For generic prices, take a look at
http://www.thepeoplehistory.com/1930s.html . For example, in 1939 the average yearly income was about $1700, a car cost about $700, and a house cost about $3800. They suggest dividing current prices for consumer goods by 12, but that's obviously not right for any of those three things!
I believe that most editions of Call of Cthulhu have tables of prices for the era between the World Wars, which will cover a lot of what you're looking for.