In a highly materialistic society like the US, where people measure their own and each other's worth by the kind of car they drive, the neighborhood and house they live in, whether they're still living with their parents past college age, whether they even own a car at all, what kind of clothes they wear, etc, I don't think you'd be going out on a limb to suggest that poverty causes depression.

Of course, the reverse no doubt holds true as well: depression can make holding (or even wanting to hold) a job much more difficult, if not impossible.