This thesis consists of two parts. In the first part, we introduce coupled K¨ahler-Einstein and Hermitian-Yang-Mills equations. It is shown that these equations have an interpretation in terms of a moment map. We identify a Futaki-type invariant as an obstruction to the existence of solutions of these equations. We also prove a Matsushima-Lichnerowicz-type theorem as another obstruction. Using Calabi ansatz, we produce nontrivial examples of solutions of these equations on some projective bundles. Another class of nontrivial examples is produced using deformation. In the second part, we prove a priori estimates for vortex-type equations. We then apply these a priori estimates in some situations. One important application is the existence and uniqueness result concerning solutions of Calabi-Yang-Mills equations. We recover a priori estimates of the J-vortex equation and the Monge-Amp`ere vortex equation. We establish a correspondence result between Gieseker stability and the existence of almost Hermitian-Yang-Mills metric in a particular case. We also investigate the K¨ahlerness of the symplectic form which arises in the moment map interpretation of Calabi-Yang-Mills equations.