Support in-line comments in macroprocessor
This page: http://www.dynare.org/manual/Macro_002dprocessing-language.html#Macro_002dprocessing-language contains an example in which a pre-processor definition is followed by a // comment. This generates an error in reality. Try e.g.
@#define x = 5 // Integer parameters a; a = 1;
This is something that should be supported though. The simplest solution would be for the pre-processor to remove all // comments in the generated -macroexp.mod.