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Christian, Friedrich ; Pierre, Guerin ; Pierre, Guérin ; Christian, Friedrich. (2016) The Dynamics of Capital Flow Episodes.
In: Staff Working Papers. RePEc:bca:bocawp:16-9.

Full description at Econpapers

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We follow Benati (2014) for the presentation of the prior distributions and the simulation of the posterior distribution. C.1 Prior Distributions The model has two sets of time-varying coefficients, the αts and the bij,ts, as well as a stochastic volatility model for the diagonal elements of Ht (i.e., the hi,ts).

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