Using a large longitudinal representative community sample, this study identified three groups of subjects who were depressed either in pre-adolescence, late adolescence or early adulthood, and matched by age and gender to controls without depression. The 90th percentile on one or two self-reported symptom scales [i. e. the Center for Epidemilogical Studies Depression Scale (CES-D) or the subscale Anxious/Depressed subscale on either the Youth Self Report (YSR) or the Young Adult Self Report (YASR)] served as the cut-off for the depression groups. Psychosocial variables under study included life events and life events impact, coping, self-related cognitions, perceived parental rearing style, family relations, perceived school environment, and the internalizing (except anxious/depressed) and externalizing problem scale of the YSR/YASR. The study found a large number of time-related correlations between psychosocial factors and depression. Evidence for causal effect (either antecedent or consequent) was obtained only for self-esteem, perceived maternal rejection, and internalizing problems.