Hi, I have updated the wiki page about the compilation of Dynare under Windows [1]. The new procedure is simpler, and has several improvements over the previous one : — The Markov-Switching (SWZ) MEX can now be built — Under Cygwin, the preprocessor binary no longer needs Cygwin DLL in the path — Possibility of compiling MEX files for 64-bit MATLAB with GCC and the build system (previously, it was necessary to have MS Visual C++) — Possibility of cross-compiling from Linux (not documented on the wiki). Hence, the snapshot is fully rebuilt (including MEX files) every night. Also note that the snapshot is now a Windows installer, similar to the one used for stable releases. Two problems remain, which I hope to fix soon : — Dynare++ binary is currently built with vanilla BLAS and LAPACK (instead of ATLAS) — Under MATLAB 64-bit, the mexErrMsgTxt() makes MATLAB crash. This is related to C++ exception propagation, which seems to have a problem in MinGW 64-bit. Hence if you call the MEX files without arguments, you will have a MATLAB crash. But running an error-free MOD-file works fine. Please let me know if you encounter any problem with the new procedure. Best, [1] http://www.dynare.org/DynareWiki/BuildingDynareFromSource -- Sébastien Villemot CEPREMAP — http://www.cepremap.ens.fr Dynare project — http://www.dynare.org Phone: +33 1 40 77 49 90 PGP Key: 0xA6C029B9D06B2913D71C105EBE37E801FB6EFF8B (http://pgp.mit.edu/)