We have it from John Stuart Mill's autobiography that "the only one 
of the imaginative arts from which I had from childhood taken great 
pleasure, was music". and then he goes on to describe how he lost all 
joy during his mental breakdown. He again reached out to music as he 
started the recovery and although his emotional response was now more 
tempered, he describes his new exposure to Carl Maria von Weber's 
opera Oberon, "the delicious melodies" of which did him much good. 
Mill also mentions Mozart's music , but differently, in the same paragraph.

I would find it fascinating to learn what music any of the great 
economists liked, for example Mill before the breakdown; but to start 
a lecture on them with that information would require more than a 
passing acquaintance with the great music as well.  Ah well...

Sumitra Shah