It's a little weird to me that people lay so much blame on Coolidge for the Great Depression. Yeah, sure, the warning signs were probably appearing under his watch, and inequality expanded during his presidency. But blaming him for the Depression is like blaming Bill Clinton for 9/11. Both of these disasters happened shortly into their successors' terms, and both could've been averted if the preceding administrations had been more vigilant. Ultimately though, it is the handling of those crises that made them so disastrous, and that is something that you can't blame the predecessors for. I have no idea how Coolidge would've handled the Depression had it happened under his watch, but regardless, that kind of silly hypothetical shouldn't factor into the actual analysis of the man's presidency.
Bill Clinton (and the Republican Congress, but the buck stops at the president) do get partial blame for the 2008 financial crisis thanks to deregulation, and repeal of New Deal-era laws which were put in place specifically to prevent a repeat of the Depression.
Hoover, unlike Coolidge, actually did support intervention in the economy. His efforts were simply insufficient. But Coolidge was a strong believer in laissez-faire economics and it is difficult to speculate whether his principles or the circumstances of the time would have won out.