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Below is a list of useful resources to keep on hand when studying the Bible.
Book on hermeneutics. Hermeneutics is the study of interpretation. Start with one of these books to get your Bible study off to a good start: Knowing Scriptureby R.C. Sproul, How to Read the Bible for All Its Worth by Gordon Fee and Douglas Stuart, or How to Study Your Bible by Kay Arthur, etc.
Bible notebook. Keep a notebook on hand to record notes on the passages and books you are studying.
Concordance. With the concordance, you can conduct word studies and find specific passages that you can't remember the location of.
Map and atlas. These help you visualize the biblical action.
Biblical commentaries. These can also be an instructive supplement to Bible study. Check out The MacArthur Bible Commentary, The New Bible Commentary, the Ancient Christian Commentary on Scripture series, theBrazos Commentary on the Bible series, or Matthew Henry's Commentary on the Whole Bible.
Bible dictionaries. These books, such as Holman Illustrated Bible Dictionary, provide definitions of biblical words and identification of biblical characters.
Study Bibles. There are all kinds of study Bibles to take advantage of; most come with a glossary, maps, as well as verse-by-verse commentary. A few are The NIV Study Bible, The NLT Study Bible, The Literary Study Bible, The Archaelogical Study Bible, Life Application Study Bible, The Reformation Study Bible, The ESV Study Bible, and The Apologetics Study Bible.
Books on church history. Studying these reveals the church's interpretation of the Bible throughout the ages, and therefore illuminates your own Bible study.
Books on culture. Books such as The New Manners and Customs of Bible Times by Ralph Gower and New Testament Times: Understanding the World of the First Century by Merrill Tenney give cultural and historical background to the study of the Bible.
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