Does a Protestant work ethic exist? Evidence from the well-being effect of unemployment

•Evidence on Weber's original thesis of a Protestant work ethic is ambiguous.•A better test is to compare the well-being effects of unemployment between groups.•Protestants are hurt more by unemployment than people from other denominations are.•People living in Protestant societies are hurt more by unemployment than others are.•Extensive checks show effects indeed derive from an intrinsic appreciation of work.

Evidence on Weber's original thesis on a Protestant work ethic is ambiguous and relies on questionable measures of work attitudes. We test the relation between Protestantism and work attitudes using a novel method, operationalizing work ethic as the effect of unemployment on individuals’ subjective well-being. Analyzing a sample of 150,000 individuals from 82 societies, we find strong support for a Protestant work ethic: unemployment hurts Protestants more and hurts more in Protestant societies. Whilst the results shed new light on the Protestant work ethic debate, the method has wider applicability in the analysis of attitudinal differences.