Bi variate GARCH M or EGARCH

[hess]

Hi, hope everyone is ok.
I have a question.
I want to estimate a GARCH-M or EGARCH-M model for inflation and growth. I have a couple of questions,

1. Can I estimate a bi variate GARCH-M for this? Does eviews can do this?
2. Or Should I estimate first, for example, an inflation GARCH-M model, and then use the variance of this in to a OLS regression to check if this affects growth?
3. In page 270 of the manual there is an example of how can we plug the mean equation in the model. The example says:
dlog(ibm)=c(1)+c(2)*dlog(spx) here are my question regarding this equation. Is this a bi variate EGARCH-M?

This are very simple question perhpas for someone but a good explanation can really help, in particular, because I have to replicate some excercise that relate inflation volatility and growth and i do not if i can i include more variables in the equations (for example, growth in the inflation mean equation) or only i can include more variables as regressors in the variance equations.
Thank you for you quick replay.!!