Essays on Using Microdata to Study Macro Questions: High-frequency Price Indexes, Monetary Policy and Firm-level Responses to Climate Risk

This thesis consists of a collection of essays using microdata to answer macro questions. A range of econometric tools is used to improve the statistical understanding of two complex and enormous administrative datasets. The thesis exploits granular-level temporal and spatial information to investigate important questions about the housing price index, monetary policy and climate change risk. The housing price index model developed in this thesis can be applied in various contexts. The thesis has drawn interesting conclusions about the impact of monetary policy and climate transition risk.