A humorous rendition of the capital city of the Former Yugoslav Republic of Macedonia (also known as the Republic of Macedonia).
It stems from the actual spelling:
SKOPJE (pron: Skop-YEH)
And the fact that many non-Slavs have difficulty pronouncing the later "JE" element of the name.
This rendition instead pronounces the "JE" as JAY, since it almost looks out of place when spelt in English.