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.