I have a background in Finance and have become pretty interested in Macroeconomics as a graduate student. However the time is limited and I want to focus on econometrics part of Macroeconomics. In that case, could someone please give me tell me what are the main econometrics methods I should learn in Macroeconomics？In Finance we focus on models like ARMA and GARCH, how about Macroeconomics? I've learned VAR before. I also heard about the simultaneous equations, are those for Macro? What are methods that econometricians came up to handle Lucas's Critique? What might be a good book to learn Macro econometrics?
Thanks in advance!