DLL Load failed when importing PyStan on Windows

Question

I am trying to import PyStan in Windows 10, but I keep getting the following error:

Traceback (most recent call last):
import pystan
File "C:\Users\User\AppData\Local\Continuum\Anaconda2\envs\test\lib\site-packages\pystan\__init__.py", line 9, in <module>
  from pystan.api import stanc, stan
File "C:\Users\User\AppData\Local\Continuum\Anaconda2\envs\test\lib\site-packages\pystan\api.py", line 14, in <module>
  import pystan._api  # stanc wrapper
ImportError: DLL load failed: The specified module could not be found.

I have uninstalled PyStan and reinstalled with Pip, but I seem to be getting the same error. I use the following Python version:

Python 3.5.6 |Anaconda, Inc.| (default, Aug 26 2018, 16:05:27) [MSC v.1900 64 bit (AMD64)] on win32

I also get the same error when I am not working in a virtual environment.

Thanks in advance.