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Luke 9:31 (NLT 1996) [Moses and Elijah] were glorious to see. And they were speaking of how [Jesus] was about to fulfill God's plan by dying in Jerusalem.

Shortly before, Jesus had told his apostles about his impending death, and prophecies of it were scattered throughout the Scriptures. Plus, Moses and Elijah were both men that talked with God personally, so He may have told them details about Jesus' death before they joined Him in Heaven. Yet, the tone of the passage makes it seem as if Moses and Elijah knew a good deal about what was to happen and for a reason distinct from the ones I just listed.

What did Moses and Elijah know about Jesus' death and fulfillment of God's plan, and how did they know it? What do the writings of the great Protestant theologians (particularly John Wesley) have to say about this?

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in its current form this question isn't answerable through the Bible its too localized –  caseyr547 Jun 29 '13 at 2:45
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I think that the answer to this question must lie with the reason that Moses and Elijah, specifically, are here. From the earliest times, it has been recognized that their role is to point to Jesus as the culmination of Law and Prophecy, since Moses is the pre-eminent figure with respect to the Law, as Elijah is the archetypal prophet. Moreover, there are specific parallels in the lives of all three - John Wesley specifically mentions fasting (his Sermon 27, on Mt 6:16-18), and some others are discussed in Aquinas' Summa Theologica 3.45.3 ad 3. So Augustine writes (Sermon 78, a.k.a. 28, on the Old Testament):

Here is the Lord, here the Law and the Prophets, but the Lord as the Lord: the Law is in Moses, Prophecy in Elijah, but they are only as servants, as ministers. They are as vessels; he as the fountain. Moses and the Prophets spoke, and wrote: but when they poured out, they were filled from him.1

and likewise Wesley (Explanatory Notes on Matthew 17:3):

Moses, the giver of the law, Elijah, the most zealous of all the prophets, and God speaking from heaven, all bore witness to him.

Methodist theologian Geoffrey Wainwright says that in Wesleyan thought, the Transfiguration is an "extraordinary manifestation of the identity of the Son of God incarnate [...] a testimony to his divine and cosmic status and an exemplary promise of their glorious destiny to those who find their life in him." 2 Along this line of interpretation, the critical idea is witness or testimony, whereby Moses and Elijah assist in making the nature of Jesus known to the disciples, and they in turn share it with the world. That meshes with the experience-based mode of conversion promoted by Wesley, who encouraged "experience meetings" wherein people would share their testimonies and manifest acts of prayer and devotion.3

In this connection, it's hard not to draw a parallel with a well-known section in Wesley's journal, from the end of April 1738:

I was much confirmed in the "truth that is after godliness" by hearing the experiences of Mr. Hutchins, of Pembroke College, and Mrs. Fox: two living witnesses that God can (at least, if He does not always) give that faith whereof cometh salvation in a moment, as lightning falling from heaven.

Hutchins and Fox, Moses and Elijah - acting as prophetic witnesses, sharing their own experience of God, and thereby provoking such experiences in others. Wainwright points to some hymns of Charles Wesley for the specific prefiguring role of Moses and Elijah, such as:

Moses and the prophets speak
And witness to our Lord,
Him and only Him we seek
Throughout the sacred Word:
When we find the Saviour there,
The figures and predictions shine,
Seen with Christ, they all declare
The majesty Divine. 4

Their knowledge, then, must be prophetic in nature, of the same kind now as it was in their earthly lives. It is not a mere repeating of facts they had been told, but a sharing of "religious experience" in the fullest sense - for Wesley, prophets are by nature miraculous, characterized as people "on whom the Holy Ghost came in an extraordinary manner" (his Sermon 115, on Hebrews 5:4). Both the Law and the Prophets point to Christ, and so both Moses and Elijah are here to continue their witness - presenting a testimony derived from the direct presence of the Holy Spirit. While we do not know exactly what they said, and in how much detail they described the events to come, the point is that they faithfully communicated the transcendence of Christ to the disciples. This is reflected in further Wesleyan hymns on the Luke passage, where the Transfiguration is presented as a model of communion with the divine.

1. "Hic Dominus, hic Lex et Prophetae : sed Dominus tanquam Dominus : Lex in Moyse, Prophetia in Elia; sed ipsi tanquam servi, tanquam ministri. Ipsi tanquam vasa : ipse tanquam fons. Moyses et Prophetae dicebant et scribebant: sed de illo implebantur quando fundebant." In Migne, Patrologia Latina 38.490.
2. "The transfiguration of Jesus in Wesleyan exegesis and application", Geoffrey Wainwright. Ch. 20 in Orthodox and Wesleyan Scriptural Understanding and Practice, ed. S. T. Kimbrough, Jr. (St Vladimir's Seminary Press, 2005).
3. Fits, trances and visions: Experiencing religion and explaining experience from Wesley to James, Ann Taves (Princeton University Press, 1999).
4. Hymns on the Four Gospels, no. 431 on Mt 17:3, in The poetical works of John and Charles Wesley, vol. 10.

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