Objectives This study investigated the extent that psychosocial job stressors had lasting effects on a scaled measure of mental health. We applied econometric approaches to a longitudinal cohort to: (1) control for unmeasured individual effects; (2) assess the role of prior (lagged) exposures of job stressors on mental health and (3) the persistence of mental health.

Methods We used a panel study with 13 annual waves and applied fixed-effects, first-difference and fixed-effects Arellano-Bond models. The Short Form 36 (SF-36) Mental Health Component Summary score was the outcome variable and the key exposures included: job control, job demands, job insecurity and fairness of pay.

Results Results from the Arellano-Bond models suggest that greater fairness of pay (β-coefficient 0.34, 95% CI 0.23 to 0.45), job control (β-coefficient 0.15, 95% CI 0.10 to 0.20) and job security (β-coefficient 0.37, 95% CI 0.32 to 0.42) were contemporaneously associated with better mental health. Similar results were found for the fixed-effects and first-difference models. The Arellano-Bond model also showed persistent effects of individual mental health, whereby individuals' previous reports of mental health were related to their reporting in subsequent waves. The estimated long-run impact of job demands on mental health increased after accounting for time-related dynamics, while there were more minimal impacts for the other job stressor variables.

Conclusions Our results showed that the majority of the effects of psychosocial job stressors on a scaled measure of mental health are contemporaneous except for job demands where accounting for the lagged dynamics was important.