Evolution in Democracy-War Dynamics
Author(s): Sara McLaughlin Mitchell, Scott Gates, Håvard Hegre
Reviewed work(s):
Source: The Journal of Conflict Resolution, Vol. 43, No. 6 (Dec., 1999), pp. 771-792
Published by: Sage Publications, Inc.
Stable URL: http://www.jstor.org/stable/174604 .
Accessed: 19/01/2012 04:39
Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at .
http://www.jstor.org/page/info/about/policies/terms.jsp
JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of
content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms
of scholarship. For more information about JSTOR, please contact [email protected].
Sage Publications, Inc. is collaborating with JSTOR to digitize, preserve and extend access to The Journal of
Conflict Resolution.
http://www.jstor.org
Evolution in Democracy-War Dynamics
SARA McLAUGHLINMITCHELL
Departmentqf Political Science
Florida State University
SCOTTGATES
Departmentof Political Science
Michigan State University
HAVARD HEGRE
InternationalPeace Research Institute,Oslo (PRIO)
This articleexplores the evolutionaryandendogenousrelationshipbetween democracyand war at the
system level. Building on Kant,the authorsarguethatthe rules and normsof behaviorwithin andbetween
democraciesbecome more prevalentin internationalrelationsas the numberof democraciesin the system
increases.The authorsuse Kalmanfilteranalysis,whichallows forthe parametersin themodels to varyover
time. The results supportthe propositionsthat democratizationtends to follow war, that democratization
decreases the systemic amountof war, and that the substantiveand pacific impact of democracyon war
increasesover time.
Kant's "PerpetualPeace"([1795] 1991) and "TheMetaphysicsof Morals"([1797]
1991) are well known for theirpresentationof the democraticpeace proposition.The
centralidea of both works is thatthe developmentof internationalsociety is founded
on individualreasonandthe evolution of norms.The democraticpeace, in turn,is the
productof the developmentof internationalsociety. These works shift the focus of
internationalrelationstheoryfrom the individualstateto the state system. Moreover,
internationalpolitics areseen to be dynamicandevolutionaryratherthanstatic.In this
article, we adopt a Kantianperspectiveand examine the systemic and evolutionary
relationshipbetween democracyand war.I
Research on the relationshipbetween regime type and internationalconflict has
typicallybeen conductedat one of threeprimarylevels of analysis:(1) the monadicor
nation-state level, (2) the dyadic or relational level, and (3) the systemic level.
1. See Oneal and Russett (1999) for a Kantianperspectiveat the dyadic level.
AUTHORS' NOTE:This is a revised version of a paperpresentedat the ThirdEuropeanInternational
RelationsConference,Vienna,September16-19, 1998, the 1998 AnnualMeetingof the AmericanPolitical
Science Association, Boston, and the Seventh Norwegian National Conference of Political Science at
R0ros, Norway, January11-13, 1999. We thank Neal Beck, Han Dorussen, John Freeman,Nils Petter
Gleditsch, Pat James,Dan Reiter, and Indrade Soysa for comments.This researchhas been partiallysupportedby the National Science Foundation(grantno. SBR 9810092).
Vol.43 No. 6, December1999771-792
RESOLUTION,
OFCONFLICT
JOURNAL
Inc.
( 1999SagePublications,
771
772
JOURNALOF CONFLICTRESOLUTION
Monadic-levelresearchof the democraticpeace propositionexaminestherelationship
between a state's regime type and its foreign policy behavior.It poses the question,
"Are democracies more likely to maintainpeace overall?" Dyadic-level research
examines the interactionsbetweenpairsof states,posing the question,"Do democracies usually keep the peace among themselves?"Finally, systemic-level researchof
the relationshipbetween global democracyand systemic conflict focuses on the following question: "Is an internationalsystem with a high proportionof democratic
states more peaceful?" (Gleditsch and Hegre 1997, 283). In other words, will an
increase in the shareof democraciesin the system lead to a more peaceful world, or
will the interstatesystem ever reach Kant's perpetualpeace?
Supportfor peace between democraciesis most clearly evident in dyadic-level
research,thatis, the findingthatdemocraciesdo not fight each other.2It is not straightforward,however, to conclude thatdemocraticpeace at the dyadic level necessarily
translatesinto peace at the systemic level as the numberof democraciesin the system
increases. First,the assertionthatdemocraciesget involved in wars as often as nondemocracies (the monadic finding) raises the question of whether the democratic
faultline.4Secpeace means only thatwaris moved to the democratic/nondemocratic
ond, it has been arguedthat the democraticpeace argumentmay have put the cart
before the horse, or got the directionof causalitywrong (Gates, Knutsen,and Moses
1996; Thompson1996; James,Solberg,andWolfson 1999; Oneal andRussett2000).
Thatis to say thatdemocracyandpeace arepartof an endogenizedsystem;not only are
democraciesless likely to fight one another,peace also serves to foster the development of democracies. Finally, dyadic studies of the democratic peace have not
explored Kant's systemic idea of an emerging international"rule of law," which
implies that the probabilityof war may change over time.'
This articleexplores the relationshipbetween democracyand war at the systemic
level. Such an analyticalperspectiveallows us to judge whetheran internationalrule
of law (internationalsociety) is emerging,or whetherthe democraticpeace is an insulated and separatepeace-a dyadic phenomenonratherthan a systemic one. A systemic analysiswill also shed light on the effect of war on the systemic developmentof
democracy.Building on Kant, we arguethat the systemic relationshipbetween war
and democracyis endogenous and evolutionary(Huntley 1996; McLaughlin 1997).
Indeed, in his "Ideafor a Universal History with a CosmopolitanPurpose,"Kant
([1784] 1991) writes: "Althoughwe are too short-sightedto perceive the hidden
2. Forexample, see Babst(1964), Rummel(1983), Doyle (1983a, 1983b, 1986), Maoz and Abdolali
(1989), Bremer(1992,1993), Bueno de MesquitaandLalman(1992), Maoz andRussett(1992,1993), Morgan and Schwebach (1992), Weede (1992), Russett (1993), Rousseau et al. (1996), Oneal et al. (1996),
Gleditsch and Hegre (1997), Oneal and Russett (1997), and Raknerudand Hegre (1997).
3. It is often assumedthatpeace in the internationalsystem follows logically frompeace at the dyadic
level (Singer andWildavsky 1993) or the monadiclevel (Small and Singer 1976), especially as the number
of democraciesincreasesover time (Starr1992).
4. This researchfindinghas been challengedrecently(Ray 1995; Rummel 1995; Benoit 1996), but a
significantportionof studiesat the monadiclevel concludethatthereis no differencein thewarpronenessof
democraciesand nondemocracies(Chan 1984; Weede 1984; Bueno de MesquitaandLalman 1992; Maoz
and Russett 1993; Gleditschand Hegre 1997).
5. Although we use Kant's language here, Bull's (1977) term, "internationalsociety," is also
applicable.
DYNAMICS
Mitchell et al. IDEMOCRACY-WAR
773
mechanismsof nature'sscheme,thisideamay yet serveas a guide to us in representing
an otherwiseplanless aggregate of humanactions as conforming,at least when consideredas a whole, to a system"(p. 52). We explicitly drawon the systemic interplay
between Kant's ([1798] 1991, 184) conceptualizationof the natural"evolutionof a
constitutiongovernedby naturalright"amongall nationsandthe resulting"perpetual
peace."
Taking Kant's systemic and evolutionaryperspective, we model the dynamics
between democratizationand war. Up to a certainthresholdlevel, democratization
may increasethe amountof warin the system (GleditschandHegre 1997). Waragain
increases the rate of democratizationin the system because democraciestend to win
the warsthey fight andareable to promotedemocraticregimesin the aftermathof war
(Lake 1992; ReiterandStam 1998). Beyond the thresholdlevel, increaseddemocratizationdecreasesthe amountof warin the system, and Kant'sperpetualpeace is eventually the only equilibriumof the model.
We demonstratethatthe systemicrelationshipbetweendemocracyandwar should
changeovertime, with the democraticpeace becomingstrongeras the shareof democracies in the system increases.Many conflict scholarshave recognized the possible
change over time in the substantiverelationshipsbetween variousfactorsthatlead to
war, but few have examined these changes empirically. Numerous publications
employing Correlatesof War (COW) data, for example, have attemptedto identify
differencesbetween periodsin empiricalrelationshipsof conflict since the Congress
of Vienna. The comparisonof theoreticalrelationshipsacross various time periods
often revealsinterestingtemporalchanges.6Yet, all periodizationsinvolve some arbitrariness.If theoreticalmodels of internationalrelationsanticipatechangesin relationships over time, then we might not want to impose artificialhistoricalbreakpoints a
priori; rather,we would use statistical estimation techniques that can account for
changesmore graduallyover time. In this study,we applyan estimationtechnique,the
Kalmanfilter,to an analysisof the systemicrelationshipbetweendemocracyandwar.
The Kalmanfilter is well suited to modeling this type of theoreticallydynamic relationship.The analysispresentedhereprovidessome empiricaljustificationfor temporaldistinctionsandmay help to identifydifferenthistoricalepochs in the international
political system.
The remainderof this articleis organizedas follows. First,we discuss the dynamic
relationshipbetweendemocracyandwarat the systemic level, presentingseveraltestable propositions.Next, we discuss the estimationtechnique,Kalmanfilter analysis,
which is ideally suited to the analysis of evolutionaryor dynamicmodels with timevarying parameters.Third, we discuss the operationalmeasures employed in our
analysis, focusing also on the issue of stationarity.Finally, we presentthe empirical
results of several Kalmanfilter models of the systemic democracy-warrelationship.
6. Comparingthe 19thand 20th centuriesis commonin empiricalanalysis in internationalrelations
research.Singer,Bremer,and Stuckey(1972) arguethatthe intercenturysplit is reasonablebecause "many
historians[have] noted the transitionalrole of the 1890's" (p. 34). They also examine otherpotentialbreak
points such as 1871 and 1914 and determinethat the 1890-1900 decade provides the clearest distinctions
betweenepochs.Theworldwarshavealsobeenusedas temporalbreakpoints(e.g., FarberandGowa 1997).
774
JOURNALOF CONFLICTRESOLUTION
Ourmodel producesresultsthatarerobustacrosslag structuresanddifferentinitial
values. We find a stronglyendogenizedrelationshipbetweenwaranddemocracy.We
find supportingevidence for the democraticpeace proposition;thatis, the proportion
of democraciesis inversely relatedto the level of warin the internationalsystem. We
also find thatwar is positively relatedto the spreadof democracyin the international
system. We identify how the relationshipsbetween war and democracychange over
time and can be brokendown into easily identifiablehistoricalperiods.Ourattention
to this dynamic aspect of the systemic democraticpeace is novel, and our empirical
approachcan certainlybenefit otherinquiriesin internationalrelations.
DEMOCRACY-WAR DYNAMICS
Many theories in internationalrelationsposit dynamic or evolutionaryrelationships betweenvariablesof interest,yet few empiricaltests of such theoriesaccountfor
these changingrelationshipsover time. In this study,we model the changingsystemic
relationshipbetween democracyand war, theoreticallybuildingon previousresearch
by McLaughlin(1997) and Gleditsch and Hegre (1997). Drawing from the work of
Kant's "PerpetualPeace" ([1795] 1991) and "TheMetaphysics of Morals"([1797]
1991) andHuntley(1996), McLaughlinarguesthatthe systemic relationshipbetween
democracyand war is an endogenousand dynamicone. The basic democraticpeace
propositionat the systemic level is derived from Kant's notion of perpetualpeace.
Kant ([1795] 1991, 99-108) believes that perpetualpeace depends on republican
forms of governmentdomestically, an internationalfederationof free states, and a
principleof cosmopolitanism,or universalhospitality.The categoricalimperativeto
end warfarecan only be reachedthroughthe spreadof a domestic and international
rule of law, whose principlesare founded on individualfreedom,legal equality, and
separationof executive andlegislative powers (Reiss 1991, 33-35; Kant[1797] 1991,
164-73). A republicanform of governmentbuilt on these principlescreatesthe freedom to act morally.Kantconcludesthatdemocracyleads to peace in the international
system by decreasingthe uncertaintythatarisesin a state of anarchy(or state of war)
(Reiss 1991).7
Clearly, Kant's ([1795] 1991) notion of perpetualpeace operatesacross multiple
levels of analysis.At themonadiclevel is the firstarticleof theperpetualpeace, republican forms of government, without which "despotism and violence will result"
(p. 102). At the dyadic level is the concept of a federationof free states, whereby
republicanstates sharingcommon values eschew war among themselves, forming a
sortof securitycommunity(pp. 104-5). At the systems level is the thirddefinitivearti7. Huntley(1996) describesthis aspectof Kant'sresearchwell: "Forrealists,uncertaintydefines the
globalmotif.... The most importantqualitythatrepublicangovernmentsbringto this climateis not a 'peaceful disposition', butrathera capabilityto be trusted.... In relationsamongliberalstates ... the uncertainty
reducedby this openness proves a crucial asset, allaying suspicions and enabling a confidence in mutual
expectationsimpossiblein relationswith closed societies.... Constraintson independentexecutive action,
both institutionaland political, paradoxicallyincrease the relative capability of republics to commit to
peace-buildingagreements"(p. 58).
DYNAMICS
Mitchell et al. IDEMOCRACY-WAR
775
cle of the perpetualpeace, "cosmopolitanright,"the creationof a set of universalinternationalnorms.8Together,thesethreearticlesacrossthese threelevels of analysisconstitute the conditionsgoverningKant's democraticpeace.
A system level of analysis offers special insights into the dynamicor evolutionary
characteristicsof worldpolitics. To a certainextent,we can theorizeexclusively at the
level of the system. But eventuallywe areforcedto deal with the natureof the characteristicsandrelationshipsbetweenthe unitsthatconstitutethe system. As with macroeconomics or evolutionarygametheory,thebehaviorof agentsplays an importantrole
in defining the natureof the internationalsystem. In the context of the democratic
peace, this means thatthe dyadicandmonadicaspectsof the democraticpeace need to
be accountedfor. Thus, we will distinguishbetween two aspects of the systemic relationship between democracy and war: (1) the aggregationof the nation-level and
dyadic-levelrelationshipsto the system level and (2) a "purelysystemic"effect. Kant
does makethis distinctionwhen separatingthe needs for republicanformsof domestic
governmenton one handandthe federationof free states andinternationalrule of law
on the other.
The dyadic-levelrelationshipbetweendemocracyandpeace is well established.It
is, therefore,useful to startwith the aggregationaspect. Accordingto the democratic
peace hypothesis,democraciesdo not fight each other.Fromthis dyadicstatement,we
would expect that a system with more democracies will have less war. However,
Gleditschand Hegre (1997) arguethatthis is not necessarilythe case. If democracies
fight nondemocraciesmorethannondemocraciesfight themselves,thenthe amountof
warin the system may be modeledas a parabola.The firstdemocratizationsin the system will create a larger numberof politically mixed dyads than double-democratic
dyads, and this will increasethe amountof war in the system. Only when reachinga
certainshare of democraticstates will the increasein the numberof paireddemocracies (democraticdyads) outweighthe effect of an increasingnumberof mixed dyads
such that systemic war proneness decreases.9Raknerudand Hegre (1997) provide
empiricalsupportfor the contentionthatpoliticallymixed dyadshave more wars than
any otherregime combinations(see also Beck andJackman1998). We test this proposition accordingly:
PI: As the proportionof democraciesincreasesfromzero, the proportionof nationsfighting
war in the internationalsystem increasesandthen decreasesafterthe shareof democracies reaches a certainlevel.
To this aggregationaspect, we add McLaughlin's(1997) truly systemic expectation thatthe pacific impactof democracyon warwill get strongeras the proportionof
democraciesin the world increases.The domestic rule of law thatis characteristicof
republican (i.e., democratic) forms of government will diffuse throughout the
8. Hinsley (1963) makes a similar point: "Like the Founding Fatherswhen they constructedthe
American Constitution,he [Kant] was envisaging the replacementof the existing imperfect, customary
internationallaw by a structureof internationalsociety based on a treaty between independent states"
(p. 66). See also Huntley (1996).
9. See Gleditsch and Hegre (1997, 297-304) for a formalmodel of this relationship.
776
JOURNALOF CONFLICTRESOLUTION
internationalsystem, moving the system closer to Kant'sinternationalrule of law and
makingthe rules andnormsof behaviorbetweendemocraciesmoreprevalentin internationalrelationsat large. The greaterstrengthand success of democraciesover time
encouragesotherstatesto liberalize(economic competition),whereasthe rule of law
externalizedby democraciesin theirrelationswith each other(socialization)"'creates
a more democraticrule of law (Huntley 1996). Also, the hegemon as a liberal,democratic state serves an importantrole in promotingdemocraticnormsby creatingand
maintainingliberal regimes and institutions.Cooperationin economic and cultural
spheres strengthensthe peaceful and cooperative systemic norms of behavior that
stem from the domestic andinternationalrule of law. Thus, the substantiveimpactof
democracyon warshouldbe increasingas theproportionof democraciesin the system
increases:
P2: As the proportionof democraciesincreasesfromzero, the degreeof the negative impact
of democracyon war in the internationalsystem will become stronger.
An additionalkey featureof the theoreticalrelationshipbetween democracy and
war developed by McLaughlin(1997) is thatthe relationshipbetween these variables
is endogenous. Indeed, Kant ([1784] 1991) posits thatthe "greatestproblemfor the
humanspecies, the solution of whichnaturecompelshim to seek, is thatof attaininga
civil society which can administerjustice universally"(p. 45); in turn,"theproblemof
establishing a perfect civil constitution is subordinate to the problem of a lawgoverned external relationship with other states, and cannot be resolved unless the
latteris also solved"(p. 47). Kantthusproposesa long-termendogenizedrelationship
betweenthe establishmentof "rights"(modemconstitutionaldemocracy)andinternational peace.
The relationshipcan also be seen in the short run. Gates, Knutsen, and Moses
(1996) arguethat "societiesin war have often restrictedcitizen rights and freedoms;
even democraticgovernmentshave postponedelections or declaredmartiallaws during wartime"(p. 5). But this is a short-termeffect. In the aftermathof war, most
democracieswill lift martiallaws and hold elections immediately.Thompson(1996)
points to a more long-termversion of this argument:"Frequentparticipationin warfare, and especially intensive warfare,tends to concentratepolitical power within a
state because war making encourages and often rewards more authoritarian
approachesto resourcemobilizationand decision making"(p. 144). If a state's frequency of warparticipationis sufficientlyhigh, thenthe short-termeffect of warmay
be predominant.We do not thinksuch statesarevery commonin the interstatesystem
but acknowledge that this argumentruns counterto our main argumentfor the systemic effect of war on democracy.
Thompson (1996, 144-45) continues to argue that democratizationrequires a
peaceful environment,or more precisely that either the potential democracy or its
powerful neighbors abandonexpansionistforeign policies: "States in such regions
enjoy some insulationfrom the demandsof externalmilitarycompetition"and may
allow democratizationto blossom.
10. Hinsley (1963) and Cederman(1998) referto this process as learning,as does Kant.
DYNAMICS 777
Mitchell et al. IDEMOCRACY-WAR
We disagreethatthis necessarilyis the dominantlong-termeffect. It is not obvious
that geographic proximity to expansionistpowers will hinder democratizationin a
country.As Thompson(1996) mentions, war preparationmay have forced rulersto
"surrendervariousdegreesof politicalparticipationin exchangefor the resourcesthey
neededto makeandpreparefor war"(p. 143).This meansthatproximityto expansionist powers may also workin the oppositedirection.Moreover,democracieshave historically had a tendency to align with each otherin war (Mousseau 1997; Raknerud
andHegre 1997). This serves to enhancethe securityof democraciesin a hostile environment.This may counterThompson's argumentthatpowerful neighborsabandon
expansionistpolicies to allow democracyto flourish.
Consequently,we proposethatthe dominantsystemic effect of war is to increase
democratization.Bueno de Mesquita,Siverson, and Woller (1992) show that regime
changes occuralmosttwice as often duringandimmediatelyafterwarsthanin peacetime. Moreover, among the war participants,losing states are two to three times as
likely to experience a violent regime change than winning states. The reason is
straightforward:"Governmentsare likely to be held accountablefor the success or
failureof theirforeignpolicies"(p. 638). Forthe sake of this argument,we will assume
thatregime changeshave a completelyrandomoutcome:a certainfixed sharelead to
dictatorships,a certainshareto liberaldemocracies,and so on. It is evident, then, that
if stateswith a certainregime type seldom lose wars,the numberof stateshaving this
regimetype will increasein numberin the system, andotherregimetypes will be more
likely to experience regime changes. Indeed, there is fairly strong evidence that
democraciesaremorelikely to win the warsthey fight (Lake 1992; Stam 1996; Reiter
andStam 1998). Lake (1992), for example,finds thatof the 26 warsfought since 1816
between democracies and nondemocracies,democracies have won 81% and lost
19%.1 A patternis thus established.Because nondemocraciesare more likely to lose
wars,they aremorelikely to risk a regimechange,which in turnleads to a certainportion of nondemocracieschangingto democraciesas a consequence of losing wars.
Not only aredemocraciesmorelikely to win wars,butwhen they lose wars,democracies have the mechanismsfor replacingtheirleaders withoutchangingthe regime.
Given democracies'greaterpropensityto win wars and greaterpropensityto emerge
from defeat with the regime intact, war should lead to greaterdemocratization.It is
also possible thatdemocraciesaremoreliable to promoteandeven impose theirform
of governmentin the aftermathof war, which reinforcesthis dynamic.12 But, keep in
mind, the external imposition of a democracy by victorious democracies is
11. See also Stam(1996), ReiterandStam(1998), andBueno de Mesquitaet al. (1998) for theoretical
explanationsof why democracieswin wars more frequentlythantheirnondemocraticcounterparts.
12. Bueno de Mesquitaet al. (1998) makea similarconjectureaboutnationschangingthe regimetype
of theirdefeatedopponentsin the aftermathof war.They find,however,thatthis assumptionis not crucialin
theirsimulationresults:"Theprobabilityof war is relativelyinsensitiveto differencesin the ratesat which
various regime types engage in post-victory conversions"(p. 18). Werner's (1996) analysis of foreignimposed regime changes suggests thatthereis little empiricalsupportfor the "crusadingdemocracy"argument;that is, fighting againsta democraticopponentin war does not increasethe chances for an imposed
regime change. Wernerfinds to the contrarythat "theprobabilitythat a war participantenduresa foreign
imposedregime changedecreases as its opponentbecomes moredemocratic"(p. 8 1). Ourargumentavoids
this issue by assumingonly thatwarleads to regime changesmoreoften in nondemocraciesthanin democracies. Such a change can be imposed by the victor in war or occur internally.
778
JOURNALOF CONFLICTRESOLUTION
superfluousto the evolutionarydynamic.All thatis necessaryfor getting this effect is
for warto lead to regime changesmore often in nondemocraciesthanin democracies.
The effect of externallyimposing democraciesis not differentiablefrom the effect of
democraticregimesbeingbetterableto "survive"wareitherby winningwarsorin losing.13This reverse causal relationshipis tested with the following proposition:
P3: An increasein the proportionof nationsfightingwarin the internationalsystem will increase the proportionof democracies.14
In conclusion, we expect the relationshipbetween democracyand war at the systemic level to be bothendogenousandevolutionary.Ourargumenthas close affinities
to Kantand 19th-centuryideas of evolutionaryhistory.The end point of this evolution
is Kant's perpetualpeace. In the first stage of the evolution, democratizationmay
increase the amountof the war in the system. The increasein war, in turn,spursthe
spreadof democracy.In the second stage, the federationof free republicsis so large
thatfurtherexpansionof it will reducethe amountof war,andfinally makeit obsolete.
A commonlyneglectedaspectof Kant'sargumentis thatwaritself is animportantpart
in the guaranteeof theperpetualpeace (see Kant[1795] 1991, FirstSupplement;Reiss
1991, 108-14). 15
METHOD
KALMAN FILTER ANALYSIS
To test the propositionsdiscussedabove,we presentan estimationprocedurein this
section, the Kalmanfilter, which is well suited to the analysis of models with timevaryingparameterssuch as ours.'6Beck (1983) discusses severaltechniquesfor iden13. We expect P3 to applyonly to interstateconflicts thataresufficientlyseriousto increasethe risk of
domesticregime changes.The dynamicwherebynondemocraticregimes tend not to survivewars does not
operatewith lower level militaryconflict.Nondemocraciestendto persistdespitelosing such conflicts. As a
result,lower level militaryconflicts will not generallyshift the distributionof democraciesand nondemocracies in the system. In a previousversion of this article,we examinedthis systemic relationshipbetween
militarizeddisputes and democracyand found no significantrelationship,as we expected.
14. One reviewerwonderedwhy we did not discuss dynamicsin the reversewar -* democracyrelationship.McLaughlin(1997) expectedthe substantiveimpactof waron democracyto decreaseover time as
the system moved closer to the federationof free states.Using movingregressionanalysis,she foundno significant change over time in the war -* democracyrelationship.
15. One can see this clearly in Kant's ([1784] 1991) essay "Ideafor a UniversalHistory,"where he
arguesthat "naturehas thus againemployedthe unsociablenessof men, andeven of the large societies and
stateswhich humanbeings construct,as a meansof arrivingat a conditionof calm andsecuritythroughtheir
inevitableantagonism.Wars,tense and unremittingmilitarypreparations,and the resultantdistresswhich
every state must eventually feel within itself, even in the midst of peace-these are the means by which
naturedrivesnationsto ... abandon[ing]a lawless stateof savageryandenter[ing]a federationof peoples in
which every state,even the smallest,could expect to deriveits securityandrightsnot fromits own power or
its own legal judgement,but solely from this greatfederation"(p. 47).
16. PI andP2 specify thatthe systemic relationshipbetween democracyand war dependson the proportionof democraciesin the system. PI predictsthatan increasein the proportionof democracieswill first
increase and then decrease the amountof war in the system. P2 predictsthat the substantiveeffect of the
Mitchell et al. IDEMOCRACY-WAR
DYNAMICS 779
tifying and estimatingstructuralchanges in regressionmodels. These include Chow
and Quandttests, moving or sliding window regressions,conditionalheteroscedasticity models, polynomial and trendmethods,returnto normalcymodels, and Kalman
filtermodels. Kalmanfiltertechniquesareuseful for estimatingtime-varyingparameters and analyzingan evolving system.1
The Kalmanfilter was developed in the engineeringliterature(Kalman 1960) to
estimate state space models consisting of two key parts:(1) the transitionequation,
whichdescribesthe evolutionof a set of statevariables;and(2) the measurementequation, whichdescribeshow dataaregeneratedfromthe statevariables.18Moreformally,
the state space model can be writtenas follows:
Yt
Zt(ct + at
at= Toct-1 +rat
et
-t
-o
N(O, ()
N(O,
2Qt)
N(ao,
y2po),
wheretherearem independentvariablesandZt andyt arethe dependentvariables.The
second equationis the transitionequationthatdescribesthe evolution of the parameters. The parametersocoandP0in the last equationrepresentthe mean and varianceof
the initial statevector.Once a model has beenplacedin statespace form,it can be estimatedvia the Kalmanfilter,whichis "arecursiveprocedurefor computingthe optimal
estimatorof the statevectorat time t, basedon the informationavailableat time t. This
informationconsists of the observationsup to and includingyt"(Harvey 1989, 104).
The Kalmanfilter is similarto a sequentialBayesian estimatorbecause it startswith
initial values (ax, P0) as its priorsand then estimatesthe coefficients at each point in
time using the posteriorvalues at each stage as the priorvalues in the next step.19The
democraticpeace will become strongeras the proportionof democraciesincreasesandas the system moves
closer to the democraticinternationalrule of law envisaged by Kant.Althoughthese propositionsare not
derivedwith respectto time, they can be testedwith a time-varyingparametermodel becausethe proportion
of democraciesin the system has followed an increasingtrendover time. Given this trend,we expect the
relationshipbetween democracyandwarto varyover time. PI would be supportedempiricallyif the effect
of democracyon war in the system were positive in the early time period and negative in the later time
period.P2 would be supportedif the size of the democracyparameterwere to grow over time as the proportion of democraciesincreases.
17. Beck (1983) providesa nice overviewof Kalmanfilteringin the contextof time-varyingparameter
models. He also considersseveral otherapplicationsof the Kalmanfilter in political science (Beck 1989),
including the estimationof dynamic models with measurementerror,estimationof models with missing
data,and estimationof dynamicfactormodels.
18. The Kalmanfilter was first appliedto the trackingof missiles, "wherethe system is governedby
the laws of motionandnew but imperfectinformationis constantlybeing receivedaboutthe missile's position" (Beck 1989, 127).
19. Anotherway to thinkaboutthe processof Kalmanfilteringis discussedby Beck (1983): "Kalman
filteringtreatseach observationas the sum of two components:the optimalforecastbasedon all information
prior to that observationand the part of the observationthat cannot be forecasted, that is, the forecast
780
JOURNALOF CONFLICTRESOLUTION
evolving statevectorsarethe estimatesfor eachtimepointin the sample.They become
based on greaterinformationas one moves fromthe beginningto the end of the sample. It is sometimes useful to examine the smoothedKalmanfilter estimates as well.
These are estimatedwith a backwardsrecursiveprocedure,which also producesa set
of coefficients for each point in the time series.20The Kalmanfilter is a powerfultool
for estimation primarily because any of the parametersdescribed above can be
allowed to vary over time (includingthe parametersand the varianceof the parameters).It is well suitedto the analysisof time-varyingparametermodels, makingit useful in the presentcontext.
OPERATIONALIZATION OF KEY CONCEPTS
The two primaryendogenoustime series variablesanalyzedin this study are the
level of systemic warandthe level of globaldemocracy.Measuringthese two series is
challengingat the systemic level becausethey bothdependto some degreeon the total
number of states in the system. To minimize this problem, we adopt proportional
measures of war and democracyin the system that control for the total numberof
nations in the internationalsystem per year.
The level of war in the internationalsystem is measuredas the total numberof
COWinterstatewarparticipantsper yeardividedby the total numberof system members.The COWprojectclassifies a nationas a memberof the interstatesystem if (1) its
populationexceeds 500,000 andit receives diplomatsfromany two majorpowers2"or
(2) the nationis a memberof the League of Nations or the UnitedNations any time in
its existence (SmallandSinger 1982,41). A COWinterstatewaris any violent conflict
fought between two or more system membersthat exceeds a minimumbattle death
thresholdof 1,000. A nationis countedas a participantin a war eitherif it incurs 100
battledeathsor commits at least 1,000 armedpersonnelto active combat (Small and
Singer 1982, 55). The time series plot for the proportionof system membersfighting
interstatewars is presentedin Figure 1. As expected, the proportionof system membersfightingwarsis highestduringthe Seven WeeksWar,WorldWarI, WorldWarII,
and the KoreanWar.
The otherendogenousvariable,systemic democracy,is more difficult to measure
because of the wide varietyof conceptualizationsandmeasurementsof democracyin
the internationalrelationsand comparativepolitics literature.We adopta measureof
democracyderivedfromthe Polity IIIdataset (JaggersandGurr1995). The Polity III
projectcreatedan ordinalmeasureof democracythatcombinesinformationfrom severror... . Thus any given observationis made up of a predictablecomponentand a nonpredictableinnovation. The transitionequationdescribesthe evolution of this process over time" (p. 574).
20. In the analysis that follows, we presentthe evolving state vectors ratherthan the smoothed estimates, althoughthese estimatesare availablefrom the authorsupon request.
21. The COW project(Small and Singer 1982,47-50) identifies nine majorpowers from 1816 to the
present (1999) (United States 1899-present;United Kingdom 1816-present;France 1816-1940, 1945present; Germany/Prussia 1816-1918, 1925-1945, 1991-present; Austria-Hungary 1816-1918; Italy
1860-1943;USSR/Russia1816-1917,1922-present;China1950-present;Japan1895-1945,1991-present).
Mitchell et al. IDEMOCRACY-WAR
DYNAMICS 781
.5
.4-
.3-
Democracy
0.0
1816 1834 1852 1870 1888 1906 1924 1942 1960 1978
~~~~~~~~~~~~~~War
1825 1843 1861 1879 1897 1915 1933 1951 1969 1987
?8
16
' I'd
tow
At
Year W
,
^
9
Figure 1: The Systemic Proportionof Warand Democracy, 1816-1992
eral institutionalcharacteristicsof a polity: the competitivenessof political participation, the level of constraintson the chief executive, andthe opennessandcompetitiveness of chief executive recruitment(Jaggers and Gurr 1995, 471). We define a
democracyas any nation whose democracyscore is greaterthan or equal to 6.22For
each year, we divide the numberof democraciesin the system by the total numberof
COW system membersto producea measureof the proportionof democraciesin the
system. This measureof the proportionof democraciesis also plottedin Figure 1.23
THE ISSUE OF STATIONARITY
The first step involved in any time series analysis is to determinethe integrated
orderof each series to ensurethatthe dataarestationaryandeach equationis balanced
(i.e., bothsides of an equationareI[O]).A stochasticprocessis stationaryif the sample
momentssuch as the meanandvarianceareinvariantwith respectto time. An example
of nonstationarityin time series datais an upward-trendingseries thatis characterized
22. The PolityIIIdemocracymeasurerangesfrom0 to 10, with 10 being the most democratic.Ourcutoff value of 6 on the Polity IIIdemocracyscale is consistentwith measuresused by otherinternationalrelations scholars (e.g., Dixon 1994).
23. The focus in this studyis on the endogenousrelationshipbetweendemocracyandwar,butwe have
also consideredthe impactof othercontrolvariableson this relationshipin previousanalyses(McLaughlin
and Gates 1998), includingcapabilityconcentration,systemic trade,andworld production.The resultsfor
the democracy-warrelationshippresentedbelow arenot significantlyalteredby the inclusion(or exclusion)
of these exogenous factors.
782
JOURNALOF CONFLICTRESOLUTION
by an increasingmean over time. Inferencesmade from models with nonstationary
dataareusuallyinvaliddueto anincreasein varianceas the samplesize increases.24
We use augmentedDickey Fuller(ADF) unitroot tests to determinethe integrated
orderof each variable.25A variableis said to be integratedof orderd, or I(d), where d
refers to the numberof times a series must be differencedto become stationary.The
augmentedversion of the Dickey-Fullertest accounts for the possible presence of
serial correlation.The null hypothesisfor the ADF test is thaty equals zero in the following model:
Ayt = g + yy-1 + 4Ayt
+ Et.
Rejection of the null hypothesis implies thatyt is stationary,or I(O).A failure to
reject the null indicatesthe presenceof a unit root, or thatAytis stationary.The ADF
tests indicatethatthe proportionof warmeasureis stationary,whereasthe proportion
Given thatthe proportionof democraciescontainsa
of democracyis nonstationary.26
unit root, this series is first differenced.27
KALMAN FILTER MODEL
Using the stationary series, we estimate the most general three-lag model as
follows:28
24. One is also more likely to encountera spuriousregressionproblemwhen two (or more) upwardtrendingseries areregressedon each other.Thus,we will tendto find significantrelationshipsbetweentwo
nonstationaryvariables"evenif the only thingthey have in commonis the upwardtrend.In fact, the R2for a
regressionof yton xt anda constantwill tendto unityas n - o- wheneverbothseries can be characterizedby
[nonstationarity]. . . even if thereis no correlationat all between the stochasticpartof yt andxt" (Davidson
andMacKinnon1993,671). The basicresultis thatwe areunableto makevalid inferencesfrommodels that
use nonstationarydata.Even in cases wherewe find significantresults,they may be artifactsof the nonstochastic propertiesof the series.
25. Some scholarshave assertedthatunitroottests, such as the ADF test, may not be valid for the type
of bounded measures that we employ because such series cannot be characterizedby infinite variance
(DeBoef andGranato1997;Smith1993;Williams 1993). Theseargumentsareusuallyappliedto time series
whereit is unlikelythatall individualsin the UnitedStateswill identifywith
datasuch as macropartisanship,
one party.It would be possible for our measuresof democracyandwarto equal one if all countriesbecame
democraticor all nationsbecame involved in a worldwar.Also, unitroot tests still provideuseful information even for boundedmeasures(Box-Steffensmeierand Smith 1998). We estimatedthe models presented
in this articleusing stationaryandnonstationarymeasures,andthe resultswere virtuallyidentical (both in
termsof the trendsof the parametersovertime andtheirsubstantivelevels). Theseresultsareavailablefrom
the authorsupon request.
26. The ADF tests arerunwith two lags of Ayt _j.The criticalvalues for the ADF test are-3.469 (p =
.01) and-2.878 (p = .05). For the warmeasure,the calculatedADF values are-5.3048 (lag 0), -4.7090 (lag
1), and -4.4995 (lag 2). These are all greaterthan the critical values (p < .01), indicating that the null
hypothesisof a unitrootcanbe rejected.Forthe democracymeasure,the calculatedADF values are-1.0446
(lag 0), -1.0971 (lag 1), and-1.184 (lag 2). These areall less thanthe criticalvalues (p > .05), leading to an
acceptanceof the null hypothesisof a unit root.
27. The mean of the firstdifferenceddemocracyseries is .00208, with a minimumvalue of -.098759
and a maximumvalue of .114147. The mean of the war series is .0632, with a minimumvalue of 0 and a
maximumvalue of .4634.
28. The Kalmanfilterhas been appliedto simultaneousequationstime series analysis in economics.
Boharaand Sauer (1992), for example, estimate a two-equationKalmanfilter model of inflation and the
growthrate of the money supply.
DYNAMICS 783
Mitchell et al. IDEMOCRACY-WAR
=
Propwar, -o
+
APropdemt=
+
+ 61Propwart - 1 + 62Propwart -
-1
64APropdemt
+ PIPropwart
P~o
+
2 + 63Propwart 3
-2
65APropdemt
-1
+
,2Propwart
+
86APropdemt3 +
- 2+
eIt
N3Propwart3
-1 + N5APropdemt2 + P6APropdemt3 +
P4APropdemt
F2tr
The first equation models the relationshipbetween the proportionof war in the
interstatesystem as explainedby changesin threelags of the proportionof democracies as well as three autoregressivelags. The second equationmodels changes in the
proportionof democraciesas a functionof three lags of the proportionof war in the
system and threeendogenouslags. These two equationsareestimatedsimultaneously
in the Kalmanfilter.
We employ two principal modeling strategies to ensure that our estimates are
robust.First,we varythe specificationof the estimatedmodel by varyingthe number
of lags for each variablefrom one to three.Second, we comparenine separatesets of
initial values estimated from the following time periods: 1824-1843, 1844-1863,
1864-1883, 1884-1903, 1904-1923, 1924-1943, 1944-1963, 1964-1983, and 19191938 (a post-World WarI sample). Initialvalues are generatedfrom single equation
ordinaryleast squares estimates for each of these time periods. If the relationship
betweendemocracyandwaris changingovertime, the Kalmanfiltermodel mightproduce very differentresultsdependingon the initial values (Beck 1989, 151). We estimatea totalof 54 differentmodels basedon varyinglag structuresandinitialvalues.
EMPIRICAL RESULTS
Ourfirst resultsdemonstraterobustnessin model specificationacrossdifferentlag
structures.29
Figure2 presentsKalmanfilter estimatesof the impactof democracyon
war for models with one lag, two lags, and threelags, and initial values calculatedin
1919-1938. Figure3 containsKalmanfilter estimatesof the impactof waron democracy for models with one, two, and three lags, and initial values calculated in
1919-1938. It is clear from both figuresthatthe resultsare robustto model specification differences, with each parameterfollowing the same overall trend.30Also, the
parametersareextremelysimilarin termsof theirsubstantivesize, especiallyin Figure2,
where the impactof democracyon waris virtuallyidenticalacrossthe one-, two-, and
three-lag models. Although we presentparametersacross one-, two-, and three-lag
models for only one set of initial startingvalues in the figures, we find a similarcongruence across variousmodel specificationsusing otherinitial values. These results
29. Figures 4 and 6 show the evolving parameters(state vectors) for all nine initial startingvalues,
whereasFigures 5 and7 presentthe parametersfor the models estimatedwith 1919-1938 initialvalues. We
picked one set of estimatesto simplify the discussion and show the confidence intervalsaroundthese estimates, which are difficult to presentgraphicallyin the first set of figures.
30. The estimatesin Figure 3 do vary in the early partof the time perioddependingon the numberof
lags in the model, but they converge in the late 1800s.
784
JOURNALOF CONFLICTRESOLUTION
.4.2=
I
-. 1
|
Onelag model
-.6
Two lag model
-.8 a-__._*__.-.---.--_____._._._._._-____._._,_,,_,---,_
1820 1838 1856 1874 1892 1910 1928 1946 1964 1982
1829 1847 1865 1883 1901 1919 1937 1955 1973 1991
Threelagmodel
Year
Figure 2: The Impact of Democracy on War(lag 1) Varyingthe Model Specification
.3i
.2
.1.
-.0
-.1 | _-
Onelagmodel
,v. w
-.21
Twolagmodel
-.3 __, __._,_.__,_.._.__
.______-_.._-._,,__
1820 1838 1856 1874 1892 1910 1928 1946 1964 1982
1829 1847 1865 1883 1901 1919 1937 1955 1973 1991
Threelag model
Year
Figure 3: The Impact of Waron Democracy (lag 1) Varyingthe Model Specification
demonstrate that the temporal changes in the parameters we estimate are robust to
model specification.
Given that our model specification is robust, we present one-lag models in the
remainder of the study. Figure 4 shows the impact of the change in the proportion of
democracies on the proportion of war in the system for all nine starting values. Convergence across the series begins in the 1860s during the Seven Weeks War. After
Mitchell et al. IDEMOCRACY-WAR
DYNAMICS
785
1824-1843
1844-1863
2.0.
M
.IM
WWI
1.5
1864-1883
WWII
1884-1903
1.0
1904-1923
.5
0A.0
0.0
.
-
v 5
m
51924-1943
4 * X X Si; ok,,,,,,,,,,
|
@
7
9
7
_
ta~i
1944-1963
3g
7,,,,,g'
1983 >Sss,6_r Vs>
fi-.--.-tb'
Am964
-1.0
-1.5
A
,
I;. Em
f..,,.9V
"??,,g
_______________________________*_*_*_____*_
}1919-1938
1818 1836 1854 1872 1890 1908 1926 1944 1962 1980
1827 1845 1863 1881 1899 1917 1935 1953 1971 1989
Year
Figure 4: The Impactof Democracy on Warfor All Starting Values
WorldWarI, convergenceacrossthe nine seriesis quiteevident.WorldWarII brings
aboutanotherconvergence.This level of convergencelasts for the restof the periodof
analysis. In additionto this process of convergence,the generalpatternat the beginning of the series is to converge toward some negative value. After World War I
(around 1919), a shock to the system can be seen whereby all series jump up. This
shock is also seen in Figure 1. The effects of this shockpersistuntilafterWorldWarII.
Duringthis interwarperiod,the effect of democracyon war is negligible. We do not
see the negative relationshipbetween democraciesand war again until after World
WarII. We speculatethatthe systemicinstabilitythatcharacterizedthe interwaryears
explainsthis result.Once convergencebegins, we see a negativerelationshipbetween
democracyandwar.Thus,we canconcludethatthe shareof democraciesis negatively
associatedwith the shareof statesinvolved in war.This providesevidence to support
P1, which is elaboratedon in the discussion section.
The impactof democracyon warin the internationalsystem is quitelarge substantively as well. The numberof democraciesin the last year of the series, 1992, was 74
(40.9%of systemmembers).If the numberof democraciesin the worldincreasedfrom
74 to 92 (10% increase), our model would predict6.7 fewer war participantsin the
internationalsystem.3 If the numberof democraciesincreasedto 110 (20%increase),
therewould be 13.4 fewer war participants.This is quite significant,consideringthat
the maximum numberof interstatewar participantsin any given year in the period
from 1816 to 1992 was 23.
31. This is basedon the medianestimatein Figure4 for 1992. Consideringthe entirerangeof parameter estimates,a 10%increasein the numberof democraciesin the world could decreasethe numberof war
participantsby 1.8 to 9 wars.
786
JOURNALOF CONFLICTRESOLUTION
.4 |
in
.2-
-.4"
)
| i
-.6|
th4,
.
ttt
Propdem
~~~~~~~~~~~~~Lowere
-.8Upper6l
1818 1836 1854 1872 1890 1908 1926 1944 1962 1980
1827 1845 1863 1881 1899 1917 1935 1953 1971 1989
Year
Figure 5: The Impact of Democracy on Warwith 1919-1938 Starting Values
Figure5 presentsthe estimateof democracyfor the initialvalue calculatedfromthe
period from 1919 to 1938 (post-World War I sample). The evolving state vector
(time-varyingparametervalue) is presentedas a solid line, andthe dottedlines above
andbelow this line representthe upperandlower 90%confidenceintervals.If zero is
containedwithin the confidence intervals,then we cannotreject the null hypothesis
thatthe parameteris zero. We include a horizontalreferenceline at zero to help indicate whenthe value of the time-varyingparameteris significantlydifferentfromzero.
The parameterfor democracystartsout close to zero, which means thatthe impact
of democracyon warwas negligiblein the early 1800s. This parameterbecomes negative and significantin the mid to late 1800s. The impactof democracybecomes positive andinsignificantaroundthe turnof the centuryandthenfinally becomes strongly
negativeandsignificantduringandafterWorldWarII.Thisprovidessome supportfor
the argumentthatthe democraticpeace is a recentphenomenon.
Figure6 shows the relationshipbetweenwarin the system andchanges in the proportionof democracies(for all startingvalues), therebyreversingthe causalrelationship usuallyexamined.The estimateis positive for most of the sampleperiod,which is
whatwe expected.Note, however,thatregardlessof startingvalue, the seriesconverge
remarkablyaround1865, andby WorldWarI, all parametersareessentiallyidentical.
Figure7 shows the 90%confidenceboundaroundthis estimate.The impactof waron
democracyis positive and significantin most years, except duringthe late 1800s and
early 1900s. Overall,the more warin the internationalsystem, the greaterthe growth
in the proportionof democraticstates.
Mitchell et al. IDEMOCRACY-WAR
DYNAMICS 787
1824-1843
1844-1863
.3
WWI
.2
.1
1864-1883
WWII_
_
.,. ,,\ ,.,,, ,
K
1884-1903
n
1904-1923
N
1924-1943
0.0
. ,.
1944-1963
1964-1983
-.2 .
___.- _. __ _. _ ____ ___ __ ._ ._ .__ ___ ._._._
_ ._ _
1818 1836 1854 1872 1890 1908 1926 1944 1962 1980
1827 1845 1863 1881 1899 1917 1935 1953 1971 1989
1919-1938
Year
Figure 6: The Impact of Waron Democracy for All Starting Values
-.1
aPropwar
Lowercl
-.3! , . w - . . . . W . . . . . . . W .
1818 1836 1854 1872 1890 1908 1926 1944 1962
1827
1845
1863
1881
1899
1917
1935
1953
.
--1g
n
Uppercl
1980
1971
1989
Year
Figure 7: The Impact of Waron Democracy with 1919-1938 Starting Values
788
JOURNAL OF CONFLICTRESOLUTION
DISCUSSION AND CONCLUSION
Threepropositionswere presentedin this study.The firstpropositionposits a parabolic relationshipbetweendemocracyandwarin the internationalsystem.32If thereis
a parabolicrelationshipbetweenthe proportionof democraciesin the system andpropensity for warin the system over time, thereshouldbe an earlyhistoricalpatternof a
positive relationshipanda laternegativerelationship,reflectingthe rise andfall of the
parabola.Evidence supportinga positive relationshipbetween democraciesand war
shouldbe strongestduringperiodsof large waves of democratization,or periodswith
the highest proportionof democraciesin the system. Is thereevidence to supportthis
aspect of the parabolicrelationshipbetween democraciesand war? Apparentlynot,
because duringthe historicalperiodwith the greatestproportionof democracies(the
interwaryears), we see the lowest level of effect between democraciesand warfare.
Moreover,the periodwith the greatestexpansionin shareof democracy(1816-1880)
is the periodin which the relationshipbetweendemocracyand waris not clear across
differentstartingvalues. Given thatthis periodshows the greatestincreasein the proportionof democracies,we would expect from a hypothesisof a linear and negative
relationshipbetweendemocraciesandwarfarethatthe Kalmanfilter estimateswould
converge quickly at a negative value. This does not happen.
We offer two possible explanations.First,a lack of quickconvergenceis due to the
natureof the updatingprocess used in the Kalmanfilter analysis,makingit difficult to
ascertainwhethertherewas a positive relationshipbetween democraciesand war. In
otherwords,whereasthereis no evidence to supporta positive relationship,thereis no
evidence to the contraryeither. The second explanation,however, is that there is a
negative effect from democracyon war for all periods.Regardlessof explanation,if
thereis a parabolicrelationship,we shouldexpect to see a positive relationshipduring
some period.We conclude thatthis aspect of PI is not confirmed.
Is thereevidence of a negativerelationshipbetweenthe proportionof democracies
in the system and the propensityfor war thatdevelops over time? There seems to be
supportfor the democraticpeace resultin the laterperiodof ouranalysis.The negative
relationshipis especially strongin the cold warera.The relationshipbetweendemocracy and war shifts stronglyin a negativedirectionin the 1940s, reflectingthe pattern
of post-WorldWarII democratization.These patternsparallelthe storythatKantportrays,with the federationof free statesexpandingover time, creatinga more peaceful
internationalsystem. The problemis thatthis evidence is not conclusive. In Figure4,
for example, the dropin the estimatemightbe due to factorsotherthanthe increasein
the shareof democracies.A similarlyswift increasein the shareof democraciesoccurs
afterWorldWarI (see Figure1), yet this changeresultsin an increasein warparticipation. This is hardlythe dropin war participationthatis expected. Moreover,the proportionof democraciesin 1915 is higherthanin 1940. But it may be arguedthatit simply takes time for the relationshipto take effect. This would mean that democratic
32. We did examinescatterplots of proportionof democraciesby warparticipationrates.No parabolic
relationshipis evident.
Mitchell et al. IDEMOCRACY-WAR
DYNAMICS 789
normswere not establishedwithinthe internationalsystem in the 1920s, but had been
by the 1950s. (See the discussionwithregardto P2 below.) Given these findings,there
is little conclusive evidence to supportthe parabolicrelationshipbetween democracy
and war posited in PI. Nevertheless,thereis some evidence (albeitmixed) to support
the developmentof a negative relationshipover time.
In additionto testing the parabolicrelationshipbetween democracyand war, we
anticipatedthatthe degreeof the impactof democracyon warwould get strongeras the
shareof democraciesgrew (P2). It appearsthatFigures4 and 5 supportthis proposition, with some of the parametersgenerallyshifting from positive to negative across
the time periodestimated.Also, the democraticpeace shows its strongesteffect when
there are more democraciesin the system, which also supportsthe notion that as the
internationalsystem moves closer to Kant's internationalrule of law, the rules and
normsof behaviorbetweendemocraciesbecome moreprevalentin internationalrelations at large.33
P3 posits that an increasein the proportionof nationsfighting war in the international system will increase the proportionof democraciesbased on the finding that
nondemocraciesare more likely to experienceregime change than democraciesas a
result of war. This propositionis stronglysupported(Figures6 and 7) by the positive
parameteracrossmost of the time periodfrom 1816 to 1992. The one exception is the
decline in the parameterduringWorldWarII, wherethe parameterexceeds -0.1. This
pointsto an interestingdebatein the literatureaboutwhetherwaris a positive or negative force for the creationof democracy.Contraryto P3, Gates, Knutsen,and Moses
(1996) andThompson(1996) arguethatwar shouldhinderdemocratizationor lead to
decreasesin levels of democracy.Theypointto examplesof restrictedfreedomduring
wartime,for example,martiallaw. Both propositionsmay be correctin thatwar itself
decreasesdemocracyin the shortrun.In fact, the polity measureof regime scores does
not even accountfor such short-termchanges.Yet, the experienceof warfareand outcomes of warfare(especiallywithdemocraticvictors)does lead to long-termincreases
in the proportionof democraciesin the system. One idea for futureresearchwould be
to test the differencesin the short-termand long-termeffects of war on democratization at the national level or regional level using an alternativemeasure of regime
type.34
One could conclude from this studythata policy of democraticjihad is supported.
We, however, wish to distinguishourselves from this conclusion. Keep in mind, the
33. Ourtests examinethis notion of evolving democraticnormsindirectlythroughthe proxy measure
of the proportionof democraciesin the system. It would be interestingto analyze one or more normsthat
stem from democraticinstitutionsto see if nondemocraticstates have become more likely to adopt such
norms over time (which is what we would expect as the federationof free states expands). For example,
Dixon (1993, 1994) andRaymond(1994, 1996) findthatdemocraciesaremorelikely to agreeto third-party
arbitrationand mediationfor disputeresolution.It would be interestingto see if there is a temporaltrend
over time in the propensityfor nondemocraticstates to agree to such disputeresolutiontactics.
34. We control for the size of the internationalsystem by using proportionalmeasuresof war and
democracy. It would be interestingto consider how the actual numberof democraciesin a given region
affects the propensityfor peace. For example, 1 countrybecoming democraticin a region of 10 countries
with nine democraciesmight be differentfrom 1 countrybecoming democraticin a region of 10 countries
with four democracies.
790
JOURNALOF CONFLICTRESOLUTION
evolution dynamics require only that democracies win wars more often than nondemocraciesandthatdefeatin waroften leads to some formof regimechange.In Darwinianterms,the selectioneffect regardsthe differentiationbetweendemocraciesand
nondemocraciesin theirpropensityto lose wars.Thus, war more often thannot leads
to democratizationthroughthe effects of both winning and losing wars. There is no
need for a policy of imposing democraciesin the wake of war. The system dynamics
ensure democratizationalready.
Kantlong ago stressedthe dynamiccharacteristicsof the internationalsystem. History was seen to be evolving andprogressive,not static.Humanreasonandindividual
will operateas the buildingblocks of an internationalsociety in which norms of law
andpeace pervade.Oursystemicanalysisreflectsthe analyticalperspectiveadvocated
by Kant.The Kalmanfilteranalysisallows us to examinethe dynamicaspectsof internationalpolitics and the evolution of the democraticpeace. Ourempiricalapproach
providesnew insightsinto the evolutionof the democracy-warrelationshipand offers
greatpromisefor the analysisof otherdynamicandevolutionaryrelationshipsin internationalrelations.
REFERENCES
Babst, Dean V. 1964. Elected governments:A force for peace. The WisconsinSociologist 3:9-14.
Beck, Nathaniel.1983. Time-varyingparameterregressionmodels.AmericanJournalof Political Science
27:557-600.
. 1989. Estimatingdynamicmodels using Kalmanfiltering.Political Analysis 1:121-56.
Beck, Nathaniel, and Simon Jackman.1998. Beyond linearityby default:Generalizedadditive models.
AmericanJournal of Political Science 42:596-627.
Benoit, Kenneth.1996. Democraciesreallyaremorepacific (in general):Reexaminingregimetype andwar
involvement.Journal of ConflictResolution40:636-57.
Bohara,Alok K., andChristineSauer.1992. Competingmacro-hypothesesin the United States:A Kalman
filtering approach.AppliedEconomics24:389-99.
Box-Steffensmeier,JanetM., andRenee M. Smith. 1998. Investigatingpolitical dynamicsusing fractional
integrationmethods.AmericanJournalof Political Science 42:661-89.
Bremer,StuartA. 1992. Dangerousdyads. Journalof ConflictResolution36:309-41.
. 1993. Democracy and militarized interstate conflict, 1816-1965. International Interactions
18:231-49.
Bueno de Mesquita,Bruce,andDavid Lalman.1992. Warand reason:Domesticand internationalimperatives. New Haven, CT: Yale UniversityPress.
Bueno de Mesquita,Bruce,JamesMorrow,RandolphM. Siverson,andAlastairSmith. 1998. Peacethrough
war?Evolutionaryconsequencesof democraticwarbehavior.Paperpresentedat the annualmeeting of
the Midwest Political Science Association, April, Chicago.
Bueno de Mesquita,Bruce, RandolphM. Siverson,andGaryWoller. 1992. Warand the fate of regimes:A
comparativeanalysis.AmericanPolitical Science Review 86:638-46.
Bull, Hedley. 1977. Theanarchical society: A studyof order in worldpolitics. New York:ColumbiaUniversity Press.
Cederman,Lars-Erik.1998. Back to Kant:Reinterpretingthe democraticpeace as a collective learning
process. Unpublishedmanuscript,PoliticalScience Department,Universityof California,Los Angeles.
Chan,Steve. 1984. Mirror,mirroron the wall.... Are the freercountriesmorepacific?Journal of Conflict
Resolution28:617-48.
Mitchell et al. IDEMOCRACY-WAR
DYNAMICS 791
Davidson, Russell, and James G. MacKinnon.1993. Estimationand inference in econometrics.Oxford,
UK: Oxford UniversityPress.
DeBoef, Suzanna,and Jim Granato.1997. Near-integrateddataand the analysis of political relationships.
AmericanJournal of Political Science 41:619-40.
Dixon, WilliamJ. 1993. Democracyandthe managementof internationalconflict.Journalof ConflictResolution 37:42-68.
1994. Democracyandthe peacefulsettlementof internationalconflict.AmericanPolitical Science
Review 88:14-32.
Doyle, Michael. 1983a. Kant, liberal legacies and foreign affairs (partI). Philosophy and Public Affairs
12:205-35.
.1983b. Kant,liberallegacies andforeignaffairs(partII).PhilosophyandPublicAffairs12:323-53.
. 1986. Liberalismand world politics. AmericanPolitical Science Review 80:1151-70.
Farber,H. S., and JoanneGowa. 1997. Commoninterestsor common polities? Reinterpretingthe democraticpeace. Journal of Politics 59:393-417.
Gates, Scott, TorbjornKnutsen,andJonathonMoses. 1996. Democracyandpeace: A more skepticalview.
Journal of Peace Research 33:1-10.
Gleditsch,Nils Petter,andHavardHegre. 1997. Peace and democracy:Threelevels of analysis.Journalof
ConflictResolution41:283-310.
Harvey,AndrewC. 1989. Forecasting,structuraltimeseries modelsand the Kalmanfilter.London:Cambridge UniversityPress.
Hinsley, FrancisH. 1963. Power and thepursuit of peace: Theoryand practice in the history of relations
between states. Cambridge,UK: CambridgeUniversityPress.
Huntley, Wade L. 1996. Kant's thirdimage: Systemic sources of the liberalpeace. InternationalStudies
Quarterly40:45-76.
Jaggers,Keith,andTed R. Gurr.1995. Trackingdemocracy'sthirdwave withthe Polity IIIdata.Journalof
Peace Research 32:469-82.
James,Patrick,Eric Solberg,andMurrayWolfson. 1999. An identifiedsystemic model of the democracypeace nexus. Defense and Peace Economics 10:1-37.
Kalman,RudolfE. 1960. A new approachto linearfilteringandpredictionproblems.JournalofBasic Engineering, TransactionsASME,Series D 82:34-45.
Kant, Immanuel.[1784] 1991. Idea for a universalhistorywith a cosmopolitanpurpose.In Kantpolitical
writings, edited by Hans Reiss, 41-53. Cambridge,UK: CambridgeUniversityPress.
. [1795] 1991. Perpetualpeace: A philosophicalsketch. In Kantpolitical writings, edited by Hans
Reiss, 93-130. Cambridge,UK: CambridgeUniversityPress.
. [1797] 1991. The metaphysicsof morals.In Kantpolitical writings,editedby HansReiss, 131-75.
Cambridge,UK: CambridgeUniversityPress.
[1798] 1991. The contest of faculties. In Kantpolitical writings, edited by Hans Reiss, 176-90.
Cambridge,UK: CambridgeUniversityPress.
Lake, David A. 1992. Powerfulpacifists:Democraticstates and war. AmericanPolitical Science Review
86:24-37.
Maoz, Zeev, and Nasrin Abdolali. 1989. Regime types and internationalconflict, 1816-1976. Journal of
ConflictResolution33:3-35.
Maoz, Zeev, andBruceRussett.1992. Alliance, contiguity,wealth,andpoliticalstability:Is the lack of conflict among democraciesa statisticalartifact?InternationalInteractions17:245-67.
1993. Normativeand structuralcauses of democraticpeace. AmericanPolitical Science Review
87:624-38.
McLaughlin,Sara. 1997. The systemic democraticpeace. Ph.D. diss., Michigan State University.
McLaughlin,Sara,and ScottGates. 1998. Dynamicrelationshipsin internationalrelations:A Kalmanfilter
analysisof the systemicrelationshipbetweendemocracyandwar.Paperpresentedatthe annualmeeting
of the InternationalStudies Association, March,Minneapolis.
Morgan,T. Clifton, and Valerie L. Schwebach. 1992. Take two democraciesand call me in the morning.
InternationalInteractions17:305-20.
792
JOURNALOF CONFLICTRESOLUTION
Mousseau,Michael. 1997. Democracyand militarizedinterstatecollaboration.Journalof Peace Research
34:73-87.
Oneal, JohnR., FrancesH. Oneal, Zeev Maoz, andBruceM. Russett. 1996. The liberalpeace: Interdependence, democracy,and internationalconflict, 1950-1985. Journal of Peace Research 33:11-28.
Oneal,JohnR., andBruceM. Russett.1997. Theclassical liberalswereright:Democracy,interdependence,
and conflict, 1950-1985. InternationalStudies Quarterly41:267-94.
11999. The Kantianpeace: The pacific benefits of democracy,interdependence,and international
organizations.WorldPolitics 52.
. 2000. Why "An identified systemic model of the democracy-peacenexus" does not persuade.
Defense and Peace Economics 11.
Raknerud,Arvid, andHavardHegre. 1997. The hazardof war:Reassessingthe evidence of the democratic
peace. Journal of Peace Research 34:385-404.
Ray, JamesLee. 1995.Democracyand internationalconflict:Anevaluationof thedemocraticpeace proposition. Columbia:Universityof South CarolinaPress.
Raymond, Gregory A. 1994. Democracies, disputes, and third-partyintermediaries.Journal of Conflict
Resolution 38:24-42.
-1996. Demosthenesanddemocracies:Regime type and arbitrationoutcomes.InternationalInteractions 22:1-20.
Reiss, Hans S., ed. 1991. Kant'spolitical writings.Cambridge,UK: CambridgeUniversity Press.
Reiter,Dan, andAllan C. StainIII. 1998. Democracyandbattlefieldmilitaryeffectiveness. Journalof Conflict Resolution42:259-77.
Rousseau,David L., ChristopherGelpi, Dan Reiter,andPaulK. Huth. 1996. Assessing the dyadicnatureof
the democraticpeace, 1918-88. AmericanPolitical Science Review 90:512-33.
Rummel, R. J. 1983. Libertarianismand internationalviolence. Journal of ConflictResolution27:27-71.
.1995. Democraciesare less warlikethanotherregimes. EuropeanJournal of InternationalRelations 1:457-79.
Russett,Bruce. 1993. Graspingthedemocraticpeace: Principlesfor apost-cold war world. Princeton,NJ:
PrincetonUniversity Press.
Singer,J. David, StuartA. Bremer,andJohnStuckey. 1972. Capabilitydistribution,uncertainty,andmajor
power war, 1820-1965. In Peace, war, and numbers,edited by Bruce M. Russett, 19-48. Beverly Hills,
CA: Sage.
Singer,Max, andAaronWildavsky. 1993. Thereal worldorder:Zones ofpeace/zones of turmoil.Chatham:
ChathamHouse.
Small, Melvin, and J. David Singer. 1976. The war-pronenessof democraticregimes, 1816-1975. Jerusalem Journal of InternationalRelations 1:50-69.
. 1982. Resort to arms: Internationaland civil wars, 1816-1980. Beverly Hills, CA: Sage.
Smith, Renee M. 1993. Errorcorrection,attractors,and cointegration:Substantiveand methodological
issues. Political Analysis 4:249-54.
Stain,Allan C. III. 1996. Win,lose, or draw:Domesticpolitics and the crucibleof war. Ann Arbor:University of Michigan Press.
Starr,Harvey. 1992. Why don't democraciesfight one another-Evaluating the theory-findingsfeedback
loop. JerusalemJournal of InternationalRelations 14:41-59.
Thompson, William R. 1996. Democracy and peace: Putting the cart before the horse? International
Organization50:141-74.
Weede, Erich. 1984. Democracy and war involvement.Journal of ConflictResolution28:649-64.
.1992. Some simple calculationson democracyand war involvement.Journal of Peace Research
29:377-83.
Werner, Suzanne. 1996. Absolute and limited war: The possibility of foreign-imposedregime change.
InternationalInteractions22:67-88.
Williams,John. 1993. Whatcomes aroundgoes around:Unit roottests andcointegration.PoliticalAnalysis
4:229-36.