Markov switching bayesian VAR

The manual ( tells us that ms_estimation command has coefficients_prior_hyperparameters option that equals by default to [1.0 1.0 0.1 1.2 1.0 1.0]. What do "tightness for A0 and A+ " and "relative tightness for A+ " mean (first and second hyperparameters)? Are these standard deviations? And is there needed any normalization of data or Dynare does this by itself?

Thank you in advance

The notation here follows Sims/Zha (1998): Bayesian Methods for Dynamic Multivariate Models, International Economic Review, See also