Third‐country exchange rate effects on foreign direct investment flows: A global vector autoregessive approach

B-Tier
Journal: Review of International Economics
Year: 2023
Volume: 31
Issue: 2
Pages: 522-549

Authors (2)

Todd Sarnstrom (not in RePEc) Michael Ryan (Western Michigan University)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We employ global vector autoregessive estimation to examine bilateral and third‐country exchange rate effects on U.S. FDI outflows. Our bilateral results mimic previous work on the topic and indicate host currency depreciation decreases FDI inflows. However, in contrast, third‐country exchange rates also decrease U.S. FDI outflows to those hosts. We find these exchange rate impacts are short‐lived and small relative to quarterly average U.S. outflows. This suggests a potential explanation for the mixed results in the exchange rateFDI literature; while exchange rates may have significant statistical impact on U.S. FDI outflows, typically they are not economically significant.

Technical Details

RePEc Handle
repec:bla:reviec:v:31:y:2023:i:2:p:522-549
Journal Field
International
Author Count
2
Added to Database
2026-01-29