  The COVID-19 pandemic has led many governments to implement lockdowns. While
lockdowns may help to contain the spread of the virus, it is possible that
substantial damage to population well-being will result. This study relies on
Google Trends data and tests whether the lockdowns implemented in Europe and
America led to changes in well-being related topic search terms. Using
different methods to evaluate the causal effects of lockdown, we find a
substantial increase in the search intensity for boredom in Europe and the US.
We also found a significant increase in searches for loneliness, worry and
sadness, while searches for stress, suicide and divorce on the contrary fell.
Our results suggest that people's mental health may have been severely affected
by the lockdown.
