In the special "Fox News Reporting: American Payday – The Big Squeeze," Bret Baier examined the bitter Senate race in Kentucky between Sen. Mitch McConnell (R) and Alison Lundergan Grimes (D), which is being heavily influenced by state's declining coal industry and the overall state of the economy.

McConnell told Baier, “We have a depression here in eastern Kentucky, created by the Obama administration … The president made it clear back in 2008 that he was going after coal, and he’s followed through on it.”

One Kentucky resident said of President Obama's initiative to create Promise Zones to help the local economy, “It’s not a Promise Zone, it’s a lie zone … Why should anybody believe what [Obama] has got to say now? I don’t.”

Grimes, on her part, has gone out of her way to distance herself from the president – famously declining to say if she even voted for Obama in the 2008 and 2012 elections – and to state her support for the coal industry.

McConnell disagreed and reiterated, “A vote for Alison Grimes is a vote for Barack Obama … and a vote for Mitch McConnell is a vote for Kentucky.”

Watch the clip above and don’t miss a re-airing of “Fox News Reporting: American Payday – The Big Squeeze,” hosted by Bret Baier, tonight at 9p ET.