This is a complicated question because the causes of a change in governmental system are complex and often not truly understood without both a thorough understanding of social context of the time and a good deal of hindsight. An additional difficulty is present in answering this question because none of the countries involved in World War I were democracies. This point may be pedantic, but it is important to remember that a democracy is a form of government in which all legislation requires a majority approval through direct referenda. Most countries that are referred to as democracies currently are actually democratic republics. In this form of government the people are represented by individuals who are popularly elected and tasked with administering government and enacting legislation.
Only three democratic republics took part in World War I: France, Portugal, and the United States. The remaining countries were all monarchies. There are different kinds of monarchy, both in form and practice. Parliamentary monarchies are embodied by Britain and Belgium during World War I. In this form of government the monarch is part of the government and remains unelected. Beyond this, parliamentary governments are akin to democratic republics. Constitutional monarchies generally have a legislative body that enacts legislation and approves budgets, though the cabinet and other ministerial posts are filled solely by monarchical appointment. Germany and Austria-Hungary are the exemplars of this style. Italy was also technically a constitutional monarchy, but in practice it acted more like a parliamentary monarchy. In an oligarchical monarchy, the monarch and a group of other oligarchs (similar to aristocrats) are completely in charge of governance. Japan, Russia, and the Ottoman Empire, despite being technically constitutional monarchies, acted closer to oligarchical monarchies.
The democratic republics of the US and France endured after World War I for two different reasons. The US entered the war late and was largely protected from any damage at home. France, despite suffering from significant deaths and destruction, obtained significant territorial holdings and commitments for repayment. As such, the hardships suffered by other countries after World War I were less pronounced in France. Germany (which became a republic after World War I) and Portugal suffered from high inflationary pressures and shortages of basic necessities. Portugal, which entered the war late and against public opinion, did not achieve much from the Versailles Treaty despite allying with the victors. Germany was punished in the Versailles Treaty and, along with the economic and material deprivations, this led to discontent. There is also some speculation that the large number of political parties in Germany did little to prevent consolidation of control under the Nazis once they started to gain power. Similar problems befell Italy as well. These deprivations created discontent, which led to unrest and, ultimately, coups or uprisings which placed fascists in power in an authoritarian manner.
Austria-Hungary and the Ottoman Empire were broken apart after the war, preventing these governments from enduring. Japan largely retained its governmental system, though the high rate of assassination and the disproportionate power of the military significantly limited civilian control of the government.
In summation, the government systems that were discontinued generally fall into two groupings. Governments which were broken up because the country ceased to exist and governments that were overthrown because of popular discontent.
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