diff --git a/mex/sources/perfect_foresight_problem/DynamicModelCaller.cc b/mex/sources/perfect_foresight_problem/DynamicModelCaller.cc
index 2a59e0937..73d7a4642 100644
--- a/mex/sources/perfect_foresight_problem/DynamicModelCaller.cc
+++ b/mex/sources/perfect_foresight_problem/DynamicModelCaller.cc
@@ -17,15 +17,6 @@
  * along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-#if defined(_WIN32) || defined(__CYGWIN32__)
-# ifndef NOMINMAX
-#  define NOMINMAX // Do not define "min" and "max" macros
-# endif
-# include <windows.h>
-#else
-# include <dlfcn.h> // unix/linux DLL (.so) handling routines
-#endif
-
 #include <dynmex.h>
 
 #include "DynamicModelCaller.hh"
@@ -34,7 +25,11 @@
 
 std::string DynamicModelCaller::error_msg;
 
+#if defined(_WIN32) || defined(__CYGWIN32__)
+HINSTANCE DynamicModelDllCaller::dynamic_mex{nullptr};
+#else
 void *DynamicModelDllCaller::dynamic_mex{nullptr};
+#endif
 DynamicModelDllCaller::dynamic_tt_fct DynamicModelDllCaller::residual_tt_fct{nullptr}, DynamicModelDllCaller::g1_tt_fct{nullptr};
 DynamicModelDllCaller::dynamic_deriv_fct DynamicModelDllCaller::residual_fct{nullptr}, DynamicModelDllCaller::g1_fct{nullptr};
 
diff --git a/mex/sources/perfect_foresight_problem/DynamicModelCaller.hh b/mex/sources/perfect_foresight_problem/DynamicModelCaller.hh
index 8c64938fd..4d10bb1ad 100644
--- a/mex/sources/perfect_foresight_problem/DynamicModelCaller.hh
+++ b/mex/sources/perfect_foresight_problem/DynamicModelCaller.hh
@@ -21,6 +21,15 @@
 #include <memory>
 #include <limits>
 
+#if defined(_WIN32) || defined(__CYGWIN32__)
+# ifndef NOMINMAX
+#  define NOMINMAX // Do not define "min" and "max" macros
+# endif
+# include <windows.h>
+#else
+# include <dlfcn.h> // unix/linux DLL (.so) handling routines
+#endif
+
 class DynamicModelCaller
 {
 public:
@@ -39,7 +48,11 @@ public:
 class DynamicModelDllCaller : public DynamicModelCaller
 {
 private:
+#if defined(_WIN32) || defined(__CYGWIN32__)
+  static HINSTANCE dynamic_mex;
+#else
   static void *dynamic_mex;
+#endif
   using dynamic_tt_fct = void (*)(const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, double *T);
   using dynamic_deriv_fct = void (*) (const double *y, const double *x, int nb_row_x, const double *params, const double *steady_state, int it_, const double *T, double *deriv);
   static dynamic_tt_fct residual_tt_fct, g1_tt_fct;