Back Before Yugo, there was Serbia, or something like that. In 1926 power changed hands and the royal dictatorship Yugoslavia was born. I don’t know if it has anyhting to do with the song, but it is interesting how J compressed 35 years of history into one literary feat. I have no problem with that.
I do, however, have a problem with the line, "I need god beside me buried deep in sludge". I have changed my name in protest. I could not think of a better one. 
Cuz god died ya know, really.