Summary Panel survey participation can bring about unintended changes in respondents’ behaviour and/or their reporting of behaviour. Using administrative data linked to a large panel survey, we analyse whether the survey brings about changes in respondents’ labour market behaviour. We estimate the causal effect of panel participation on the take-up of federal labour market programmes by using instrumental variables. Results show that panel survey participation leads to an increase in respondents’ take-up of these measures. These results suggest that panel survey participation not only affects the reporting of behaviour, as previous studies have demonstrated, but can also alter respondents’ actual behaviour.