@article{dynamicshrinkagepriorsforlargetime,
  title = {Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods},
  author = {Niko Hauzenberger and Florian Huber and Gary Koop},
  year = {2020},
  eprint = {2005.03906},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2005.03906v2},
}