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The last book of the Bible is Malachi and was written about 443. God prepared His people for the coming of Jesus by giving them prophets and letting them go through trials regarding others not approving of their faith.
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The Exile was when Nebuchadnezzar attacked Jerusalem and burned the city, and kicked out the Jews out. They where moved to Babylon.
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The temple and city were destroyed. Ezekiel's message to the people was to help them understand why they were taken captive and to bring a different message of hope.
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Daniel and his friends were taken into captivity in Babylon and they had to work for Nebuchadnezzar. Daniel's friends were suppose to worship the image, but they didn't and they got thrown into the furnace, but they didn't burn and this showed God's power.
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Nebuchadnezzar died and the rules towards captives became less stric and allowed some to gain positions of power God allowed a remnant of His people to return home because He told them that they would live in the promised land.
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Zerubbabel led the first return in 538. They needed to rebuild the temple because it was the place that God lived with them.
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Ezra led the next return 80 years after Zerubbabel. the people during this period where intermarrying with foreigners and where not living for God, so the people needed prophets.
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Nehemiah led the third group in 445 B.C. They needed to rebuild to wall, but people did not want to help and they were ridiculed while trying to rebuild it.