The causes of depression are mixed. There is no one cause for depression - even for a single person. And so we think of it as a risk factor model: where depression develops in the context of risks, and when those risks get high enough, the person goes over some threshold to develop this self-sustaining depression. Those risks might be divided into three categories; psychological, environmental and biological.
On the biological side we have genetics and other physiological factors which can give the person a predisposition towards being depressed. The psychological aspect can include thinking patterns or cognitive style personalities that may leave a person at a greater risk for depression. While environmental factors can include the stressors the person faces and a lack of social support. When the sum total of all these risk factors get high enough, then that can push us over some threshold and we go into a period of clinical depression. For some people, one of those three factors may be stronger than the other but it's unlikely that there is one cause - there's usually some balance of all of the factors. Nevertheless,
all of the risk factors should be attended to.
As depression begins to take hold, people stop performing behaviours that previously provided reinforcement, such as hobbies and socialising. Moreover, depressed people tend to make others feel anxious, depressed and hostile (Joiner and Coyne, 1999). Eventually, these other people begin to lose patience, failing to understand why the person just can't snap out of it. This diminishes social support even further and may eventually cause depressed people to be abandoned by those who are most important to them (Nezlek et al., 2000). Additionally, longitudinal studies show that reductions in social support are a good predictor of subsequent depression (Burton, 2004).
In short, behavioural theorists believe that to begin feeling better, depressed people must break this vicious cycle by initially forcing themselves to engage in behaviours that are likely to produce some degree of pleasure. Eventually, positive reinforcement produced by this process of behavioural activation will begin to counteract the depressive affect, undermine the sense of hopelessness that characterizes depression, and increase feelings of personal control over the environment.
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''If you know someone who’s depressed, please resolve never to ask them why. Depression isn’t a straightforward response to a bad situation; depression just is, like the weather. Try to understand the blackness, lethargy, hopelessness, and loneliness they’re going through. Be there for them when they come through the other side. It’s hard to be a friend to someone who’s depressed, but it is one of the kindest, noblest, and best things you will ever do.''
~ Stephen Fry