weird/crazy idea: using individual transaction data from various sources (credit cards, cash deposits, etc), would it be possible to build up a macro view from 100s of millions of people?

Start small (not the US), in a geo where electronic payments dominate, and where privacy isn't as important. If the model proves valuable, build modeling tools and scale up.

Counterpoint: there's a very large percentage (by value) of transactions that are invisible e.g. business partnerships, cryptocurrency, etc.