Lutherans, Methodists, and Calvinists believe that justification is an event (as opposed to the Roman Catholic church and the Orthodox church who believe it is a process). If justification is an event, when does it happen? Is it at the moment of conversion, at baptism, or at some other time?
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According to most independent, fundamentalist Baptists, (and to the best of my knowledge, the groups that you mentioned) justification is a one-time event that happens at the moment of conversion, when a sinner repents on his or her sins and puts their faith in Christ for salvation.
This would be in line with a Calvinist view. Justification is a result of salvation, and is something granted freely as the gift of salvation, apart from any works of man.
The very same Wikipedia article that you linked to outlines the relationship between Justification and Sola Fide, for those denominations that subscribe to the view that salvation is by faith alone.
This article covers more groups independently, rather than lumping protestants entirely into a group, and may provide more clarity on how different denominations view the topic.
Lutherans who hold to their confessions [ http://bookofconcord.org/ ] believe that justification, faith, and baptism go together. A baptized infant believes the Gospel at its baptism. An adult who falls away from faith in Christ which has been given in Baptism and is converted is returning to the promise of the Gospel which has been applied to him in Baptism.
Lutherans believe that faith in Christ is the work of the Holy Spirit alone. Human will is bound and unable to assist with conversion. The Holy Spirit works faith through the external Word--that is, the preached Gospel, the written or read Scriptures.
At the same time, faith worked in Christ by the preached Word leads to Baptism, which is "the washing of regeneration and renewal in the Holy Spirit" (Titus 3). Rather than looking for or to an experience of conversion, Lutherans look to God's works and promises. Rather than looking to his feeling of faith, or his conversion experience, decision, or sanctified life, a Lutheran will look to the forgiveness of sins promised in the Gospel to all sinners on account of Christ's propitiatory death, and he will look to the promise of God in Baptism (as well as absolution, and the sacrament of Christ's body and blood) that Christ's merits have been given to him.
In Luther's sermon on Matthew 8:1-13 in his 1525 "Church Postil" [ http://www.lutherdansk.dk/Web-Fastepostillen%20AM/index.htm ] he talks about the faith of infants in Baptism. Another key writing is the Large Catechism's section on Baptism, where Luther has a section dealing specifically with Anabaptist arguments against infant baptism and infant faith. The Large Catechism can be found at the Book of Concord website linked above.
Some excerpts from the sermon on Matthew I've found helpful:
In the Methodist tradition, a person is justified when they accept the grace God has given them, and make a decision to follow his will rather than their own.
Though justification by itself is not a process, it is the beginning of the process of sanctification, in which we work with God to transform us into the people God intended us to be. This is, as far as I understand, similar to the Catholic and Orthodox concept of theosis.
Justification, if it is an event, probably happened that weekend when Jesus was crucified, died and was buried.
However, since God exists outside of time, from His perspective there may not be a "moment" when justification happened.
I think the better question is why does it matter when justification happened?