@article{highdimensionalmacroeconomicforecasting,
  title = {High-dimensional macroeconomic forecasting using message passing algorithms},
  author = {Dimitris Korobilis},
  year = {2020},
  eprint = {2004.11485},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2004.11485v1},
}