Hi all,
I have added in the README.md file a section explaining how to build Dynare from Windows, using the excellent MSYS2 environment. This tool provides a convenient environment for building native Windows binaries, using a setup very close to the one we use for cross-building the official Dynare package.
The only drawback is that it cannot compile all the docs (MSYS2 does not include Texlive), and so far I haven't succeded in building the MEX for Octave (it may be feasible, but clearly more work and tweaks are needed).
If you are working under Windows, I therefore encourage you to test and possibly use MSYS2.
Johannes: some time ago you contributed instructions for building Dynare in the Windows Subsystem for Linux. These instructions are probably outdated, because the version of Ubuntu mentioned there has no C++14 support. And I am quite surprised that you are able to compile MEX files for MATLAB in this environment, unless you are maybe using a cross-compiler? (in which case it should be documented) So these instructions should probably be updated or, if they're no longer relevant, removed.
Best,
-- Sébastien Villemot Economist at CEPREMAP Dynare developer http://sebastien.villemot.name