The power, speed, and versatility of Python and its body of packages make it an increasingly useful tool for those working with macroeconomic data. I’ve written a few examples of how this open-source programming language can be used to work with real-world economic data.
Examples of Python for Macroeconomic Data Analysis:
Using the IMF Data API: Direction of Trade Statistics (DOTS) more complete example
Introductory level: Data Camp Intro to Python for Data Science
Intermediate: Data analysis in Python with pandas (Wes McKinney demonstration video)