It has been true in Western societies and it seems to be true elsewhere that you do not find democratic systems apart from capitalism, or apart from a market economy, if you prefer that term.
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America traditionally represents the greatest possibility of someone's going from nothing to something. Why? In theory, if not practice, the government stays out of the way and lets individuals take risks and reap rewards or accept the consequences of failure. We call this capitalism - or, at least, we used to.