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The prevalence of coalition governments in Western parliamentary democracies might suggest that voters take coalitions into account when casting a ballot, even if the actual vote is for a specific party and not a coalition. Nevertheless, the role of coalition preferences in electoral behavior has received surprisingly little attention for a long time. In recent years, an increasing number of studies have shown that coalition preferences do indeed matter and predict electoral behavior above and beyond party preferences - which are traditionally considered to be the major determinant of vote choice. However, we do not know much about how party and coalition preferences relate to each other. Do people use their existing party preferences to construct coalition preferences or are coalition preferences fairly independently developed at the same time? For the first time we provide evidence that party preferences precede coalition preferences. In lieu of an experiment to establish a causal order between party and coalition preferences, we analyze response latencies of survey respondents from two countries that report both party and coalition preferences. The results show that questions about most coalitions are associated with longer response times than similar questions about parties. Existing coalitions are retrieved faster than hypothetical coalitions. In short, we provide empirical evidence that supports the commonly held assumption in the literature that the causal order goes from parties to coalition preferences and not the other way around. The paper discusses the implications of these findings for the research on coalition preferences in multiparty systems.