Lack of association between vaccination rates and excess mortality in Cyprus during the COVID-19 pandemic

•It has been claimed that COVID-19 vaccination is associated with increased mortality.•We calculated excess mortality in Cyprus until June 2022 using different methods.•We used a Distributed Lag Nonlinear Model to explore the lag-response dimension.•No association was found between vaccination rates and excess mortality.•Most excess mortality was associated with COVID-19 itself.