Ahir, H. ; Bloom, N. ; Furceri, D. The world uncertainty index. 2022 NBER:
An, X. ; Barnett, W. ; Wang, X. ; Wu, Q. Brexit spillovers: how economic policy uncertainty affects foreign direct investment and international trade. 2023 Eur. J. Finance. 29 1-20
Auer, S. Monetary policy shocks and foreign investment income: evidence from a large Bayesian VAR. 2019 J. Int. Money Financ.. 93 142-166
Baker, S. ; Bloom, N. ; Davis, S. Measuring economic policy uncertainty. 2016 Q. J. Econ.. 131 1593-1636
Bańbura, M. ; Giannone, D. ; Reichlin, L. Large Bayesian vector auto regressions. 2010 J. Appl. Econom.. 25 71-92
Becker, J. ; Fuest, C. ; Riedel, N. Corporate tax effects on the quality and quantity of FDI. 2012 Eur. Econ. Rev.. 56 1495-1511
- Blomström, M. Foreign investment and productive efficiency: the case of Mexico. 1986 J. Ind. Econ.. 35 97-110
Paper not yet in RePEc: Add citation now
- Broadbent, B. ; Di Pace, F. ; Drechsel, T. ; Harrison, R. ; Tenreyro, S. The Brexit vote, productivity growth and macroeconomic adjustments in the United Kingdom. 2023 Rev. Econ. Stud.. 91 2104-2134
Paper not yet in RePEc: Add citation now
Caldara, D. ; Iacoviello, M. Measuring geopolitical risk. 2022 Am. Econ. Rev.. 112 1194-1225
Carriero, A. ; Clark, T.E. ; Marcellino, M.G. Bayesian VARs: specification choices and forecast accuracy. 2015 J. Appl. Econom.. 30 46-73
Cesa-Bianchi, A. ; Dickinson, R. ; Kösem, S. ; Lloyd, S. No economy is an island: how foreign shocks affect UK macrofinancial stability. 2021 Q. Bull. Bank Engl.. -
Chan, J. Comparing stochastic volatility specifications for large Bayesian VARs. 2023 J. Econom.. 235 1419-1446
Chan, J. Large hybrid time-varying parameter VARs. 2023 J. Bus. Econ. Stat.. 41 890-905
Chan, J. Minnesota-type adaptive hierarchical priors for large Bayesian VARs. 2021 Int. J. Forecast.. 37 1212-1226
Chan, J. ; Koop, G. ; Poirier, D. ; Tobias, J. Bayesian Econometric Methods. Econometric Exercises. 2019 Cambridge University Press:
Choi, S. ; Ciminelli, G. ; Furceri, D. Is domestic uncertainty a local pull factor driving foreign capital inflows? New cross-country evidence. 2023 J. Int. Money Financ.. 130 -
Cieślik, A. ; Ryan, M. Brexit and Japanese foreign direct investment in the UK: a sectoral analysis. 2022 Oxf. Econ. Pap.. 74 959-975
Cogley, T. ; Sargent, T. Drifts and volatilities: monetary policies and outcomes in the post WWII US. 2005 Rev. Econ. Dyn.. 8 262-302
Cuaresma, J. ; Doppelhofer, G. ; Feldkircher, M. ; Huber, F. Spillovers from US monetary policy: evidence from a time varying parameter global vector auto-regressive model. 2019 J. R. Stat. Soc., Ser. A, Stat. Soc.. 182 831-861
Devereux, M. The impact of taxation on the location of capital, firms and profit: a survey of empirical evidence. 2007 Oxford University Centre for Business Taxation:
Driffield, N. ; Karoglou, M. Brexit and foreign investment in the UK. 2019 J. R. Stat. Soc., Ser. A, Stat. Soc.. 182 559-582
Froot, K. ; Stein, J. Exchange rates and foreign direct investment: an imperfect capital markets approach. 1991 Q. J. Econ.. 106 1191-1217
Frühwirth-Schnatter, S. ; Wagner, H. Stochastic model specification search for Gaussian and partial non-Gaussian state space models. 2010 J. Econom.. 154 85-100
Giannone, D. ; Lenza, M. ; Primiceri, G. Prior selection for vector autoregressions. 2015 Rev. Econ. Stat.. 97 436-451
Girma, S. ; Greenaway, D. ; Wakelin, K. Who benefits from foreign direct investment in the UK?. 2001 Scott. J. Polit. Econ.. 60 560-574
Graham, E.M. ; Krugman, P.R. The surge in foreign direct investment in the 1980s. 1993 En : Froot, K.A. Foreign Direct Investment. University of Chicago Press:
- Granger, C. Non-linear models: where do we go next - time varying parameter models?. 2008 Stud. Nonlinear Dyn. Econom.. 12 1-12
Paper not yet in RePEc: Add citation now
Griffith, R. ; Redding, S. ; Simpson, H. Productivity convergence and foreign ownership at the establishment level. 2002 The Institute of Fiscal Studies:
- Gyglia, S. ; Haelgb, F. ; Sturm, J.-E. The KOF globalisation index—revisited. 2019 Rev. Int. Organ.. 14 543-574
Paper not yet in RePEc: Add citation now
Haskel, J. ; Pereira, S. ; Slaughter, M. Does inward foreign direct investment boost the productivity of domestic firms?. 2007 Rev. Econ. Stat.. 89 482-496
- International Monetary Fund, Balance of Payments Manual. 1993 :
Paper not yet in RePEc: Add citation now
- Kamin, S. Financial globalization and monetary policy. 2013 En : Handbooks in Financial Globalization. Elsevier:
Paper not yet in RePEc: Add citation now
Kellard, N.M. ; Kontonikas, A. ; Lamla, M.J. ; Maiani, S. ; Wood, G. Risk, financial stability and FDI. 2022 J. Int. Money Financ.. 120 -
- Keynes, S. How large might labour's ‘dullness dividend’ be?. 2024 Financ. Times. -
Paper not yet in RePEc: Add citation now
Klein, M. ; Rosengren, E. The real exchange rate and foreign direct investment in the United States: relative wealth vs. relative wage effects. 1994 J. Int. Econ.. 36 373-389
Koop, G. ; Korobilis, D. Forecasting with high-dimensional panel VARs. 2019 Oxf. Bull. Econ. Stat.. 81 937-959
Kose, A. ; Lakatos, C. ; Ohnsorge, F. ; Stocker, M. The global role of the U.S. economy: linkages, policies and spillovers. 2017 World Bank Group: Washington, DC
Leiva-León, D. ; Uzeda, L. Endogenous time variation in vector autoregressions. 2023 Rev. Econ. Stat.. 105 125-142
Lipsey, R. ; Sjöholm, F. Host country impacts of inward FDI: why such different answers?. 2004 Stockholm School of Economics, the European Institute of Japanese Studies:
- Mathew, A.J. ; Koo, K. ; Hatwell, E. ; Johnson, M. ; Hamroush, S. ; Needham, M. ; Johnsen, T. Understanding FDI and its impact in the United Kingdom for DIT's investment promotion activities and services. 2021 Department of International Trade:
Paper not yet in RePEc: Add citation now
McGrattan, E. ; Waddle, A. The impact of Brexit on foreign investment and production. 2020 Am. Econ. J. Macroecon.. 12 76-103
Mumtaz, H. ; Theodoridis, K. Common and country specific economic uncertainty. 2017 J. Int. Econ.. 105 205-216
Nilavongse, R. ; Rubaszek, M. ; Uddin, G.S. Economic policy uncertainty shocks, economic activity, and exchange rate adjustments. 2020 Econ. Lett.. 186 -
Primiceri, G. Time varying structural vector autoregressions and monetary policy. 2005 Rev. Econ. Stud.. 72 821-852
Rubio-Ramirez, J. ; Waggoner, D. ; Zha, T. Structural vector autoregressions: theory of identification and algorithms for inference. 2010 Rev. Econ. Stud.. 77 665-696