Non-unique equilibria are widely found in dynamic models with money, increasing returns, and imperfect competition. This paper provides a convenient method for representing the entire set of equilibria in a large class of models similar to those studied by Blanchard and Kahn. The method utilizes restrictions imposed on comovements implied by the structures of such models. It is an aid in theoretical analysis, and can be instrumental in the development of econometric tests of indeterminacy and sunspots. Important restrictions on admissible non-fundamental uncertainty and on model forecasts are also highlighted.