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Indo-European Linguistics - my library
By an Amazon.com customer
Introduction to Indo-European LinguisticsIntroduction to Indo-European Linguistics by Oswald J. L. Szemerenyi
Buy new: $60.00 / Used from: $42.00
My favorite basic reference .
Comparative Indo-European Linguistics: An IntroductionComparative Indo-European Linguistics: An Introduction by Robert S. P. Beekes
Buy new: $39.16 / Used from: $28.49
more structured than Szemerenyi, a bit more "popular".
A Dictionary of Selected Synonyms in the Principal Indo-European Languages:  A Contribution to the History of IdeasA Dictionary of Selected Synonyms in the Principal Indo-European Languages: A Contribution to the History of Ideas by Carl Darling Buck
Buy new: $51.00 / Used from: $23.82
I keep this book near my bed :) it is a treasure.
The American Heritage Dictionary of Indo-European Roots : Second EditionThe American Heritage Dictionary of Indo-European Roots : Second Edition by Calvert Watkins
very basic, but fun if you're looking for a quick reference.
Indogermanisches Etymologisches Woerterbuch   Set 2 vols.Indogermanisches Etymologisches Woerterbuch Set 2 vols. by Julius Pokorny
Buy new: $595.00 / Used from: $285.00
Pokorny - *the* dictionary of IE roots. A must if you are serious (and rich).
Indo-European and the Indo-Europeans: A Reconstruction and Historical Analysis of a Proto-Language and a Proto-Culture (Trends in Linguistics: Studies ... Linguistics. Studies and Monographs [Tilsm])Indo-European and the Indo-Europeans: A Reconstruction and Historical Analysis of a Proto-Language and a Proto-Culture (Trends in Linguistics: Studies ... Linguistics. Studies and Monographs [Tilsm]) by Thomas V. Gamkrelidze
Buy new: $274.00 / Used from: $450.21
a brilliant, if somehow controversial, book.
Indo-European Language and Society (Miami linguistics series no. 12)Indo-European Language and Society (Miami linguistics series no. 12) by Emile Benveniste
fascinating study of IE society as can be seen through the common IE words and their meanings.
A Dictionary Of Tocharian B (Leiden Studies in Indo-European 10)A Dictionary Of Tocharian B (Leiden Studies in Indo-European 10) by Douglas Q. Adams
Buy new: $310.50
necessary for the study of Tocharian B. Excellent.
Tocharian Historical Phonology and Morphology (American Oriental Series)Tocharian Historical Phonology and Morphology (American Oriental Series) by Douglas Q. Adams
Buy used from: $62.54
All books by prof. Adams are recommented. This one is important for the study of Tocharian, or for a general reference on IE.
Vedic GrammarVedic Grammar by A. A. Macdonell
Buy used from: $171.28
indispensible if you intend to study Vedic
The Medium in the Rgveda (Orientalia Rheno-Traiectina)The Medium in the Rgveda (Orientalia Rheno-Traiectina) by Jan Gonda
Buy used from: $177.94
you don't necessarily need this one, but look for Gonda's books on the Vedic language.
A Rgvedic Word Concordance (Publication / Middle American Research Institute) 2 Volume SetA Rgvedic Word Concordance (Publication / Middle American Research Institute) 2 Volume Set by Alexander Lubotsky
Buy new: $125.00
this concordance is very important for Vedic, probably less important for general IE.
Greek GrammarGreek Grammar by Herbert Weir Smyth
Buy new: $44.38 / Used from: $30.72
a basic Greek grammar, very good.
Old Prussian Grammar: The Phonology and Morphology of the Three CatechismsOld Prussian Grammar: The Phonology and Morphology of the Three Catechisms by William R. Schmalstieg
meet Old Prussian - an extinct Baltic language, and W. Schmalstieg, the brilliant scholar.
Old Church Slavonic GrammarOld Church Slavonic Grammar by Horace G. Lunt
Buy new: $41.23 / Used from: $37.94
a must, but you will be happier with an earlier edition.
An Introduction to Old Russian (Journal of Indo-European Monograph Series No 15)An Introduction to Old Russian (Journal of Indo-European Monograph Series No 15) by William R. Schmalstieg
Buy used from: $124.48
this introduction to Old Russian is excellent; before this we had , for the English speaker, "History of Russian" by Matthews. It was awful.
The Slavonic Book of Esther: Text, Lexicon, Linguistic Analysis, Problems of Translation (Harvard Ukrainian Research Institute Publications)The Slavonic Book of Esther: Text, Lexicon, Linguistic Analysis, Problems of Translation (Harvard Ukrainian Research Institute Publications) by Horace G. Lunt
Buy new: $42.00 / Used from: $38.55
this probably doesn't belong here, but I couldn't resist. I was Prof. Taube's apprentice :)
An Introduction to Old NorseAn Introduction to Old Norse by E. V. Gordon
Buy new: $72.76 / Used from: $48.83
not the best book for the very advanced, but you have to start somewhere. Classic.
The Poetic Edda: Essays on Old Norse Mythology (Garland Medieval Casebooks)The Poetic Edda: Essays on Old Norse Mythology (Garland Medieval Casebooks) by Paul L. Acker
Buy new: $110.56 / Used from: $94.95
waiting for this one for two years now.
Grammar of Middle Welsh (Mediaeval & Modern Welsh) (English and Welsh Edition)Grammar of Middle Welsh (Mediaeval & Modern Welsh) (English and Welsh Edition) by D.Simon Evans
Buy used from: $40.00
this classic Middle Welsh grammar is recommended.
A Grammar of Old Irish (Irish language: grammar)A Grammar of Old Irish (Irish language: grammar) by Rudolf Thurneysen
Buy used from: $74.15
a book almost as impossible as Old Irish itself. Good luck!
How to Kill a Dragon: Aspects of Indo-European PoeticsHow to Kill a Dragon: Aspects of Indo-European Poetics by Calvert Watkins
Buy new: $36.00 / Used from: $30.10
and for treat: Calvert Watkins! This study is exemplary and fascinating.