What does that mean? Well, it depends. Sometimes it is just a snappy line to derail conversations. Other times, it actually does mean something. Most often, to the extent that these terms mean anything, it means that we are not a government of unchecked majority rule (democracy), but a government under law (republic). Of course, at the risk of using a term the Communists have grossly misused, we are a democratic republic. In other words, we are a system of majority rule under law. Indeed, we do not want to give the majority unchecked and lawless power. We want the majority to act in a manner constrained by law, to follow constitutional procedures, and to respect the rights of the minority. The system may even be set up in such a way that occasionally the minority nonetheless wins an electoral or legislative majority. But it should not be set up in such a way that the majority and minority are equally likely to win, much less in such a way as to lock in permanent minority rule.
Besides, most of the time saying we are a republic, not a democracy is just a snappy comeback meant to derail the conversation. Recently, for instance some Michigan Republicans proposed that if you suspect voter fraud you should unplug the voting machine or show up armed, ready to lock and load. And when this went onto Twitter, predictably enough some people denounced this as an intolerable threat to democracy, while others, just as predictably, said, "We aren't a democracy. We are a constitutional republic." So apparently a constitutional republic in this poster's view includes letting anyone who suspects fraud unplug voting machines or show up with guns.Of course, you can demand that such a person define terms and explain under what reasonable definition of a constitutional republic are such random acts of vigilantism allowed. But in that case the other person has achieve that they really wanted -- the conversation has been derailed and gone off into the weeds away from the subject of how intolerable the latest provocation is.
So my advice is that in order to prevent the conversation from being derailed, instead of democracy you should say "elective government" or "contested elections." It's a bit longer, but I very much doubt the "we're a republic, not a democracy" can derail the conversation by denying that we have an elective government.
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