On the other hand, since 2008 we've seen the limits of what the government can do to help the economy. The government can mitigate suffering through social programs and it should, but it can't generate growth on its own.
The Great Depression programs are a little bit different because people were willing to make a lot of sacrifices for World War II. The government widened the tax base and started collecting them directly from paychecks, it conscripted a generation of young men and sent many off to their deaths, and it took away all kinds of civil rights. But if the choice is "accept this or we're going to lose the war", then people will put up with it.
Today the choices are not quite so obvious.