Harper Lee's novel To Kill a Mockingbird appears to be set in the late 1930's and early 1940's. Although there don't appear to be any direct references to specific years, there is a mention of Franklin Roosevelt's famous speech in which he says, “We have nothing to fear but fear itself.” This speech was given shortly after Japanese attack on Pearl Harbor in 1941. We know that the Great Depression occurred in 1929 and lasted until partly through World War II. So, although I don't recall Lee specifically referencing the Depression by name, we know that the story occurs as the Depression is about to start winding down. It serves as an important part of the setting, in that all of the characters are generally affected by the difficult economic conditions of the time.
Instead of talking about the Depression directly, Lee uses Scout's observations to make it part of the story's setting. Early in the story, in chapter two, Scout and her father Atticus are discussing the fact that Mr. Cunningham has paid his legal bill in hickory nuts, instead of money.
“Why does he pay you like that?” I asked.
“Because that's the only way he can pay me. He has no money.”
“Are we poor, Atticus?”
Atticus nodded. “We are indeed.”
Jem's nose wrinkled. “Are we as poor as the Cunninghams?”
“Not exactly. The Cunninghams are country folks, farmers, and the crash hit them hardest.”
The words “the crash” are an allusion. An allusion is a reference to something, in this case an historical event, that happens outside of the work you are reading. Here "the crash" means the Stock Market Crash of 1929, that triggered the Great Depression.
Scout makes numerous other references to the scarcity of money in the story. In this sense the story is influenced by the Great Depression, although I wouldn't say there is actually a plot line based on it.
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