diff --git a/mex/build/loglikelihood.am b/mex/build/logposterior.am
similarity index 88%
rename from mex/build/loglikelihood.am
rename to mex/build/logposterior.am
index 96933a1dd..daab40e27 100644
--- a/mex/build/loglikelihood.am
+++ b/mex/build/logposterior.am
@@ -4,9 +4,9 @@ vpath %.hh $(top_srcdir)/../../sources/estimation $(top_srcdir)/../../sources/es
 CPPFLAGS += -I$(top_srcdir)/../../sources/estimation/libmat -I$(top_srcdir)/../../sources/estimation/utils $(BOOST_CPPFLAGS)
 LDFLAGS += $(BOOST_LDFLAGS)
 
-noinst_PROGRAMS = loglikelihood
+noinst_PROGRAMS = logposterior
 
-loglikelihood_LDADD = $(LIBADD_DLOPEN)
+logposterior_LDADD = $(LIBADD_DLOPEN)
 
 MAT_SRCS = \
 	Matrix.hh \
@@ -25,7 +25,7 @@ MAT_SRCS = \
 	VDVEigDecomposition.cc \
 	VDVEigDecomposition.hh
 
-nodist_loglikelihood_SOURCES = \
+nodist_logposterior_SOURCES = \
 	$(MAT_SRCS) \
 	DecisionRules.cc \
 	DecisionRules.hh \
@@ -46,11 +46,13 @@ nodist_loglikelihood_SOURCES = \
 	LogLikelihoodMain.hh \
 	LogLikelihoodMain.cc \
 	LogPosteriorDensity.cc \
+	LogPosteriorDensity.hh \
 	LogPriorDensity.cc \
+	LogPriorDensity.hh \
 	ModelSolution.cc \
 	ModelSolution.hh \
 	Prior.cc \
 	Prior.hh \
 	dynamic_dll.cc \
 	dynamic_dll.hh \
-	loglikelihood.cc
+	logposterior.cc
diff --git a/mex/build/matlab/Makefile.am b/mex/build/matlab/Makefile.am
index f823b41ea..a06359d3d 100644
--- a/mex/build/matlab/Makefile.am
+++ b/mex/build/matlab/Makefile.am
@@ -2,7 +2,7 @@ ACLOCAL_AMFLAGS = -I ../../../m4
 
 # libdynare++ must come before gensylv, k_order_perturbation, dynare_simul_
 if DO_SOMETHING
-SUBDIRS = mjdgges kronecker bytecode libdynare++ gensylv k_order_perturbation dynare_simul_ loglikelihood
+SUBDIRS = mjdgges kronecker bytecode libdynare++ gensylv k_order_perturbation dynare_simul_ logposterior
 if HAVE_GSL
 SUBDIRS += swz
 endif
diff --git a/mex/build/matlab/configure.ac b/mex/build/matlab/configure.ac
index e4bea1f1e..a209085b9 100644
--- a/mex/build/matlab/configure.ac
+++ b/mex/build/matlab/configure.ac
@@ -112,6 +112,6 @@ AC_CONFIG_FILES([Makefile
                  k_order_perturbation/Makefile
                  dynare_simul_/Makefile
                  swz/Makefile
-                 loglikelihood/Makefile])
+                 logposterior/Makefile])
 
 AC_OUTPUT
diff --git a/mex/build/matlab/loglikelihood/Makefile.am b/mex/build/matlab/loglikelihood/Makefile.am
deleted file mode 100644
index c59b3ffd4..000000000
--- a/mex/build/matlab/loglikelihood/Makefile.am
+++ /dev/null
@@ -1,2 +0,0 @@
-include ../mex.am
-include ../../loglikelihood.am
diff --git a/mex/build/matlab/logposterior/Makefile.am b/mex/build/matlab/logposterior/Makefile.am
new file mode 100644
index 000000000..aa5387bc2
--- /dev/null
+++ b/mex/build/matlab/logposterior/Makefile.am
@@ -0,0 +1,2 @@
+include ../mex.am
+include ../../logposterior.am
diff --git a/mex/build/octave/Makefile.am b/mex/build/octave/Makefile.am
index 4bf868a4f..616686a9b 100644
--- a/mex/build/octave/Makefile.am
+++ b/mex/build/octave/Makefile.am
@@ -2,7 +2,7 @@ ACLOCAL_AMFLAGS = -I ../../../m4
 
 # libdynare++ must come before gensylv, k_order_perturbation, dynare_simul_
 if DO_SOMETHING
-SUBDIRS = mjdgges kronecker bytecode libdynare++ gensylv k_order_perturbation dynare_simul_ loglikelihood
+SUBDIRS = mjdgges kronecker bytecode libdynare++ gensylv k_order_perturbation dynare_simul_ logposterior
 if HAVE_GSL
 SUBDIRS += swz
 endif
diff --git a/mex/build/octave/configure.ac b/mex/build/octave/configure.ac
index a7826460a..556f56098 100644
--- a/mex/build/octave/configure.ac
+++ b/mex/build/octave/configure.ac
@@ -94,6 +94,6 @@ AC_CONFIG_FILES([Makefile
                  k_order_perturbation/Makefile
                  dynare_simul_/Makefile
                  swz/Makefile
-                 loglikelihood/Makefile])
+                 logposterior/Makefile])
 
 AC_OUTPUT
diff --git a/mex/build/octave/loglikelihood/Makefile.am b/mex/build/octave/loglikelihood/Makefile.am
deleted file mode 100644
index c59b3ffd4..000000000
--- a/mex/build/octave/loglikelihood/Makefile.am
+++ /dev/null
@@ -1,2 +0,0 @@
-include ../mex.am
-include ../../loglikelihood.am
diff --git a/mex/build/octave/logposterior/Makefile.am b/mex/build/octave/logposterior/Makefile.am
new file mode 100644
index 000000000..aa5387bc2
--- /dev/null
+++ b/mex/build/octave/logposterior/Makefile.am
@@ -0,0 +1,2 @@
+include ../mex.am
+include ../../logposterior.am
diff --git a/mex/sources/estimation/loglikelihood.cc b/mex/sources/estimation/logposterior.cc
similarity index 100%
rename from mex/sources/estimation/loglikelihood.cc
rename to mex/sources/estimation/logposterior.cc