SBVAR with exogenous variables

I want to estimate a structural bayesian VAR model (SBVAR) with exogenous variables SBVARX, can You, please, provide an example how to do this. Also is it possible to use different priors:

  1. The Normal inverse Wishart Prior
    1. The Minnesota prior?

Thank You in advance.

Dynare is not well-suited for this. I would suggest to have a look at the ECB’s BEAR toolbox.