@article{approximatebayesianinferenceand,
  title = {Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs},
  author = {Martin Feldkircher and Florian Huber and Gary Koop and Michael Pfarrhofer},
  year = {2021},
  eprint = {2103.04944},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2103.04944v2},
}