Here's another transcription, by the estimable Manfred Helfert. The previous version could have been from an Uncle Tupelo recording.
-Joe Offer-

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This song was recorded by The Original Carter Family for Decca (De 5242) in New York, NY, Monday, 8 Jun 1936 (another take remained unissued). It was re-recorded (for radio transcription use) on Wednesday, 10 Jun 1936.

Lyrics transcribed from original recording
-- Manfred Helfert


NO DEPRESSION (IN HEAVEN)
(A.P. Carter)
As recorded by The Carter Family, 1936. (Decca 5242, Montgomery Ward 8006)

1. For fear the hearts of men are failing,
For these are latter days, we know.
The Great Depression now is spreading.
God's words declared it would be so.

CHORUS: I'm going where there's no depression,
To the lovely land that's free from care.
I'll leave this world of toil and trouble.
My home's in Heaven; I'm going there.

2. In that bright land, there'll be no hunger,
No orphan children cryin' for bread,
No weeping widows, toil or struggle,
No shrouds, no coffins, and no death.

3. This dark hour of midnight nearing,
Tribulation time will come.
The storm will hurl a midnight fear
And sweep lost millions to their doom.