David Backus
Teaching materials
I have an open source attitude toward teaching materials: anyone is welcome to the complete collection long as they mention the source. In some cases, authorship includes my NYU colleagues. In most cases, complete sets of materials are posted in GitHub respositories. The local NYU standard is now: notes in LaTeX, slides in Powerpoint or LaTeX/Beamer, and data input and graphics in Stata, R, Matlab, or Python, depending on the course and vintage. If you have questions, send them my way.
Current course websites
- Data Bootcamp. Economic and financial data and the Python tools to work with it effectively. Aimed at programming newbies. Materials: repository, online book.
- Macroeconomics/Global Economy. Two names for the same course. We use macroeconomics as a tool to assess economic and business conditions in countries. We talk about lots of countries, including China, India, and France -- and Argentina as a continuing source of humor. Repositories: Amazon book, course materials.
- Macroeconomic Foundations for Asset Prices. An introduction to the mathematics of asset pricing and its macroeconomic foundations. Uses calculus intensively, Matlab for fun. Repository: MFAP.
- SQL Bootcamp. Sarah Beckett-Hile's non-credit mini-course on SQL databases for business students. Alums tell us this is an essential skill in the business world.
- Advice for PhD students: overall | second year | third year
Old course materials (no guarantees)
- MBA Macroeconomics (Old notes (ps) | Roubini version)
- PhD International Macro (2009 version with Ruhl | 2004 version)
- Remarks to PhD students in international finance (2012)
- Debt Instruments and Markets (MBA Course B40.3333)
- Advanced Fixed Income Analytics for Financial Professionals (MBA Course B40.3176)
- Notes on Bond Pricing for PhD students and advanced MBAs