Restore the Mexican Empire is a decision available to 
Mexico.
The government needs to be either Reactionary or Conservative, and Mexico must have a militancy of at least 4.0 and the Mexican population should be at least 40% conservative.
It changes the government from Democracy to HM's Government and gives all liberal POPs 8 militancy.
The in-game text says: A French military intervention in Mexico, triggered by Mexico's concellation of loan payments in 1861, saw the Austrian archduke Maximillian Ferdinand, later maximillian 1, installed on the throune of a restored Mexican Empire. While the Empire only came to last for three years, Maximillian nevertheless enjoyed some level of support from Mexican conservatives. By asking Maximillian Ferdinand to ascend to the throne, we can again make Mexico a Monarchy, but doing so might be a risky affair.