Taubner, S., Saliba, A., Heinonen, E., Protić, S., Volkert, J., Adler, A., ... & Sales, C. M. (2021). Mediators and theories of change in psychotherapy with adolescents: a systematic review protocol. BMJ open, 11(3), e042411.
Reyes-Portillo, J. A., McGlinchey, E. L., Yanes-Lukin, P. K., Turner, J. B., & Mufson, L. (2017). Mediators of interpersonal psychotherapy for depressed adolescents on outcomes in Latinos: The role of peer and family interpersonal functioning. Journal of Latina/o Psychology, 5(4), 248.
Lemmens, L. H., Müller, V. N., Arntz, A., & Huibers, M. J. (2016). Mechanisms of change in psychotherapy for depression: An empirical update and evaluation of research aimed at identifying psychological mediators. Clinical Psychology Review, 50, 95-107.
Here are two more studies that include component analyses of CBT for children and adolescents:
Weisz, J. R., McCarty, C. A., & Valeri, S. M. (2006). Effects of psychotherapy for depression in children and adolescents: a meta-analysis. Psychological bulletin, 132(1), 132-149. https://doi.org/10.1037/0033-2909.132.1.132
McCarty, C. A., & Weisz, J. R. (2007). Effects of psychotherapy for depression in children and adolescents: What we can (and can’t) learn from meta-analysis and component profiling. Journal of the American Academy of Child and Adolescent Psychiatry, 46(7), 879-886. doi: 10.1097/chi.0b013e31805467b3
All studies support that cognitive behavioral therapy and interpersonal therapy have been the two types of psychotherapy for depression that have obtained the best results in terms of reducing depressive symptoms; They can also be complemented with the Rational-Emotive Therapy of A. Ellis and the Self-Reinforcement Techniques of Premack; without forgetting that, on many occasions, it is convenient, useful and necessary to combine them with the administration of antidepressants. A classic study in this regard, which is still advisable, is: Shedler, J. (2010). The Efficacy of Psychodynamic Psychotherapy. American Psychologist, 65 (2), 98–109.
In the specific case of children and adolescents, an excellent investigation is: Meta-analysis on the Efficacy of Psychotherapy and Pharmacotherapy in Childhood and Juvenile Depression by R. García-Sánchez, P. Prieto and J. I. Capafons. UNIVERSIDAD DE LA LAGUNA (April 2019) https://www.fundacionanaed.es/index.php/interesa-t/articulos-de-interes/89-articulos-de-interes/487-metaanalisis-depresion-infantojuvenil; (on this website you can find more publications about it)