  We study the rationality properties of the moduli space $\mathcal{A}_g$ of
principally polarised abelian $g$-folds over $\mathbb{Q}$ and apply the results
to arithmetic questions. In particular we show that any principally polarised
abelian threefold over $\mathbb{F}_p$ may be lifted to an abelian variety over
$\mathbb{Q}$. This is a phenomenon of low dimension: assuming the Bombieri-Lang
conjecture we also show that this is not the case for abelian varieties of
dimension at least seven. About moduli spaces, we show that $\mathcal{A}_g$ is
unirational over $\mathbb{Q}$ for $g \leq 5$ and stably rational for $g=3$.
This also allows us to make unconditional one of the results of Masser and
Zannier about the existence of abelian varieties over $\mathbb{Q}$ that are not
isogenous to Jacobians.
