Django now throws a ValueError when an unsaved instance is assigned:
https://docs.djangoproject.com/en/1.8/releases/1.8/#assigning-unsaved-objects-to-relations-raises-an-error

This commit changes the offending lines to create objects in the
database instead. But I don't understand why I don't need to make
the same changes for e.g. the country factory.

But I don't really care, as long as the tests pass. I'm guessing it has
something to do with factory-boy and the get_or_create statement.

Unfortunately, this will make our test suite slower. But to make up for
it, Django 1.8 introduces the setUpTestCase method, which we can use
once Django 1.7 is removed.