The Harlem Renaissance did indeed come out of the "Great Depression". Gospel (slavery), the blues (Depression), or all the great post-depression Black music are examples. The Civil Rights era was on the tail of a period of great Black music. I agree with Questlove when he states that Black music has often been the survival tool for the Black community.
"It's not an expression of art for many people. It's not, Yo man, I can sing. It's, I need help, I need to survive, I need to make money; if I can't do this my life is over."
Even I, a rarely prolific visual artist, admit that some of my best art was made when I was most stressed or depressed. I remember talking to Chuck D about it when I interviwed him years ago. We were talking about the "game of empowerment" as it related to rap/hip-hop. His point was that we need to be able to profit and control what we create.
From Little Richard's "Long Tall Sally" to Jay Z's "Girls, Girls, Girls" we can see a long legacy of brilliance emerging from social depression.