1. https://www.ncbi.nlm.nih.gov/pubmed/30719959
2. https://www.sciencemag.org/news/2017/01/brain-pollution-evid...
3.https://www.healio.com/psychiatry/depression/news/online/%7B...
4.https://www.fasebj.org/doi/abs/10.1096/fasebj.2019.33.1_supp...
5.https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3788795/
That's just some quick googling. There's tons more out there to read!
Such a study would have to provide a measurement of the severity of the depression. Then split the patients in two groups. Give one group a placebo and the other one the inflammation treatment. And then compare the depression severity in those groups after the treatment.
Cytokines sing the blues: inflammation and the pathogenesis of depression
https://www.sciencedirect.com/science/article/pii/S147149060...
I would be more interested in a study. With clearly outlined methology.