Books and Monographs

1. MCMC - Stochastic Simulation for Bayesian Inference. Gamerman and Lopes (2006). Chapman & Hall/CRC. The website is http://www.dme.ufrj.br/mcmc
2. A First Course in Bayesian Econometrics. Lopes and McCulloch (2012). Wiley.
3. Bayesian Inference in Factor Asset Pricing Models. Carvalho, Lopes and McCulloch (2012). Chapman & Hall/CRC.
4. Decision Theory: Principles and Approaches. Parmigiani and Inoue (2009) with contributions by Lopes. Wiley.
5. Analise Bayesiana de Decisoes: Aspectos Praticos. Migon and Lopes (2002). Associacao Brasileira de Estatistica Sao Paulo, Brazil.
6. Co-integracao: Enfoques Classico e Bayesiano. Lopes and Rocha-Lima (1995) Associacao Brasileira de Estatistica, Sao Paulo, Brazil.