Images.com/Corbis

Worldwide surveys have consistently ranked the Scandinavian countries — with their generous family-leave policies, low crime, free health care, rich economies and, yes, high income taxes — as the happiest places on earth. But this happiness has always been accompanied by a paradox: the happiest countries also seem to have the highest suicide rates.

Is it the long, dark winters facing Finland and Denmark that cause the problem? Or some kind of Nordic depression gene? Or none of the above? A new study suggests the problem is not specific to Scandinavia, finding that high suicide rates accompany high rates of happiness in comparisons of U.S. states as well.

Economists from the Federal Reserve Bank of San Francisco, the University of Warwick in England and Hamilton College in New York examined life satisfaction scores provided by 2.3 million Americans state by state, and comparing these with state suicide rates. Utah, for example, ranks highest in life satisfaction — but also has the ninth highest suicide rate in the U.S. The No. 2 happiest state is Hawaii, which comes in fifth for suicides. New York, in contrast, comes in 45th in life satisfaction but has America’s lowest suicide rate.

(More on Time.com: Paradise Paradox: Why Life in Hawaii Leads to Early Death)

The study has been accepted for forthcoming publication in the Journal of Economic Behavior and Organization.

Both happiness and crime rates tend to be tied to rankings of economic inequality in states as well as countries — the larger the gap between rich and poor, the less happiness there is and the more crime. This helps explain why the Scandinavians continue to top the charts for most positive outcomes: they have the least socioeconomic inequality in the developed world.

Overall life expectancy also tracks with inequality, with a bigger wage gap meaning shorter lives and worse health — for both rich and poor, though the poor are hit much harder.

Researchers suspect that this gradient is linked to stress caused by our place in the social heirarchy: Stanford’s Robert Sapolsky, for example, has found that even in baboons, lower ranked animals have higher levels of stress hormones and worse health. But when status conflicts are reduced, producing a more egalitarian situation, these differences are also reduced.

(More on Time.com: Misery Loves Company, Especially on Facebook)

Studies of British civil servants have also found that stress-related health problems — like heart disease, obesity and stroke — are directly linked with hierarchy, increasing as a person moves lower down the totem pole.

So why doesn’t suicide follow this same gradient? The current study doesn’t provide the whole answer but author Stephen Wu told the New York Times’ Well blog that comparisons with others — comparisons of relative happiness in this case, rather than status — may play a role:

“Perhaps for those at the bottom end, in a way their situation may seem worse in relative terms, when compared with people who are close to them or their neighbors. … For someone who is quite unhappy, the relative comparison may lead to more unhappiness and depression.”

Sadly, this may mean that increasing happiness by reducing economic inequality could paradoxically produce more suicides as a “side effect.” But this is one problem we are unlikely to have, as economic inequality is high and rising in the U.S.