Research has shown that some attributional styles can cause depression.

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Attributional styles refer to the ways in which individuals explain the causes of events in their lives. Research has found that certain attributional styles, such as a tendency to attribute negative events to internal, stable, and global factors (i.e. "I failed the test because I am stupid and I always fail at everything"), can increase the risk of depression. This is because these attributions can lead to feelings of hopelessness and a belief that one's situation is unchangeable.

Research Has Shown That Some Attributional Styles Can Cause Depression