This repository contains material for the PhD course in Macroeconomics 3, taught by Marco Maffezzoli at Bocconi University. I'm the TA for the Spring 2018, Spring 2019, Spring 2020 and Spring 2021 iterations.
However, this repo will not be limited in scope to the course. Given enough time, this should be a full-fledged library (with examples) especially aimed at learning Python for (Macro)Economic applications. I'll update this repo with teaching (or self-learning) material as I progress in life.
The folder ta_sessions contains Jupyter notebooks covering material for (surprise surprise) the TA sessions of the course mentioned above.
The package NMmacro contains code developed around the topics of the course.
The code that can be re-used for various applications.
However, it has not been developed with generality in mind: code in the package is tailored for the sake of teaching how to deal with classical examples in Economics.
The folder code_examples includes scripts that use the functions and classes written in NMmacro.
It's more of a showcase than anything else.
Inside other_applications there is some code that showcases the use of Python in applications other than numerical computation.
At the moment, it contains an application of Beautiful Soup to scrape HTML code found online.
I'd like to code examples for some general data cleaning with Pandas, Selenium and NLTK.
Here is a list of references and related material you might want to check out. There is no specific reason these are here for, except for my own gut-feeling that suggested me to put them here.
- This overwhelming bunch of stuff from Wouter Den Haan
- The QuantEcon (Py)Lectures website
- This GitHub repository of somebody at The University of Alabama at Birmingham with a PhD course similar to this one, with code and notebooks
- Gianluca Violante's course in Quantitative Macro at NYU, referenced by the previous source
- This GitHub repo of John Stachurski for a course at NYU, with (a lot more) math-y material
- This GitHub repo of OSM Boot Camp 2018, a summer school offered by uChicago
- Aruoba, S.B. and Fernández-Villaverde, J., 2015. "A Comparison of Programming Languages in Macroeconomics." Journal of Economic Dynamics and Control, 58, pp.265-273 (Published version) (Working-paper version) (Code) (Update)