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There are plenty of countries in Eastern Europe etc. where the governments actively promote religious organizations and which have high rates of religious identification but which nevertheless have low fertility. Poland, Ukraine and Russia come to mind.
One of the sticky issues of fertility is that, yes, religiousness is associated with fertility, but it's also damnably hard for governments to promote "real" religiousness, instead of cultural identification with religion.
In general, I agree that promotion of fertility is very difficult. I wouldn't dismiss monetary incentives, but especially actually becoming a parent there have been some issues I've thought of that make even having two kids more difficult than it might have been in previous societies:
Often, the issue is not money but the lack of networks. It has become almost a rite of passage in our society to move away from parents - not just their home, but often to a whole new, presumably bigger - city after you become adult. This means a new amount of freedom during young adulthood (you can do anything and there's little chance your parents catch you doing it!) and it's a chance to reinvent yourself and find a new group of friends and party with them - but once you settle down and have kids there's a problem; you often need a helping hand.
Suddenly you notice that your friends of same age aren't as much help as you might guess; they might not want to trouble themselves with your kids, and even if they do, if they are childless you don't necessarily trust them to handle all the tasks and if they do have kids those kids are often the same age as yours, which makes them good for playdates but is less than ideal when your kids are sick, since their kids might be sick as well or they don't want their kids to catch the same disease as yours. And so on.
Historically, in those special situations - sickness, injury, new pregnancy, one or more kids are just acting up a lot etc. - it's been your family that has come to help you, but it's not so easy if they live on the other side of the country, or if they no longer live (or, after having you at 35-40 and with you having your kids at 35-40, are now pushing 80 themselves), or if you have been an only child and haven't got sisters and brothers, or so on. We are lucky, since I have a sister who can come help me at times and my wife's parents, while old, do likewise, but these both live in different cities and can only come so often.
The state cannot really offer these networks, but, for instance, cities could offer some level of services for crisis situations (as they do already, in Finland, though the availability varies), and they could offer tax breaks for nannies and such.
There just plain seems to be more demands and regulations - costing time, money and mental effort - put on parents, chiefly mothers, than before. Of course, a lot of these are legislative (car seats have been already mentioned!). Some are institutional - the various maternal clinics and such are helpful, but they often also give parents a lot of advice that is clearly meant to make sure that complete idiot parents don't do something obviously moronic like getting totally drunk and forgetting to feed the kids, but which might make conscientous parents worried that having one glass of wine makes them an alcoholic whose kids are about to be taken away. And so on.
Apart from those, though, the mother-related social media - I'm not directly exposed to it, just through my wife - seems like a horrorshow, full of mothers who are perfectly ready to ream each other's maternity choices at the slightest provocation (Often using passive aggression - "Oh, your family's screen time is hour per day? Our little Ian never looks at screens). This, too, doesn't seem to be a tribal issue, I've seen this sort of behavior as much from "blue-tribe-(equivalent)" as "red-tribe-(equivalent)" parents. Indeed, there seems to be a large amount of "crunchy" tradmommies who both espouse having a lof ot kids as a highest virtue and are also convinced that if you use anything that a rural peasant from the 1700s wouldn't be using and which might make your life easier (formula! birth at hospital! screens! daycare!) then you might as well just submit to them being ruined anyway.
Any sort of a longterm pro-family program, I feel, would entail having a good look at the modern parental demands and standards culture and try to find ways to tell people that they can actually relax a bit, they are almost certainly not going to kill their babies and kids even if they don't do everything by the book, and there are many ways to raise kids and that social media mommy bloggers are just presenting an image to sell a product and aren't a good standard to compare yourself to.
One thing that might keep people from becoming parents is just the general societal lack of horizon. If one looks at Finland's fertility rates, they were actually quite decent - not replacement rate, but not too far way, somewhere around 1.8 - until 2010, and after that they fell off the cliff.
I'm not sure if there's an exact cause, but I think that it's not an accident that this happened just after the euro crisis. Of course the euro crisis happened all around Europe and didn't affect fertility in all nations at the same way, but my subjective opinion is that it led to Finnish political narrative becoming all about crisis and looming disaster after disaster on the horizon (due to debt, taxes, failing services, even the fall of fertility rate itself). Before 2010, there had been a certain confidence around Finnish economy, even triumphalism.
Of course this was connected to Nokia serving as a national flagship company. As one can see in the revenue statistics, 2009 also represented a high watermark for Nokia, and while its fall led to fired engineers soon establishing or finding new companies, what was important was the idea of Nokia being the symbol of Finland as a cutting-edge technological nation, a nation of engineering genius that would brave the challenges of the new economy here and afterwards. 2010 also represented a blow to this mythos and contributed to the general, gloomier atmosphere after this.
Again, this is very speculative, but how much is fertility simply related to whether people feel confident and optimistic about the future, and how much they feel gloomy and uncertain? As mentioned here, many Eastern European countries had fertility rates down in the dumps after the end of the communist period, with those fertility rates picking up when they joined the EU. The prospect of joining the EU, or EU making poorer countries equivalent to richer ones, has servedas one potential source of confidence and optimism. We can see this in Ukraine, for example - there, no lie, probably many Ukrainians who specifically conceive of their battle against Russia as a battle for eventual Ukrainian EU membership.
Beyond economic matters, culture war in Europe is often also a clash of different disaster scenarios. I remember it once being described that these days, whether you're (culturally) left-wing or right-wing is a question of whether you are more likely to think it an urgent political matter to prevent Europe from going through a climate disaster or an urgent political matter to prevent Europe from going through the Great Replacement. The idea that climate worries are preventing people from having kids is a well-known one, but I'm not sure it's very healthy when the other side to keep harping on about Europe falling under the brown immigrant hordes and this being an unavoidable destiny unless their particular nationalist party gets over 50 % of votes, which it probably is not getting. It's catastrophizing either way, and many might think - why have kids if you think that their lives are going to suck anyway, whether it's due to economic collapse, environmental disaster or becoming a minority in your own country?
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