It looks like Dynare has now entered Ubuntu, and is in line for the next release in October 2009 (Karmic Koala).
https://launchpad.net/ubuntu/+source/dynare
This is a consequence of the automatic updates of Ubuntu from Debian.
Recall that this first version of the package is an Octave-only version. I still need to add Matlab support (in the form of some build helper).
Best,