Research Agenda in a Nutshell
There is mounting evidence that individual expectations are predictive of subsequent realizations of idiosyncratic risk even when other information available to an econometrician is taken into account. This suggests that individuals possess advance information on their individual risks such as future job losses, earnings, and mortality. In my recent research, I'm working on integrating the empirical findings in quantitative-theoretical macro models to understand whether individual expectations matter, for example, for household consumption-saving decisions or for the existence of a private unemployment insurance market. If you want to know about my work in this area, here are links to recent papers:
On The Existence of Private Unemployment Insurance with Advance Information on Future Job Losses (2023), with Piotr Denderski, Journal of Public Economics. Online Appendix.