> But I think the normal way countries get out of it is through war, which isn't terribly rosy either.

The idea that war has worked to end depressions is well debunked. In any useful measure economies always deteriorate through war. Living standards in the US fell all through WWII and continued falling until demobilization. GDP goes up during war because of weapon purchases. And unemployment goes down when you draft (enslave) people. So these are meaningless measures. You have to look at households.