Python Course

From Kevin Sheppard
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Related Courses

There is another course aimed at economists at Quant Econ written by Thomas J. Sargent and John Stachurski. It focuses more on issues encountered in dynamic Macroeconomics.


Python Course Outline (Latest) Pdf small icon.png

Notes and Slides

Course Slides (Latest) Pdf small icon.png
See Python for Econometrics for the latest version of the notes.


  • Thursday, February 20, 18.00 – 20.00 (Seminar B, Week 5)
  • Tuesday, February 25, 18.00 – 20.00 (Seminar F, Week 6)
  • Thursday, February 27, 18.00 – 20.00 (Seminar F, Week 6)

YouTube Catch-up

Class 1 GHoA - The audio is very poor on this, but there was little content missed since most of the class was spent getting the required Python software installed on everyone's computer.

Class 2 GHoA - This class covered alternative modes of using Python and then, at about the 1 hour mark, started the actual content with a discussion of immutable types - integers, floats, complex numbers, long integers, booleans, NoneType and finally tuples.

Class 3 GHoA - This class covered list, dictionaries and the important topic of slices. It also started moving through arrays and matrices in NumPy.

Class 4 GHoA - This class covered array slicing, matrix mathematics, broadcasting, basic logic operators and simple for loops.

Class 5 GHoA - This class covered nested loops and conditional execution.

Class 6 GHoA - This class covered writing custom functions as well as some of the more useful functions in NumPy for generating arrays.

Class 7 GHoA - Working with dates

Class 8 GHoA - Some matplotlib, but this topic will be revisisted.

Class 9 GHoA - Lots of pandas - importing data, Series and the start of DataFrames.

Class 10 GHoA - More pandas, with a focus on DataFrames.

Class 11 GHoA - Finishing pandas with multiple indices and exporting, and then some matplotlib.

Class 12 GHoA - Lots of matplotlib.

Class 13 GHoA - Final wrap-up

Final Exam

Final Exam


Data Files

IPython Notebooks and Task Solutions

IPython Notebooks are available for some of the tasks.

Winter Problem Set

Winter Problem Set has problems, example solutions and code to test the solution.

Selected Task Solutions

MediaWiki does not allow Python files, so these are zipped.

Tasks Section 5 Zip new.png
Tasks Section 6 Zip new.png


A number of issues were encountered in the first class, and these have resulted in a modified set of installation instructions. If you plan on attending the course, it is essential that you have a working installation of Python by the second class.
Detailed Installation Instructions Pdf small icon.png