FDI Backward Spillovers in China: What a Meta-Analysis Tells Us?

Hongzhong Fan, Shi He and Yum K. Kwan

Emerging Markets Finance and Trade, 2020, vol. 56, issue 1, 86-105

Abstract: Drawing on a unique dataset of 694 estimates from 24 studies on foreign direct investment backward spillovers in China, this paper quantitatively analyzes spillover effects corrected for publication bias and misspecification and accounts for the heterogeneity in existing empirical results using meta-regression analysis. Robust to various methods and specifications, the results show that this backward spillover effect corrected for publication bias and misspecification is remarkable and economically significant. We also derive backward spillover estimates for hypothetical combinations of study characteristics and find the synthetic spillover estimates vary across heterogeneous firms. The meta-analysis also examines various study characteristics that explain the heterogeneity across studies of the reported spillover estimates.

Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://hdl.handle.net/10.1080/1540496X.2019.1586669 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mes:emfitr:v:56:y:2020:i:1:p:86-105

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/MREE20

DOI: 10.1080/1540496X.2019.1586669

Access Statistics for this article

More articles in Emerging Markets Finance and Trade from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().