Geez, Pokemon World is not a country.
Obviously, in the Pokemon Universe exist respective counterparts of each country and place of the real world. It should be no question about whether they have a government. Regions we know are organized; socially, politically, religiously, and in any other sector.
However, it doesn't have to be that Pokemon World's Japan and Pokemon World's Italy follow same political ideas and such. As far as we know Kanto, Johto and the known regions, seem to be either Capitalistic or Socialistic communities. For all it matters, Anarchy, Monarchy or any other extreme political direction by today's standards don't take place.