unicode - Conversion of strings like \uXXXX in python

Question

I have a string like uXXXX (representation) and I need to convert it into unicode. I receive it from 3rd party service so python interpreter doesn't convert it and I need conversion in my code. How do I do it in Python?

>>> s
u'\u0e4f\u032f\u0361\u0e4f'

Answer 1

>>> u'\u0e4f\u032f\u0361\u0e4f'.decode('unicode-escape')
u'u0e4fu032fu0361u0e4f'
>>> print u'\u0e4f\u032f\u0361\u0e4f'.decode('unicode-escape')
????