diff --git a/m4/ax_matlab_version.m4 b/m4/ax_matlab_version.m4
index f72bb39c458feb785589e2b6d0d41a1dc76a628d..8de5b1dba8a39a5df6a271ab76c247c7aa6bd48f 100644
--- a/m4/ax_matlab_version.m4
+++ b/m4/ax_matlab_version.m4
@@ -1,4 +1,4 @@
-dnl Copyright © 2009-2020 Dynare Team
+dnl Copyright © 2009-2021 Dynare Team
 dnl
 dnl This file is part of Dynare.
 dnl
@@ -22,6 +22,9 @@ AC_REQUIRE([AX_MATLAB])
 AC_MSG_CHECKING([for MATLAB version])
 if test -n "$MATLAB_VERSION"; then
   case $MATLAB_VERSION in
+    *2021a | *2021A)
+      MATLAB_VERSION="9.10"
+      ;;
     *2020b | *2020B)
       MATLAB_VERSION="9.9"
       ;;
diff --git a/macOS/build.sh b/macOS/build.sh
index d86768d78c8edc063d793272ebf34822bfad1da1..0a77491b72bda989cc70893c759107742c2d5d04 100755
--- a/macOS/build.sh
+++ b/macOS/build.sh
@@ -91,7 +91,7 @@ NAME=dynare-"$VERSION"
 PKGFILES="$ROOTDIR"/macOS/pkg/"$NAME"
 mkdir -p \
       "$PKGFILES"/mex/matlab/maci64-7.9-9.3 \
-      "$PKGFILES"/mex/matlab/maci64-9.4-9.9 \
+      "$PKGFILES"/mex/matlab/maci64-9.4-9.10 \
       "$PKGFILES"/doc/dynare++ \
       "$PKGFILES"/dynare++ \
       "$PKGFILES"/scripts \
@@ -147,7 +147,7 @@ CC=$CC CXX=$CXX ./configure \
   --with-slicot="$LIB64"/Slicot/with-underscore \
   --with-matlab=/Applications/MATLAB_R2019b.app MATLAB_VERSION=R2019b
 make -j"$NTHREADS"
-cp -L  "$ROOTDIR"/mex/matlab/*                                       "$PKGFILES"/mex/matlab/maci64-9.4-9.9
+cp -L  "$ROOTDIR"/mex/matlab/*                                       "$PKGFILES"/mex/matlab/maci64-9.4-9.10
 
 
 ##
diff --git a/matlab/add_path_to_mex_files.m b/matlab/add_path_to_mex_files.m
index 710909ee076f1f16499eaeea966ed94675066a74..b890c9ac83601cbbf6be65deb8d3812d656b5938 100644
--- a/matlab/add_path_to_mex_files.m
+++ b/matlab/add_path_to_mex_files.m
@@ -1,6 +1,6 @@
 function mexpath = add_path_to_mex_files(dynareroot, modifypath)
 
-% Copyright (C) 2015-2019 Dynare Team
+% Copyright (C) 2015-2021 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -73,7 +73,7 @@ else
                 end
             end
         else
-            tmp = [dynareroot '../mex/matlab/win64-9.4-9.9/'];
+            tmp = [dynareroot '../mex/matlab/win64-9.4-9.10/'];
             if exist(tmp, 'dir')
                 mexpath = tmp;
                 if modifypath
@@ -93,7 +93,7 @@ else
                 end
             end
         else
-            tmp = [dynareroot '../mex/matlab/maci64-9.4-9.9'];
+            tmp = [dynareroot '../mex/matlab/maci64-9.4-9.10'];
             if exist(tmp, 'dir')
                 mexpath = tmp;
                 if modifypath
diff --git a/windows/build.sh b/windows/build.sh
index ad05a0895b79b76e035c7c39a9cbdc9c0620eb69..640b815ab3536895e0110491d24c54db7e9185f6 100755
--- a/windows/build.sh
+++ b/windows/build.sh
@@ -5,7 +5,7 @@
 # The binaries are cross compiled for Windows (32/64bits), Octave and MATLAB
 # (all supported versions).
 
-# Copyright © 2017-2020 Dynare Team
+# Copyright © 2017-2021 Dynare Team
 #
 # This file is part of Dynare.
 #
@@ -167,8 +167,8 @@ build_windows_matlab_mex_64_b ()
 		     PACKAGE_STRING="dynare $VERSION"
     make -j"$NTHREADS" all
     x86_64-w64-mingw32-strip -- **/*.mexw64
-    mkdir -p "$ROOT_DIRECTORY"/../mex/matlab/win64-9.4-9.9
-    mv -- **/*.mexw64 "$ROOT_DIRECTORY"/../mex/matlab/win64-9.4-9.9
+    mkdir -p "$ROOT_DIRECTORY"/../mex/matlab/win64-9.4-9.10
+    mv -- **/*.mexw64 "$ROOT_DIRECTORY"/../mex/matlab/win64-9.4-9.10
 }
 
 # Create Windows DLL binaries for Octave/MinGW (32bit)
diff --git a/windows/dynare.nsi b/windows/dynare.nsi
index 3d0e1509f9f1b7ce5bbf447fe9d63de802e1abec..c521394a9dbd7c50636d679b7351e885a9d55083 100644
--- a/windows/dynare.nsi
+++ b/windows/dynare.nsi
@@ -96,9 +96,9 @@ Section "MEX files for MATLAB 64-bit, version 7.9 to 9.3 (R2009b to R2017b)"
  File ..\mex\matlab\win64-7.9-9.3\*.mexw64
 SectionEnd
 
-Section "MEX files for MATLAB 64-bit, version 9.4 to 9.9 (R2018a to R2020b)"
- SetOutPath $INSTDIR\mex\matlab\win64-9.4-9.9
- File ..\mex\matlab\win64-9.4-9.9\*.mexw64
+Section "MEX files for MATLAB 64-bit, version 9.4 to 9.10 (R2018a to R2021a)"
+ SetOutPath $INSTDIR\mex\matlab\win64-9.4-9.10
+ File ..\mex\matlab\win64-9.4-9.10\*.mexw64
 SectionEnd
 
 Section "MEX files for Octave 6.2.0 (64-bit)"