Country wise FDI flows are available in World Bank and IMF databases. UNCTAD and OECD also provide FDI data. Hope this help. 

There are a number of FDI data sources as mentioned by Md. Akhter, Martha Carro, and Joao Bento that you might retrieve. Mainly we download the data from UNCTAD and OECD. For example, the World Investment Report of UNCTAD provides annual development of FDI in many countries. For 2016 FDI UNCTAD report, you download it here: http://unctad.org/en/pages/PublicationWebflyer.aspx?publicationid=1555 or here: http://www.worldinvestmentreport.org/wir2016/

Another trusted source is OECD. FDI OECD 2016 can be accessed here: http://www.oecd.org/corporate/FDI-in-Figures-April-2016.pdf

Other sources you might interest: 

http://www.fdiintelligence.com/Utility-Nav/Highlights-Bar/The-fDi-Report-2016

https://www.fdimarkets.com/

http://www.fdireports.com/

http://www.intracen.org/itc/market-info-tools/trade-statistics/

You can find bilateral  capital/investment flows

you can find in world bank database in the following link

http://data.worldbank.org/indicator/BX.KLT.DINV.CD.WD

Here you can find data on FDI in Chile

http://www.investchile.gob.cl/es/inversion-en-chile/ied-segun-sector/

Regards

Dear Pavlos,

I hope  this link will be useful: MENA-OECD Investment Programme

Draft Background Note:Recent FDI Trends in the MENA Region, https://www.oecd.org/mena/competitiveness/Draft%20Note_FDI%20trends%20in%20MENA_Dec.%202014.pdf.

Best Regards

Barbara

UNCTAD is better...

It is a little hard to find FDI from country to country. But you can check UNCTAD or Trade Map databases.

Thank you all for the responses. I think that UNCTAD is better as far as the bilateral FDI flows http://unctad.org/en/Pages/DIAE/FDI%20Statistics/FDI-Statistics-Bilateral.aspx

OECD is good too.   

You can check cepii data from France, it is good too. www.cepii.fr it has English language. 

Hope this helps

http://stats.oecd.org/index.aspx?DataSetCode=FDI_FLOW_PARTNER

Does anyone have available data set bop_fdi_main from Eurostat? Currently it is not available

Thank you

UNCTAD have a bilateral FDI database but I am not sure which countries are covered

http://unctad.org/en/Pages/DIAE/FDI%20Statistics/FDI-Statistics-Bilateral.aspx

For Kenya, it is possible to refer to Kenya National Bureau of Statistics.

https://www.knbs.or.ke/foreign-investment-survey-2016-report/

Statistics on individual countries can be found here:

https://www.researchgate.net/post/How_to_get_bilateral_FDI_inflows_from_2001_to_2015_for_101_countries_from_UNCTAD

If there is a list of countries with dummies of desired regions (like the one CEPII provides), data can be collapsed