Researchers from the University of Liverpool and University College London in the UK analysed information on more than 10,000 children born in 2000-01.
At ages three, five, seven, 11 and 14, parents reported on their children's mental health. When they reached 14, the children were themselves asked questions about their depressive symptoms.
Based on the 14-year-olds reporting of their emotional problems, 24 per cent of girls and nine per cent of boys were found to suffer from depression.
The research also investigated links between depressive symptoms and family income.
Generally, 14-year-olds from better-off families were less likely to have high levels of depressive symptoms compared to their peers from poorer homes, researchers said.
Parents' reports of emotional problems were roughly the same for boys and girls throughout childhood, increasing from seven per cent of children at age seven to 12 per cent at age 11.
Behaviour problems, such as acting out, fighting and being rebellious decreased from infancy to age five, but then increased to age 14, the study found.
Boys were more likely than girls to have behaviour problems throughout childhood and early adolescence.
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