Computer Tools for Economics (CTE)

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Class schedule

Syllabus

Useful links

• The bible of WWW: www.w3c.org.
• Working paper archives: ideas.repec.org, econwpa.wustl.edu, papers.ssrn.com.
• NETwork in EConomics: netec.mcc.ac.uk.
• Data and more: www.nber.org/data, www.economagic.com.
• Jobs and more: www.inomics.com.
• R, a programming environment: cran.r-project.org.
• Optimize on the net: www-neos.mcs.anl.gov.

Reading list

Download the slides Last Update: nov 7-th

• General material
  • Eudora, mac/win mail client.
  • MuPad, mac/win Computer Algebra System (CAS). Download the best tutorial I have found on the website.
  • R, mac/win programming environment and much more.
  • AlphaX, mac powerful and customizable editor (type AlphaX in the search box on Versiontracker). If you are a win user, give a chance to Winedt.

• Lecture 1. Please download a Secure Shell (SSH) and Secure FTP client. Win users can find the programs at www.ssh.com (exact url) or searching at the Tucows Archive. Mac users have already the software, using "Terminal". If you want a more sophisticated interface download "Fetch" or "Cyberduck" (search for them at Versiontracker, for example).

  Some extra information on bc and Unix in general can be found here. Keep in mind the define: Google command, see this page.

• Lecture 2. An introduction to tagged typesetting and HTML. Skim some material at www.w3c.org for a primer. We will learn how to write and arrange on the proper servers your webpage. Pleas ask to the university computer center for an account on the servers helios and venus. You won't be able to have your webpage like http://venus.unive.it/your_name without an account.

• Lecture 3. R, language and environment for statistical computing and graphic. The Comprehensive R Archive Network contains a lot of material, binaries, documentation, packages... Download the "official" manual that contains the session used in class (see page 78).
  You asked how to create a directory from R and I did not know the answer. I studied the problem (which I always solved just creating a dir using the OS before running R) and indeed it can be done "inside" R: use the function dir.create. The basic syntax is dir.create("nome_directory"). Thank you, I now know something new!

• Lecture 4. Some advanced applications with EXCEL. We see how to do "loops" in a spreadsheet by dragging formulas (Newton method for univariate and bivariate systems of equations). The solver can be used to solve optimization problems (with equality, inequality, binary and integer constraints). Moreover some coding can easily be done using Visual basic. Download this spreadsheet to see examples (with comments). There are four worksheets named "Newton", "BiDimNewton", "Solver-optimization" and "Visual basic coding".

• Lecture 5. Computer Algebra Systems. An exploration of some symbolic, graphical and numerical capabilities. Solution of a full set of Lagrange-Karush-Kuhn-Tucker conditions, example of utility maximization in a CARA normal world and a bidimensional integral.

• Lecture 6. LaTex and more. A good source of information is the Mac-TeX page, plenty of material is useful to Windows users as well (see the section references). My favourite introduction is The not so short introduction to LaTex. References can be maintained using BibTeX and presentations can be created using Prosper (here is a nice tutorial).
  Some windows users asked for good LaTex engines and editors: try WinEdt, with a lot of features to "save typing", and MiKTeX (the site is providing installers and documentation).

  Read a strong argument in favor of tagged typesetting against standard WYSIWYG word processing tools.

• Lecture 7. Web resources for economists, in no particular order of importance:
  1. JSTOR: forever young papers, citations and bibtex entries... Rememeber that you should use it from unive network to download papers. Bibsonomy: if you care about classification of yours papers, use this collaborative web site.
  2. CiteSeer (ResearchIndex.org): working paper archive with nice features, like similar documents, bibtex entry, many formats;
  3. Google world. Just a remainder that there is more than a vanilla search: scholar.google.com, books.google.com and www.gmail.com. Type the query define:object to find definitions of the object, filetype:pdf to restrict search to pdf files and site:unive.it to restrict search to the unive.it pages;
  4. American Mathematical Society: www.ams.org and try the Mathematical Reviews lookup. Think about becoming a reviewer: it's useful, it's (also some) fun!
  5. Many online articles are available at the site of bibliographic services of Unive. This link points directly to electronic journals, this one to the online bibliographic databases, notably Econlit.
  6. Stay tuned on Inomics: jobs, positions and conferences;
  7. RePEc: research papers in economics. See also the search engine IDEAS, where you can create your own author page and download statistics;
  8. Other archives: SSRN.
  9. Data, papers and research of outstanding quality: NBER (National Bureau of Economic Research);
  10. Nearly everithing on earth: WEBEC and Economics and Economists Resources (thanks to Taryin for the suggestion!);
  11. Fresh data and charts: Economagic (this regexp might help <font[^>]*>[^<]*</fon.[^>]*>). Financial data are available on Yahoo Finance (click on charts and "historical prices");
  12. David Levine's page: click on "Economic Theory News" to find updates, news and a collection of free books;
  13. Long life to Wikipedia and MathWorld.

• Lecture 8. Introduction to STATA. I'm providing a .do file (that contains a few basic useful commands) and links to some STATA tutorial. I'm using Intercooled STATA 8.2 (there is version 10 around nowadays). You can use the .do file in two ways: using the menu file - do to execute the file (any text file can be used) or copying/pasting the commands to see things step by step. type "help command" to see more info. The file is creating some normal variables and a dependent heteroskedastic variable, performs a regression a does some formal and graphical tests of heteroskedasticity.

  A good tutorial is available. Try this one (in english) or this one (in italian).

  Please drop me an email (paolop@unive.it) if you wish to participate to the following lectures. If I do not get any email by you within mondays nov 26-th and dec 3-rd, respectively, the lectures will not be held without further notice.

• Lecture 9, nov 27-th. Sweave: the sort of homepage of the Sweave project is http://www.ci.tuwien.ac.at/~leisch/research/statcomp.html. A manual can be found here. Google "sweave" to find some useful articles and examples.

  Do you have a serious optimization problem? Give a try to the NEOS server.

• Lecture 10, dec 4-th. Computational economics. I have shown two famous models by Arthur and Schelling, whose original contribution was published in book "Micromotives and Macrobehavior, Norton, New York, 1978", available at the BEC library. Another good paper about Schelling's model was written by Pancs and Vriend. This nicely written paper by Granovetter is an illuminating reading about thresholds.

  If you want some fun, rerun the code for spatial segregation and El Farol bar. Just save the files (simple text) and type source("right_path") in R.

  Another source of interesting examples is the home page os the R package simecol.

  Have a look at Tesfatsion Agent-Based Computational economics page to see many diffent facets of this area. Read the syllabus of the 2-nd year phd course taught by me, there is a lenghty and (hopefully) interesting bibliography.

  Do not hesitate to contact me for further information or any other need.

  
  

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