I would say the executive branch because their job is to make sure the laws are carried out. Which is basically the job of the police because they go out and make sure people are following the rules but at the same time they could also be judicial because they also punish people for breaking the law.
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Process of elimination says it has to be executive. The police and other law enforcement agencies do not make laws. These same agencies don't get to decide whether the laws they're sworn to enforce are constitutional or not. Instead, they are the enforcement arm of the Executive branch, which is responsible for executing and enforcing the laws created by Congress and reviewed as needed by the Judicial branch.
You are right, in a sense, that policing falls under the executive branch. The other posts have already elaborated on this, and I'll just add one other part to it. The National Guard can be given authority indirectly through the President to act as law enforcement--this is partly why there is so much discussion about Guardsmen being sent to the Southern border. Similarly, so many policing agencies--the ATF, the FBI, the DEA--fall under organizations that report back to the President or to one of his cabinet members.
I feel that the executive branch is probably the best classification for the police and other law enforcement. The framers designed the executive branch to be the domain where the laws of the nations are enforced and executed. The police would fall into this category because their job, as noted in the sub question, is to make sure that what laws are passed are followed and the society is functioning in a matter that is in accordance with the ideas outlined in the Constitution. I am not sure I would put them in the judicial branch, for this portion of the government is designed to interpret the Constitutionality of the laws. The framers conceived this branch to assess how the laws and practices are doing in upholding the spirit of the Constitution. It becomes a massive conflict of interest and a dangerous conversion if the law is being enforced and interpreted by the same individual or section of government. For this reason, the division of powers principle is invoked, ensuring that one branch does not interfere with the powers of another.
I agree that the Executive Branch is where law enforcement belongs. If you look at the example of the Federal Government, the FBI - our nation's police force - answers to the Director, who is appointed by the nation's executive branch, the President. At the state level, the State Patrol answers to the executive of the state, also known as the Governor.
Even at the local, municipal level, the city police answer to the Chief, who is appointed by the city executive, also known as the Mayor.
I suppose some might argue that police belong in the Judicial Branch, but the courts and police are often at odds with one another over individual rights and the exercise of their power.
The government in many Democratic countries is divide in the legislative, executive and judicial branches on the basis of kind of work they perform in terms of laying down law, implementing the law, and providing protection against unjustified law and improper implementation of law. This ensures that each of the three branches acts as a check over the other two.
The effectiveness of control of each of the three branches and of the total functioning of the government requires that this demarcation of function according to the above described criteria in relation to law is correct. The function of police clearly lies in the domain of implementation of law. Therefor is is best for the police to function as a part of executive branch of government.
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