From the Lutkepohl (2005) Appendix A.8:
All eigenvalues of the $m\times m$ matrix $A$ have modulus less than $1$ if and only if $\det(I_m - Az) \neq 0$ for $|z| \leq 1$, that is, the polynomial $\det(I_m - Az)$ has no roots in and on the complex unit circle.
I am seeking for the proof of this statement (as simple as possible)
The inequality holds automatically for $z=0$. For $z \neq 0$, $\operatorname{det}(I-Az)=z^m \operatorname{det}(z^{-1}I-A)$, which will be zero if and only if $z^{-1}$ is an eigenvalue of $A$. Now $\{ z^{-1} : |z| \leq 1,z \neq 0 \}=\{ z : |z| \geq 1 \}$, so the result follows.