My Rules of Thumb by N. Gregory Mankiw
Doing Economics: What You Should Have Learned in Grad School―But Didn’t by Marc F. Bellemare
Interview with Fabio Canova by Barbara Rossi and Gergely Ganics.
A toolbox for VAR analysis by Ambrogio Cesa-Bianchi
Bayesian Macroeconometrics by Joshua Chan
Bayesian Econometrics Codes by Dimitris Korobilis
Empirical macro toolbox by F. Ferroni and F. Canova
Numerical Computing with MATLAB by Cleve Moler
Structural Vector Autoregressive Analysis by Lutz Kilian and Helmut Lutkepohl