diff --git a/.gitignore b/.gitignore
index 18a66b2db..9fc713587 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 000000000..7b4f3f3a0
--- /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 a64864150..4ddf92682 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 51d31ef26..60b575149 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