diff --git a/preprocessor/DynareBison.yy b/preprocessor/DynareBison.yy
index a53fa0d3b..10be9dcb1 100644
--- a/preprocessor/DynareBison.yy
+++ b/preprocessor/DynareBison.yy
@@ -99,14 +99,13 @@ class ParsingDriver;
 %token DATAFILE FILE DETERMINISTIC DOUBLING DR_CYCLE_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION DIFFERENTIATE_FORWARD_VARS
 %token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT EXTENDED_PATH ENDOGENOUS_PRIOR
 %token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME
-%token <string_val> FLOAT_NUMBER
+%token <string_val> FLOAT_NUMBER DATES
 %token DEFAULT FIXED_POINT
 %token FORECAST K_ORDER_SOLVER INSTRUMENTS PRIOR SHIFT MEAN STDEV VARIANCE MODE INTERVAL SHAPE DOMAINN
 %token GAMMA_PDF GRAPH GRAPH_FORMAT CONDITIONAL_VARIANCE_DECOMPOSITION NOCHECK STD
 %token HISTVAL HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID HYBRID
 %token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT
 %token <string_val> INT_NUMBER
-%token <string_val> DATE_NUMBER
 %token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS
 %token KALMAN_ALGO KALMAN_TOL SUBSAMPLES OPTIONS TOLF
 %token LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LYAPUNOV
@@ -178,8 +177,8 @@ class ParsingDriver;
 
 %type <node_val> expression expression_or_empty
 %type <node_val> equation hand_side
-%type <string_val> non_negative_number signed_number signed_integer
-%type <string_val> filename symbol vec_of_vec_value vec_value_list
+%type <string_val> non_negative_number signed_number signed_integer date_str
+%type <string_val> filename symbol vec_of_vec_value vec_value_list date_expr
 %type <string_val> vec_value_1 vec_value signed_inf signed_number_w_inf
 %type <string_val> range vec_value_w_inf vec_value_1_w_inf
 %type <symbol_type_val> change_type_arg
@@ -1239,7 +1238,15 @@ prior_pdf : BETA_PDF
             { $$ = eInvGamma2; }
           ;
 
-set_time : SET_TIME '(' DATE_NUMBER ')' ';'
+date_str : DATES { $$ = $1; }
+
+date_expr : date_str
+            { $$ = $1; }
+          | date_expr PLUS INT_NUMBER
+            { $$ = $1; $$->append("+").append(*$3); }
+          ;
+
+set_time : SET_TIME '(' date_expr ')' ';'
            { driver.set_time($3); }
          ;
 
@@ -2291,10 +2298,10 @@ o_conditional_variance_decomposition : CONDITIONAL_VARIANCE_DECOMPOSITION EQUAL
                                        { driver.option_vec_int("conditional_variance_decomposition", $3); }
                                      ;
 o_first_obs : FIRST_OBS EQUAL INT_NUMBER { driver.option_num("first_obs", $3); };
-o_new_estimation_data_first_obs : FIRST_OBS EQUAL DATE_NUMBER
+o_new_estimation_data_first_obs : FIRST_OBS EQUAL date_expr
                                   { driver.option_date("first_obs", $3); }
                                 ;
-o_last_obs : LAST_OBS EQUAL DATE_NUMBER
+o_last_obs : LAST_OBS EQUAL date_expr
              { driver.option_date("last_obs", $3); }
            ;
 o_shift : SHIFT EQUAL signed_number { driver.option_num("shift", $3); };
@@ -2338,7 +2345,7 @@ list_allowed_graph_formats : allowed_graph_formats
                            | list_allowed_graph_formats COMMA allowed_graph_formats
                            ;
 
-o_subsample_name : symbol EQUAL DATE_NUMBER ':' DATE_NUMBER
+o_subsample_name : symbol EQUAL date_expr ':' date_expr
                    { driver.set_subsample_name_equal_to_date_range($1, $3, $5); }
                  ;
 o_conf_sig : CONF_SIG EQUAL non_negative_number { driver.option_num("conf_sig", $3); };
diff --git a/preprocessor/DynareFlex.ll b/preprocessor/DynareFlex.ll
index a5a3f6d73..24955a767 100644
--- a/preprocessor/DynareFlex.ll
+++ b/preprocessor/DynareFlex.ll
@@ -60,6 +60,7 @@ string eofbuff;
 %x VERBATIM_BLOCK
 %x NATIVE
 %x NATIVE_COMMENT
+%x DATES_STATEMENT
 %x LINE1
 %x LINE2
 %x LINE3
@@ -88,13 +89,13 @@ string eofbuff;
                 }
 
  /* spaces, tabs and carriage returns are ignored */
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,LINE1,LINE2,LINE3>[ \t\r\f]+  { yylloc->step(); }
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,LINE1,LINE2,LINE3>[\n]+       { yylloc->step(); }
+<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,DATES_STATEMENT,LINE1,LINE2,LINE3>[ \t\r\f]+  { yylloc->step(); }
+<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,DATES_STATEMENT,LINE1,LINE2,LINE3>[\n]+       { yylloc->step(); }
 
  /* Comments */
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK>["%"].*
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK>["/"]["/"].*
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK>"/*"   {comment_caller = YY_START; BEGIN COMMENT;}
+<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,DATES_STATEMENT>["%"].*
+<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,DATES_STATEMENT>["/"]["/"].*
+<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,DATES_STATEMENT>"/*"   {comment_caller = YY_START; BEGIN COMMENT;}
 
 <COMMENT>"*/"        {BEGIN comment_caller;}
 <COMMENT>.
@@ -201,6 +202,7 @@ string eofbuff;
 <INITIAL>corr {BEGIN DYNARE_STATEMENT; return token::CORR;}
 
  /* Inside  of a Dynare statement */
+<DYNARE_STATEMENT>dates                 {dates_parens_nb=0; BEGIN DATES_STATEMENT; yylval->string_val = new string("dates");}
 <DYNARE_STATEMENT>file                  {return token::FILE;}
 <DYNARE_STATEMENT>datafile 		{return token::DATAFILE;}
 <DYNARE_STATEMENT>nobs 			{return token::NOBS;}
@@ -690,10 +692,16 @@ string eofbuff;
   return token::INT_NUMBER;
 }
 
-<DYNARE_STATEMENT,DYNARE_BLOCK>dates[[:space:]]*\([[:space:]]*\'[[:space:]]*(-[1-9][0-9]*|[0-9]+)([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2]))[[:space:]]*\'[[:space:]]*\) {
-  yylval->string_val = new string(yytext);
-  return token::DATE_NUMBER;
-}
+<DATES_STATEMENT>\( { yylval->string_val->append(yytext); dates_parens_nb++; }
+<DATES_STATEMENT>\) {
+                      yylval->string_val->append(yytext);
+                      if (--dates_parens_nb == 0)
+                      {
+                        BEGIN DYNARE_STATEMENT;
+                        return token::DATES;
+                      }
+                    }
+<DATES_STATEMENT>.  { yylval->string_val->append(yytext); }
 
 <DYNARE_STATEMENT,DYNARE_BLOCK>\'[^\']+\' {
   yylval->string_val = new string(yytext + 1);
@@ -786,7 +794,7 @@ string eofbuff;
 <NATIVE_COMMENT>"*/"[[:space:]]*\n   { BEGIN NATIVE; }
 <NATIVE_COMMENT>.
 
-<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,LINE1,LINE2,LINE3,NATIVE_COMMENT><<EOF>> { yyterminate(); }
+<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,DATES_STATEMENT,LINE1,LINE2,LINE3,NATIVE_COMMENT><<EOF>> { yyterminate(); }
 
 <*>.      { driver.error(*yylloc, "character unrecognized by lexer"); }
 %%
diff --git a/preprocessor/ParsingDriver.hh b/preprocessor/ParsingDriver.hh
index 8b9b21e96..8ad5a9f04 100644
--- a/preprocessor/ParsingDriver.hh
+++ b/preprocessor/ParsingDriver.hh
@@ -71,6 +71,9 @@ public:
 
   //! Increment the location counter given a token
   void location_increment(Dynare::parser::location_type *yylloc, const char *yytext);
+
+  //! Count parens in dates statement
+  int dates_parens_nb;
 };
 
 //! Drives the scanning and parsing of the .mod file, and constructs its abstract representation