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Because the fact is that homicide rates in the United States, even at their height around 1990, were a fraction of homicide rates in 14th century Europe, as estimated by various historians. In a good year, London had a homicide rate of ~36 (per 100,000 pop.), rising to ~52 in bad years. Oxford, and parts of Germany, had murder rates that rose above 100. (The highest homicide rate ever recorded in D.C. was 81.6, in 1991.) This was before man-portable firearms even existed in Europe.
European homicide rates started declining with the Renaissance, and declined further with the Enlightenment, even as firearms became more common and acquired faster rates of fire. European gun control laws were never adopted for the purpose of reducing violent crime (though they were in some cases advertised as such), but to protect the governments of the time from being overthrown like the imperial governments of Russia and Germany had been.
A key element in the reduction of homicide rates over the centuries has been the increased value placed on human life, driven by the spreading of the idea that maybe there is no afterlife and this one is the only one we get (so if you kill someone wrongly, you haven't done him a favor by sending him to Heaven ahead of schedule), and that maybe--just maybe--harm to one's self-image (call it "honor," "pride," or whatever) doesn't require the death of the offending party.
And that explains to a large extent why the United States has lagged behind Europe in homicide rates: religiosity in the Unites States is far higher in Europe (due, somewhat ironically, in no small part to unyoking religion from the state), and the United States has had a steady influx of immigrants who have brought with them cultural attitudes about self-image that were less influenced by the Enlightenment, or not at all. For example, the attitude common among inner-city black males involved in the criminal circuit (particularly the illegal drugs trade) that being shown "disrespect" (a slight to one's self-image) not only justifies but requires spilling the blood of the offending party to erase it, appears to have been introduced by Jamaican "posses" in the 1970s and 1980s. The Jamaicans were at the time noted for their casual regard for human life, but their attitudes appear to have spread not only among blacks in the United States, but in the United Kingdom as well.
But lest I be accused of pretending this is a "black thing," many of the same things that were heard about Jamaican organized criminals thirty or so years ago (their touchiness about their self-image, their casual attitude towards killing) have been heard over the past ten years about organized criminals expanding their operations into western Europe from the former Soviet Union and the Balkans. It's not a matter of skin color, but of culture.
A problem that tends to arise with ethnic groups that have been kicked around by history is that they will all too often succumb to the temptation to weave myths about their past achievements, and take pride in the accomplishments of their ancestors (even if they have to engage in a large amount of fabrication with regard to the accomplishments, the identity of the ancestors, or both) rather than in their own achievements, but also demand deference on the basis of that (fabricated or at least greatly enhanced) past greatness. We see this phenomenon in nationalist movements throughout the past two centuries, with the Italian fascists and German Nazis (both of whom wove bullshit myths about their respective nations' origins from the Romans and Roman-era Germanic tribes, blithely ignoring that both had been wiped out in the Great Migrations of the Dark Ages and that the Italians and Germans of the day would at best have been descended from the people who wiped the mythical ancestors off the map) as prime examples. In a very similar vein, we've seen movements like the Nation of Islam, and the Afrocentrist movement in academia, which have sought to boost African-Americans' self-image on the basis of pseudohistorical claims that all of humanity's notable achievements were really thanks to black Africans, but (inferior) Whitey stole the credit.
That's on a macro scale; on a micro-scale, we see this in any individual who demands "respect" despite not being able to provide any decent reason why he deserves it. Admittedly, this is aided by the culture of entitlement seen across the United States (and not just there, but let's focus on the U.S. since we're discussing American domestic policy to large extent) of people demanding respect for their socio-political opinions and religious beliefs regardless of the merit of those opinions and beliefs, but even the most off-the-rails conservative fundie is far more likely to publish a book about how horrible you are, persecuting him or her by failing to "respect his beliefs" (and plug it shamelessly on Beck, Hannity and O'Reilly), than shoot you where you stand.
But western Europe's starting to see this phenomenon in third-generation immigrants, who aren't particularly connected to the culture of their forebears, but haven't integrated into their host societies' cultures (mainly because they haven't been given much opportunity to do so). And because they're generally part of a socio-economic underclass, they find themselves in a position remarkably similar to many African-Americans, and are particularly susceptible to ideas that involve boosting their self-image, even undeservedly. Some are drawn to militant Islamism, others want to be the banlieue's answer to N.W.A. or Snoop Dogg. Europe may yet follow America in this regard, and tighter gun laws won't make a difference.
It's not as if criminals--organized and unorganized--in western Europe can't get hold of a firearm if they want one already, anyway.
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