It makes sense that in different languages, places are called in different ways, to reflect that language. There are some countries, cities or towns whose names are nearly universal, but there are many others that aren't.
A good example of this is the name for the United States in the Spanish-speaking world. The literal translation of United States of America in the Spanish language is "Estados Unidos de América", which has the exact same meaning as the English term.
Things get more interesting, however, once the Spanish name is abbreviated, much as the "United States of America" is often abbreviated as "U.S.A.". The Spanish abbreviation of "Estados Unidos de América" is "EE.UU." But why?
Spanish is a language in which adjectives change to reflect the quantity and gender of nouns. That means that there is a different ending for adjectives attached to feminine or masculine nouns, as well as singular and plural nouns. Following this rule, "Estados Unidos" is abbreviated as "EE.UU" in order to reflect the plural adjective ("Unidos") of the plural noun ("Estados"). To explain better, if the country were called "United State" or "Estado Unido" in Spanish, according to grammar rules, the abbreviation would be "E.U."
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