One of the most nefarious modern myths, which has wreaked incalculable damage to freedom in the United States, is the mistaken belief that free markets, free enterprise, and capitalism caused the problems of the Great Depression, and that government programs solved them. The opposite is true: Government policies and programs, in large measure, caused the Depression. Free markets and free enterprise lifted Americans out of the Depression.
Early progressive academics imagined a modern, bureaucratic, regulatory-subsidy state. They wrote about what it would look like and how it would work. But it was FDR and his New Deal that actually built it. Understanding the gigantic government we have today requires an understanding of the New Deal.