diff --git a/.gitignore b/.gitignore
index 18a66b2dba998620d9ae6c1e51c5e14eeca402ad..9fc713587a21b9d9b587ceda3611c8c6f0902f89 100644
--- a/.gitignore
+++ b/.gitignore
@@ -213,3 +213,6 @@ tests/julia/rbc/rbc*.jl
 
 # Octave variables saved when Octave crashes
 octave-workspace
+
+# VERSION generated file
+VERSION
\ No newline at end of file
diff --git a/VERSION.in b/VERSION.in
new file mode 100644
index 0000000000000000000000000000000000000000..7b4f3f3a02cc308fc5cdf8dba56ceddf2a8fa80f
--- /dev/null
+++ b/VERSION.in
@@ -0,0 +1 @@
+@PACKAGE_VERSION@
\ No newline at end of file
diff --git a/configure.ac b/configure.ac
index a648641509252797e89fa14c80ed90b7b114ee62..4ddf926825486fb27fc50158a3d2afd1510ac219 100755
--- a/configure.ac
+++ b/configure.ac
@@ -172,6 +172,7 @@ esac
 AX_PTHREAD
 
 AC_CONFIG_FILES([Makefile
+                 VERSION
                  preprocessor/macro/Makefile
                  preprocessor/Makefile
                  doc/Makefile
diff --git a/windows/dynare.nsi b/windows/dynare.nsi
index 51d31ef262ac280160cfb8adf0eaa1b8865a24cd..60b575149cee7dfa901b794146c8176faef3cbe7 100644
--- a/windows/dynare.nsi
+++ b/windows/dynare.nsi
@@ -54,7 +54,7 @@ Section "Dynare core (preprocessor and M-files)"
  SectionIn RO
 !insertmacro DETERMINE_CONTEXT
  SetOutPath $INSTDIR
- File README.txt ..\NEWS mexopts-win32.bat mexopts-win64.bat ..\license.txt
+ File README.txt ..\NEWS mexopts-win32.bat mexopts-win64.bat ..\license.txt ..\VERSION
 
  SetOutPath $INSTDIR\matlab
  File /r ..\matlab\*.m