(Macro)econometrics book recommendation I am looking for good econometrics books for self-study. 
I am strongly interested in macroeconomics and monetary economics/policy, so that I try to build up knowledge in econometrics especially for these fields. 
At first I am looking for a basic introductory book but also for a book, which covers time series methods, VAR and so on (so macroeconometrical topics in general, I guess). 
Applications are more interesting for me than pure theory, so the book(s) shouldn't be too theoretical. 

Some more information about me: I study mathematical economics on graduate level and I bring prior knowledge in (measure theory based) probability theory. 

Maybe one of you guys could help me :) 
Thanks in advance!
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.