*COMMENT BY MICHAEL This is the combined/forked repo of class notes and my own assignments.
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.
Assignment #6: Asset Pricing has been posted to the assignments folder. Please submit the assignment by 6:00pm on Friday 29th April.
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:
Please submit assignments to: econ370nyu@gmail.com as a Jupyter notebook with your solutions.
- Posted Asset Pricing Homework - Assignment #6 [22nd April 2016]
- 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 [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 2016Thur 18th February 2016] - Updated Syllabus has been posted (02-Feb-2016)
- Assignment #1 has been posted (30-Jan-2016) [Due: Tue 09th February 2016]
| 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
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:
| 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) |
The main reference for this course is the online material: