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Catholic teaching states that when we die, our souls either go to Purgatory or to Hell; or to Heaven if you are a Saint. No where is it taught that there can be un-settled souls-commonly known as ghosts- roaming about the world.
However, there are numerous references to Demons abroad in the world-in both the Old Testament as well as the New.
Is it not possible for a Demon, who by definition is a spawn of Satan, to imitate an unsettled soul in order to corrupt us?
For those of you who are worried about such things, you should keep a Crucifix and a bottle of Holy Water near at hand. This, plus a clean soul are the best protection possible from Satan and Demons.

amazon.com/Hungry-Souls-Supernatural-Messages-Purgatory/dp/0895558998/ref=sr_1_1?ie=UTF8&qid=1343530539&sr=8-1&keywords=souls+purgatoryCould some ‘ghosts’ be a reflaction of a soul in Purgantory? There have been stories of Saints being seen soon after their deaths, in activies the Saints had been slack in life. :heaven::harp:
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