diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index ce0a43109..8ef82d5b6 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -525,6 +525,8 @@ options_.risky_steadystate = 0;
 
 % initialize persistent variables in priordens()
 priordens([],[],[],[],[],[],1);
+% initialize persistent variables in dyn_first_order_solver()
+dyn_first_order_solver();
 
 % Set dynare random generator and seed.
 set_dynare_seed('default');