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Despite literary analysts' constant claims, JRR Tolkien insisted that his (LOTR series) books are not commentaries on class warfare, racism, the world wars etc. and that they are purely self-contained mythologies, irrespective of people's analyses and speculation, saying:

As for any inner meaning or "message", it has in the intention of the author none. It is neither allegorical nor topical.... I cordially dislike allegory in all its manifestations, and always have done so since I grew old and wary enough to detect its presence.
I much prefer history, true or feigned, with its varied applicability to the thought and experience of readers. I think that many confused "applicability with "allegory"; but the one resides in the freedom of the reader, and the other in the purposed domination of the author.
— J.R.R Tolkien

J.K Rowling's Potter series certainly contain a large slew of ideas, themes, characters and stories that definitely fit the bill of commentary on society or societal phenomena (the media, political corruption, class warfare, slavery, racism etc.). Some go further than being allegory and almost being surrogates for topical commentary (the same way Star Trek used aliens as surrogate ethnic minorities to talk about race issues, which would have been taboo otherwise, at the time).

My question is whether this has ever been discussed, mentioned or otherwise confirmed by J.K Rowling herself. If yes, the more varied and numerous the sources, the better (i.e. not just one interview).

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Yes, she has confirmed and discussed the allegorical nature of the Potter series, while having some reservation on how intent she is on spelling out a message/moral/critique.

Q. Your books have a theme of racism with the wizards oppressing other races and half­bloods. Do you think this has changed how people think when they read them?

JK Rowling: do not think I am pessimistic but I think I am realistic about how much you can change deeply entrenched prejudice, so my feeling would be that if someone were a committed racist, possibly Harry Potter is not going to be to have effect. I would hope that it has made people think, I mean I do not write the books thinking what is my message for today, what is my moral, that is not how I set out to write a book at all. I am not trying to criticise or make speeches to you in any way, but at the same time, it would be great if the people thought about bullying behaviour or racism. The house elves is really for slavery, isn't it, the house elves are slaves, so that is an issue that I think we probably all feel strongly about enough in this room already.
Edinburgh "cub reporter" press conference, ITV

In an interview found in a Spanish magazine, JK Rowling had this to say [translated]:

About the relationship between September-11 and Harry Potter, Rowling denied any influence and recognizes who was the true inspiration for the Minister Cornelius Fudge: "My model of the world after Voldemort's return was, directly, the government of Neville Chamberlain in Great Britain during the Second World War, when he tried to minimize the menace of the Nazi regime for political convenience."

She also spoke about her two marriages: "I had decided not to marry again. In seven years I didn't meet anyone who I wanted to be with. And I remember that I thought: I have a daughter who I adore, I have success, and in the deep, I am happy. My sister introduced us and I thought he was a very solid person. He's an excellent doctor in his profession, and he works in a world that is far away from mine. What I most adore about him is that Neil knows more people that want to know if he can help them, without having to ask who he is married to."

She didn't avoid talking about her first husband, Jorge Arantes, who was married to her near two years: "None of the characters of my books is my ex. Whatever happened in and out of marriage, the truth is that my ex-husband has contributed in a fifty percent to one of the most beautiful things that has happened in my life, which is my eldest daughter. So, I'd never have mortified him in a fairy tale. He's her father."

On her official website, the following question and answer:

Why are some people in the wizarding world (e.g., Harry) called 'half-blood' even though both their parents were magical?

The expressions 'pure-blood', 'half-blood' and 'Muggle-born' have been coined by people to whom these distinctions matter, and express their originators' prejudices. As far as somebody like Lucius Malfoy is concerned, for instance, a Muggle-born is as 'bad' as a Muggle. Therefore Harry would be considered only 'half' wizard, because of his mother's grandparents.

If you think this is far-fetched, look at some of the real charts the Nazis used to show what constituted 'Aryan' or 'Jewish' blood. I saw one in the Holocaust Museum in Washington when I had already devised the 'pure-blood', 'half-blood' and 'Muggle-born' definitions, and was chilled to see that the Nazis used precisely the same warped logic as the Death Eaters. A single Jewish grandparent 'polluted' the blood, according to their propaganda.

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