There is growing evidence on the importance of experiences of stressful events in the development of psychopathology. This study aimed to investigate the role of stressful events in the continuity of internalizing and externalizing problems, as well as the cross-influence of these problems from early childhood to late adolescence.

Data came from a general population sample of 396 children followed from the ages of 3 to 18 years. Parent-ratings of internalizing and externalizing problems at ages 3, 5, 10 and 18 years were used. Parents also reported on the presence of stressful events between the ages of 3 and 5 years, and 5 and 10 years. Adolescent reports on stressful events over the ages of 10–18 years were used. Structural equation models were used to disentangle/analyse the role of stressful events in the development of internalizing and externalizing problems.

From the age of 3 years onwards externalizing symptoms predicted experiences of stressful events. In turn, these experiences predicted later externalizing problems. Stressful events also explained part of the continuity of internalizing problems from the age of 10 years onwards, but not during childhood. From childhood onwards, cross-influences from externalizing problems to subsequent internalizing problems were found to run through stressful events. Only in adolescence cross-influences from internalizing problems to externalizing problems were found, again via stressful events.

From childhood onwards to late adolescence, stressful events play a significant role in both the continuity and the co-occurrence of externalizing and internalizing problems. Theoretical and methodological implications of these findings are discussed.