A while back, I mentioned this essay by Jesús Fernández-Villaverde, which at the time was not on line. Now it is there. I think it gives a useful history and perspective on macroeconometrics. Note in particular his discussion of the unit root controversy, which recently surfaced on a number of blogs.
He also sent me a link to this essay. If you go back to my lost history essay, you will see my perspective, which differs from his second essay.