One shock taking over the variance decomposition

i have a model with four shocks: tfp, investment specifc technology shock, a fiscal policy shock and a monetary policy shock. If I do a simple simulation adding a one basis point std deviation to all four shocks, I find that monetary policy shock seems to take over the variance decomposition almost entirely. It accounts for more than 95 perecent of the variation of relevant economic aggregates. Does this mean some possible misspecifucation or stochsstic singularity? Should I worry about it?

As the shock processes are not immediately comparable and have not been chosen seriously, you cannot infer anything from this.