Today I am finishing the research on Romans. I found the quote of Martin Luther... without even have to look for it: it was in his "Commentary on Romans", at the chapter 7.

In Romans 7:14-25, Paul is describing the ‘old man’ that is still alive in every converted person, and he describes the new life in the Spirit in chapter 8. Paul means:  “if me, Paul, a converted Christian, who has passed through a born again experience, if I try to keep the law on my own strength (instead of relying on the Holy Spirit as any Christian should), then I will automatically arrive to a failure.  I have experienced that the Law is powerless to make anyone holy and I am describing such experience in these lines.”  When we remember that the sinful nature is still active in the converted Christians’ life, Romans 7:14-25 makes completely sense.  Not only it makes sense, but it helps Christians to remember their human frailty, their daily need to die to self and to be born again of the Holy Spirit... In his commentary on Romans 7:25, Luther describes well the two natures living in all Christians: ‘saints and sinners in the same time’ (‘simul justus est et peccat’ in Latin).