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In this paper we tackle the traditional problem of relating the fluctuations of a system to its response to external forcings and extend the classical theory in order to be able to encompass also nonlinear processes. With this goal, we try to build on Kubo's linear response theory and the response theory recently developed by Ruelle for nonequilibrium systems equipped with an invariant Sinai–Ruelle–Bowen (SRB) measure. Our derivation also sheds light on the link between causality and the possibility of relating fluctuations and response, both at the linear and nonlinear level. We first show, in a rather general setting, how the formalism of Ruelle's response theory can be used to derive in a novel way a generalization of the Kramers–Kronig relations. We then provide a formal extension at each order of nonlinearity of the fluctuation-dissipation theorem for general systems endowed with a smooth invariant measure …