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This is a collection of the author's contributions to the philosophy, theory and application of Bayesian analysis as it relates to statistics, econometrics, and economics. It shows how Bayesians have helped researchers and analysts to become more effective in learning from data and making decisions. Bayesian and non-Bayesian approaches are compared in several papers. Other papers include theoretical and applied results on estimation, model comparison, prediction, forecasting, prior densities, model formulation and hypothesis testing.