Goverments are suposed to increase your Economy, your Industry and your Research, according to the discriptions from the 'goverment and ethics' tab of the civilisation manager.
Testing with changing goverment types has shown that only my economy (income) is affected; my military production, my social production and my research output are not affected by changing goverment.
I dont know if this is intentional behavior, and the discriptions are wrong, or if the bonuses are in fact bugged, but something needed to be changed so that the discription and behaviour match.