Hi, I am considerabily curious to know the source codes of ‘dynare_m.exe’. Is there any way to read the source codes of it? Is it complied by C or MATLAB? Thanks! 
For the source code see
dynare.org/trac/browser/preprocessor
For some info see preprocessor.pdf shipped with Dynare (in the doc folder)
You can also download a nightly source snapshot here dynare.org/snapshot/source/. The preprocessor subdirectory contains the C++ code that is compiled into dynare_m.
Hi, thanks for the answer. I have one more question, is the data flow mainly run by dynare_m.exe, I mean this cpp execution file connection all Matlab functions together? Is any computation part written in this file? 
The only significant computation done in the preprocessor is the computing of analytical derivatives of the model equations. The rest of the preprocessor is essentially about parsing the MOD file and making various checks.
The rest of the computation is done either in M-files, or in MEX-files.
I am curious too, to know the source codes of dynare_m.exe 