diff --git a/preprocessor/Makefile.am b/preprocessor/Makefile.am
index 22871df23..6eed01f75 100644
--- a/preprocessor/Makefile.am
+++ b/preprocessor/Makefile.am
@@ -52,7 +52,8 @@ dynare_m_SOURCES = \
 	CodeInterpreter.hh \
 	FlexLexer.h
 
-dynare_m_CPPFLAGS = $(BOOST_CPPFLAGS)
+# The -I. is for <FlexLexer.h>
+dynare_m_CPPFLAGS = $(BOOST_CPPFLAGS) -I.
 dynare_m_LDFLAGS = $(BOOST_LDFLAGS)
 dynare_m_LDADD = macro/libmacro.a
 
diff --git a/preprocessor/ParsingDriver.hh b/preprocessor/ParsingDriver.hh
index 6fc8b046d..604114697 100644
--- a/preprocessor/ParsingDriver.hh
+++ b/preprocessor/ParsingDriver.hh
@@ -46,7 +46,7 @@ using namespace std;
 // Declare DynareFlexLexer class
 #ifndef __FLEX_LEXER_H
 # define yyFlexLexer DynareFlexLexer
-# include "FlexLexer.h"
+# include <FlexLexer.h>
 # undef yyFlexLexer
 #endif
 
diff --git a/preprocessor/macro/MacroDriver.hh b/preprocessor/macro/MacroDriver.hh
index 24c9e245d..1a6ce9987 100644
--- a/preprocessor/macro/MacroDriver.hh
+++ b/preprocessor/macro/MacroDriver.hh
@@ -38,7 +38,7 @@ using namespace std;
 // Declare MacroFlexLexer class
 #ifndef __FLEX_LEXER_H
 # define yyFlexLexer MacroFlexLexer
-# include "../FlexLexer.h"
+# include <FlexLexer.h>
 # undef yyFlexLexer
 #endif
 
diff --git a/preprocessor/macro/Makefile.am b/preprocessor/macro/Makefile.am
index ca0e83444..1fb836a3c 100644
--- a/preprocessor/macro/Makefile.am
+++ b/preprocessor/macro/Makefile.am
@@ -10,6 +10,9 @@ libmacro_a_SOURCES = \
 	MacroValue.cc \
 	MacroValue.hh
 
+# The -I.. is for <FlexLexer.h>
+libmacro_a_CPPFLAGS = -I..
+
 MacroFlex.cc: MacroFlex.ll
 	$(LEX) -oMacroFlex.cc MacroFlex.ll