Como crio um arquivo CSV do banco de dados em Python?

import csv
import sqlite3

from glob import glob; from os.path import expanduser
conn = sqlite3.connect( # open "places.sqlite" from one of the Firefox profiles
    glob(expanduser('~/.mozilla/firefox/*/places.sqlite'))[0]
)
cursor = conn.cursor()
cursor.execute("select * from moz_places;")
with open("out.csv", "w", newline='') as csv_file:  # Python 3 version    
#with open("out.csv", "wb") as csv_file:              # Python 2 version
    csv_writer = csv.writer(csv_file)
    csv_writer.writerow([i[0] for i in cursor.description]) # write headers
    csv_writer.writerows(cursor)