Social media and happiness nexus in the millennial generation

The current paper empirically examines the relationship between social media and happiness. Unlike existing works, we study this nexus from a global perspective using a cross-sectional model consisting of 140 countries on data from 2012 to 2017. Assuming that this effect may differ according to the average level of perception of happiness in each country, we use the quantile regression framework to yield more accurate inferences. The findings show that social media measured by Facebook penetration has a positive and significant relationship with happiness, and this positive nexus differs in terms of amplitude and significance throughout the conditional distribution of the happiness index. However, analysis in different samples reveal that this positive nexus is not universal and differs with the level of economic development of the countries and from one region to another. We put forward mental illness approximated by anxiety as the main transmission channel.