For $n\geq 3$ and $r\geq n$, we show that there are rank-$r$ vector bundles on $\mathbb{P}^n$ with arbitrary homological dimension. We apply the Bernstein-Gel'fand-Gel'fand correspondence to translate the vector bundle question into a problem on modules over the exterior algebra. Then, we use linear algebra to construct the desired modules.PDF: Large rank simple bundles of all homological dimensions.pdf