The central task of absolute asset pricing is to understand and measure the sources of (aggregate or macroeconomic) risk that drive asset prices. Also, this is the central question of macroeconomics.
A lot of empirical work has documented to link between macroeconomics and finance. For example, expected returns vary across time and assets in ways that are linked to macroeconomic variables (or variables that also forecast macroeconomic events). A wide class of models suggests that a 'recession factor' lies behind many asset prices. Yet, theory lags behind; we do not have a well-described model that explains these interesting correlations.
There are also big difference between two disciplines. Standard macroeconomic models predict people really do not care much about business cycles (Lucas ). However, asset prices reveal that they do care about business cycles - that they forego substantial return premia to avoid assets that fall in recessions.
The goal of macroeconomics is for understanding the business cycle dynamics of aggregate quantities and prices, or long-run economic growth.