Yes. The correct way to write it would be..... Great Depression.
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Depression is capitalized in phrases such as The Great Depression, but the medical condition and the scientific are not.
Isolationism is a CONSEQUENCE of the great depression. After the Great depression many Nations focused on internal affairs.
How about "And that was my story on the great depression."
how did the great depression affected Belize
Yes, the Great Depression was in the 1930's.