I knew that quote too, didn't know who it was from though. But if the Israelite Empire is on that list, the Holy Roman should be, it had some political power in Europe, it's Emperor was called Emperor and under some emperors they were quite a player in Europe( Charles I, Barbarossa,...)

Regardless, Charlemagne should be on the list, his empire didn't endure, but it's comparable to the Armenian.

And Bovi, if we apply your definition of an empire, then Vatican City is one ;)