Nombre(s) / Name(s):

José Miguel

Apellido paterno / Last name:

Torres

Apellido materno:

-

Grado académico / Academic degree:

Dr. / Ph.D.

Centro / Center:

Centro de Estudios Económicos

Nombramiento / Title:

Profesor – Invitado

CV breve / Short Vita:

José Miguel Torres es Contador Público (Instituto Tecnológico de Estudios Superiores de Monterrey), maestro en Economía (Instituto Tecnológico Autónomo de México), y doctor en Economía (Harvard University). José Miguel Torres se incorporó en 2010 como profesor-invitado al Centro de Estudios Económicos de El Colegio de México, en donde imparte cursos de Macroeconomía, Finanzas, y Economía y Psicología. Su investigación incluye artículos sobre la dinámica de los mercados de renta fija y cambiario, la estructura temporal de tasas de interés, y la relación entre finanzas y macroeconomía. También trabaja en la aplicación de métodos de física matemática en economía, y en finanzas y psicología. Su filosofía de investigación es que aunque es algo totalmente no-matemático, impreciso, e inexacto, la intuición económica es absolutamente necesaria para un economista.

José Miguel Torres holds a B. A. in Accounting from Tecnológico de Monterrey, an M.A. in Economics from ITAM, and a Ph.D. in Economics from Harvard University. José Miguel joined the Economics Department of El Colegio de México in 2010 as a visiting professor, where he teaches Macroeconomics, Finance, and Behavioral Economics. His research includes articles on the dynamics of the fixed-income and currency markets, the term structure of interest rates, and the intersection of finance and macroeconomics. He is also working on mathematical physics with applications in economics, and behavioral economics. His stance on research is that economic intuition is a completely unmathematical, imprecise, and inexact thing, but absolutely necessary for an economist.

Líneas de investigación / Research topics:

C32 Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Models
C36 Instrumental Variables (IV) Estimation
C38 Classification Methods; Cluster Analysis; Factor Analysis
C46 Specific Distributions; Specific Statistics
C58 Financial Econometrics
C6 Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
E21 Consumption; Saving; Wealth
E22 Capital; Investment; Capacity
E31 Price Level; Inflation; Deflation
E37 Forecasting and Simulation; Models and Applications
E43 Interest Rates: Determination, Term Structure, and Effects
E44 Financial Markets and the Macroeconomy
E47 Forecasting and Simulation; Models and Applications
E52 Monetary Policy
F31 Foreign Exchange
F37 International Finance Forecasting and Simulation; Models and Applications
G1 General Financial Markets
G3 Corporate Finance and Governance
L0 General (Industrial Organization)

Proyectos de investigación / Research projects:

• (2010). “Path Integrals and Options”. Working paper, Colmex and UNAM (with Alberto Guijosa).
• (2010). “Statistical Thermodynamics of Economic Systems”. Working paper, Colmex and UNAM (with Hernando Quevedo).
• (2010). “Psicología y Economía”. Textbook manuscript, Colmex and Banamex (with Hilda Ramirez).
• (2010). “La Estructura Temporal de las Tasas de Interés, el Caso de México”. Working paper, Colmex.
• (2010). “Expectativas de Política Monetaria Implícitas en Swaps de TIIE”. Working paper, Colmex.
• (2010). “Tenencias de Valores Gubernamentales, el Caso de México”. Working paper, Colmex.
  

Libros /Books:

• (2010). “Psicología y Economía”. Textbook manuscript, Colmex and Banamex (with Hilda Ramírez).

Artículos y capítulos de libros /Articles and book chapters:

• (2010). “La Estructura Temporal de las Tasas de Interes, el Caso de Mexico”. Working paper, CIDE.
• (2010). “Expectativas de Politica Monetaria Implícitas en Swaps de TIIE”. Working paper, CIDE.
• (2010). “Tenencias de Valores Gubernamentales, el Caso de Mexico”. Working paper, CIDE.
• (2010). “Psicología y Economía”. Textbook manuscript, CIDE (with Hilda Ramirez).
• (2010). “Vinculación entre Sector Productivo y Universidades, el Caso de Mexico”. Working paper, CIDE (with Sergio Cardenas).
• (2008-2010). Several research and analysis pieces published by the economic-studies unit at Citi LatAm. The following one-off pieces stood out: The TIIE swaps market, inflation expectations in Mexico and Brazil, the Mexican output gap, the M-Bonos market, the FX inflationary pass-through, and the dynamics of the economic links between Mexico and the US. In addition to this, on a regular basis I published pieces for the daily and monthly publications on (i) the local FI markets, (ii) pension funds’ portfolios, and (iii) the FX market.
• (2009). “FAPPA y PROMUSAG, un Análisis”. CIDE (with Sergio Cárdenas).
• (2009). “Psicología y Economía”. Finanzas Publicas (with Hilda Ramírez).
• (2009). “International Portfolio Choice: Exchange Rate and Systemic Risks”. EconoQuantum.

Cubículo /Office number:

4514

Teléfono / Telephone*:

5449 3000 ext. 4114

Secretaria / Secretary:

Marisela Hernández (ext. 3150)

Correo-e /E-mail*:

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Página web personal / Personal website:

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Blog:

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