diff --git a/windows/dynare.nsi b/windows/dynare.nsi
index e58477820821ea6cc33fd6f2767c927bc780f263..4a4299b71bfa71d0c906a2d2f5bd5257b9d90af2 100644
--- a/windows/dynare.nsi
+++ b/windows/dynare.nsi
@@ -9,6 +9,8 @@
 
 !include dynare-version.nsi
 
+SetCompressor /SOLID lzma
+
 Name "Dynare ${VERSION}"
 
 OutFile "dynare-${VERSION}-win.exe"