diff --git a/examples/dynare++/README.txt b/examples/dynare++/README.txt
new file mode 100644
index 000000000..a226b986c
--- /dev/null
+++ b/examples/dynare++/README.txt
@@ -0,0 +1,6 @@
+Assuming that the dynare++ binary is in your PATH, you can run the example by using the following command
+in a Command Prompt Window:
+
+... > dynare++ example1.mod
+
+Please, read the manual (doc\dynare++\dynare++-tutorial.pdf) for a description of the generated output.
diff --git a/examples/dynare++/example1.mod b/examples/dynare++/example1.mod
new file mode 100644
index 000000000..27ab3fd3f
--- /dev/null
+++ b/examples/dynare++/example1.mod
@@ -0,0 +1,38 @@
+var Y, C, K, A, H, B;
+
+varexo EPS, NU;
+
+parameters beta, rho, alpha, delta, theta, psi, tau;
+
+alpha = 0.36;
+rho = 0.95;
+tau = 0.025;
+beta = 1/(1.03^0.25);
+delta = 0.025;
+psi = 0;
+theta = 2.95;
+
+model;
+  C*theta*H^(1+psi) = (1-alpha)*Y;
+  beta*exp(B)*C/exp(B(1))/C(1)*
+  (exp(B(1))*alpha*Y(1)/K(1)+1-delta) = 1;
+  Y = exp(A)*K^alpha*H^(1-alpha);
+  K = exp(B(-1))*(Y(-1)-C(-1)) + (1-delta)*K(-1);
+  A = rho*A(-1) + tau*B(-1) + EPS;
+  B = tau*A(-1) + rho*B(-1) + NU;
+end;
+
+initval;
+  A = 0;
+  B = 0;
+  H = ((1-alpha)/(theta*(1-(delta*alpha)/(1/beta-1+delta))))^(1/(1+psi));
+  Y = (alpha/(1/beta-1+delta))^(alpha/(1-alpha))*H;
+  K = alpha/(1/beta-1+delta)*Y;
+  C = Y - delta*K;
+end;
+
+vcov = [0.0002 0.00005;
+0.00005 0.0001
+];
+
+order = 7;
\ No newline at end of file
diff --git a/windows/dynare.nsi b/windows/dynare.nsi
index ea17caa4b..aaa1d5de5 100644
--- a/windows/dynare.nsi
+++ b/windows/dynare.nsi
@@ -128,7 +128,10 @@ Section "Documentation and examples (Dynare and Dynare++)"
  CreateShortcut "${SMLOC}\Documentation.lnk" "$INSTDIR\doc"
 
  SetOutPath $INSTDIR\examples
- File ..\examples\*
+ File ..\examples\*.mod ..\examples\*.m
+
+ SetOutPath $INSTDIR\examples\dynare++
+ File ..\examples\dynare++\example1.mod ..\examples\dynare++\README.txt
 
  CreateShortcut "${SMLOC}\Examples.lnk" "$INSTDIR\examples"