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Last month, 1.5 million Catalans took to the streets in Barcelona to call for a separate state in the biggest march since the 1970s.

Catalonia’s regional government voted on Sept. 27 to hold a referendum on Catalonia’s self-determination at a date still yet to be set. The Spanish government says this would be unconstitutional.

Spanish Prime Minister Mariano Rajoy said Tuesday that those seeking independence for Spain are making “a mistake of colossal proportions.”

But Mr. Rajoy, like many of his fellow European leaders, is in a bind: National governments have had to cede power to the supranational EU and to regions demanding greater autonomy and local accountability.

“People are anxious because the European Union seems far away,” said Hendrik Vos, head of Ghent University’s Center for EU Studies. “That is why there is this yearning to keep things close.”