gruber and Köszegi, 2001; O’Donoghue and Rabin, 1999) attempt to explain smoking behavior gener- ally, the drivers behind mental health disparities therein remain unclear. This paper considers a potential explanation: use of addictive substances as a means to cope with mental dis- tress. While smoking entails significant long run costs, it also offers a distinctive short run benefit: a rapid shift in the user’s mental or emotional state. Specifically, nicotine con- sumption prompts the release of dopamine in regions of the brain associated with positive affect and the reward sys- tem (Stolerman and Shoaib, 1991; Burgdorf and Panksepp, 2006; Yuan et al., 2015). Thus, when acute distress induces particularly high disutility, the ability to immediately alle- viate this via cigarette use may outweigh the expected costs of engaging in that behavior. This “coping response” frame- https://doi.org/10.1016/j.jhealeco.2020.102323 0167-6296/© 2020 Elsevier B.V. All rights reserved.