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                Certification Pursuant to 18 U.S.C. Section 1350,
                             As Adopted Pursuant to
                  Section 906 of the Sarbanes-Oxley Act of 2002

Name of Issuer: Morgan Stanley Eastern Europe Fund, Inc.

     In connection with the Report on Form N-CSR (the "Report") of the
above-named issuer for the period ended June 30, 2003 that is accompanied by
this certification, the undersigned hereby certifies that:

1.   The Report fully complies with the requirements of Section 13(a) or 15(d)
     of the Securities Exchange Act of 1934; and

2.   The information contained in the Report fairly presents, in all material
     respects, the financial condition and results of operations of the Issuer.


Date: August 19, 2003                             /s/ James Garrett
                                                  ------------------------------
                                                  James Garrett
                                                  Principal Financial Officer


A signed original of this written statement requires by Section 906 has been
provided to Morgan Stanley Eastern Europe Fund, Inc. and will be retained by
Morgan Stanley Eastern Europe Fund, Inc. and furnished to the Securities and
Exchange Commission or its staff upon request.

<Page>

                Certification Pursuant to 18 U.S.C. Section 1350,
                             As Adopted Pursuant to
                  Section 906 of the Sarbanes-Oxley Act of 2002

Name of Issuer: Morgan Stanley Eastern Europe Fund, Inc.

     In connection with the Report on Form N-CSR (the "Report") of the
above-named issuer for the period ended June 30, 2003 that is accompanied by
this certification, the undersigned hereby certifies that:

1.   The Report fully complies with the requirements of Section 13(a) or 15(d)
     of the Securities Exchange Act of 1934; and

2.   The information contained in the Report fairly presents, in all material
     respects, the financial condition and results of operations of the Issuer.


Date: August 19, 2003                             /s/ Ronald E. Robison
                                                  ------------------------------
                                                  Ronald E. Robison
                                                  Principal Executive Officer


A signed original of this written statement requires by Section 906 has been
provided to Morgan Stanley Eastern Europe Fund, Inc. and will be retained by
Morgan Stanley Eastern Europe Fund, Inc. and furnished to the Securities and
Exchange Commission or its staff upon request.