Considering intervening variables in regression analysis

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Considering intervening variables in regression analysis

belowe
Having difficulty with the problem below and would appreciate any guidance!

Seeking to develop a relationship between dvar(GDP) and invar(FDI) while considering approximately 10 additional intervening variables on my independent variable (FDI). I want to test to what extent these 10 intervening variables have individually on the FDI-GDP relationship. I am having difficulty forming such relationship via classic stepwise regression and was curious as to what other options folks thought were available.

I have conducted a mediation regression test though my relationship between the independent and dependent variable are too weak.

Thanks in advance!