diff --git a/src/online_auxiliary_filter.m b/src/online_auxiliary_filter.m
index fef41652bf51e7e6e65badb60b77ce77d4c8139b..450d7be6a051aff964efdc47581474e78fabaf24 100644
--- a/src/online_auxiliary_filter.m
+++ b/src/online_auxiliary_filter.m
@@ -21,7 +21,7 @@ function [xparam,std_param,lb_95,ub_95,median_param] = online_auxiliary_filter(x
 % NOTES
 %   The vector "lik" is used to evaluate the jacobian of the likelihood.
 
-% Copyright (C) 2013 Dynare Team
+% Copyright (C) 2013-2016 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -268,7 +268,7 @@ TeX = DynareOptions.TeX;
 [nbplt,nr,nc,lr,lc,nstar] = pltorg(number_of_parameters);
 
 if TeX
-    fidTeX = fopen([Model.fname '_param_traj.TeX'],'w');
+    fidTeX = fopen([Model.fname '_param_traj.tex'],'w');
     fprintf(fidTeX,'%% TeX eps-loader file generated by online_auxiliary_filter.m (Dynare).\n');
     fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
     fprintf(fidTeX,' \n');