Bernhard Pfaff is a quantitative analyst and R developer (Kronberg im Taunus, Germany) known for R packages and books on time-series econometrics and financial risk/portfolio modeling. He authored the widely used vars package for classical VAR/SVAR/SVEC analysis and the urca package for unit-root and cointegration testing.
vars R package — Pfaff (2008): The standard classical toolkit for VAR, structural VAR (A/B/AB models), and structural VECM in R — with lag selection, diagnostics, forecasting, Granger/instantaneous causality, impulse responses (bootstrap bands), and forecast-error variance decomposition. See Pfaff (2008) and Vector Autoregression.urca package: Unit-root and cointegration testing (ADF, ERS, KPSS, Phillips-Perron, Johansen) in R.