The most useful primary source for a study of the Great Depression would be Franklin Roosevelt's first inaugural address.
The speech, which Abraham Lincoln gave at the US Capitol, was primarily directed at the people of the South and was written to succinctly state his intended policies and desires toward that region, where seven states had formed the Confederate States of America by seceding from the Union.
"I promise to work with you and for a New Deal for the American People." We Americans everywhere must and shall choose the path of social justice in these trying times, as well as the paths of faith, hope, and love.
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