diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index e7963f9e4264058ec83e48ea0b943093755a9f7f..b4ca0d6a21b388001a2f752f14a56e41cc8e8018 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -3706,6 +3706,24 @@ DynamicModel::fillVarModelTableFromOrigModel(StaticModel &static_model) const
   var_model_table.setDiff(diff);
   var_model_table.setMaxLags(lags);
   var_model_table.setOrigDiffVar(orig_diff_var);
+
+  // Fill AR Matrix
+  map<string, map<tuple<int, int, int>, int>> ARr;
+  fillAutoregressiveMatrix(ARr);
+  var_model_table.setAR(ARr);
+}
+
+void
+DynamicModel::fillAutoregressiveMatrix(map<string, map<tuple<int, int, int>, int>> &ARr) const
+{
+  for (const auto & it : var_model_table.getEqNums())
+    {
+      int i = 0;
+      map<tuple<int, int, int>, int> AR;
+      for (auto eqn : it.second)
+        equations[eqn]->get_arg2()->fillAutoregressiveRow(i++, var_model_table.getLhs(it.first), AR);
+      ARr[it.first] = AR;
+    }
 }
 
 void
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index 9224149bbe9bc976959a9947b957138b5f95c8bd..859a929f2d4e6523e7e524d6fc3721650139d780 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -304,6 +304,9 @@ public:
   //! Set the equations that have non-zero second derivatives
   void setNonZeroHessianEquations(map<int, string> &eqs);
 
+  //! Fill Autoregressive Matrix for var_model
+  void fillAutoregressiveMatrix(map<string, map<tuple<int, int, int>, int>> &ARr) const;
+
   //! Fill the Trend Component Model Table
   void fillTrendComponentModelTable() const;
   void fillTrendComponentModelTableFromOrigModel(StaticModel &static_model) const;
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index 0f950d9dd7b20f785bb7268344d394ca6895d374..f10705e201d51cba83b788d21ae4449124cc8ff6 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -695,6 +695,11 @@ NumConstNode::substituteStaticAuxiliaryVariable() const
   return const_cast<NumConstNode *>(this);
 }
 
+void
+NumConstNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, int> &AR) const
+{
+}
+
 VariableNode::VariableNode(DataTree &datatree_arg, int idx_arg, int symb_id_arg, int lag_arg) :
   ExprNode(datatree_arg, idx_arg),
   symb_id(symb_id_arg),
@@ -1928,6 +1933,11 @@ VariableNode::getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const
       model_endos_and_lags[varname] = lag;
 }
 
+void
+VariableNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, int> &AR) const
+{
+}
+
 UnaryOpNode::UnaryOpNode(DataTree &datatree_arg, int idx_arg, UnaryOpcode op_code_arg, const expr_t arg_arg, int expectation_information_set_arg, int param1_symb_id_arg, int param2_symb_id_arg, string adl_param_name_arg, vector<int> adl_lags_arg) :
   ExprNode(datatree_arg, idx_arg),
   arg(arg_arg),
@@ -3561,6 +3571,12 @@ UnaryOpNode::substituteStaticAuxiliaryVariable() const
     return buildSimilarUnaryOpNode(argsubst, datatree);
 }
 
+void
+UnaryOpNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, int> &AR) const
+{
+  arg->fillAutoregressiveRow(eqn, lhs, AR);
+}
+
 BinaryOpNode::BinaryOpNode(DataTree &datatree_arg, int idx_arg, const expr_t arg1_arg,
                            BinaryOpcode op_code_arg, const expr_t arg2_arg, int powerDerivOrder_arg) :
   ExprNode(datatree_arg, idx_arg),
@@ -5418,6 +5434,49 @@ BinaryOpNode::getPacOptimizingShareAndExprNodes(set<int> &optim_share,
     }
 }
 
+void
+BinaryOpNode::fillAutoregressiveRowHelper(expr_t arg1, expr_t arg2,
+                                          int eqn,
+                                          const vector<int> &lhs,
+                                          map<tuple<int, int, int>, int> &AR) const
+{
+  set<int> params;
+  arg1->collectVariables(SymbolType::parameter, params);
+  if (params.size() != 1)
+    return;
+
+  set<pair<int, int>> endogs;
+  arg2->collectDynamicVariables(SymbolType::endogenous, endogs);
+  if (endogs.size() != 1)
+    return;
+
+  int lhs_symb_id = endogs.begin()->first;
+  if (find(lhs.begin(), lhs.end(), lhs_symb_id) == lhs.end())
+    return;
+
+  int lag = endogs.begin()->second;
+  int param_symb_id = *(params.begin());
+
+  if (AR.find(make_tuple(eqn, -lag, lhs_symb_id)) != AR.end())
+    {
+      cerr << "BinaryOpNode::fillAutoregressiveRowHelper: Error filling AR matrix: lag/symb_id encountered more than once in equtaion" << endl;
+      exit(EXIT_FAILURE);
+    }
+  AR[make_tuple(eqn, -lag, lhs_symb_id)] = param_symb_id;
+}
+
+void
+BinaryOpNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, int> &AR) const
+{
+  if (op_code == BinaryOpcode::times)
+    {
+      fillAutoregressiveRowHelper(arg1, arg2, eqn, lhs, AR);
+      fillAutoregressiveRowHelper(arg2, arg1, eqn, lhs, AR);
+    }
+  arg1->fillAutoregressiveRow(eqn, lhs, AR);
+  arg2->fillAutoregressiveRow(eqn, lhs, AR);
+}
+
 void
 BinaryOpNode::getPacLHS(pair<int, int> &lhs)
 {
@@ -6369,6 +6428,14 @@ TrinaryOpNode::substituteStaticAuxiliaryVariable() const
   return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
 }
 
+void
+TrinaryOpNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, int> &AR) const
+{
+  arg1->fillAutoregressiveRow(eqn, lhs, AR);
+  arg2->fillAutoregressiveRow(eqn, lhs, AR);
+  arg3->fillAutoregressiveRow(eqn, lhs, AR);
+}
+
 AbstractExternalFunctionNode::AbstractExternalFunctionNode(DataTree &datatree_arg,
                                                            int idx_arg,
                                                            int symb_id_arg,
@@ -6975,6 +7042,13 @@ AbstractExternalFunctionNode::substituteStaticAuxiliaryVariable() const
   return buildSimilarExternalFunctionNode(arguments_subst, datatree);
 }
 
+void
+AbstractExternalFunctionNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, int> &AR) const
+{
+  cerr << "External functions not supported in VARs" << endl;
+  exit(EXIT_FAILURE);
+}
+
 ExternalFunctionNode::ExternalFunctionNode(DataTree &datatree_arg,
                                            int idx_arg,
                                            int symb_id_arg,
@@ -8448,6 +8522,13 @@ VarExpectationNode::substituteStaticAuxiliaryVariable() const
   return const_cast<VarExpectationNode *>(this);
 }
 
+void
+VarExpectationNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, int> &AR) const
+{
+  cerr << "Var Expectation not supported in VARs" << endl;
+  exit(EXIT_FAILURE);
+}
+
 void
 VarExpectationNode::writeJsonOutput(ostream &output,
                                     const temporary_terms_t &temporary_terms,
@@ -8928,6 +9009,13 @@ PacExpectationNode::substituteStaticAuxiliaryVariable() const
   return const_cast<PacExpectationNode *>(this);
 }
 
+void
+PacExpectationNode::fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, int> &AR) const
+{
+  cerr << "Pac Expectation not supported in VARs" << endl;
+  exit(EXIT_FAILURE);
+}
+
 void
 PacExpectationNode::writeJsonOutput(ostream &output,
                                     const temporary_terms_t &temporary_terms,
diff --git a/src/ExprNode.hh b/src/ExprNode.hh
index e1eb58eb60d666e557496d12fb757ffa7db28e63..308bef0163bf93783ac69badaa752c40a97c2e32 100644
--- a/src/ExprNode.hh
+++ b/src/ExprNode.hh
@@ -568,6 +568,9 @@ class ExprNode
       //! Fills var_model info for pac_expectation node
       virtual void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) = 0;
 
+      //! Fills the AR matrix structure
+      virtual void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, int> &AR) const = 0;
+
       //! Returns true if PacExpectationNode encountered
       virtual bool containsPacExpectation(const string &pac_model_name = "") const = 0;
 
@@ -654,6 +657,7 @@ public:
   bool isInStaticForm() const override;
   void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> &params_vars_and_scaling_factor_arg) override;
   void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
+  void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, int> &AR) const override;
   bool containsPacExpectation(const string &pac_model_name = "") const override;
   void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
                                &params_vars_and_scaling_factor) const override;
@@ -753,6 +757,7 @@ public:
   bool isInStaticForm() const override;
   void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> &params_vars_and_scaling_factor_arg) override;
   void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
+  void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, int> &AR) const override;
   bool containsPacExpectation(const string &pac_model_name = "") const override;
   void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
                                &params_vars_and_scaling_factor) const override;
@@ -876,6 +881,7 @@ public:
   bool isInStaticForm() const override;
   void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> &params_vars_and_scaling_factor_arg) override;
   void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
+  void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, int> &AR) const override;
   bool containsPacExpectation(const string &pac_model_name = "") const override;
   void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
                                &params_vars_and_scaling_factor) const override;
@@ -1027,6 +1033,9 @@ public:
   bool isInStaticForm() const override;
   void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &ar_params_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> &params_vars_and_scaling_factor_arg) override;
   void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
+  void fillAutoregressiveRowHelper(expr_t arg1, expr_t arg2,
+                                   int eqn, const vector<int> &lhs, map<tuple<int, int, int>, int> &AR) const;
+  void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, int> &AR) const override;
   bool containsPacExpectation(const string &pac_model_name = "") const override;
   void getPacOptimizingPart(int lhs_orig_symb_id, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars,
                             set<pair<int, pair<int, int>>> &params_and_vars) const override;
@@ -1134,6 +1143,7 @@ public:
   bool isInStaticForm() const override;
   void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> &params_vars_and_scaling_factor_arg) override;
   void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
+  void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, int> &AR) const override;
   bool containsPacExpectation(const string &pac_model_name = "") const override;
   void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
                                &params_vars_and_scaling_factor) const override;
@@ -1255,6 +1265,7 @@ public:
   bool isInStaticForm() const override;
   void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> &params_vars_and_scaling_factor_arg) override;
   void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
+  void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, int> &AR) const override;
   bool containsPacExpectation(const string &pac_model_name = "") const override;
   void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
                                &params_vars_and_scaling_factor) const override;
@@ -1463,6 +1474,7 @@ public:
   bool isInStaticForm() const override;
   void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> &params_vars_and_scaling_factor_arg) override;
   void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
+  void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, int> &AR) const override;
   bool containsPacExpectation(const string &pac_model_name = "") const override;
   void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
                                &params_vars_and_scaling_factor) const override;
@@ -1559,6 +1571,7 @@ public:
   bool isInStaticForm() const override;
   void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &params_and_vars_arg, set<pair<int, pair<pair<int, int>, double>>> &params_vars_and_scaling_factor_arg) override;
   void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
+  void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, int> &AR) const override;
   bool containsPacExpectation(const string &pac_model_name = "") const override;
   void getPacNonOptimizingPart(set<pair<int, pair<pair<int, int>, double>>>
                                &params_vars_and_scaling_factor) const override;
diff --git a/src/ModFile.cc b/src/ModFile.cc
index 4848ef439269a8f7229a0c12df4c6e67892084d1..be36c11c4c348109b6306038bfbe1e529584a5ad 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -877,7 +877,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
 
   symbol_table.writeOutput(mOutputFile);
 
-  var_model_table.writeOutput(mOutputFile);
+  var_model_table.writeOutput(basename, mOutputFile);
   trend_component_model_table.writeOutput(mOutputFile);
 
   // Initialize M_.Sigma_e, M_.Correlation_matrix, M_.H, and M_.Correlation_matrix_ME
diff --git a/src/SubModel.cc b/src/SubModel.cc
index f392c9262c51dfef8b29cbef8afe921f2616f514..baf7523b1dac39981606100fedb2622501af6266 100644
--- a/src/SubModel.cc
+++ b/src/SubModel.cc
@@ -348,8 +348,20 @@ VarModelTable::getSymbolListAndOrder() const
 }
 
 void
-VarModelTable::writeOutput(ostream &output) const
+VarModelTable::writeOutput(const string &basename, ostream &output) const
 {
+  string filename = "+" + basename + "/var_ar.m";
+  ofstream ar_output;
+  ar_output.open(filename, ios::out | ios::binary);
+  if (!ar_output.is_open())
+    {
+      cerr << "Error: Can't open file " << filename << " for writing" << endl;
+      exit(EXIT_FAILURE);
+    }
+  ar_output << "function ar = var_ar(model_name, params)" << endl
+            << "%function ar = var_ar(model_name, params)" << endl
+            << "% File automatically generated by the Dynare preprocessor" << endl << endl;
+
   for (const auto &name : names)
     {
       output << "M_.var." << name << ".model_name = '" << name << "';" << endl;
@@ -401,7 +413,25 @@ VarModelTable::writeOutput(ostream &output) const
 
           i++;
         }
+
+      vector<int> lhs = getLhs(name);
+      ar_output << "if strcmp(model_name, '" << name << "')" << endl
+                << "    ar = zeros(" << lhs.size() << ", " << lhs.size() << ", " << getMaxLag(name) << ");" << endl;
+      for (const auto & it : AR.at(name))
+        {
+          int eqn, lag, lhs_symb_id;
+          tie (eqn, lag, lhs_symb_id) = it.first;
+          int param_symb_id = it.second;
+          int colidx = (int) distance(lhs.begin(), find(lhs.begin(), lhs.end(), lhs_symb_id));
+          ar_output << "    ar(" << eqn + 1 << ", " << colidx + 1 << ", " << lag
+                    << ") = params(" << symbol_table.getTypeSpecificID(param_symb_id) + 1 << ");" << endl;
+        }
+      ar_output << "    return" << endl
+                << "end" << endl << endl;
     }
+  ar_output << "error([model_name ' is not a valid var_model name'])" << endl
+            << "end" << endl;
+  ar_output.close();
 }
 
 void
@@ -517,6 +547,12 @@ VarModelTable::setOrigDiffVar(map<string, vector<int>> orig_diff_var_arg)
   orig_diff_var = move(orig_diff_var_arg);
 }
 
+void
+VarModelTable::setAR(map<string, map<tuple<int, int, int>, int>> AR_arg)
+{
+  AR = move(AR_arg);
+}
+
 vector<int>
 VarModelTable::getMaxLags(const string &name_arg) const
 {
diff --git a/src/SubModel.hh b/src/SubModel.hh
index 96432780f589598bdecd133f79f3ad98dd6e9adf..cfeca0275a9e219008a796b0b56c9a73b6def47b 100644
--- a/src/SubModel.hh
+++ b/src/SubModel.hh
@@ -116,6 +116,7 @@ private:
   map<string, vector<set<pair<int, int>>>> rhs;
   map<string, vector<bool>> diff, nonstationary;
   map<string, vector<expr_t>> lhs_expr_t;
+  map<string, map<tuple<int, int, int>, int>> AR; // AR: name -> (eqn, lag, lhs_symb_id) -> param_symb_id
 public:
   VarModelTable(SymbolTable &symbol_table_arg);
 
@@ -146,9 +147,10 @@ public:
   void setDiff(map<string, vector<bool>> diff_arg);
   void setMaxLags(map<string, vector<int>> max_lags_arg);
   void setOrigDiffVar(map<string, vector<int>> orig_diff_var_arg);
+  void setAR(map<string, map<tuple<int, int, int>, int>> AR_arg);
 
   //! Write output of this class
-  void writeOutput(ostream &output) const;
+  void writeOutput(const string &basename, ostream &output) const;
 
   //! Write JSON Output
   void writeJsonOutput(ostream &output) const;