diff --git a/matlab/@dynSeries/set_names.m b/matlab/@dynSeries/set_names.m
new file mode 100644
index 0000000000000000000000000000000000000000..bee843788509defa1f1549b1d3fdc1b0ddb1b28a
--- /dev/null
+++ b/matlab/@dynSeries/set_names.m
@@ -0,0 +1,113 @@
+function A = set_names(B,varargin)
+
+%@info:
+%! @deftypefn {Function File} {@var{A} =} times (@var{B},@code{varargin})
+%! @anchor{@nSeries/set_names}
+%! @sp 1
+%! Specify names of the variables in a @ref{dynSeries} object.
+%! @sp 2
+%! @strong{Inputs}
+%! @sp 1
+%! @table @ @var
+%! @item B
+%! Dynare time series object instantiated by @ref{dynSeries}.
+%! @item C
+%! Dynare time series object instantiated by @ref{dynSeries}.
+%! @end table
+%! @sp 1
+%! @strong{Outputs}
+%! @sp 1
+%! @table @ @var
+%! @item A
+%! Dynare time series object.
+%! @end deftypefn
+%@eod:
+
+% Copyright (C) 2012 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+
+% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
+
+n = nargin-1;
+
+if ~isa(B,'dynSeries')
+    error(['dynSeries::rename: ' inputname(1) ' must be a dynSeries object!'])
+end
+
+if ~isequal(B.vobs,n)
+    error(['dynSeries::rename: The number of variables in ' inputname(1) ' does not match the number of declared names!'])
+end
+
+A = B;
+
+for i=1:A.vobs
+    if ~isempty(varargin{i})
+        A.name(i) = { varargin{i} };
+    end
+end
+
+%@test:1
+%$ % Define a datasets.
+%$ A = rand(10,3);
+%$
+%$ % Define names
+%$ A_name = {'A1';'--NA--';'A3'};
+%$
+%$ t = zeros(4,1);
+%$
+%$ % Instantiate a time series object.
+%$ try
+%$    ts1 = dynSeries(A,[],[],[]);
+%$    ts2 = set_names(ts1,'A1',[],'A3');
+%$    t(1) = 1;
+%$ catch
+%$    t = 0;
+%$ end
+%$ 
+%$ if length(t)>1
+%$    t(2) = dyn_assert(ts2.vobs,3);
+%$    t(3) = dyn_assert(ts2.nobs,10);
+%$    t(4) = dyn_assert(ts2.name,A_name);
+%$ end
+%$ T = all(t);
+%@eof:1
+
+%@test:2
+%$ % Define a datasets.
+%$ A = rand(10,3);
+%$
+%$ % Define names
+%$ A_name = {'A1';'--NA--';'A3'};
+%$
+%$ t = zeros(4,1);
+%$
+%$ % Instantiate a time series object.
+%$ try
+%$    ts1 = dynSeries(A,[],[],[]);
+%$    ts1 = ts1.set_names('A1',[],'A3');
+%$    t(1) = 1;
+%$ catch
+%$    t = 0;
+%$ end
+%$
+%$ if length(t)>1
+%$    t(2) = dyn_assert(ts1.vobs,3);
+%$    t(3) = dyn_assert(ts1.nobs,10);
+%$    t(4) = dyn_assert(ts1.name,A_name);
+%$ end
+%$ T = all(t);
+%@eof:2
diff --git a/matlab/@dynSeries/subsref.m b/matlab/@dynSeries/subsref.m
index 66772dec691bac8c1cd3f83aa81a03f5943fc14d..1b3958281f810051da334f9e9deb307da7df90e6 100644
--- a/matlab/@dynSeries/subsref.m
+++ b/matlab/@dynSeries/subsref.m
@@ -131,6 +131,11 @@ if (length(S)==2) && isequal(S(1).subs,'save') && isequal(S(1).type,'.') && iseq
     return
 end
 
+if (length(S)==2) && isequal(S(1).subs,'set_names') && isequal(S(1).type,'.') && isequal(S(2).type,'()')
+    us = set_names(ts,S(2).subs{:});
+    return
+end
+
 
 
 %@test:1