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• Bernhard Pfaff, VAR, SVAR and SVEC Models: Implementation Within R Package vars, Journal of Statistical Software, 27:4 (2008), 1-32, http://www.jstatsoft.org/v27/i04.
• Bernhard Pfaff, Analysis of Integrated and Co-Integrated Time Series with R, Second Edition, 2008, New York: Springer.
• Bernhard Pfaff, Clustering Corporate Bonds: A short note on iBoxx, Diskussionsbeiträge Nr. 03/03, Institut für Allgemeine Wirtschaftsforschung, Abteilung Empirische Wirtschaftsforschung und Ökonometrie, Albert-Ludwigs-Universität Freiburg im Breisgau, 2003.
• Bernhard Pfaff, Stabilitätsüberprüfung von Geldnachfragefunktionen ausgewählter EU-Staaten — Eine Darstellung und Anwendung der Flexible Kleinste Quadrate Methode, Schriften zur Monetären Ökonomie, Band 41, Hrsg. Prof. Dr. Dieter Duwendag, 1998, Baden-Baden: Nomos Verlagsgesellschaft.

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• The 3rd International R/Rmetrics User and Developer Workshop, 28th June-2nd July 2008, Meilisalp, Lake Thune, Switzerland. Talk: Package Development in R: Implementing GO-GARCH models download.
• useR! 2008: The R User Conference, Dortmund. Tutorial: Analysis of Integrated and Co-integrated Time Series download.
• The 2nd International R/Rmetrics User and Developer Workshop, 29th June-3rd July 2008, Meilisalp, Lake Thune, Switzerland. Talk: Tactical Asset Allocation: Putting the Pieces Togetherdownload.
• The 1st International R/Rmetrics User and Developer Workshop, 8-12th July 2007, Meilisalp, Lake Thune, Switzerland. Talk: Analysis of Integrated and Cointegrated Time Series.
• CFE 2007, Computational and Financial Econometrics, Geneva. Talk: UseR in the financial sector.
• useR! 2006: The R User Conference, Vienna.
• useR! 2004: The R User Conference, Vienna. Talk: useR! — at an investment bank?
• DSC 2003, Distributed Statistical Computing: International Workshop, Vienna.
• EFA 2002, European Finance Association, 29th Annual Meeting of the European Finance Association, Berlin.

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