A uniformly-charged spherical shell of radius $R$, mass $m$, and total electrical charge $q$, having an oscillatory angular velocity $Omega(t)$ around a fixed axis, is a model for a magnetic dipole that radiates an electromagnetic field into its surrounding free space at a fixed oscillation frequency $omega$. An exact solution of the Maxwell-Lorentz equations of classical electrodynamics yields the self-torque of radiation resistance acting on the spherical shell as a function of $R$, $q$, and $omega$. Invoking the Newtonian equation of motion for the shell, we relate its angular velocity $Omega(t)$ to an externally applied torque, and proceed to examine the response of the magnetic dipole to an impulsive torque applied at a given instant of time, say, $t=0$. The impulse response of the dipole is found to be causal down to extremely small values of $R$ (i.e., as $R to 0$) so long as the exact expression of the self-torque is used in the dynamical equation of motion of the spherical shell.