Someone put a reading list together, so I'd recommend taking a look at it. From the books on there that I've read, I think it's a pretty good list. Can't speak on the ones I haven't read though.
My first recommendation is almost always Democracy: The God that Failed by Hans-Hermann Hoppe. It's more Libertarian than anything, but I think you'll still get a lot out of it as an absolutist.
There's always the classics, De Monarchia by Dante*, De Regno* by Aquinas*, Patriarcha* by Filmer, Leviathan by Hobbes.
Most of my other recommendations would be general history/philosophy books. Honestly, that's been most of my reading, and most of those aren't actively trying to make a case for monarchy as much as just looking at the facts. In case you're interested, I'd recommend Cambridge Studies in Medieval Life and Thought. Have a look through the titles, and see if there's something that catches your eye.