I have a studio with rooms that have 1ft thick filled with rockwool and most of the rooms have rockwool walls, i.e. dead. Even so, doors banging can be picked up on microphones the other side of the place. And then the sound come out of the dead rooms, bounces along the plastered corridors then into other rooms! Even the ceilings are concrete, with tonnes of sand on top, then there's a loft space, and we can still hear people walking around on the floor above.
So no matter how hard you try you can't block sound unless you fill your walls with vacuums!
As Allen says, deadening your room will help but if your neighbours live in a house with hard floors and no curtains then their sound will just carry straight through. Try asking them to buffer their walls too. Also ask them to move their TV and any speakers away from your party wall as this will travel straight through, especially if they're touching the wall.
Good luck!