Where did Rambam say he wrote a book about prophecy? Sources, please.
I heard Rabbi Manis Friedman talk about this in a lecture.
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He said that he intended to, but later abandoned the plan. From the Prefatory Remarks in Guide for the Perplexed:
In our commentary on the Mishnah we stated our intention to explain difficult problems in the Book on Prophecy and in the Book of Harmony. In the latter we intended to examine all the passages in the Midrash which, if taken literally, appear to be inconsistent with truth and common sense, and must therefore be taken figuratively. Many years have elapsed since I first commenced those works. I had proceeded but a short way when I became dissatisfied with my original plan. For I observed that by expounding these passages by means of allegorical and mystical terms, we do not explain anything, but merely substitute one thing for another of the same nature, whilst in explaining them fully our efforts would displease most people; and my sole object in planning to write those books was to make the contents of Midrashim and the exoteric lessons of the prophecies intelligible to everybody. We have further noticed that when an ill-informed Theologian reads these Midrashim, he will find no difficulty; for possessing no knowledge of the properties of things, he will not reject statements which involve impossibilities. When, however, a person who is both religious and well educated reads them, he cannot escape the following dilemma: either he takes them literally, and questions the abilities of the author and the soundness of his mind-doing thereby nothing which is opposed to the principles of our faith,--or he will acquiesce in assuming that the passages in question have some secret meaning, and he will continue to hold the author in high estimation whether he understood the allegory or not. As regards prophecy in its various degrees and the different metaphors used in the prophetic books, we shall give in the present work an explanation, according to a different method. Guided by these considerations I have refrained from writing those two books as I had previously intended.
(Friedlander translation, my emphasis)
Adding to @Alex's answer, this is also mentioned in Rambam's Commentary On The Mishna:
"And a hundred pages would not suffice just for this matter - and even if it was greatly shortened. And therefore I will leave it for its place, whether in the book of homilies that I have projected to write or in the books of prophecy1 that I am involved with or in the book that I will write to elucidate these principles." (source)
"...but is more appropriately to be discussed in the Book on Prophecy, which we mention (elsewhere)..."
"...I intend more fully to discuss this subject in my Book on Prophecy."
1 Translated "ספר נבואה" - Book of Prophecy (singular) in Rabbi Yitzchak Shilat's edition.