Another neurotransmitter, glutamate, has been implicated in depression as well, but more research is necessary at this time to determine the nature of this relationship.
Glutamate is the dominant neurotransmitter in the brain and serves to increase alertness by increasing the action potential firing rate of the neural transmission. GABA is the leading inhibitory neurotransmitter.
An imbalance of either of these two neurotransmitters can shut the brain down into depression or cause it to race and cause insomnia.
Therefore, exercise.