This website contains a sequence of lectures on economic modeling, focusing on the use of programming and computers for both problem solving and building intuition. The primary programming language used in the lecture series is Python, a general purpose, open source programming language with excellent scientific libraries.
If you work through the majority of the course and do the exercises, you will learn
* how to analyze a number of fundamental economic problems, from job search and neighborhood selection to optimal fiscal policy
*the core of the Python programming language, including the main scientific libraries
*good programming style
*how to work with modern software development tools such as debuggers and version control
*a number of mathematical topics central to economic modeling, such as
1) dynamic programming
2) finite and continuous Markov chains
3) filtering and state space models
4) Fourier transforms and spectral analysis
Look, I enjoyed studying Markov chains as much as the next guy in grad school–actually I think the guy sitting next to me in class hated them–but I think the above is a perfect illustration of the problem with modern, mathematical economics. The world is not stuck in a terrible recession right now, because too few people understand Fourier transforms.