This dissertation is comprised of four papers on well-being in Japan and aims to examine three important measures of well-being: perceptions of job insecurity, self-reported happiness, and suicide. The first chapter is titled "The Deregulation of Temporary Agency Staffing Services and Worker Perceptions of Job Insecurity in Japan" and examines whether the expansion of temporary agencies contributes to a rise in perceptions of job insecurity among workers in Japan, where non-regular employment has increased in recent years. I exploit the temporary staffing deregulation of 2004 and identify the impact of the law change as the difference between the change in the perceptions of job insecurity of low-skill manufacturing workers (treatment group) and the change in the perceptions of job insecurity of other non-manufacturing low-skill workers (control group). I find that the temporary agency staffing deregulation significantly contributed to the rise in job insecurity among low-skill manufacturing workers. The second chapter is titled "Does Social Trust Increase Individual Happiness in Japan?" This paper tests the hypothesis that social trust is valuable intrinsically by using individual happiness data from Japan and finds that social trust has positive and significant effects on individual happiness. Furthermore, additional tests suggest heterogeneous effects of social trust. The third chapter is titled "Suicide and Local Unemployment in Japan: Evidence from Municipal Level Suicide Rates and Age-Specific Suicide Rates" and investigates the link between suicide and unemployment in Japan, where suicide has drawn much attention from researchers, policymakers, and the general public. The results from fixed-effects models show that an increase in the unemployment rate significantly contributed to the male suicide rate during the period 1985-2007, and prime age working men aged 35-64 are the most vulnerable group. The fourth chapter is titled "The Effect of Local Labor Market Conditions at Entry on Male Suicides in Japan," which tests if entering the labor market during a recession increases the male suicide rate in Japan and finds that the effect of a recession at labor market entry has persistent adverse effects on the subsequent suicide risk.