Unravelling the contributions of density-dependent and density-independent factors in determining species population dynamics is a challenge, especially if the two factors interact. One approach is to apply stochastic population models to long-term data, yet few studies have included interactions between density-dependent and density-independent factors, or explored more than one type of stochastic population model. However, both are important because model choice critically affects inference on population dynamics and stability. Here, we used a multiple models approach and applied log-linear and non-linear stochastic population models to time series (spanning 29years) on the population growth rates of Blue Tits Cyanistes caeruleus, Great Tits Parus major and Pied Flycatchers Ficedula hypoleuca breeding in two nestbox populations in southern Germany. We focused on the roles of climate conditions and intra- and interspecific competition in determining population growth rates. Density dependence was evident in all populations. For Blue Tits in one population and for Great Tits in both populations, addition of a density-independent factor improved model fit. At one location, Blue Tit population growth rate increased following warmer winters, whereas Great Tit population growth rates decreased following warmer springs. Importantly, Great Tit population growth rate also decreased following years of high Blue Tit abundance, but not vice versa. This finding is consistent with asymmetric interspecific competition and implies that competition could carry over to influence population dynamics. At the other location, Great Tit population growth rate decreased following years of high Pied Flycatcher abundance but only when Great Tit population numbers were low, illustrating that the roles of density-dependent and density-independent factors are not necessarily mutually exclusive. The dynamics of this Great Tit population, in contrast to the other populations, were unstable and chaotic, raising the question of whether interactions between density-dependent and density-independent factors play a role in determining the (in) stability of the dynamics of species populations. © 2011 The Authors. Ibis © 2011 British Ornithologists' Union.