It's common to cite Josephus, Tacitus, Clement of Rome, and other early sources to corroborate certain parts of the New Testament. But the extent to which they support the historicity of the New Testament is underestimated, because so many of the details seldom or never get discussed.
I addressed some examples in a post this past Christmas season concerning what some early Ephesian sources tell us about Jesus' childhood. Ignatius not only corroborates some of what the New Testament reports about the childhood of Jesus, but also does so while writing to the Ephesian church more than in other contexts, with an emphasis on Mary, all of which align well with what the New Testament and other early sources tell us about Mary's living with John and John's residence in Ephesus.
Or think of how many relevant details we get from the few fragments we have from the writings of Papias. See here for a discussion of how much his comments reflect the influence of the writings of John, which makes sense in light of the widespread claims that Papias was a disciple of John. And see here regarding the significance of the details in Papias' comments about the gospel of Mark. Papias refers to how a man he refers to as "the elder" provided information about the origins of Mark's gospel. That report lines up well with the New Testament and other early sources on multiple levels. Two New Testament documents widely attributed to John have him referring to himself as "the elder" (2 John 1, 3 John 1). And multiple New Testament sources report a close relationship between John and Peter, so that John's reporting on Peter's influence on the gospel of Mark makes sense. And the fact that Peter had a disciple named Mark is, again, something that corroborates the New Testament and other early sources. These are just some examples among more that could be cited. As brief as Papias' fragments are, they give us a lot of information and a lot of corroboration of what the New Testament tells us.
Quadratus provides further examples of what I'm referring to. See here regarding what he tells us about the miracles of Jesus. Notice that he not only refers to the same particular types of miracles the New Testament reports, but also corroborates other details. For example, he comments on how some of the recipients of Jesus' miracles lived down to the time of Quadratus (late first and early second centuries). That aligns well with the gospel reports of Jesus' raising of young people, such as Jairus' daughter (Mark 5:42). For more about Quadratus and his significance in the context I'm addressing in this post, see here.
I'll cite a few more examples before concluding the post. I have to be highly selective here. Part of the point I'm making is that there are so many of these details found in the earliest extrabiblical sources, far too many for me to cover in a post like this. As I've mentioned before when discussing the star of Bethlehem, Clement of Rome, writing shortly after the composition of Matthew's gospel, refers to Arabia as "the East", and associates the region with frankincense and myrrh, while addressing a context other than Matthew 2 (First Clement, 25). Less than a century later, Justin Martyr identifies the magi as Arabians (e.g., Dialogue With Trypho, 77). What Clement reports about the later activities and martyrdom of Peter and Paul (First Clement, 5) also lines up well with the New Testament and other early sources.
I don't think many people have much of an appreciation of how large a portion of the New Testament is corroborated in these earliest extrabiblical sources, how many contexts the evidence covers, how frequently the historical genre of the New Testament passages involved is evidenced, and so on. These issues need to be studied and discussed far more than they have been.
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