Well, according to the http://www.uesp.net/wiki/Skyrim:Bread#Bread a loaf of bread costs 2 Septims, so that gives you a good & realistic basis for comparison. In my local supermarket I can buy bread for about 1 Euro, so that would make 1 Septim=1/2 Euros and as result the Proudspide Manor = 36,000 gold =18,000 Euros, which is at least a couple of orders of magnitude off

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I don't think bread is a good basis for comparison. Skyrim is a harsh and cold land, there's not much vegetation and we can safely assume only the most resistant crops can be grown there. So bread will obviously be more expensive than in, say, Cyrodiil - or in Europe with its relatively fertile soils. Sure, grain can be imported, but with the war going on it's more difficult than ever.
Not to mention it's just a game and I doubt the devs delved into economy

It's kind of a moot point as the value of items fluctuates greatly between games. A full set of Ebony armor cost well over 180,000 Septims in Daggerfall if I'm not mistaken. Then it dropped down to a comparably measly amount in Oblivion.
Different province, 200 years ago... It's not surprising that the prices changed

Shouldn't have happened between Daggerfall and Oblivion since it's only a couple of years, but still.
Actually, it's a very interesting topic. The prices should have gone sky high when the war started, but it's the exact opposite...