Some useful readings

Modern Macroeconomic Models as Tools for Economic Policy, Kocherlakota 2009

Empirical Macroeconomics, Sims & Sargent, Nobel Prize

Is Everything You Hear About Macroeconomics True?, Lecture by Wouter Den Haan

How Empirical Evidence does or does not influence economic thinking?, Lecture by Christopher Sims

before coding, you should know that.