 We are likely to distrust institutions when homicide rates are high, as we are less prone to believe that the state can intervene as an effective third-party enforcer. However, the same pattern does not apply to property crimes: frequent robberies or thefts are not associated with a lower confidence in institutions, but only with a lower trust in fellow citizens. Secondly, we observed that the mediation mechanism works more effectively for certain dimensions of fairness: while the association between corruption and social trust was mostly passing through institutional trust, the impartiality pillar was only moderately mediated, and it maintained a significant direct effect on social trust. Finally, evidence indicated that even factors unrelated to safety or fairness issues, such as GDP, might be mediated by institutional trust. In this sense, our study suggests that that the scope of the mediation effect of institutional trust could differ from what originally postulated in the literature, encouraging further research on the topic.

However, our study cannot make any definitive conclusion on the direction of causality, especially as concerns the relationship between institutional and social trust (even though recent empirical evidence supports a causal impact of institutional trust on social trust rather than the other way around \[[@pone.0220160.ref032]\]). In fact, the statistical techniques currently available for multilevel mediation cannot exclude that the correlational relationships observed are a product of reverse causality (e.g. 2-level non-recursive models do not easily converge when estimating multilevel mediation, while sensitivity analysis for multilevel mediation to assess robustness of predictors has not been developed yet \[[@pone.0220160.ref041], [@pone.0220160.ref042]\]).

Furthermore, we could not employ panel data. This line of analysis was practically unfeasible to test the mediation argument presented, as it would imply the use of a 3-level mediation MSEM (i.e. observations at each point in