From Nancy Schimelpfening,
Your Guide to Depression.
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About.com Health's Disease and Condition content is reviewed by Steven Gans, MD

A. What you are referring to sounds like what some have dubbed "brain shivers". This is a side-effect of certain antidepressants, most notably Effexor. When I first heard of this phenomenon I collected together several people's descriptions of it and searched for a medical explanation of why it occurs. You can read the full article here.