Joe Piscopo is thinking about running for governor of New Jersey, and CNN’s Bill Hemmer interviewed him about it. Although a Democrat, Piscopo considers himself conservative:

HEMMER: You’re a lifelong Democrat, right? And you talk about the highest property taxes in the country in your home state. Sounds a bit conservative.

PISCOPO: I know. I know. I could tell. As I go through the different items and my agenda in my head, you know, as people talk to me, of what I stand for, I am very, very conservative, but I’m a lifelong Democrat. I believe — a proud Democrat.

It’s the working man’s party, and New Jersey has its roots in working class. Immigrants came from all over the country and they settled in New Jersey. Like my grandparents, they couldn’t even speak English when they first came here.

So yes, I’m a Democrat, very conservative, but highest property tax in the country, highest insurance, car insurance rates in the country, and I can’t understand how a great state like the one I’m in now, Florida, Texas, Nevada, they have no state income tax. How do they do it and why can’t Jersey do it?

Or North Carolina? Or Virginia? Or Maryland? Or Pennsylvania? Or New York? Or….