What do I put on my publication list if I have no publications?
If you do not have publications (including papers "in press") then the publications list can be left empty. If you have papers. You can, however add headings for publications "under review", if you have any or "manuscripts in preparation", again, if you have any. You may also have unpublished reports of different types. Such contributions can also be listed under a separate heading. What can be included is difficult to say but in my case, I used to include annual reports I had to write to a super-computer center and a research station, both which were collated with others and printed by the organising body. So any report sitting in a drawer is not valid. 

Obviously the a "manuscript in preparation" will not be very strong but it will at least indicate that something is ongoing. But, note that a manuscript in preparation should be something worth reading to make it to such a list. In a situation like yours any written material prepared for some official body and with some distribution, can  be used to indicate your activities. There is a grey zone which is undefinable (which is why one generally avoids such listings later in the career), so do not put in anything. In short, you need to be able to show these "claims".