The present study uses European Union (EU) enlargement as the treatment in a “natural” quasi experiment to analyze the relationship of threat appraisal and authoritarianism. Theoretically it is based on the discussion about the role of contextual variables in the genesis of authoritarianism. Two contradictory perspectives are explicated: the trait model and the situationist model. To test the competing causal hypotheses panel data collected before and after the EU eastern enlargement on perceived threat, authoritarian attitudes, and xenophobia among inhabitants of the German external frontier of the EU (at Wave 1) were analyzed. The use of a cross-lagged panel design demonstrated that the type of relationship between authoritarianism and perceived threat depended on the kind of threat (material or cultural) that was addressed.