I think that being depressed means temporarily feeling down, lethargic, hopeless etc... But having clinical depression could result from a chemical imbalance in the brain which could be indefinite. Or clinical depression could result from some type of shock (eg losing a loved one, job, or thrown into a new and totally environment), which could last a number of years but eventually subside.
Just my 2 cents, hope I made some sense.
~lubdubb