(Macro)econometrics book recommendation
For a first look at econometrics, I would recommend Stock and Watson, Introduction to Econometrics. Not only does this book cover the basics well, it gives good, clear treatment of causal inference in econometrics. It covers time series topics, including VARs. For more advanced treatments, I would suggest Fumio Hayashi's Econometrics.

If you feel like you have a grasp on these, you could then look at econometrics books that deal more specifically with macroeconomics. I like the book Structural Macroeconometrics. Others include Methods for Applied Macroeconomic Research and Applied Macroeconometrics.