This thesis consists of three empirical essays on monetary policy, credit, and inequality. The first essay, Unconventional Monetary Policy and Household Credit Inequality, shows that in addition to a positive aggregate effect on household credit, the Asset Purchase Programme by the ECB has a large effect on access to credit by households who belong to the middle quintile of the wealth distribution and a relatively smaller increase for households who belong to the bottom quintile. Homeownership and rising housing prices are the key drivers of the heterogeneous effect of unconventional monetary policy. The second essay, Industrial Policy and State Ownership: Where Does Credit Go?, studies the influence of industrial policy on credit allocation by Chinese state-owned commercial banks. Rural commercial banks, and banks with lower asset quality, are smaller, have a higher liquidity ratio, and are not listed are more responsive to industrial policy. In addition, sectors dominated by state-owned enterprises benefit more from industrial policy. The third essay, Saving Across the Income Distribution: An International Perspective, builds and describes a new cross-country database of saving across the income distribution covering 27 European economies and the US since the 1990s. Saving is unequally distributed in Europe and the US. However, unlike in the US, in Europe there has been no broad-based increase in saving at the top of the distribution over the past two decades.