How we learned to stop having fun
Not so with the Calvinist version of Protestantism. Instead of offering relief, Calvinism provided a metaphysical framework for depression: if you felt isolated, persecuted and possibly damned, this was because you actually were.
An article looking at an apparent change in behavior ~3-400 years ago, where people moved to a much more individualistic world view. Suggesting urbanisation and a market-based economy are partially responsible for this.
Also interestingly suggests there may have been a link between a Calvinistic world view/faith and Depression/Suicide.