diff --git a/windows/dynare.nsi b/windows/dynare.nsi
index 627236d5baa32339cc967b7ccf5d0bb48e6e5dee..dfb6c1739979010dae096f4ae6bb3b5a689de1de 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"