Books and monographs
- MCMC – Stochastic Simulation for Bayesian Inference. Gamerman and Lopes (2006). Chapman & Hall/CRC. The website is http://www.dme.ufrj.br/mcmc
- A First Course in Bayesian Econometrics. Lopes and McCulloch (2021+). Wiley.
- Decision Theory: Principles and Approaches. Parmigiani and Inoue (2009) with contributions by Lopes. Wiley.
- Analise Bayesiana de Decisoes: Aspectos Praticos. Migon and Lopes (2002). Associacao Brasileira de Estatistica Sao Paulo, Brazil.
- Co-integracao: Enfoques Classico e Bayesiano. Lopes and Rocha-Lima (1995) Associacao Brasileira de Estatistica, Sao Paulo, Brazil.