diff --git a/Makefile.am b/Makefile.am
index 22871df23e3c075c333637947d88933d45222e08..6eed01f75274519c3b913577c7ff86e1fb41f105 100644
--- a/Makefile.am
+++ b/Makefile.am
@@ -52,7 +52,8 @@ dynare_m_SOURCES = \
 	CodeInterpreter.hh \
 	FlexLexer.h
 
-dynare_m_CPPFLAGS = $(BOOST_CPPFLAGS)
+# The -I. is for <FlexLexer.h>
+dynare_m_CPPFLAGS = $(BOOST_CPPFLAGS) -I.
 dynare_m_LDFLAGS = $(BOOST_LDFLAGS)
 dynare_m_LDADD = macro/libmacro.a
 
diff --git a/ParsingDriver.hh b/ParsingDriver.hh
index 6fc8b046d69e2d342d6e19d4d8c42633e1bf5a5c..604114697727f396c66c24566811dee6ea3e24cb 100644
--- a/ParsingDriver.hh
+++ b/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/macro/MacroDriver.hh b/macro/MacroDriver.hh
index 24c9e245d06b74cc45c23234889e9d45715c10b8..1a6ce998770fc131d265735e36d5cfedaf9cdb3b 100644
--- a/macro/MacroDriver.hh
+++ b/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
 
diff --git a/macro/Makefile.am b/macro/Makefile.am
index ca0e8344427327a01408e77ce2bbead74ada78d5..1fb836a3cc671939696be77b9cd031a9d98e1208 100644
--- a/macro/Makefile.am
+++ b/macro/Makefile.am
@@ -10,6 +10,9 @@ libmacro_a_SOURCES = \
 	MacroValue.cc \
 	MacroValue.hh
 
+# The -I.. is for <FlexLexer.h>
+libmacro_a_CPPFLAGS = -I..
+
 MacroFlex.cc: MacroFlex.ll
 	$(LEX) -oMacroFlex.cc MacroFlex.ll