We were warned on the bus from Rome airport: Italy has zebra crossings, but they don’t signify anything. Don’t expect cars to stop for you-just walk out into the road purposefully and Ferraris and motorised cycle-vans alike will weave their way around you without slowing in the slightest, like swallows after flies. Think of yourself as Hannibal determinedly deploying his elephants.

This may be okay for brave classical heroes, but a friend failed to see the Colosseum because she never dared plunge into the maelstrom of traffic that treats that grand old killing arena as, well, exactly that. Yet, like everything else in Italy, which exists in the nearest state of anarchy in Europe, it seems to work. Seventy years after Mussolini, the trains still run on time and are about half the price of ours, as George Osborne may have discovered. The food is better and no one dresses as well as Italian men.

Then, take Copenhagen. My guidebook warned me that I could be arrested for jay-walking. ‘The Danes hardly ever jaywalk, even if there is no traffic in either direction.’ And, blimey, it’s true. Nervous of being dumped in a Danish gaol (although I bet it would be well-decorated, well-designed, well-meaning and probably with added counselling), I stuck with the law and, with the Danes, waiting patiently for the green light. How much, I wondered, does the Danish economy lose from non-productive waiting for the little man to make up his mind?

Denmark, as are other Scan-dinavian states, is a model of virtue. Everyone cycles or jogs, the streets are sparkling, the royal family is revered (the guidebook says ‘insulting them is highly inadvisable’) and, apparently, they are one of the happiest nations on Earth. Yes, I’m sure: you see cyclists with lusty, pink-cheeked babes in special kiddy trailers, folks walking their well-behaved dogs in designated areas and motorists always driving within the speed limit (which is perhaps why the city’s roads are so sedate).

Even after a week, I began to long for Britain. Jaywalking was just the beginning. I wanted to do something really naughty like not getting my bus ticket punched or grumbling (the guidebook warns ‘everyone will know exactly what you are saying’). I wanted to sink my teeth into a rare steak and not 50 kinds of herring on rye. I longed for a bottle of wine-hugely taxed-and not beer. What, I wonder, happened to the Viking genes? The horned berserkers would have axed the little green man into body parts.

Which makes me think that the British, rightly, have a misbehaviour gene. It’s what makes us grumble about our Royal Family (remember that strange hat Princess Beatrice wore and the cartoons that followed?) and about our Government. Indeed, I begin to wonder if a bit of Italian anarchy wouldn’t be good for us. Is it better to have an effective government that does the wrong thing than an ineffective one that does nothing? I think not. Of course, an effective one that does the right thing is best, but these are as rare as snow leopards.

Best, I think, to follow the Ita-lian system, where nothing at all is expected of government or any other form of bureaucracy except a lot of heavily pounded rubber stamps saying ‘Pagato’ (paid) on endless forms. Which it often isn’t. This is a state where €500 notes are common legal tender and useful for bribery (how many £500 notes have you ever seen?). This is also a state where a high- court judge can actually apologise for not being able to evade a legitimate tax-yes, it happened to me and I appreciated it.

When I was last in Italy, I took a bag of tomatoes through security and was stopped. Were they about to be confiscated? No, the fearsomely armed guards wanted to know how I would cook them, then got into an argument with each other about methods. I bet that wouldn’t happen in Denmark. Nor Britain, for that matter.

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