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Background: There has been much research into the mental health impact of the Coronavirus Disease 2019 (COVID-19) pandemic and how it is related to time-invariant individual characteristics. However, there is still a lack of research showing long-term trajectories of mental health across different stages of the pandemic. And little is known regarding the longitudinal association of time-varying factors with mental health outcomes. This study aimed to provide a longitudinal profile of how mental health in adults changed across different stages of the COVID-19 pandemic and to examine their longitudinal associations with time-varying contextual (e.g., COVID-19 policy response and pandemic intensity) and individual level factors., Methods and Findings: This study used data from a large panel study of over 57,000 adults living in England, who were followed up regularly for 2 years between March 2020 and April 2022. Mental health outcomes were depressive and anxiety symptoms. Depressive symptoms were assessed by the Patient Health Questionnaire (PHQ-9) and anxiety symptoms by the Generalized Anxiety Disorder assessment (GAD-7). Entropy balancing weights were applied to restore sample representativeness. After weighting, approximately 50% of participants were female, 14% from ethnic minority backgrounds, with a mean age of 48 years. Descriptive analyses showed that mental health changes were largely in line with changes in COVID-19 policy response and pandemic intensity. Further, data were analysed using fixed-effects (FE) models, which controlled for all time-invariant confounders (observed or not). FE models were fitted separately across 3 stages of the COVID-19 pandemic, including the first national lockdown (21/03/2020-23/08/2020), second and third national lockdowns (21/09/2020-11/04/2021), and "freedom" period (12/04/2021-14/11/2021). We found that more stringent policy response (measured by stringency index) was associated with increased depressive symptoms, in particular, during lockdown periods (β = 0.23, 95% confidence interval (CI) = [0.18 to 0.28], p < 0.001; β = 0.30, 95% CI = [0.21 to 0.39], p < 0.001; β = 0.04, 95% CI = [-0.03 to 0.12], p = 0.262). Higher COVID-19 deaths were also associated with increased depressive symptoms, but this association weakened over time (β = 0.29, 95% CI = [0.25 to 0.32], p < 0.001; β = 0.09, 95% CI = [0.05 to 0.13], p < 0.001; β = -0.06, 95% CI = [-0.30 to 0.19], p = 0.655). Similar results were also found for anxiety symptoms, for example, stringency index (β = 0.17, 95% CI = [0.12 to 0.21], p < 0.001; β = 0.13, 95% CI = [0.06 to 0.21], p = 0.001; β = 0.10, 95% CI = [0.03 to 0.17], p = 0.005), COVID-19 deaths (β = 0.07, 95% CI = [0.04 to 0.10], p < 0.001; β = 0.04, 95% CI = [0.00 to 0.07], p = 0.03; β = 0.16, 95% CI = [-0.08 to 0.39], p = 0.192). Finally, there was also evidence for the longitudinal association of mental health with individual level factors, including confidence in government/healthcare/essentials, COVID-19 knowledge, COVID-19 stress, COVID-19 infection, and social support. However, it is worth noting that the magnitudes of these longitudinal associations were generally small. The main limitation of the study was its non-probability sample design., Conclusions: Our results provided empirical evidence on how changes in contextual and individual level factors were related to changes in depressive and anxiety symptoms. While some factors (e.g., confidence in healthcare, social support) clearly acted as consistent predictors of depressive and/or anxiety symptoms, other factors (e.g., stringency index, COVID-19 knowledge) were dependent on the specific situations occurring within society. This could provide important implications for policy making and for a better understanding of mental health of the general public during a national or global health crisis., Competing Interests: I have read the journal’s policy and the authors of this manuscript have the following competing interests: DF is a Guest Editor on PLOS Medicine’s COVID-19 Pandemic and Global Mental Health Special Issue., (Copyright: © 2023 Bu et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.)

Between March 2020 and March 2021, the United Kingdom (UK) experienced three lockdowns due to the COVID-19 pandemic. Given the evident association between arts engagement and wellbeing, this study was designed to compare the predictors and patterns of home-based arts engagement during these lockdowns. Data analysed in this study were from the UK COVID-19 Social Study run by University College London. Multinomial logistic regression was used to identify predictors of arts engagement and compare (i) respondents' engagement levels during the first lockdown in April/May 2020 and their levels in pre-pandemic times (N = 23,086), (ii) their engagement levels during the second lockdown in November/December 2020 with their levels during the first lockdown (N = 11,481), and (iii) their engagement levels during the third lockdown in January/February 2021 with their levels during the first lockdown (N = 13,270). During first lockdown, 1 in 4 increased their arts engagement and 1 in 6 decreased it. Of those who increased, 2 in 5 maintained or further increased their engagement in subsequent lockdowns, but just 7% of those who had decreased their engagement increased it. Younger adults (aged 18-29) showed initial increases in first lockdown, whilst people who were not employed and those with a physical health condition showed decreases and people with a mental health condition showed changes during the first lockdown (both increases and decreases). Females and people with higher education showed continuous changes across the three lockdowns, with women being more likely to increase their engagement and those with higher education being less likely to decrease. People of ethnic minorities and those with higher income declined their engagement in the third lockdown. This study provides insight into levels of arts engagement across the three national lockdowns in the UK and suggests that the pandemic may have affected long-term cultural behaviours for some groups., Competing Interests: The authors have declared that no competing interests exist.