Although the association between particulate matter and mortality or morbidity is generally accepted, controversy remains about the importance of the association. If it is due solely to the deaths of frail individuals, which are brought forward by only a brief period of time, the public health implications of the association are fewer than if there is an increase in the number of deaths. Recently, other research has addressed the mortality displacement issue in single-city analysis. We analyzed this issue with a distributed lag model in a multicity hierarchic modeling approach, within the Air Pollution and Health: A European Approach (APHEA-2) study. We fit a Poisson regression model and a polynomial distributed lag model with up to 40 days of delay in each city. In the second stage we combined the city-specific results. We found that the overall effect of particulate matter less than 10 microM in aerodynamic diameter (PM10) per 10 microg/m3 for the fourth-degree distributed lag model is a 1.61% increase in daily deaths (95% CI = 1.02-2.20), whereas the mean of PM10 on the same day and the previous day is associated with only a 0.70% increase in deaths (95% CI = 0.43-0.97). This result is unchanged using an unconstrained distributed lag model. Our study confirms that the effects observed in daily time-series studies are not due primarily to short-term mortality displacement. The effect size estimate for airborne particles more than doubles when we consider longer-term effects, which has important implications for risk assessment.