diff --git a/matlab/get_random_string.m b/matlab/get_random_string.m
new file mode 100644
index 000000000..d746f4f4b
--- /dev/null
+++ b/matlab/get_random_string.m
@@ -0,0 +1,56 @@
+function str = get_random_string(n);
+
+%@info:
+%! @deftypefn {Function File} {@var{str} =} get_random_string (@var{n})
+%! @anchor{get_random_string}
+%! @sp 1
+%! Builds a random string (starting with a letter).
+%! @sp 2
+%! @strong{Inputs}
+%! @sp 1
+%! @table @ @var
+%! @item a
+%! Scalar integer, number of characters in the generated string.
+%! @end table
+%! @sp 1
+%! @strong{Outputs}
+%! @sp 1
+%! @table @ @var
+%! @item str
+%! Generated string
+%! @end table
+%! @sp 2
+%! @strong{This function is called by:}
+%! @sp 2
+%! @strong{This function calls:}
+%! @ref{set_time}
+%!
+%! @end deftypefn
+%@eod:
+
+% Copyright (C) 2012 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+
+% AUTHOR(S) stephane DOT adjemian AT univ DASH lemans DOT fr
+
+str0 = 'ABCDEFGHIJKLMNOPQRSTUVWXYZabcdefghijklmnopqrstuvwxyz0123456789';
+
+m0 = 2*26;
+m1 = m0+10;
+
+str = str0(ceil(rand*m0)); % First character has to be a letter!
+str = [str, str0(ceil(rand(1,n-1)*m1))];
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