Here are a couple of PhD theses in economics that are pretty impressive
1. Paul Samuelson's 1941 thesis at Harvard, which later was published as his book Foundations of Economic Analysis, helped make mathematical optimization and equilibrium analysis standard tools in economics.
2. Ken Arrow's 1951 thesis at Columbia, which also became a book Social Choice and Individual Values, states and proves Arrow's impossibility theorem, which is one of the central results in social choice theory.
3. John Nash's 1950 thesis at Princeton (in Math not Economics), Non-Cooperative Games, defined the concept of Nash Equilibrium and proved that Nash Equilibria exist in all finite games. It's only 27 pages long!
4. Michael Spence's 1972 thesis at Harvard, published as the book Market Signaling, helped launch the field of information economics. Spence probably would have won a nobel prize even if he'd never written anything else.
5. Zvi Griliches' 1957 thesis at Chicago didn't win him a nobel prize (although it might have if he had lived longer), but it's one of the great pieces of empirical research in the social sciences. It documents the diffusion of hybrid corn, and introduced the idea of the S-shaped diffusion curve.