Purpose This study shows that drought exerts asymmetric and temporally differentiated effects on wheat yields in North Africa. Focusing on Algeria, Egypt, Libya, Mauritania, Morocco, and Tunisia, it evaluates short- and long-run drought impacts over the period 1961–2021 in a context of rising climate variability and food security risks. Design/methodology/approach Panel Autoregressive Distributed Lag (ARDL) and Panel Nonlinear ARDL (NARDL) models are employed to capture dynamic adjustment processes and asymmetric yield responses to drought, distinguishing short-run shocks from long-run equilibrium effects. Findings Drought significantly reduces wheat yields in the short run. Nonlinear estimates reveal asymmetric long-run effects, with wetter-than-normal conditions generating persistent yield gains, weaker long-run losses from negative drought shocks, substantial cross-country heterogeneity, and sizable revenue losses under extreme drought. Research limitations/implications The use of aggregate national data may mask sub-national variation in drought exposure and resilience, motivating future research using higher-resolution data. Originality/value The study provides new evidence on asymmetric drought–yield dynamics and associated economic losses in North Africa, offering policy-relevant insights for climate-resilient agricultural planning.
Soumbara et al. (Fri,) studied this question.