MATLAB is used by many Economics educators to teach computation due to its built-in capabilities for working with time series data, performing fast numerical computations, and visualizing results of analyses. MATLAB’s graphical desktop environment encourages exploration and learning for students with little to no programming background, while offering the full potential of the MATLAB language.

Educators have created many econometrics resources that are available for adoption and modification for use in future courses.

Curriculum Materials

• MATLAB Companion Course for Financial Econometrics (Kevin Sheppard, University of Oxford)
• Econometrics (Jiao Tong University)
• MATLAB Course for Students of Economics (University of Copenhagen)

Textbooks

• Foundations of Modern Macroeconomics, 3e
• Microeconometrics and MATLAB: An Introduction
• Computational Economics
• Computational Economics: A Concise Introduction
• Bayesian Econometrics

More Economics and Computational Finance books

Community Toolboxes and Apps

• Dynare: Software platform for handling a wide class of economic models
• IRIS Macroeconomic Modeling Toolbox
• Panel Data Toolbox for MATLAB
• Time Series Analysis and Forecast

Additional Resources

• MATLAB Onramp: Free, interactive, self-paced, online learning resource
• Getting Started with MATLAB: Introductory tutorials and videos about MATLAB
• Teach with Live Scripts: Example using MATLAB Live Editor to create interactive documents
• MATLAB Grader: Automatically grade MATLAB code
• Econometrics Examples in MATLAB

Data Sources

Datafeed Toolbox provides access to current, intraday, historical, and real-time market data from data providers such as Bloomberg^®, FactSet^®, FRED^®, Haver Analytics^®, IQFEED^®, Kx Systems^®, SIX Financial Information, and Thomson Reuters^®.

Additional dataset resources:

• FRED Economic Data (Federal Reserve Bank of St. Louis)
• Ken French’s Data Library (Dartmouth College)
• Finance Datasets at Data.gov (U.S. Federal Government)