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Overall, the West will see the legacy of Stalin differently than Russians (or others in the ex-USSR). Under his rule, Russia became part of the modern world. They achieved in about 25 years what other countries had done over the course of a century (e.g. England's industrial revolution began in the mid 18th century).

I think that two years where critical for both composers. 1936 saw the height of the purges. Shostakovich was attacked in Pravda and Prokofiev returned permanently to live in Russia. In 1948, the Zhdanov decree affected them both. It was part of the government attempting to consolidate power after somewhat loosening the reigns during World War II.

One way of looking at this issue with some element of objectivity is to compare what might have happened without the impact of Stalinist cultural policy.

Once Prokofiev returned home, he was able to focus on his own music. He was in demand as a pianist in the USA, but only for playing the classics like Beethoven. He might well have ended up like Rachmaninov, being forced into the life of a touring virtuoso, and his output as a composer would have inevitably dropped.

Prokofiev's Symphony #7 has been cited as an example of the impact of the Zhdanov decree. The composer wrote an alternative ending in a bid to fit in better with the more restrictive cultural climate.

With Shostakovich, we can look at some works which he composed for the drawer - in other words, that didn't see the light of day until after Stalin - these included the Symphony #4, String Quartet #4 and Violin Concerto #1. Are these atypical works, compared to others performed at the time? I'm no expert, but the only one that really stands out is the symphony.

I think that the difference between audience's reception of both composers and that of critics (both at home and abroad) can also be examined.

According to certain critics in the West (like Olin Downes and later Pierre Boulez), Shostakovich didn't fully break with the 19th century, was too much under the shadow of Mahler and therefore couldn't be admitted to the pantheon of 20th century composers. This is similar to others of the period, like Rachmaninov and Sibelius. To an extent, they fell victim to their popularity with audiences. The same qualities which made them popular where those which some figures in the musical establishment didn't see any value in.

Globally Shostakovich reached hero status with his Leningrad Symphony. Conductors vied to give national premieres, audiences flocked to hear it.

At home, Shostakovich was widely known as a composer of film scores and his most popular work was the operetta/musical Moscow Cheryomushki.

His reasons for marketability in the West where different. If anything, despite what some critics said, his struggles under Stalin only made Western audiences even more intrigued. Symphony #5 more or less put him on the map, and after that there where no shortage of listeners eager to attend the local premiere of a symphony or other new work.

An earlier thread on related topic:
Prokofiev and Khachaturian during the Stalin years
 
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