Agenda‐setting hypotheses inform research on both media influence and policy making. The study draws from these two literatures, building a more accurate and comprehensive model of the expanded agenda‐setting process. Evidence is derived from a longitudinal dataset, including a content analysis of Canadian newspapers, results from public opinion polls, and measures of attention to issues in Question Period, committees, Throne Speeches, and legislative initiatives from 1985 to 1995. A model is estimated that accommodates dynamic, multi‐directional effects. Findings are presented for three issues—inflation, environment, and debt/deficit—with an eye on examining different agenda‐setting dynamics, and the degree to which these dynamics are linked to issue attributes. The results (1) demonstrate the value of an agenda‐setting framework and a means of modelling media effects and the policy making process, and (2) indicate the importance of taking issue attributes into account in predicting or accounting for agenda‐setting effects.