Best Sellers, Microeconomics, Game Theory, Information Economics, Mathematical Economics, Macroeconomics, Econometrics, Business, Investing!

For the most part, book suggestions for each field are partially ordered, starting with introductory books and ending with advanced books.
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Best Sellers
Microeconomics
Game theory
Theory of the firm, economics of uncertainty and information, contract theory, auction theory
Mathematical economics
Macroeconomics
Econometrics

Microeconomics

Principles of Microeconomics by N. Gregory Mankiw (Popular book)

Principles of Microeconomics by Karl E. Case and Ray C. Fair (My favorite principles book)

Microeconomics by Robert S. Pindyck and Daniel L. Rubinfeld (Solid intermediate micro book)

Microeconomics by David A. Besanko and Ronald Braeutigam (My favorite intermediate micro book; it has great examples)

Microeconomics by Michael L. Katz and Harvey S. Rosen (Excellent, but hard, intermediate micro book)

Microeconomic Analysis by Hal R. Varian (Advanced micro theory book; used to be the bible of graduate micro)

Advanced Microeconomic Theory by Geoffrey A. Jehle and Philip J. Reny (Micro theory at the Master's or first-year Ph.D. level)

Advanced Industrial Economics by Stephen Martin

The Theory of Industrial Organization by Jean Tirole (Graduate I.O. book).

A Course in Microeconomic Theory by David M. Kreps (Ph.D. level micro theory)

Microeconomic Theory by Andreu Mas-Colell, Michael D. Whinston and Jerry R. Green (The bible of Ph.D. micro theory)

Game theory

Strategy : An Introduction to Game Theory by Joel Watson (Good introductory game theory book at the intermediate level and above; it combines contract theory with game theory)

Game Theory for Applied Economists by Robert Gibbons (Good advanced undergraduate, or beginning graduate, game theory book)

An Introduction to Game Theory by Martin J. Osborne (Good advanced undergraduate and introductory graduate game theory book)

A Course in Game Theory by Martin J. Osborne and Ariel Rubinstein (Solid game theory book at the graduate level)

Game Theory : Analysis of Conflict by Roger B. Myerson (Excellent game theory book)

Game Theory by Drew Fudenberg and Jean Tirole (The bible of game theory at the graduate level)

Evolutionary Game Theory by Jorgen W. Weibull (Advanced level)

The Theory of Learning in Games... by Drew Fudenberg and David K. Levine (Advanced level)

Theory of the firm, economics of uncertainty and information, contract theory, auction theory

Economics, Organization and Management... by Paul Milgrom and John Roberts (Read this book)

The Firm, the Market, and the Law by Ronald H. Coase

The Nature of the Firm: Origins, Evolution, and Development by Oliver E. Williamson and Sidney G. Winter (Eds.)

Markets and Hierarchies : Analysis and Antitrust Implications by Oliver Williamson (Ed.)

The Economic Institutions of Capitalism: Firms, Markets, Relational Contracting by Oliver E. Williamson

The Limits of Organization by Kenneth Joseph Arrow

Institutions, Institutional Change and Economic Performance by Douglass C. North

Foundations of Organizational Strategy by Michael C. Jensen

A Theory of the Firm: Governance, Residual Claims, and Organizational Forms by Michael C. Jensen

Firms, Contracts, and Financial Structure by Oliver Hart

The Economics of Information: Lying and Cheating in Markets and Organizations by Ian Molho (Good introductory book on the economics of information, but limited availability)

The Analytics of Uncertainty and Information by Jack Hirshleifer and John G. Riley

An Introduction to the Economics of Information: Incentives and Contracts by Ines Macho-Stadler J. David Perez-Castrillo and Richard Watt (Translator)

The Economics of Contracts: A Primer by Bernard Salanie

A Theory of Incentives in Procurement and Regulation by Jean-Jacques Laffont and Jean Tirole (Read this book)

The Theory of Incentives: The Principal-Agent Model by Jean-Jacques Laffont and David Martimort

Contract Theory by Patrick Bolton and Mathias Dewatripont (Solid book in contract theory)

The Economics of Uncertainty and Information by Jean-Jacques Laffont (Graduate level)

Auction Theory by Vijay Krishna

Mathematical economics

Fundamental Methods of Mathematical economics by Alpha C. Chiang (Standard advanced undergraduate, beginning graduate math book)

Elements of Dynamic Optimization by Alpha C. Chiang

Dynamic Optimization : The Calculus of Variations and Optimal Control... by Morton I. Kamien and Nancy L. Schwartz (Standard calculus of variations and optimal control book)

Mathematical Economics by Akira Takayama (Good reference for advanced math)

Mathematics for Economists by Carl P. Simon and Lawrence Blume (IMHO, the best math econ book around)

Macroeconomics

Principles of Macroeconomics by N. Gregory Mankiw

Macroeconomics by N. Gregory Mankiw

Macroeconomics: An Integrated Approach by Alan J. Auerbach and Laurence J. Kotlikoff

Macroeconomics by Robert J. Barro

Macroeconomics by Rudiger Dornbusch, Stanley Fischer and Richard Startz

Monetary Theory and Policy by Carl E. Walsh

Macroeconomic Theory by Thomas J. Sargent

Advanced Macroeconomics by David Romer

Lectures on Macroeconomics by Olivier Jean Blanchard and Stanley Fischer

Economic Growth by Robert Barro and Xavier Sala-i-Martin

Endogenous Growth Theory by Philippe Aghion and Peter W. Howitt

Intertemporal Macroeconomics by Costas Azariadis

Dynamic Macroeconomic Theory by Thomas J. Sargent

Recursive Methods in Economic Dynamics by Nancy L. Stokey and Robert E. Lucas (Editors)

Recursive Macroeconomic Theory by Lars Ljungqvist and Thomas J. Sargent

Econometrics

Econometric Models and Economic Forecasts by Robert S. Pindyck and Daniel L. Rubinfeld (Good intermediate econometrics book)

Introductory Econometrics: A Modern Approach by Jeffrey Wooldridge

A Guide to Econometricsby Peter Kennedy (Read this book)

Limited Dependent and Qualitative Variables... by G. S. Maddala

Advanced Econometrics by Takeshi Amemiya (Advanced econometrics book)

Econometric Analysis by William H. Greene (Excellent advanced econometrics book)

Generalized Method of Moments Estimation by Laslo Matyas (Editor)

Time Series Models for Business and Economic Forecasting by Philip Hans Franses

Applied Econometric Times Series by Walter Enders (Editor)

Time Series Analysis by James D. Hamilton (Excellent advanced book)

Forecasting Economic Time Series by Michael Clements and David F. Hendry

Forecasting Non-Stationary Economic Time Series by Michael P. Clements and David F. Hendry

Unit Roots, Cointegration, and Structural Change by G. S. Maddala and In-Moo Kim

The Econometric Modelling of Financial Time Series by Terence C. Mills

The Econometrics of Financial Markets by John Y. Campbell, Andrew W. Lo and Archie Craig MacKinlay

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