Finns do not suffer from depression more than other Europeans

There is research evidence indicating that Finns do not suffer from depression or would be more
pessimistic about their life than other Europeans.

You may wish to take a look at cross European data at: http://info.stakes.fi/mindful/FI/etusivu.htm

By clicking "indicators" you will find all sorts of info that can be summarised like this: Finns commit more suicides, have more problems with alcohol than other Europeans, but they are no more depressed and are as optimistic/have as good self-esteem as other Europeans. Suicide rate has been decreasing and the rate has been previously associated with use of alcohol.