A vapor barrier installs just under the drywall in a heating climate, on the exterior in a cooling climate. You may be thinking of a water-resistive barrier (vapor permeable)-- required by Code under the siding material. Around here, the WRB is installed in order to pass electrical inspection, especially on the non-sheathed gable ends to dry-in the house walls.
If any ads are present below my answer or words underlined/colored, I do not condone/support/use the product or services listed/linked to, they are there without my consent.
WELCOME to the forums, if I forgot to say it!