Abstract

Mental and physical aspects are both integral to health but little is known about the dynamic relationship between them. We consider the dynamic relationship between mental and physicalhealth using a sample of 11,203 individuals in six waves (2002-2013) of the English Longitudinal Study of Ageing (ELSA). We estimate conditional linear and non-linear random-effects regression models to identify the effects of past physicalhealth, measured by Activities of Daily Living (ADL), and past mental health, measured by the Centre for Epidemiological Studies Depression (CES-D) scale, on both present physical and mental health. We find that both mental and physicalhealth are moderately state-dependent. Better past mental health increases present physicalhealth significantly. Better past physicalhealth has a larger effect on present mental health. Past mental health has stronger effects on present physicalhealth than physical activity or education. It explains 2.0% of the unobserved heterogeneity in physicalhealth. Past physicalhealth has stronger effects on present mental health than health investments, income or education. It explains 0.4% of the unobserved heterogeneity in mental health. These cross-effects suggest that health policies aimed at specific aspects of health should consider potential spill-over effects.