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Quantitative Economics with Python


ECON-UA 370 (NYU, Spring 2016)

This course aims to teach quantitative economics and the computer language python. We use python to teach economics and economics to teach python.


Notices

Final Exam will be held as per the officially scheduled timetable on 12th May.

For those students who have conflicting exams or have 3 or more exams on the same day please send me an email. There is an alternative exam scheduled for 13th May from 2:00pm to 3:50pm. To attend on Friday you must be registered to sit this exam.

Alternative Exam Details

Date: 13th May 2016
Time: 2:00pm to 3:50pm
Location: Rm 736 [19 W. 4th Street, 7FL - Economics]

Solutions to Assignment #4 were effectively covered when we discussed the midterm solutions to the Lake Model question in class. Please consult your class notes.

Note To get the best rendering for notebooks it is best to use nbviewer. This can be done by prepending the notebook web address with http://nbviewer.jupyter.org/github/. An example is:

http://nbviewer.jupyter.org/github/mmcky/nyu-econ-370/blob/master/notebooks/notes-linear-algebra.ipynb

Please submit assignments to: econ370nyu@gmail.com as a Jupyter notebook with your solutions.

For those that attended the Python Fundamentals Workshop. The solutions notebook has been posted to the notebooks folder.

Updates

  • Added comment on Solutions for Assignment #4 [10th May 2016]
  • Posted update to Solutions for Assignment #6 to incorporate the linear algebra discussed in class [09th May 2016]
  • Posted Solutions for Assignment #5 Pandas and Assignment #6 on Asset Pricing [04th May 2016]
  • Updated Assignment #6 Question #3 [26th April 2016]
  • Posted Asset Pricing Lectures 3 and 4 [26th April 2016]
  • Posted Asset Pricing Homework - Assignment #6 [22nd April 2016]
  • Added python-fundamentals-workshop-solutions notebook
  • Updated working with data lecture [19th April 2016]
  • Posted Asset Pricing - Lecture 2 notes. [15th April 2016]
  • Posted a copy of the midterm exam. [13th April 2016]
  • Asset Pricing - Lecture 1 notes have been posted to the lectures folder [13th April 2016]
  • Assignment #5 has been posted and is due Thursday 21st April Tuesday 26th April [13th April 2016]
  • Assignment #4 has been posted and is due Tuesday 05th April [26th March 2016]
  • Updated Lake Model worker dynamics lecture and posted some solutions for assignment #3 [24th March 2016]
  • Uploaded a python reference sheet [21st March 2016]
  • Uploaded some practice exercises for linear algebra (with some Python problems) [18th March 2016]
  • Updated the midterm date (09th March 2016)
  • Updated Linear State Space Models Notebook
  • Assignment #2 Solutions and general feedback have been posted
  • Assignment #1 Everyone that submitted Assignment #1 on time has recieved full marks. If you would like feedback on Assignment #1 please come and see me during my office hours in Rm 823 (Economics Faculty) or make an appointment if that time doesn't work. I have posted some general feedback to the assignments folder. (23-Feb-2016)
  • Assignment submission should now be made to: econ370nyu@gmail.com
  • We have changed the way the mybinder container is constructed. For those who use mybinder please let me know if you have any issues. Thanks.
  • Assignment #2 has been posted (10-Feb-2016) [Due: Tue 16th February 2016 Thur 18th February 2016]
  • Updated Syllabus has been posted (02-Feb-2016)
  • Assignment #1 has been posted (30-Jan-2016) [Due: Tue 09th February 2016]

Topic Breakdown

Weeks Topics
Weeks 1 to 3 Python: Programming Fundamentals
Weeks 4 to 8 Linear Algebra, Linear State Space Models, Discrete Markov Chain, and the Lake Model
Week 9 Python: Object Oriented Programming
Week 10 McCall Search Model (Lake Model Extension)
Week 11 Python: Data Analysis and Manipulation
Week 12 Permanent Income Model
Week 13 to 14 Extension Topic

You can download the syllabus here

MyBinder Service

The MyBinder service launches a live programming environment in the Cloud and allows you to interact with the course notebooks. However the changes to these notebooks are temporary and do not persist next time you open the notebook. For these types of changes it is best to download the notebooks to your computer and run jupyter notebook in a terminal (or powershell in windows) in the folder that contains your notebook files.

To launch the MyBinder service click on the following badge:

Binder

Office Hours

Time Location
Zhen Huo Tuesdays 11:00am to 1:00pm Rm 724 (Economics Faculty)
Matthew McKay Tuesdays 11:00am to 1:00pm Rm 823 (Economics Faculty)

References

The main reference for this course is the online material:

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Quantitative Economics with Python Course (NYU) Spring 2016

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