As I mentioned the further back you go the harder it is to say anything definitive. But I do think it's telling that depression rates keep rising, and this isn't even just a 21st century phenomenon. There are epidemiological studies from the late 80s that read very similarly to the alarm raised now: https://jamanetwork.com/journals/jama/article-abstract/37702...

Going further back, discussion of a link between modernity/depression is largely speculation, but it is a popular hypothesis and there are some studies that focus on suicide rates for a more data-driven approach. It is harder to find information on US numbers but Scandinavian countries are notorious for access to thorough epidemiological data: https://journals.sagepub.com/doi/abs/10.2307/1389426