diff --git a/configure.ac b/configure.ac
index 987962c3be42f6a25407d0c79b64fd849068894b..4ae4e6869c62f821ebad98041b3576cd2c40415e 100644
--- a/configure.ac
+++ b/configure.ac
@@ -43,8 +43,6 @@ AC_PROG_MKDIR_P
 
 AM_PROG_LEX
 
-AC_CHECK_HEADERS([FlexLexer.h], [], [AC_MSG_ERROR([Can't find FlexLexer.h])])
-
 AC_CHECK_PROG([YACC], [bison], [bison])
 if test "x$YACC" = "x"; then
   unset YACC # AM_MISSING_PROG needs an unset variable: an empty variable won't do
diff --git a/preprocessor/FlexLexer.h b/preprocessor/FlexLexer.h
new file mode 100644
index 0000000000000000000000000000000000000000..bad4ce03fb65bdcec983d91b7de3fa1265515170
--- /dev/null
+++ b/preprocessor/FlexLexer.h
@@ -0,0 +1,206 @@
+// -*-C++-*-
+// FlexLexer.h -- define interfaces for lexical analyzer classes generated
+// by flex
+
+// Copyright (c) 1993 The Regents of the University of California.
+// All rights reserved.
+//
+// This code is derived from software contributed to Berkeley by
+// Kent Williams and Tom Epperly.
+//
+//  Redistribution and use in source and binary forms, with or without
+//  modification, are permitted provided that the following conditions
+//  are met:
+
+//  1. Redistributions of source code must retain the above copyright
+//  notice, this list of conditions and the following disclaimer.
+//  2. Redistributions in binary form must reproduce the above copyright
+//  notice, this list of conditions and the following disclaimer in the
+//  documentation and/or other materials provided with the distribution.
+
+//  Neither the name of the University nor the names of its contributors
+//  may be used to endorse or promote products derived from this software
+//  without specific prior written permission.
+
+//  THIS SOFTWARE IS PROVIDED ``AS IS'' AND WITHOUT ANY EXPRESS OR
+//  IMPLIED WARRANTIES, INCLUDING, WITHOUT LIMITATION, THE IMPLIED
+//  WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
+//  PURPOSE.
+
+// This file defines FlexLexer, an abstract class which specifies the
+// external interface provided to flex C++ lexer objects, and yyFlexLexer,
+// which defines a particular lexer class.
+//
+// If you want to create multiple lexer classes, you use the -P flag
+// to rename each yyFlexLexer to some other xxFlexLexer.  You then
+// include <FlexLexer.h> in your other sources once per lexer class:
+//
+//	#undef yyFlexLexer
+//	#define yyFlexLexer xxFlexLexer
+//	#include <FlexLexer.h>
+//
+//	#undef yyFlexLexer
+//	#define yyFlexLexer zzFlexLexer
+//	#include <FlexLexer.h>
+//	...
+
+#ifndef __FLEX_LEXER_H
+// Never included before - need to define base class.
+#define __FLEX_LEXER_H
+
+#include <iostream>
+#  ifndef FLEX_STD
+#    define FLEX_STD std::
+#  endif
+
+extern "C++" {
+
+struct yy_buffer_state;
+typedef int yy_state_type;
+
+class FlexLexer {
+public:
+	virtual ~FlexLexer()	{ }
+
+	const char* YYText() const	{ return yytext; }
+	int YYLeng()	const	{ return yyleng; }
+
+	virtual void
+		yy_switch_to_buffer( struct yy_buffer_state* new_buffer ) = 0;
+	virtual struct yy_buffer_state*
+		yy_create_buffer( FLEX_STD istream* s, int size ) = 0;
+	virtual void yy_delete_buffer( struct yy_buffer_state* b ) = 0;
+	virtual void yyrestart( FLEX_STD istream* s ) = 0;
+
+	virtual int yylex() = 0;
+
+	// Call yylex with new input/output sources.
+	int yylex( FLEX_STD istream* new_in, FLEX_STD ostream* new_out = 0 )
+		{
+		switch_streams( new_in, new_out );
+		return yylex();
+		}
+
+	// Switch to new input/output streams.  A nil stream pointer
+	// indicates "keep the current one".
+	virtual void switch_streams( FLEX_STD istream* new_in = 0,
+					FLEX_STD ostream* new_out = 0 ) = 0;
+
+	int lineno() const		{ return yylineno; }
+
+	int debug() const		{ return yy_flex_debug; }
+	void set_debug( int flag )	{ yy_flex_debug = flag; }
+
+protected:
+	char* yytext;
+	int yyleng;
+	int yylineno;		// only maintained if you use %option yylineno
+	int yy_flex_debug;	// only has effect with -d or "%option debug"
+};
+
+}
+#endif // FLEXLEXER_H
+
+#if defined(yyFlexLexer) || ! defined(yyFlexLexerOnce)
+// Either this is the first time through (yyFlexLexerOnce not defined),
+// or this is a repeated include to define a different flavor of
+// yyFlexLexer, as discussed in the flex manual.
+#define yyFlexLexerOnce
+
+extern "C++" {
+
+class yyFlexLexer : public FlexLexer {
+public:
+	// arg_yyin and arg_yyout default to the cin and cout, but we
+	// only make that assignment when initializing in yylex().
+	yyFlexLexer( FLEX_STD istream* arg_yyin = 0, FLEX_STD ostream* arg_yyout = 0 );
+
+	virtual ~yyFlexLexer();
+
+	void yy_switch_to_buffer( struct yy_buffer_state* new_buffer );
+	struct yy_buffer_state* yy_create_buffer( FLEX_STD istream* s, int size );
+	void yy_delete_buffer( struct yy_buffer_state* b );
+	void yyrestart( FLEX_STD istream* s );
+
+	void yypush_buffer_state( struct yy_buffer_state* new_buffer );
+	void yypop_buffer_state();
+
+	virtual int yylex();
+	virtual void switch_streams( FLEX_STD istream* new_in, FLEX_STD ostream* new_out = 0 );
+	virtual int yywrap();
+
+protected:
+	virtual int LexerInput( char* buf, int max_size );
+	virtual void LexerOutput( const char* buf, int size );
+	virtual void LexerError( const char* msg );
+
+	void yyunput( int c, char* buf_ptr );
+	int yyinput();
+
+	void yy_load_buffer_state();
+	void yy_init_buffer( struct yy_buffer_state* b, FLEX_STD istream* s );
+	void yy_flush_buffer( struct yy_buffer_state* b );
+
+	int yy_start_stack_ptr;
+	int yy_start_stack_depth;
+	int* yy_start_stack;
+
+	void yy_push_state( int new_state );
+	void yy_pop_state();
+	int yy_top_state();
+
+	yy_state_type yy_get_previous_state();
+	yy_state_type yy_try_NUL_trans( yy_state_type current_state );
+	int yy_get_next_buffer();
+
+	FLEX_STD istream* yyin;	// input source for default LexerInput
+	FLEX_STD ostream* yyout;	// output sink for default LexerOutput
+
+	// yy_hold_char holds the character lost when yytext is formed.
+	char yy_hold_char;
+
+	// Number of characters read into yy_ch_buf.
+	int yy_n_chars;
+
+	// Points to current character in buffer.
+	char* yy_c_buf_p;
+
+	int yy_init;		// whether we need to initialize
+	int yy_start;		// start state number
+
+	// Flag which is used to allow yywrap()'s to do buffer switches
+	// instead of setting up a fresh yyin.  A bit of a hack ...
+	int yy_did_buffer_switch_on_eof;
+
+
+	size_t yy_buffer_stack_top; /**< index of top of stack. */
+	size_t yy_buffer_stack_max; /**< capacity of stack. */
+	struct yy_buffer_state ** yy_buffer_stack; /**< Stack as an array. */
+	void yyensure_buffer_stack(void);
+
+	// The following are not always needed, but may be depending
+	// on use of certain flex features (like REJECT or yymore()).
+
+	yy_state_type yy_last_accepting_state;
+	char* yy_last_accepting_cpos;
+
+	yy_state_type* yy_state_buf;
+	yy_state_type* yy_state_ptr;
+
+	char* yy_full_match;
+	int* yy_full_state;
+	int yy_full_lp;
+
+	int yy_lp;
+	int yy_looking_for_trail_begin;
+
+	int yy_more_flag;
+	int yy_more_len;
+	int yy_more_offset;
+	int yy_prev_more_offset;
+};
+
+}
+
+#endif // yyFlexLexer || ! yyFlexLexerOnce
+
diff --git a/preprocessor/Makefile.am b/preprocessor/Makefile.am
index f1580cfefb60075de61361bf25678bf2e920156c..22871df23e3c075c333637947d88933d45222e08 100644
--- a/preprocessor/Makefile.am
+++ b/preprocessor/Makefile.am
@@ -49,7 +49,8 @@ dynare_m_SOURCES = \
 	BlockTriangular.hh \
 	DynareMain.cc \
 	DynareMain2.cc \
-	CodeInterpreter.hh
+	CodeInterpreter.hh \
+	FlexLexer.h
 
 dynare_m_CPPFLAGS = $(BOOST_CPPFLAGS)
 dynare_m_LDFLAGS = $(BOOST_LDFLAGS)
diff --git a/preprocessor/ParsingDriver.hh b/preprocessor/ParsingDriver.hh
index 604114697727f396c66c24566811dee6ea3e24cb..6fc8b046d69e2d342d6e19d4d8c42633e1bf5a5c 100644
--- a/preprocessor/ParsingDriver.hh
+++ b/preprocessor/ParsingDriver.hh
@@ -46,7 +46,7 @@ using namespace std;
 // Declare DynareFlexLexer class
 #ifndef __FLEX_LEXER_H
 # define yyFlexLexer DynareFlexLexer
-# include <FlexLexer.h>
+# include "FlexLexer.h"
 # undef yyFlexLexer
 #endif
 
diff --git a/preprocessor/macro/MacroDriver.hh b/preprocessor/macro/MacroDriver.hh
index 1a6ce998770fc131d265735e36d5cfedaf9cdb3b..24c9e245d06b74cc45c23234889e9d45715c10b8 100644
--- a/preprocessor/macro/MacroDriver.hh
+++ b/preprocessor/macro/MacroDriver.hh
@@ -38,7 +38,7 @@ using namespace std;
 // Declare MacroFlexLexer class
 #ifndef __FLEX_LEXER_H
 # define yyFlexLexer MacroFlexLexer
-# include <FlexLexer.h>
+# include "../FlexLexer.h"
 # undef yyFlexLexer
 #endif