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In the first stage, data from each city were analysed separately, whereas in the second stage, the city-specific air pollution estimates were regressed on city-specific covariates to obtain overall estimates and to explore sources of possible heterogeneity.<\/jats:p><jats:p>A significant association of NO<jats:sub>2<\/jats:sub>with total, cardiovascular and respiratory mortality was found, with stronger effects on cause-specific mortality. There was evidence of confounding in respiratory mortality with black smoke and sulphur dioxide. The effect of NO<jats:sub>2<\/jats:sub>on total and cardiovascular mortality was observed mainly in western and southern European cities, and was larger when smoking prevalence was lower and household gas consumption was higher. 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