If you own a dog that is prone to phobias or suffers from terror when presented with loud noises, then you are well aware of exactly how traumatic such events are - both for you and for your pet. Terrified dogs, just like frightened humans, may give in to destructive behavior such as peeing on the carpet, chewing on things, barking franticly, or even attacking anything that moves. And when the dog's owner isn't home, such behavior esclates.
People forget that dogs aren't little people - they are animals with alien minds who doing think like humans do. This disconnect causes people to treat their dog like they would a child - holding the dog as if it were a baby, stroking its fur, talking to it in a soothing tone of voice. For a child, such things are comforting but for a dog, those actions are a reward. Those are the exact same things the owner would do if the dog did something good, after all. So the message that is sent to the dog is "Good boy (or girl)for acting afraid. Good dog. Peeing on the carpet is good." Which is exactly the wrong message to send. This teaches the dog to repeat whatever it was he did while genuinely frightened - except that now he'll be peeing, chewing or barking in order to get rewarded again.
The hardest thing to do, but the absolutely BEST thing to do, for dogs that don't like loud noises but that aren't terrified of them is to totally ignore the dog when he s frightened. Keep an eye on your pet and make sure that he doesn't get hurt but that's all. Leave him alone and let him deal with the situation. And make sure that you don't leave your dog in an area with items he can get stuck under when you leave. You never know when loud noises are going to happen.
If your dog is terrified of loud noises however, then get used to confining him to a small room or a crate. Humans tend to think of crates and small confinement areas as punishments but dogs aren't humans. They think of such things as warm, cozy dens. Curled up in a den, protected from the loud noise and its cause will make the dog feel safe and secure.
You will also want to try to desensitize the dog - which is a fancy way of saying get him used to noises in small doses. For example, you might record thunder or buy a tape of a thunderstorm. Wait until the dog is calm and relaxed then turn the tape on but keep the volume low. Let him get curious. Increase the volume slightly and let him get used to that before increasing it again. Over time he'll get used to the idea that it's nothing bad and begin to ignore it. Keep working with this until you can plan the tape at full volume without the dog reacting.
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