Why do I have trouble coming up with things to respond with when people say things to me?

Like when someone at work tells me a joke I almost always don't know what to say, even when it's obvious that there could be something to say back to it.

Or when it's just a regular conversation. It doesn't last long for me because it quickly comes to a point where all I can come up with is "Yeah" and nothing more.

But I watch other people carry on conversations and make it look easy. It's like magic to me how they just think of things to say right on the spot.