This article investigates the interactions among parliamentary questions, newspaper coverage on the economic crisis, and consumer confidence. It focuses on France, Spain, Germany, and the Netherlands for the period 2005-2016. Based on insights from political agenda-setting and media effects research, we expect multidirectional relationships to be present. Parliamentary records and newspaper archives are used to analyze the monthly amount of attention for the economic crisis. Pooled time series models and vector autoregression analyses are employed to demonstrate that indeed, politicians, journalists, and citizens depend on one another, but also that remarkable cross-national and overtime differences exist. In the countries where the economy was severely damaged by the crisis (France and Spain), news coverage is less strongly affecting both parliamentarians and citizens. However, when the economic situation worsens, political agenda-setting influences get stronger,while media effects on consumer confidence becomeweaker over time. KEYWORDS Economic crisis, political agenda setting, media effects, time series analysis, comparative research The interactions among politics, media, and the public has been central in much agenda-setting research (Soroka, 2002). Studies try to understand why those key actors in democratic societies devote attention to and worry about specific issues, while neglecting others. While we already know a lot about how those different actors have an impact on one another, existing research falls short in several respects. First, a substantial amount of the scholarship focuses only on two of the three actors, as, for example, in political agenda-setting research that examines media and politics (e.g., Walgrave & Van Aelst, 2006) and public agenda-setting research that looks into media and public salience (e.g., Hopmann, Vliegenthart, de Vreese, & Albaek, 2010). Second, Rens Vliegenthart is a professor for Media and Society and Alyt Damstra is a PhD candidate in Political Communication.