NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Macroeconomics and ARCH

James D. Hamilton

NBER Working Paper No. 14151
Issued in June 2008

---- Acknowledgements -----

Prepared for the Festschrift in Honor of Robert F. Engle (eds. Tim Bollerslev, Jeffrey R. Russell, and Mark Watson). The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.

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