Kevin Lee's research interests are primarily in the econometric analysis of macroeconomic performance, business cycles, the determination of inflation and the operation of the labour market. He has a particular interest in investigating the use of models in decision-making and forecasting, including the use of real-time and survey data. His research often focuses on the role of interdependencies in applied economics, including work on cross-country interactions in global systems and sectoral and individual (industry/region/sex/age) interactions in national systems.