Actually many studies have been done showing a DIRECT link between the mass media, which is frequently negative, and depression.
Without bringing "third world countries" into the argument, I do know that there is proof of a link in countries where large media corporations are prevalent. I think this both newspapers/magazines/journals and TV can be causes, with TV probably being stronger because of the intense individual images.
Studies have even shown that watching the "evening news" everyday of your life can shorten your life span.
