This paper presents a nonrecursive causal model of violence at protest demonstrations; it seeks to account for violence by both the police and the protestors. The model is tested using data on 126 protest events in the United States. The results of the analysis suggest strongly that the outbreak of violence at protest demonstrations is the result of a dynamic process resulting from the interaction of police and protestors; exogenous variables are found to have little predictive power when the reciprocal causal link between protestor violence and police violence is included in the model.