Introduction
Our aim was to test risk factors for chronic and transient loneliness as well as cross-sectional and longitudinal associations of courses of loneliness with depression.

Methods
Responses from participants in Wave 5 (T1, 2013) and Wave 6 (T2, 2015) of The Survey of Health, Ageing and Retirement in Europe (SHARE) (N = 45,490) were analyzed. The existence of clinically significant symptoms of depression was defined as reporting a value greater than or equal to 4 on the Euro-D scale. Loneliness was measured through the 3-item UCLA loneliness scale and a single question. Both measures were tested in separate regression models to identify risk factors for transient (loneliness at T1) and chronic (loneliness at T1 and T2) loneliness as well as their associations with depression.

Results
Chronic loneliness was observed in 47%–40% of the cases of loneliness, according to the UCLA scale and the single question, respectively. Risk factors for chronic loneliness in both models were being female, not being married, having a low educational level, having poor mental and physical health, being limited in activities, having a poor social network, and living in a culturally individualistic country. Risk factors for transient loneliness were less robust and no significant effects were found for variables such as sex and physical health in both models, education level in the UCLA measure model, and social network size in the single question model. Chronic loneliness also showed a strong association with depression in the cross-sectional model and a marked one in the longitudinal model.

Conclusion
The courses of loneliness are relevant in the study of its risk factors and association with depression.