Research Agenda in a Nutshell
There is mounting evidence that individual expectations are predictive of subsequent realizations of individual risks even when other information available to an econometrician is taken into account. This suggests that individuals possess advance information on these risks, that is, they have fore-knowledge on 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 advance information matters, 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:
Advance Information and Consumption Insurance: Evidence and Structural Estimation (2023), with Marcelo Pedroni and Swapnil Singh, R&R at Journal of Monetary Economics.
Consumption Choices and Earnings Expectations: Empirical Evidence and Structural Estimation (2024), with Arne Uhlendorff.
On The Existence of Private Unemployment Insurance with Advance Information on Future Job Losses (2023), with Piotr Denderski, Journal of Public Economics. Online Appendix.