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This paper provides an adequate forecasting method for the money supply in the Barbadian economy to help the Central Bank [of Barbados] in making decisions on monetary intervention. The performance of ARIMA and vector auto-regressive (VAR) forecasting models are investigated, along with combinations of these models. The results of this study suggest that there are reasonable options available for obtaining reliable forecasts of the Barbados money supply. The findings indicate that seasonal factors and interest rate effects should be comprehended within the forecasting model. This is accomplished through a combination forecasting procedure in which seasonal effects are captured by an ARIMA model and interest rates are introduced through VAR, as exogenous variables. Note: This paper was presented at the 42nd International Economic Conference, Washington, D.C. (USA), 1996.