The nature of the relation between active galactic nuclei (AGN), and their host galaxies have been observed in detail throughout the Universe. Such work has found an intrinsic link between central supermassive black hole (SMBH) masses, and host galaxy properties such as the velocity dispersion of stars, and bulge mass. However, the difference in scale between SMBH and their host galaxies has led to debate on how this relation might form, and develop over time. In order to aid in understanding the relation between AGN and their host galaxies, the work throughout this thesis has therefore focused on the development and implementation of a new SED fitting code, using an up-to-date AGN SED to accurately infer both AGN and host galaxy properties. To this end, we explore the intricacies involved in producing useful property inferences using a Bayesian MCMC fitting method, whilst working to avoid common issues such as bimodality and lack of convergence. We then perform SED fitting using our methods to 711 luminous X-ray AGN at 0.7 < z < 4.5 using 10-bands of optical and infra-red photometric data for objects within XMMSERVS. Using these fits, we study the relation between AGN X-ray luminosity and host galaxy stellar mass, along with our ability to predict emission line strength and morphology from photometry alone. In order to further understand the intricacies of SED fitting, we also provide a case study into the effect of AGN SED choice on host galaxy and AGN property inferences, by comparing our AGN SED to another commonly used template. In this work, we show that it is important to consider host galaxy contamination when trying to produce a pure AGN template, and the effect that this contamination can have on AGN and host galaxy property inferences. We also find that the use of lower resolution SEDs can lead to repercussions on property inferences such as host galaxy stellar mass, which may provide incorrect assumptions on the relation between AGN and their host galaxies.