Man's vocation was not seen as impersonal and random, but as from a loving and personal God who bestowed each individual with natural talents and desires for a particular occupation.
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The Puritans pursued joy, the very antithesis of depression, even in the midst of hardship, believing they were firmly in God's hand, not forgotten and never forsaken.
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A man's worth, the Puritans might advise the unemployed Steve Lee, lay in his service to God and to his fellow man, not in titles or financial portfolios. Rather than seeing life as a series of random events, the Puritan's belief in Providence imputed a profound sense of a loving God's purpose for him, a purpose that left very little room for despair.
Substitute "Christian" for "Puritan," and apply these insights to your own situation and calling, even if you are employed. This worldview has shown itself to be the basis for great productivity and creativity, regardless of our personal circumstances.