It is not insignificant that we marketers can’t definitely answer this question.  There are “models” such as AIDA (awareness, intention, desire and action), but I don’t think anyone believes any of them to be definitive and sequential.

Even worse, there is really no single proven way to measure whether advertising is effective.  Many firms (including ours) have ways they recommend and some (including ours) believe the question and techniques must be customized to fit the category, and the objectives of the campaign in question.  However, I don’t believe that even the most well-designed survey can definitely pinpoint how the ad worked its magic:  only, in the best case, whether there are solid impacts/improvements that can be connected to exposure, if not conscious awareness, of the ad.

In any event, it also seems clear to me that there are two paths in which advertising works.  The (only) rational/left brain way is when it brings new information (e.g., a new product) to the audience.  In all other instances, the impact is likely more emotional or subconscious than rational.