I’m guessing maybe Washington and Oregon? The prevailing winds sent most of the dust from the Dust Bowl east and the 30’s actually weren’t too bad, climatically, in the Pacific Northwest.
The actual statement in the OP is:
To “exacerbate” is not to cause, but to make worse something already existing. Thus, the OP’s headline is not intended to mean, “Did the Dust Bowl cause the Depression” (impossible since the Depression preceeded the Dust Bowl), but rather “Did the Dust Bowl make the Depression worse than it would have been?” And THAT means that the use of the word “effect” is incorrect.