All current antidepressants cause increases in the actions of these monoamines, so we do know that raising these seems to alleviate depression. This response is reliably delayed by at least five days, meaning that increasing these neurotransmitters is likely changing something else. Hormones are very associated with depression as well. Depressed people consistently make more cortisol, a common stress-related hormone. Besides this cortisol system, sex hormones such as estrogens can also affect mood profoundly.
Some people become markedly depressed when sex hormone levels change.
Deficiencies in thyroid hormone can cause someone to become quite depressed, and adding thyroid hormone can help depression whether someone is low in this hormone or not. Sleep and circadian rhythms seem to be tied to depression and mood disorders. Chronic sleep deprivation seems to worsen depression, and acute sleep deprivation can actually improve it. This decreased REM latency is one of the most reliable observations in depressed people. Problem with sleep regulation is a classic symptom of depression.