The large and growing body of neighbourhood effect studies has almost exclusively neglected individuals’ particular residential histories. Yet, former residential neighbourhoods are likely to have lingering effects beyond those of the current one and are dependent on exposure times and number of moves. This paper tests to what extent this blind spot induced a misestimation of neighbourhood effects for individuals with differential residential histories. Ultimately, we develop a methodological framework for studying the temporal dynamics of neighbourhood effects, capable of dealing with residential histories (moving behaviour, the passage of time and temporal exposure to different neighbourhoods). We apply cross-classified multi-level models (residents nested in current and former neighbourhoods) to analyse longitudinal individual-level population data from Dutch Statistics, covering fine-grained measures of residential histories. Our systematic comparison to conventional models reveals the necessity of including a temporal dimension: our models reveal an overestimation of the effect of the current neighbourhood by 16–30%, and an underestimation of the total body of neighbourhood effects by at least 13–24%. Our results show that neighbourhood effects are lingering, long-lasting and structural and also cannot be confined to a single point in time.