This paper develops a new methodology to predict the interregional and interindustry impacts of disruptive events. We model the reactions of economic agents by minimizing the information gain between the pre‐ and postevent pattern of economic transactions. The resulting nonlinear program reproduces, as it should, the pre‐event market equilibrium. The methodology is tested further by means of a comparison of this base scenario with two regional production shock scenarios and two interregional trade shock scenarios. The outcomes show a plausible combination of partially compensating demand, supply, and spatial substitution effects, which justifies the further development, testing, and application of this new approach.