The relationship between sensory consonance and Western harmony is an important topic in music theory and psychology. We introduce new methods for analysing this relationship, and apply them to large corpora representing three prominent genres of Western music: classical, popular, and jazz music. These methods centre on a generative sequence model with an exponential-family energy-based form that predicts chord sequences from continuous features. We use this model to investigate one aspect of instantaneous consonance (harmonicity) and two aspects of sequential consonance (spectral distance and voice-leading distance). Applied to our three musical genres, the results generally support the relationship between sensory consonance and harmony, but lead us to question the high importance attributed to spectral distance in the psychological literature. We anticipate that our methods will provide a useful platform for future work linking music psychology to music theory. http://publications.pmcharrison.com/2018/2018-ismir.pdf