Python makes it easy to retrieve and analyze economic data. These tutorials show how to access data from major sources—IMF, BLS, and Census—using open-source libraries. Additional guides covering other economic data APIs are available in the econ_data/APIs section of my GitHub.
I recommend the miniconda distribution of Python, which includes Python, Conda (package manager), and pip. You can then install packages like NumPy, Pandas, and Jupyter with conda install.