Subtotal Results Unexpectedly Not Equal

In my model there are 2 endogenous variables X and Y which are functions of exogenous variables A and B. The variables X and Y have the particular property that percentage changes in them are equal whenever A is shocked buy B is not shocked. I carried out a multi-step simulation in which A and B were both shocked, then ran the decomposition sumulation to find out their contributions to changes in X and Y. I found that the A-subtotal results for X and Y are not equal, even though there are no B shocks when the A-subtotal is calculated. Is this an error?

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We are grateful to Tran Hoang Nhi who wrote up the answer to this question.

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