In simplest terms, typology is a methodology in which the New Testament is read back into the Old Testament. It is a type of allegory, particularly popular in Medieval theology, and still wide-spread today. Paul describes it like this:
Therefore do not let anyone judge you by what you eat or dring, or with regard to a religious festival, a New Moon celebration or a Sabbath day. These are a shadow of the things that were to come; the reality, however, is found in Christ.
- Colossians 2:16-17
An example might be Jonah, who prefigures Christ's death, burial and resurrection - the belly of the whale is Jesus' tomb; as Jonah was freed from the whale after 3 days, so too was Jesus from the grave etc.
Another example I have heard is that the rock from which waters flowed in the desert foreshadows Jesus, from whom living waters flow. As Christ had to be 'struck' in order for us to receive salvation, so too did the rock - but only once! (Moses gets in trouble for doing it a second time!)
Personally, I reckon that the first is a reasonable parallel to draw, since Jesus himself draws it (see Matthew 12:38-42). The second is less convincing, in my eyes - whilst it may be a useful illustration, I'm not sure what is to be gained by pushing the parallel.
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