I don't have a direct link to a study, but I'll quote this article
http://thediplomat.com/2013/02/13/5-ways-china-could-become-...
"Statistical analysis shows that authoritarian regimes become progressively more unstable (and democratic transitions more likely) once income rises above $1,000 (PPP) per capita. When per capita income goes above $4,000 (PPP), the likelihood of democratic transitions increases more dramatically. Few authoritarian regimes, unless they rule in oil-producing countries, can survive once per capita income hits more than $6,000 (PPP)."
There are plenty of advanced countries where privacy isn't considered a god given right, and they aren't turning authoritarian. I once tried to explain to a group of japanese businessmen the america idea that guns are meant to counteract the potential tyranny of the government. They looked at me like I was insane.
In my limited experience in France (so I may be wrong here), people didn't seem to really have a concept of police not being allowed on private property.
A quick google search says that in the UK they don't need warrants, not to mention guns are almost completely illegal. http://uk.answers.yahoo.com/question/index?qid=2010033008545...
We in America live in a complete lala-land when it comes to the government going evil - and more broadly the fascination with apocalypse (but that's a larger issue)