Currency
Hungarian currency at the time was called pengo. This accounts for both coins and notes. For instance, when in the musical, one of the clerks says something like "10 and 6" they are asking for the equivalent of 10 dollars and 6 cents.
Economy
Just like in the United States of America, Hungary in the 1930s was a post-Depression economy. Everything was trying to build itself up, or at the very least get by. During this time between World Wars, Hungary saw an attempt by the Soviets to take over government and initiate a Hungarian Soviet Republic (it did not last long). In fact, the main financial districts of Budapest were hit just as hard as Wall Street in New York City.
Sources:
Bender, Thomas, and Carl E. Schorske. Budapest and New York: Studies in Metropolitan Transformation, 1870-1930. New York, NY: Russel Sage Foundation, 1994.
Bender, Thomas, and Carl E. Schorske. Budapest and New York: Studies in Metropolitan Transformation, 1870-1930. New York, NY: Russel Sage Foundation, 1994.