@techreport{378a84c8781b4e6e8516561727c82ffc,
title = "Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis",
abstract = "This technical appendix to the discussion paper provides a detailed description of the Gibbs sampler for Bayesian estimation, the draw parameters for the measurement and latent risk equations, as well as priors and prior sensitivity analysis. ",
keywords = "Bayesian analysis, liquidity risk, credit risk, financial crisis, Bayesian estimation, Gibbs sampler",
author = "Deborah Gefang and Gary Koop and Potter, \{Simon M.\}",
note = "This is a technical appendix to discussion paper Understanding Liquidity and Credit Risks in the financial crisis, published in volume 11, issue 14 of the Strathclyde Discussion Papers in Economics (2011).",
year = "2010",
month = oct,
day = "31",
language = "English",
series = "Strathclyde Discussion Papers in Economics",
publisher = "University of Strathclyde",
type = "WorkingPaper",
institution = "University of Strathclyde",
}